撤单策略修改/ 防止重复撤单

Administrator

2024-11-07 62910f2062b66e3b81c54652e44ba0b059880c69

 trade/huaxin_trade_api.py

@@ -452,6 +452,8 @@

__canceling_order_dict = {}

__canceled_order_ids = set()


def cancel_order(direction, code, orderSysID, orderRef=None, blocking=False, sinfo=None, request_id=None,
                 recancel=False):
@@ -459,6 +461,11 @@
        # 集合竞价不撤单
        return

    # 防止重复撤单
    if orderSysID:
        if orderSysID in __canceled_order_ids:
            return
        __canceled_order_ids.add(orderSysID)
    if not recancel:
        CancelOrderManager().start_cancel(code, orderRef, orderSysID)
    if not sinfo:
@@ -483,7 +490,7 @@
    try:
        return __read_response(request_id, blocking)
    finally:
        # huaxin_trade_data_update.add_delegate_list("撤单")
        huaxin_trade_data_update.add_delegate_list("撤单", delay=0.1)
        huaxin_trade_data_update.add_money_list()