Administrator
2024-01-08 0acb55dbb2d251472f902b3bb721fd888ab9a31f
huaxin_client/l2_data_manager.py
@@ -12,7 +12,8 @@
# 活动时间
from huaxin_client.code_queue_distribute_manager import CodeQueueDistributeManager
from log_module import async_log_util
from log_module.log import logger_local_huaxin_l2_error, logger_system
from log_module.async_log_util import huaxin_l2_log
from log_module.log import logger_local_huaxin_l2_error, logger_system, logger_local_huaxin_l2_subscript
from utils import tool
import collections
@@ -48,9 +49,13 @@
            special_volumes = set()
        if code in self.filter_order_condition_dict and not special_volumes and not special_volumes_expire_time:
            self.filter_order_condition_dict[code][0] = (min_volume, limit_up_price)
            huaxin_l2_log.info(logger_local_huaxin_l2_subscript,
                               f"({code})常规过滤条件设置:{self.filter_order_condition_dict[code]}")
        else:
            self.filter_order_condition_dict[code] = [(min_volume, limit_up_price), special_volumes,
                                                      special_volumes_expire_time]
            huaxin_l2_log.info(logger_local_huaxin_l2_subscript,
                               f"({code})下单后过滤条件设置:{self.filter_order_condition_dict[code]}")
    # 过滤订单
    def __filter_order(self, item):