| | |
| | | if total_num > thresh_hold_num: |
| | | # 成交位到下单位还有足够的单没撤 |
| | | l2_log.l_cancel_debug(code, |
| | | f"L上撤阻断: 成交位-{trade_progress_index} 真实下单位-{real_place_order_index_info[0]} 阈值-{thresh_hold_money}") |
| | | f"L前撤阻断: 成交位-{trade_progress_index} 真实下单位-{real_place_order_index_info[0]} 阈值-{thresh_hold_money}") |
| | | return False, None |
| | | |
| | | canceled_indexes.sort() |
| | | l2_log.l_cancel_debug(code, f"L上撤单,撤单位置:{canceled_indexes[-1]}") |
| | | l2_log.l_cancel_debug(code, f"L前撤单,撤单位置:{canceled_indexes[-1]}") |
| | | return True, total_data[canceled_indexes[-1]] |
| | | |
| | | return False, None |