| | |
|---|
| | | if cancel_result[0]: |
|---|
| | | return True, f"S慢砸:{cancel_result[1]}" |
|---|
| | | # 卖金额>=均大单才触发重新囊括 |
|---|
| | | THRESHOLD_MONEY, is_temp_threshold_money = radical_buy_data_manager.BeforeSubDealBigOrderManager().get_big_order_threshold_info(code) |
|---|
| | | THRESHOLD_MONEY, is_temp_threshold_money = radical_buy_data_manager.BeforeSubDealBigOrderManager().get_big_order_threshold_info( |
|---|
| | | code) |
|---|
| | | if total_deal_money >= THRESHOLD_MONEY: |
|---|
| | | l2_log.s_cancel_debug(code, "准备更新L后囊括") |
|---|
| | | start_order_no = big_sell_order_info[1][-1][4][1] |
|---|
| | |
|---|
| | | |
|---|
| | | return False, None |
|---|
| | | |
|---|
| | | # L后重新囊括的时间 |
|---|
| | | __recompute_l_down_time_dict = {} |
|---|
| | | |
|---|
| | | def set_big_sell_order_info(self, code, big_sell_order_info): |
|---|
| | | """ |
|---|
| | | 设置大卖单信息 |
|---|
| | | @param code: |
|---|
| | | @param big_sell_order_info: |
|---|
| | | @return: |
|---|
| | | """ |
|---|
| | | total_datas = local_today_datas.get(code) |
|---|
| | | # 查询是否是真的真实下单位置 |
|---|
| | | trade_index, is_default = TradeBuyQueue().get_traded_index(code) |
|---|
| | | if trade_index is None: |
|---|
| | | trade_index = 0 |
|---|
| | | real_order_index_info = self.get_real_place_order_index_info(code) |
|---|
| | | if real_order_index_info is None or real_order_index_info[1]: |
|---|
| | | return False, "没找到真实下单位" |
|---|
| | | real_order_index = real_order_index_info[0] |
|---|
| | | total_deal_money = sum([x[1] * x[2] for x in big_sell_order_info[1]]) |
|---|
| | | start_order_no = big_sell_order_info[1][0][3][1] |
|---|
| | | # 防止分母位0 |
|---|
| | | total_num = 1 |
|---|
| | | # 获取正在成交的数据 |
|---|
| | | dealing_info = HuaXinBuyOrderManager.get_dealing_order_info(code) |
|---|
| | | for i in range(trade_index, real_order_index): |
|---|
| | | data = total_datas[i] |
|---|
| | | val = data['val'] |
|---|
| | | if not L2DataUtil.is_limit_up_price_buy(val): |
|---|
| | | continue |
|---|
| | | if int(val['orderNo']) < start_order_no: |
|---|
| | | continue |
|---|
| | | if i == trade_index and dealing_info and str(total_datas[trade_index]["val"]["orderNo"]) == str( |
|---|
| | | dealing_info[0]): |
|---|
| | | # 减去当前正在成交的数据中已经成交了的数据 |
|---|
| | | total_num -= dealing_info[1] // 100 |
|---|
| | | left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(code, i, |
|---|
| | | total_datas, |
|---|
| | | local_today_canceled_buyno_map.get( |
|---|
| | | code)) |
|---|
| | | if left_count > 0: |
|---|
| | | total_num += val["num"] |
|---|
| | | |
|---|
| | | # 卖金额>=均大单才触发重新囊括 |
|---|
| | | THRESHOLD_MONEY, is_temp_threshold_money = radical_buy_data_manager.BeforeSubDealBigOrderManager().get_big_order_threshold_info( |
|---|
| | | code) |
|---|
| | | if total_deal_money >= THRESHOLD_MONEY: |
|---|
| | | l2_log.l_cancel_debug(code, "准备更新L后囊括(大卖单)") |
|---|
| | | start_order_no = big_sell_order_info[1][-1][4][1] |
|---|
| | | latest_deal_time_ms = l2_huaxin_util.convert_time(big_sell_order_info[1][-1][4][0], with_ms=True) |
|---|
| | | real_trade_index = None |
|---|
| | | for i in range(trade_index, real_order_index): |
|---|
| | | data = total_datas[i] |
|---|
| | | val = data['val'] |
|---|
| | | if not L2DataUtil.is_limit_up_price_buy(val): |
|---|
| | | continue |
|---|
| | | if int(val['orderNo']) < start_order_no: |
|---|
| | | continue |
|---|
| | | real_trade_index = i |
|---|
| | | break |
|---|
| | | if real_trade_index is None: |
|---|
| | | l2_log.l_cancel_debug(code, f"没找到真实的成交进度(大卖单)：start_order_no-{start_order_no} 卖单-{big_sell_order_info}") |
|---|
| | | return False, "" |
|---|
| | | # 间隔1S以上才能重新囊括 |
|---|
| | | if code in self.__recompute_l_down_time_dict and tool.trade_time_sub_with_ms(latest_deal_time_ms, |
|---|
| | | self.__recompute_l_down_time_dict[ |
|---|
| | | code]) < 1000: |
|---|
| | | l2_log.s_cancel_debug(code, |
|---|
| | | f"更新L后囊括(大卖单)：更新间隔在1s内，{latest_deal_time_ms}-{self.__recompute_l_down_time_dict[code]}") |
|---|
| | | return False, "" |
|---|
| | | self.__recompute_l_down_time_dict[code] = latest_deal_time_ms |
|---|
| | | # 重新囊括L后 |
|---|
| | | # 撤单时间比早成交时间大就需要计算在里面 |
|---|
| | | self.re_compute_l_down_watch_indexes(code, big_sell_info=( |
|---|
| | | real_trade_index, latest_deal_time_ms)) |
|---|
| | | l2_log.l_cancel_debug(code, f"更新L后囊括完成(大卖单)：{(real_trade_index, latest_deal_time_ms)}") |
|---|
| | | return False, "" |
|---|
| | | |
|---|
| | | # L后是否还有可能撤单 |
|---|
| | | def __is_l_down_can_cancel(self, code, buy_exec_index): |
|---|
| | | watch_indexes_info = self.__get_watch_indexes_cache(code) |
|---|
