From fb47d36048e94b9a506d5c153e3dd19a01e37df1 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 30 十月 2023 16:30:27 +0800
Subject: [PATCH] bug修复
---
huaxin_client/l2_client.py | 6 ++++--
1 files changed, 4 insertions(+), 2 deletions(-)
diff --git a/huaxin_client/l2_client.py b/huaxin_client/l2_client.py
index 59f0e17..4da4698 100644
--- a/huaxin_client/l2_client.py
+++ b/huaxin_client/l2_client.py
@@ -321,7 +321,7 @@
# 娣辫瘉鎾ゅ崟
print("閫愮瑪濮旀墭", item)
- l2_data_manager.add_l2_order_detail(item, True)
+ l2_data_manager.add_l2_order_detail(item, 0, True)
else:
if abs(pTransaction['TradePrice'] - limit_up_price) < 0.201:
# 娑ㄥ仠浠�
@@ -343,7 +343,9 @@
def OnRtnOrderDetail(self, pOrderDetail):
can_listen = False
code = str(pOrderDetail['SecurityID'])
+ start_time = 0
if code in self.special_code_volume_for_order_dict:
+ start_time = time.time()
if self.special_code_volume_for_order_dict[code][0] == pOrderDetail['Volume'] or constant.SHADOW_ORDER_VOLUME == pOrderDetail['Volume']:
# 鐩戞帶鐩爣璁㈠崟涓庡奖瀛愯鍗�
if self.special_code_volume_for_order_dict[code][1] > time.time():
@@ -374,7 +376,7 @@
"OrderTime": pOrderDetail['OrderTime'], "MainSeq": pOrderDetail['MainSeq'],
"SubSeq": pOrderDetail['SubSeq'], "OrderNO": pOrderDetail['OrderNO'],
"OrderStatus": pOrderDetail['OrderStatus'].decode()}
- l2_data_manager.add_l2_order_detail(item)
+ l2_data_manager.add_l2_order_detail(item, start_time)
def OnRtnBondMarketData(self, pDepthMarketData, FirstLevelBuyNum, FirstLevelBuyOrderVolumes, FirstLevelSellNum,
FirstLevelSellOrderVolumes):
--
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