| | |
|---|
| | | watch_indexes = set() |
|---|
| | | # 小金额 |
|---|
| | | watch_indexes_small_money = set() |
|---|
| | | for i in range(index + 1, total_data[-1]["index"] + 1): |
|---|
| | | start_index = index + 1 |
|---|
| | | end_index = total_data[-1]["index"] |
|---|
| | | for i in range(start_index, end_index + 1): |
|---|
| | | data = total_data[i] |
|---|
| | | val = data['val'] |
|---|
| | | if not L2DataUtil.is_limit_up_price_buy(val): |
|---|
| | |
|---|
| | | |
|---|
| | | if len(watch_indexes) >= constant.L_CANCEL_MAX_WATCH_COUNT: |
|---|
| | | break |
|---|
| | | l2_log.l_cancel_debug(code, f"设置监听范围，成交进度-{index} 监听范围-{watch_indexes}") |
|---|
| | | l2_log.l_cancel_debug(code, f"设置监听范围，成交进度-{index} , 数据范围：{start_index}-{end_index} 监听范围-{watch_indexes}") |
|---|
| | | # 数据维护 |
|---|
| | | add_indexes = watch_indexes - old_watch_indexes |
|---|
| | | delete_indexes = old_watch_indexes - watch_indexes |
|---|
