撤单策略初步修改

Administrator

2022-12-09 954e42723fab626b33f6dbff9246bd235981fe7a

 l2_data_log.py

@@ -6,7 +6,9 @@

def l2_time(code, time_, description, new_line=False):
    timestamp = int(time.time() * 1000)
    log.logger_l2_process_time.info("{} {}: {}-{}{}",timestamp, description, code, time_, "\n" if new_line else "")
    # 只记录耗时较长的信息
    if time_ > 50:
        log.logger_l2_process_time.info("{} {}: {}-{}{}", timestamp, description, code, time_, "\n" if new_line else "")
    return timestamp


@@ -22,4 +24,4 @@
        log.logger_l2_trade_buy.debug(("thread-id={} code={}  ".format(self.key, code) + content).format(*args))

    def trade_cancel(self, code, content, *args):
        log.logger_l2_trade_cancel.debug(("thread-id={} code={}  ".format(self.key, code) + content).format(*args))
        log.logger_l2_trade_cancel.debug(("thread-id={} code={}  ".format(self.key, code) + content).format(*args))