| | |
| | | from code_attribute import gpcode_manager |
| | | from db import redis_manager |
| | | from db.redis_manager_delegate import RedisUtils |
| | | from l2 import l2_data_util, l2_data_manager, transaction_progress |
| | | from l2 import l2_data_util, l2_data_manager, transaction_progress, l2_data_source_util |
| | | from l2.cancel_buy_strategy import LCancelRateManager, LCancelBigNumComputer, \ |
| | | SecondCancelBigNumComputer, HourCancelBigNumComputer, FastCancelBigNumComputer, UCancelBigNumComputer |
| | | from l2.l2_data_manager_new import L2TradeDataProcessor |
| | | from l2.l2_data_util import L2DataUtil |
| | | from l2.l2_data_util import L2DataUtil, local_today_canceled_buyno_map |
| | | from log_module import async_log_util |
| | | from log_module.log import logger_l2_trade_buy_queue, hx_logger_l2_upload, hx_logger_l2_debug, \ |
| | | hx_logger_l2_transaction_desc, logger_debug |
| | | from msg import push_msg_manager |
| | | from third_data import kpl_data_manager |
| | | from trade import current_price_process_manager, trade_manager, l2_trade_factor |
| | | from trade.deal_big_money_manager import DealOrderNoManager |
| | |
| | | LCancelRateManager.compute_big_num_deal_rate(code) |
| | | |
| | | buy_progress_index = self.__compute_latest_trade_progress(code, buyno_map, datas) |
| | | |
| | | if buy_progress_index is not None: |
| | | self.__TradeBuyQueue.set_traded_index(code, buy_progress_index, total_datas) |
| | | buy_progress_index_changed = self.__TradeBuyQueue.set_traded_index(code, buy_progress_index, |
| | | total_datas) |
| | | |
| | | async_log_util.info(logger_l2_trade_buy_queue, "获取成交位置成功: code-{} index-{}", code, |
| | | buy_progress_index) |
| | | |
| | | if buy_progress_index is not None: |
| | | LCancelBigNumComputer().set_trade_progress(code, order_begin_pos.buy_single_index, buy_progress_index, |
| | | total_datas) |
| | | FastCancelBigNumComputer().set_trade_progress(code, buy_progress_index) |
| | |
| | | # L2TradeDataProcessor.cancel_buy(code, msg) |
| | | except Exception as e: |
| | | logger_debug.exception(e) |
| | | if buy_progress_index_changed: |
| | | # 交易进度变化,判断到真实下单位置的距离 |
| | | real_order_index = SecondCancelBigNumComputer().get_real_place_order_index_cache(code) |
| | | if real_order_index and real_order_index >= buy_progress_index: |
| | | left_count = 0 |
| | | for i in range(buy_progress_index + 1, real_order_index): |
| | | val = total_datas[i]["val"] |
| | | if not L2DataUtil.is_limit_up_price_buy(val): |
| | | continue |
| | | if val["num"] * float(val["price"]) < 5000: |
| | | continue |
| | | left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2( |
| | | code, i, |
| | | total_datas, |
| | | local_today_canceled_buyno_map.get( |
| | | code)) |
| | | if left_count > 0: |
| | | left_count += 1 |
| | | if left_count <= 3: |
| | | # 当成交进度距离真实下单位置不足3笔时推送即将成交的消息 |
| | | push_msg_manager.push_order_almost_deal(code, gpcode_manager.get_code_name(code)) |
| | | |
| | | else: |
| | | pass |
| | | if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1: |