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| | | from trade.trade_data_manager import CodeActualPriceProcessor, RadicalBuyDealCodesManager |
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| | | import concurrent.futures |
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| | | |
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| | | __actualPriceProcessor = CodeActualPriceProcessor() |
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| | | |
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| | | __pre_big_order_deal_thread_pool = concurrent.futures.ThreadPoolExecutor(max_workers=10) |
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| | |
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| | | dif2 = add_code_set - latest_add_codes |
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| | | if dif2: |
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| | | # 新增加的订阅需要拉取之前的大单 |
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| | | __pre_big_order_deal_thread_pool.submit(radical_buy_data_manager.pull_pre_deal_big_orders_by_codes, dif2) |
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| | | __pre_big_order_deal_thread_pool.submit(radical_buy_data_manager.pull_pre_deal_big_orders_by_codes, |
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| | | dif2) |
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| | | if True: |
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| | | async_log_util.info(logger_l2_codes_subscript, |
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| | | f"({request_id})预处理新增订阅代码：{dif2}") |
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| | |
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| | | add_datas = [] |
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| | | for d in add_code_list: |
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| | | limit_up_price = gpcode_manager.get_limit_up_price_as_num(d) |
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| | | min_volume = int(round(50 * 10000 / limit_up_price)) |
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| | | min_volume = int(round(constant.L2_MIN_MONEY / limit_up_price)) |
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| | | # 需要订阅的特殊的量 |
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| | | special_volumes = BuyMoneyUtil.get_possible_buy_volumes(limit_up_price) |
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| | | special_volumes |= set([tool.get_buy_volume_by_money(limit_up_price, x) for x in |
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