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| | | from l2.huaxin import l2_huaxin_util |
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| | | from l2.l2_data_manager import OrderBeginPosInfo |
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| | | from l2.l2_data_manager_new import L2TradeDataProcessor |
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| | | from l2.l2_data_util import L2DataUtil |
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| | | from l2.l2_transaction_data_manager import HuaXinBuyOrderManager, HuaXinSellOrderStatisticManager, BigOrderDealManager |
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| | | from log_module import async_log_util |
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| | | from log_module.log import hx_logger_l2_debug, logger_l2_trade_buy_queue, logger_debug, hx_logger_l2_upload |
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| | |
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| | | d = datas[i] |
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| | | buy_no = f"{d[6]}" |
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| | | if buyno_map and buy_no in buyno_map: |
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| | | buy_progress_index = buyno_map[buy_no]["index"] |
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| | | # 成交进度位必须是涨停买 |
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| | | if L2DataUtil.is_limit_up_price_buy(buyno_map[buy_no]["val"]): |
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| | | buy_progress_index = buyno_map[buy_no]["index"] |
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| | | break |
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| | | return buy_progress_index |
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| | | |
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| | | if need_cancel: |
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| | | cancel_msg = f"S撤:{cancel_msg}" |
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| | | if not need_cancel: |
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| | | need_cancel, cancel_msg = FCancelBigNumComputer().need_cancel_for_p(code, big_sell_order_info, |
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| | | need_cancel, cancel_msg = FCancelBigNumComputer().need_cancel_for_p(code, |
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| | | order_begin_pos) |
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| | | # 判断时间是否与本地时间相差5s以上 |
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| | | if tool.trade_time_sub(tool.get_now_time_str(), l2_huaxin_util.convert_time(datas[-1][3])) > 10: |
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| | | need_cancel, cancel_msg = True, f"成交时间与本地时间相差10S以上，{l2_huaxin_util.convert_time(datas[-1][3])}" |
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| | | |
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| | | now_seconds = int(tool.get_now_time_str().replace(":", "")) |
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| | | if now_seconds < int("093200"): #or int("130000") <= now_seconds < int("130200"): |
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| | | need_cancel, cancel_msg = True, f"成交时间与本地时间相差10S以上，{l2_huaxin_util.convert_time(datas[-1][3])}" |
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| | | if need_cancel: |
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| | | L2TradeDataProcessor.cancel_buy(code, cancel_msg) |
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