默认交易模式变更/真实下单位置计算位置修改

Administrator

15 小时以前 2f2516749615da866e96d8d24e499b7ecbb63a3e

 l2/l2_data_manager_new.py

@@ -547,9 +547,19 @@
                                    logger_l2_error.exception(e)
                                finally:
                                    buy_open_limit_up_strategy.BuyOpenLimitupDataManager().remove_place_order_info(code)

                        # 获取下单位置

                    # 处理涨停卖与涨停卖撤
                    try:
                        for d in add_datas:
                            if L2DataUtil.is_limit_up_price_sell(d['val']):
                                L2TradeSingleDataProcessor.add_l2_delegate_limit_up_sell(code, d)
                            elif L2DataUtil.is_limit_up_price_sell_cancel(d['val']):
                                L2TradeSingleDataProcessor.add_l2_delegate_limit_up_sell_cancel(code,
                                                                                                d['val']['orderNo'])
                    except Exception as e:
                        logger_debug.exception(e)
                    finally:
                        # 执行最后再获取真实下单位置，防止下单位置那批数据有大批量的撤单
                        # ======获取下单位置
                        if constant.IS_NEW_VERSION_PLACE_ORDER:
                            place_order_index, order_info, compute_type = huaxin_delegate_postion_manager.RealDelegateOrderPositionManager.compute_l2_place_order_position(
                                code, add_datas)
@@ -569,17 +579,6 @@
                            except:
                                pass
                            async_log_util.info(logger_l2_process, f"code:{code} 获取到下单真实位置：{place_order_index}")

                    # 处理涨停卖与涨停卖撤
                    try:
                        for d in add_datas:
                            if L2DataUtil.is_limit_up_price_sell(d['val']):
                                L2TradeSingleDataProcessor.add_l2_delegate_limit_up_sell(code, d)
                            elif L2DataUtil.is_limit_up_price_sell_cancel(d['val']):
                                L2TradeSingleDataProcessor.add_l2_delegate_limit_up_sell_cancel(code,
                                                                                                d['val']['orderNo'])
                    except Exception as e:
                        logger_debug.exception(e)
                except:
                    async_log_util.error(logger_l2_error, f"{code} 处理真实下单位置出错")
            # 第1条数据是否为09:30:00