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| | | LCancelBigNumComputer, LatestCancelIndexManager, LCancelRateManager, GCancelBigNumComputer |
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| | | from l2.l2_data_manager import L2DataException, OrderBeginPosInfo |
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| | | from l2.l2_data_util import local_today_datas, L2DataUtil, local_today_num_operate_map, local_today_buyno_map, \ |
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| | | local_latest_datas, local_today_canceled_buyno_map,local_today_sellno_map |
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| | | local_latest_datas, local_today_canceled_buyno_map, local_today_sellno_map |
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| | | import l2.l2_data_util |
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| | | from log_module.log import logger_l2_trade_buy, logger_l2_process, logger_l2_error, logger_debug, \ |
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| | | logger_l2_not_buy_reasons, logger_real_place_order_position |
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| | |
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| | | pass |
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| | | return None, "" |
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| | | |
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| | | # B撤 |
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| | | def b_cancel(_buy_single_index, _buy_exec_index): |
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| | | try: |
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| | | b_need_cancel, b_cancel_data, extra_msg = cls.__GCancelBigNumComputer.need_cancel_for_b(code, |
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| | | start_index, |
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| | | end_index) |
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| | | if b_need_cancel and b_cancel_data: |
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| | | return b_cancel_data, f"G撤({extra_msg})" |
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| | | except Exception as e: |
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| | | async_log_util.error(logger_l2_error, |
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| | | f"B撤出错 参数：buy_single_index-{_buy_single_index} buy_exec_index-{_buy_exec_index} 错误原因：{str(e)}") |
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| | | return None, "" |
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| | | |
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| | | if start_index < 0: |
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| | | start_index = 0 |
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| | | |
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| | | cancel_data, cancel_msg = None, "" |
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| | | if not cancel_data: |
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| | | cancel_data, cancel_msg = g_cancel(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index) |
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| | | |
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| | | # 依次处理 |
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| | | if not cancel_data: |
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| | | cancel_data, cancel_msg = l_cancel(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index) |
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| | | # 暂时取消S撤 |
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| | | # if not cancel_data: |
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| | | # cancel_data, cancel_msg = s_cancel(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index) |
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| | | # B撤 |
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| | | if not cancel_data: |
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| | | cancel_data, cancel_msg = b_cancel(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index) |
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| | | if not cancel_data: |
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| | | cancel_data, cancel_msg = h_cancel(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index) |
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| | | if cancel_data and not DCancelBigNumComputer().has_auto_cancel_rules(code): |
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| | | l2_log.debug(code, "触发撤单，撤单位置：{} ，撤单原因：{}", cancel_data["index"], cancel_msg) |
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| | | |
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| | | # 撤单 |
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| | | cls.cancel_buy(code, cancel_msg, cancel_index=cancel_data["index"]) |
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| | | # 撤单成功，继续计算下单 |
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