| | |
|---|
| | | try: |
|---|
| | | for d in datas: |
|---|
| | | if FCancelBigNumComputer().need_cancel(d)[0]: |
|---|
| | | L2TradeDataProcessor.cancel_buy(code, "F撤撤单") |
|---|
| | | L2TradeDataProcessor.cancel_buy(code, f"F撤撤单:{d}") |
|---|
| | | order_begin_pos = None |
|---|
| | | break |
|---|
| | | except Exception as e: |
|---|
| | | async_log_util.error(hx_logger_l2_debug, str(e)) |
|---|
| | | try: |
|---|
| | | for d in datas: |
|---|
| | | if LCancelBigNumComputer().add_transaction_data(d)[0]: |
|---|
| | | L2TradeDataProcessor.cancel_buy(code, f"L后成交太快撤单:{d}") |
|---|
| | | order_begin_pos = None |
|---|
| | | break |
|---|
| | | except Exception as e: |
|---|
| | | async_log_util.error(hx_logger_l2_debug, str(e)) |
|---|
| | | |
|---|
| | | |
|---|
| | | # 计算已经成交的大单 |
|---|
| | | big_money_count = 0 |
|---|
| | | for d in datas: |
|---|
