Administrator
2024-01-10 fa585f59d291097b1cefb2f58cead999f042d169
l2/l2_transaction_data_manager.py
@@ -8,14 +8,15 @@
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
@@ -135,12 +136,14 @@
                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)
@@ -165,6 +168,28 @@
                        #     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: