"""
|
分析L2逐笔委托的时间数据
|
"""
|
from l2.huaxin import l2_huaxin_util
|
from log_module import log_export
|
from utils import tool
|
|
|
def print_slow_l2_delegates():
|
fdatas = log_export.load_huaxin_order_detail()
|
times = set()
|
for l in fdatas:
|
local_time = l[0]
|
if int(local_time.replace(":", "")) < int("093000"):
|
continue
|
l2_time = l2_huaxin_util.convert_time(l[1][5])
|
if abs(tool.trade_time_sub(local_time, l2_time)) > 10:
|
# print("慢数据：", l)
|
times.add(f"{l[1][0][:2]}-{local_time}")
|
ts = list(times)
|
ts.sort(key=lambda x: x.split('-')[1])
|
for t in ts:
|
print(t)
|
|
|
if __name__ == "__main__":
|
print_slow_l2_delegates()
|
