| | |
| | | cls.unreal_buy_dict.pop(code) |
| | | |
| | | @classmethod |
| | | def set_real_place_order_index(cls, code, index): |
| | | cancel_buy_strategy.set_real_place_position(code, index) |
| | | def set_real_place_order_index(cls, code, index,buy_single_index): |
| | | cancel_buy_strategy.set_real_place_position(code, index,buy_single_index) |
| | | |
| | | # 处理华鑫L2数据 |
| | | @classmethod |
| | |
| | | # 获取下单位置 |
| | | place_order_index = huaxin_delegate_postion_manager.get_l2_place_order_position(code, datas) |
| | | if place_order_index: |
| | | cls.set_real_place_order_index(code, place_order_index) |
| | | buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set, buy_volume_rate = cls.__get_order_begin_pos( |
| | | code) |
| | | cls.set_real_place_order_index(code, place_order_index, buy_single_index) |
| | | async_log_util.info(logger_l2_process, "code:{} 获取到下单真实位置:{}", code, place_order_index) |
| | | __start_time = round(t.time() * 1000) |
| | | if len(datas) > 0: |