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2024-04-02 1176a493039ded49d888b451793bc272e18a9b5a

 l2/l2_transaction_data_manager.py

@@ -101,6 +101,8 @@

    # 最近的卖单, 格式{code:[卖单号,总手数,价格,（'开始时间',买单号）,（'结束时间',买单号）]}
    __latest_sell_order_dict = {}
    # 最近所有的卖单
    __latest_all_sell_orders_dict = {}

    # 返回最近1s的大单卖：(总卖金额,[(卖单号,总手数,价格,（'开始时间',买单号）,（'结束时间',买单号）),...])
    @classmethod
@@ -125,6 +127,9 @@
        if code not in cls.__big_sell_order_info_list_dict:
            cls.__big_sell_order_info_list_dict[code] = []

        if code not in cls.__latest_all_sell_orders_dict:
            cls.__latest_all_sell_orders_dict[code] = []

        sell_no_map = local_today_sellno_map.get(code)
        total_datas = local_today_datas.get(code)
        if not sell_no_map:
@@ -140,17 +145,23 @@
                    cls.__latest_sell_order_dict[code][4] = (d[3], d[6])
                else:
                    info = cls.__latest_sell_order_dict[code]

                    # 上个卖单成交完成
                    # 封存数据，计算新起点
                    # 大于50w的卖单才会保存
                    # 大于50w加入卖单
                    if info[1] * info[2] >= 500000:
                    cls.__latest_all_sell_orders_dict[code].append(info)
                    money = info[1] * info[2]
                    if money >= 500000:
                        if is_active_sell(info[0]):
                            l2_log.info(code, hx_logger_l2_transaction_sell_order,
                                        f"{cls.__latest_sell_order_dict[code]}")
                            cls.__big_sell_order_ids_dict[code].add(info[0])
                            cls.__big_sell_order_info_dict[code][info[0]] = info
                            cls.__big_sell_order_info_list_dict[code].append(info)
                    # 只保留10w以上的单
                    if money > 100000:
                        cls.__latest_all_sell_orders_dict[code].append(info)

                    cls.__latest_sell_order_dict[code] = [d[7], d[2], d[1], (d[3], d[6]), (d[3], d[6])]
        latest_time = l2_huaxin_util.convert_time(datas[-1][3], with_ms=True)
@@ -200,3 +211,22 @@
        big_sell_orders.reverse()
        total_sell_info[1] = big_sell_orders
        return total_sell_info

    # 获取最近成交数据
    @classmethod
    def get_latest_transaction_datas(cls, code, min_sell_order_no=None):
        total_orders = []
        sell_orders = cls.__latest_all_sell_orders_dict.get(code)
        if sell_orders:
            for i in range(len(sell_orders) - 1, -1, -1):
                if min_sell_order_no and min_sell_order_no > sell_orders[i][0]:
                    break
                total_orders.append(sell_orders[i])
            total_orders.extend(sell_orders)
        if code in cls.__latest_sell_order_dict:
            if min_sell_order_no :
                if cls.__latest_sell_order_dict[code][0] >= min_sell_order_no:
                    total_orders.append(cls.__latest_sell_order_dict[code])
            else:
                total_orders.append(cls.__latest_sell_order_dict[code])
        return total_orders