| | |
|---|
| | | 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：更新间隔在1s内，{latest_deal_time_ms}-{self.__recompute_l_down_time_dict[code]}") |
|---|
| | | l2_log.s_cancel_debug(code, |
|---|
| | | f"更新L后囊括：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 |
|---|
| | |
|---|
| | | if dealing_info and str(dealing_info[0]) == str(val["orderNo"]): |
|---|
| | | total_left_num -= dealing_info[1] // 100 |
|---|
| | | limit_up_price = gpcode_manager.get_limit_up_price(code) |
|---|
| | | if total_left_count<=1 or (total_left_count <= THRESHOLD_COUNT and limit_up_price and total_left_num * float( |
|---|
| | | if total_left_count <= 1 or (total_left_count <= THRESHOLD_COUNT and limit_up_price and total_left_num * float( |
|---|
| | | limit_up_price) < 300 * 100): |
|---|
| | | return True, f"剩余笔数({total_left_count})/金额({round(total_left_num * float(limit_up_price) * 100)})不足，成交进度：{trade_index},真实下单位置：{real_order_index}" |
|---|
| | | return False, f"不满足撤单条件: 成交进度-{trade_index} 真实下单位置-{real_order_index} total_left_count-{total_left_count} total_left_num-{total_left_num}" |
|---|
