L后撤成交太快撤单注释/修复板上盯BUG

Administrator

2024-03-22 0f1cc55f65930d92ef6891e0729fced4b8256e3e

 l2/l2_transaction_data_processor.py

@@ -59,14 +59,16 @@
                            break
                except Exception as e:
                    async_log_util.error(hx_logger_l2_debug, str(e))
                try:
                    # 下单2s后才开始生效
                    cresult = LCancelBigNumComputer().add_transaction_datas(code, datas)
                    if cresult[0] and not DCancelBigNumComputer().has_auto_cancel_rules(code):
                        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))
                # 暂时注释掉
                # try:
                #     # 下单2s后才开始生效
                #     cresult = LCancelBigNumComputer().add_transaction_datas(code, datas)
                #     if cresult[0] and not DCancelBigNumComputer().has_auto_cancel_rules(code):
                #         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))
            big_sell_order_info = None
            try:
                # 统计卖单
                big_sell_order_info = HuaXinSellOrderStatisticManager.add_transaction_datas(code, datas)
@@ -78,7 +80,7 @@
                    L2TradeDataProcessor.cancel_buy(code, f"S后撤:{cancel_msg}")

            except Exception as e:
                async_log_util.error(logger_debug, f"卖单统计异常：{str(e)}")
                async_log_util.error(logger_debug, f"卖单统计异常：{big_sell_order_info}")
                logger_debug.exception(e)

            # 计算已经成交的大单