Administrator
2024-07-19 cbb47fc396a73d39dc2e5c403fd8d6eef9dc72aa
l2/l2_transaction_data_processor.py
@@ -13,6 +13,7 @@
from l2.huaxin import l2_huaxin_util
from l2.l2_data_manager import OrderBeginPosInfo
from l2.l2_data_manager_new import L2TradeDataProcessor
from l2.l2_data_util import L2DataUtil
from l2.l2_transaction_data_manager import HuaXinBuyOrderManager, HuaXinSellOrderStatisticManager, BigOrderDealManager
from log_module import async_log_util
from log_module.log import hx_logger_l2_debug, logger_l2_trade_buy_queue, logger_debug, hx_logger_l2_upload
@@ -34,7 +35,9 @@
            d = datas[i]
            buy_no = f"{d[6]}"
            if buyno_map and buy_no in buyno_map:
                buy_progress_index = buyno_map[buy_no]["index"]
                # 成交进度位必须是涨停买
                if L2DataUtil.is_limit_up_price_buy(buyno_map[buy_no]["val"]):
                    buy_progress_index = buyno_map[buy_no]["index"]
                break
        return buy_progress_index
@@ -117,7 +120,7 @@
                    # 判断时间是否与本地时间相差5s以上
                    if tool.trade_time_sub(tool.get_now_time_str(), l2_huaxin_util.convert_time(datas[-1][3])) > 10:
                        now_seconds = int(tool.get_now_time_str().replace(":", ""))
                        if now_seconds < int("093200") or int("130000") <= now_seconds < int("130200"):
                        if now_seconds < int("093200"): #or int("130000") <= now_seconds < int("130200"):
                            need_cancel, cancel_msg = True, f"成交时间与本地时间相差10S以上,{l2_huaxin_util.convert_time(datas[-1][3])}"
                    if need_cancel:
                        L2TradeDataProcessor.cancel_buy(code, cancel_msg)