l2/cancel_buy_strategy.py
@@ -1106,6 +1106,9 @@ val = data['val'] if not L2DataUtil.is_limit_up_price_buy(val): continue # 小金额过滤 if float(val['price'])*val['num'] < constant.L_CANCEL_MIN_MONEY * 100: continue # 判断当前订单是否已经撤单 left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count(code, i, total_data,
