| | |
|---|
| | | async_log_util.error(hx_logger_l2_debug, str(e)) |
|---|
| | | try: |
|---|
| | | # 下单2s后才开始生效 |
|---|
| | | if tool.trade_time_sub(total_datas[-1]["val"]["time"],total_datas[order_begin_pos.buy_exec_index]["val"]["time"]) > 2: |
|---|
| | | cresult = LCancelBigNumComputer().add_transaction_datas(code, datas) |
|---|
| | | if cresult[0]: |
|---|
| | | L2TradeDataProcessor.cancel_buy(code, f"L后成交太快撤单:{cresult[1]}") |
|---|
| | | order_begin_pos = None |
|---|
| | | cresult = LCancelBigNumComputer().add_transaction_datas(code, datas) |
|---|
| | | if cresult[0]: |
|---|
| | | L2TradeDataProcessor.cancel_buy(code, f"L后成交太快撤单:{cresult[1]}") |
|---|
| | | order_begin_pos = None |
|---|
| | | except Exception as e: |
|---|
| | | async_log_util.error(hx_logger_l2_debug, str(e)) |
|---|
| | | |
|---|
