L下监听数量动态变化

Administrator

2023-10-19 001e49d6dffee3ae3f30760e7d7aebdb718f1280

 l2/l2_transaction_data_manager.py

@@ -6,7 +6,7 @@
from code_attribute import gpcode_manager
from l2 import l2_data_util, l2_data_manager, transaction_progress
from l2.cancel_buy_strategy import LCancelRateManager, DCancelBigNumComputer, LCancelBigNumComputer, \
    SecondCancelBigNumComputer
    SecondCancelBigNumComputer, HourCancelBigNumComputer
from l2.l2_data_manager_new import L2TradeDataProcessor
from l2.l2_data_util import L2DataUtil
from log_module import async_log_util
@@ -79,22 +79,25 @@
                cls.__TradeBuyQueue.set_traded_index(code, buy_progress_index)
                async_log_util.info(logger_l2_trade_buy_queue, "获取成交位置成功： code-{} index-{}", code,
                                    buy_progress_index)
                limit_up_price = gpcode_manager.get_limit_up_price(code)
                if buy_exec_index and buy_exec_index > -1:
                    m_base_val = L2PlaceOrderParamsManager.get_base_m_val(code)
                    need_cancel, msg = DCancelBigNumComputer().set_trade_progress(code,
                                                                                  buy_progress_index,
                                                                                  buy_exec_index,
                                                                                  total_datas,
                                                                                  m_base_val,
                                                                                  limit_up_price)
                    if need_cancel:
                        L2TradeDataProcessor.cancel_buy(code, f"D撤:{msg}", source="d_cancel")
                # limit_up_price = gpcode_manager.get_limit_up_price(code)
                # 注释掉D撤单
                # if buy_exec_index and buy_exec_index > -1:
                #     m_base_val = L2PlaceOrderParamsManager.get_base_m_val(code)
                #     need_cancel, msg = DCancelBigNumComputer().set_trade_progress(code,
                #                                                                   buy_progress_index,
                #                                                                   buy_exec_index,
                #                                                                   total_datas,
                #                                                                   m_base_val,
                #                                                                   limit_up_price)
                #     if need_cancel:
                #         L2TradeDataProcessor.cancel_buy(code, f"D撤:{msg}", source="d_cancel")

                LCancelBigNumComputer().set_trade_progress(code, buy_progress_index, total_datas)
                SecondCancelBigNumComputer().set_transaction_index(
                    code,
                    buy_progress_index)
                if buy_exec_index and buy_exec_index > -1:
                    HourCancelBigNumComputer().set_transaction_index(code, buy_progress_index)
            else:
                pass
        except Exception as e: