| | |
|---|
| | | buy_time = total_datas[buy_progress_index]["val"]["time"] |
|---|
| | | limit_up_price = gpcode_manager.get_limit_up_price(code) |
|---|
| | | if buy_exec_index: |
|---|
| | | m_base_val = L2PlaceOrderParamsManager.get_base_m_val(code) |
|---|
| | | need_cancel, msg = DCancelBigNumComputer().set_trade_progress(code, |
|---|
| | | buy_progress_index, |
|---|
| | | buy_exec_index, |
|---|
| | | total_datas, |
|---|
| | | num_operate_map, |
|---|
| | | num * 100 * float( |
|---|
| | | limit_up_price), |
|---|
| | | m_base_val, |
|---|
| | | limit_up_price) |
|---|
| | | if need_cancel: |
|---|
| | | L2TradeDataProcessor.cancel_buy(code, f"D撤:{msg}", source="d_cancel") |
|---|
| | |
|---|
| | | is_normal = l2_data_util.load_l2_data(code, load_latest=False) |
|---|
| | | volume_rate = code_volumn_manager.get_volume_rate(code) |
|---|
| | | volume_rate_index = code_volumn_manager.get_volume_rate_index(volume_rate) |
|---|
| | | m_val = \ |
|---|
| | | L2PlaceOrderParamsManager(code, True, volume_rate, volume_rate_index, None).get_m_val()[ |
|---|
| | | 0] |
|---|
| | | m_val = L2PlaceOrderParamsManager.get_base_m_val(code) |
|---|
| | | limit_up_price = gpcode_manager.get_limit_up_price(code) |
|---|
| | | m_val_num = int(m_val / (float(limit_up_price) * 100)) |
|---|
| | | |
|---|
