| | |
| | | # 获取下单位置 |
| | | place_order_index = huaxin_delegate_postion_manager.get_l2_place_order_position(code, datas) |
| | | if place_order_index: |
| | | logger_l2_process.info("code:{} 获取到下单真实位置:{}", code, place_order_index) |
| | | cls.__DCancelBigNumComputer.set_real_order_index(code, place_order_index) |
| | | cls.__SecondCancelBigNumComputer.set_real_place_order_index(code, place_order_index) |
| | | async_log_util.info(logger_l2_process, "code:{} 获取到下单真实位置:{}", code, place_order_index) |
| | | __start_time = round(t.time() * 1000) |
| | | if len(datas) > 0: |
| | | cls.process_add_datas(code, datas, 0, __start_time) |
| | |
| | | if l2.l2_data_util.L2DataUtil.is_same_time(now_time_str, latest_time): |
| | | cls.__process_not_order(code, start_index, end_index, capture_timestamp, is_first_code) |
| | | |
| | | logger_l2_process.info("code:{} 处理数据范围: {}-{} 处理时间:{} 截图时间戳:{}", code, add_datas[0]["index"], |
| | | add_datas[-1]["index"], round(t.time() * 1000) - __start_time, |
| | | capture_timestamp) |
| | | async_log_util.info(logger_l2_process, "code:{} 处理数据范围: {}-{} 处理时间:{} 截图时间戳:{}", code, |
| | | add_datas[0]["index"], |
| | | add_datas[-1]["index"], round(t.time() * 1000) - __start_time, |
| | | capture_timestamp) |
| | | # __start_time = l2_data_log.l2_time(code, round(t.time() * 1000) - __start_time, |
| | | # "l2数据处理时间") |
| | | |
| | |
| | | |
| | | # 依次处理 |
| | | cancel_data, cancel_msg = s_cancel(buy_single_index, buy_exec_index) |
| | | if not cancel_data: |
| | | cancel_data, cancel_msg = h_cancel(buy_single_index, buy_exec_index) |
| | | # if not cancel_data: |
| | | # cancel_data, cancel_msg = h_cancel(buy_single_index, buy_exec_index) |
| | | if not cancel_data: |
| | | cancel_data, cancel_msg = l_cancel(buy_single_index, buy_exec_index) |
| | | # l2_log.debug(code, "撤单计算结束") |