Administrator
2023-10-27 64dd6c38c818565eca4f5cda19c05f3183a52567
l2/l2_data_manager_new.py
@@ -283,13 +283,14 @@
                cls.unreal_buy_dict.pop(code)
    @classmethod
    def set_real_place_order_index(cls, code, index, buy_single_index):
        trade_record_log_util.add_real_place_order_position_log(code, index, buy_single_index)
        need_cancel = FastCancelBigNumComputer().set_real_order_index(code, index)
        if need_cancel:
            cls.cancel_buy(code, msg="F撤不够2笔触发撤单")
        else:
            cancel_buy_strategy.set_real_place_position(code, index, buy_single_index)
    def set_real_place_order_index(cls, code, index, order_begin_pos:OrderBeginPosInfo):
        trade_record_log_util.add_real_place_order_position_log(code, index, order_begin_pos.buy_single_index)
        if order_begin_pos.mode == OrderBeginPosInfo.MODE_FAST:
            need_cancel = FastCancelBigNumComputer().set_real_order_index(code, index)
            if need_cancel:
                cls.cancel_buy(code, msg="F撤不够2笔触发撤单")
                return
        cancel_buy_strategy.set_real_place_position(code, index, order_begin_pos.buy_single_index)
    # 处理华鑫L2数据
    @classmethod
@@ -349,7 +350,7 @@
                        if place_order_index:
                            order_begin_pos = cls.__get_order_begin_pos(
                                code)
                            cls.set_real_place_order_index(code, place_order_index, order_begin_pos.buy_single_index)
                            cls.set_real_place_order_index(code, place_order_index, order_begin_pos)
                            async_log_util.info(logger_l2_process, "code:{} 获取到下单真实位置:{}", code, place_order_index)
                except:
                    async_log_util.error(logger_l2_error, f"{code} 处理真实下单位置出错")
@@ -1230,7 +1231,7 @@
            return False, -1, "股价大于10块"
        total_datas = local_today_datas[code]
        start_time_str = total_datas[start_index]["val"]["time"]
        if tool.trade_time_sub(start_time_str, "10:00:00") > 0:
        if tool.trade_time_sub(start_time_str, "11:00:00") > 0:
            return False, -1, "超过规定时间"
        refer_sell_data = cls.__L2MarketSellManager.get_refer_sell_data(code, start_time_str)
        if refer_sell_data is None: