扫入增加大单撤

Administrator

2024-11-22 746d76e4320913a5b1dcf41b6234fa58b3726de7

 l2/cancel_buy_strategy.py

@@ -215,6 +215,80 @@
        self.__clear_data(code)


# ---------------------------------RD撤-------------------------------
# 扫入下单大单撤
class RDCancelBigNumComputer:
    __db = 0
    __redis_manager = redis_manager.RedisManager(0)

    __instance = None

    # 下单位之后的封单中的大单
    __watch_indexes_cache = {}

    def __new__(cls, *args, **kwargs):
        if not cls.__instance:
            cls.__instance = super(RDCancelBigNumComputer, cls).__new__(cls, *args, **kwargs)
            cls.__load_datas()
        return cls.__instance

    @classmethod
    def __get_redis(cls):
        return cls.__redis_manager.getRedis()

    @classmethod
    def __load_datas(cls):
        keys = RedisUtils.keys(cls.__get_redis(), "radical_big_order_watch-*")
        for k in keys:
            code = k.split("-")[1]
            val = RedisUtils.get(cls.__get_redis(), k)
            val = json.loads(val)
            cls.__watch_indexes_cache[code] = set(val)

    def set_watch_indexes(self, code, indexes):
        l2_log.d_cancel_debug(code, f"扫入大单监听:{indexes}")
        self.__watch_indexes_cache[code] = set(indexes)
        RedisUtils.setex_async(self.__db, f"radical_big_order_watch-{code}", tool.get_expire(),
                               json.dumps(list(indexes)))

    def need_cancel(self, code, start_index, end_index):
        """
        是否需要撤单
        @param code:
        @param start_index:
        @param end_index:
        @return: 是否需要撤单,撤单索引, 消息
        """
        watch_indexes = self.__watch_indexes_cache.get(code)
        if not watch_indexes:
            return False,None,  "无大单监听"
        total_datas = local_today_datas.get(code)
        for i in range(start_index, end_index + 1):
            data = total_datas[i]
            val = data["val"]
            if not L2DataUtil.is_limit_up_price_buy_cancel(val):
                continue
            if val["num"] * float(val["price"]) < 5000:
                continue
            buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data_v2(data,
                                                                                                local_today_buyno_map.get(
                                                                                                    code))
            if buy_index is None:
                continue
            if buy_index in watch_indexes:
                return True, data, f"大单撤单({buy_index})"
        return False,None, "无大单撤单"


    def __clear_data(self, code):
        if code in self.__watch_indexes_cache:
            self.__watch_indexes_cache.pop(code)
            RedisUtils.delete_async(self.__db, f"radical_big_order_watch-{code}")

    def clear_data(self, code):
        self.__clear_data(code)


# 新F撤，根据成交数据来撤
class FCancelBigNumComputer:
    __db = 0