| | |
|---|
| | | else: |
|---|
| | | # TODO 需要矫正是否撤单 |
|---|
| | | real_place_index_info = real_place_index, RELIABILITY_TYPE_REAL |
|---|
| | | elif tool.trade_time_sub(datas[-1]['val']['time'], exec_data['val']['time']) >= estimate_time_space: |
|---|
| | | # 下单超过2s |
|---|
| | | elif tool.trade_time_sub(datas[-1]['val']['time'], exec_data['val']['time']) >= estimate_time_space and time.time() - order_time >5: |
|---|
| | | # 下单超过2s且绝对时间超过5S以上才会估算真实下单位置 |
|---|
| | | estimate_index = __compute_estimate_order_position(code, exec_data["index"], shadow_price) |
|---|
| | | if estimate_index: |
|---|
| | | real_place_index_info = estimate_index, RELIABILITY_TYPE_ESTIMATE |
|---|
