From e1788016750ad6ec1dfc28a4e6948ecaf5b326e4 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 22 二月 2024 16:03:30 +0800
Subject: [PATCH] 影子单价格修改/消息日志添加/成交太快撤单
---
huaxin_client/l2_client.py | 8 ++++----
1 files changed, 4 insertions(+), 4 deletions(-)
diff --git a/huaxin_client/l2_client.py b/huaxin_client/l2_client.py
index e2c757b..4672fcd 100644
--- a/huaxin_client/l2_client.py
+++ b/huaxin_client/l2_client.py
@@ -134,8 +134,8 @@
for d in codes_data:
code = d[0]
codes.add(code)
- self.codes_volume_and_price_dict[code] = (d[1], d[2])
- self.l2_data_upload_manager.set_order_fileter_condition(code, d[1], float(d[2]))
+ self.codes_volume_and_price_dict[code] = (d[1], d[2], d[3])
+ self.l2_data_upload_manager.set_order_fileter_condition(code, d[1], float(d[2]), d[3])
add_codes = codes - self.subscripted_codes
del_codes = self.subscripted_codes - codes
print("add del codes", add_codes, del_codes)
@@ -191,8 +191,8 @@
# self.special_code_volume_for_order_dict[code] = (volume, time.time() + 3)
d = self.codes_volume_and_price_dict.get(code)
if d:
- min_volume, limit_up_price = d[0], d[1]
- self.l2_data_upload_manager.set_order_fileter_condition(code, min_volume, limit_up_price,
+ min_volume, limit_up_price, special_price = d[0], d[1], d[2]
+ self.l2_data_upload_manager.set_order_fileter_condition(code, min_volume, limit_up_price,special_price,
{volume, constant.SHADOW_ORDER_VOLUME},
time.time() + 3)
huaxin_l2_log.info(logger_local_huaxin_l2_subscript, f"璁剧疆涓嬪崟閲忕洃鍚細{code}-{volume}")
--
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