| | |
|---|
| | | sell_1_info = data["sell"][0] if data.get("sell") else None |
|---|
| | | L2MarketSellManager().set_current_total_sell_data(code, time_str, |
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| | | data["totalAskVolume"] * data["avgAskPrice"], |
|---|
| | | data["totalAskVolume"], sell_1_info) |
|---|
| | | data["totalAskVolume"], sell_1_info, data.get("sell")) |
|---|
| | | |
|---|
| | | @classmethod |
|---|
| | | def trading_order_canceled(cls, code, order_no): |
|---|
| | |
|---|
| | | if refer_sell_data: |
|---|
| | | # 如果总卖额大于500w，成交到一半就直接扫 |
|---|
| | | if refer_sell_data[1] >= 500 * 1e4: |
|---|
| | | THRESH_HOLD_VOLUME = refer_sell_data[2] |
|---|
| | | if refer_sell_data[4] and len(refer_sell_data[4]) < 10: |
|---|
| | | # 小于10挡，最后一档才是涨停价 |
|---|
| | | if refer_sell_data[4][-1][1] > 0: |
|---|
| | | THRESH_HOLD_VOLUME = refer_sell_data[4][-1][1] |
|---|
| | | |
|---|
| | | refer_sell_time = refer_sell_data[0] |
|---|
| | | # 获取最近的主动买成交量 |
|---|
| | | deal_infos = HuaXinSellOrderStatisticManager.get_latest_6s_active_buy_deal_volumes(code) |
|---|
| | | async_log_util.info(logger_l2_radical_buy, f"最近主动买成交：{code}-{deal_infos}") |
|---|
| | | limit_up_deal_infos = HuaXinSellOrderStatisticManager.get_latest_6s_active_buy_deal_volumes( |
|---|
| | | code) |
|---|
| | | async_log_util.info(logger_l2_radical_buy, f"最近涨停主动买成交：{code}-{limit_up_deal_infos}") |
|---|
| | | # 总卖额要大于100w |
|---|
| | | deal_volume = 0 |
|---|
| | | for i in range(0, len(deal_infos)): |
|---|
| | | for i in range(0, len(limit_up_deal_infos)): |
|---|
| | | # >=统计到的总卖 |
|---|
| | | if int(refer_sell_time.replace(":", "")) > int(deal_infos[i][0].replace(":", "")): |
|---|
| | | if int(refer_sell_time.replace(":", "")) > int( |
|---|
| | | limit_up_deal_infos[i][0].replace(":", "")): |
|---|
| | | break |
|---|
| | | deal_volume += deal_infos[i][1] |
|---|
| | | async_log_util.info(logger_l2_radical_buy, f"成交量：{deal_volume}/{refer_sell_data[2]}") |
|---|
| | | deal_rate = round(deal_volume / refer_sell_data[2], 2) |
|---|
| | | deal_volume += limit_up_deal_infos[i][1] |
|---|
| | | async_log_util.info(logger_l2_radical_buy, f"成交量：{deal_volume}/{THRESH_HOLD_VOLUME}") |
|---|
| | | deal_rate = round(deal_volume / THRESH_HOLD_VOLUME, 2) |
|---|
| | | if deal_rate > 0.5: |
|---|
| | | # 判断参考时间之后是否有大单成交 |
|---|
| | | # big_deal_money_list = BigOrderDealManager().get_total_buy_money_list(code) |
|---|
