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| | | # 下单L2的安全笔数管理 |
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| | | import json |
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| | | |
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| | | from db.redis_manager import RedisUtils |
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| | | from db.redis_manager_delegate import RedisUtils |
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| | | from l2 import l2_data_source_util |
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| | | from trade import l2_trade_factor |
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| | | from db import redis_manager |
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| | | from db import redis_manager_delegate as redis_manager |
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| | | from utils import tool |
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| | | from l2.l2_data_util import L2DataUtil |
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| | | from l2.l2_data_util import L2DataUtil, local_today_buyno_map |
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| | | class BuyL2SafeCountManager(object): |
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| | | tool.CodeDataCacheUtil.set_cache(self.latest_place_order_info_cache, code, |
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| | | (buy_single_index, buy_exec_index, cancel_index)) |
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| | | key = "latest_place_order_info-{}".format(code) |
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| | | RedisUtils.setex(self.__get_redis(), key, tool.get_expire(), |
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| | | json.dumps((buy_single_index, buy_exec_index, cancel_index))) |
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| | | RedisUtils.setex_async(self.__db, key, tool.get_expire(), |
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| | | json.dumps((buy_single_index, buy_exec_index, cancel_index))) |
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| | | |
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| | | def __get_latest_place_order_info(self, code): |
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| | | key = "latest_place_order_info-{}".format(code) |
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| | | buy_num += int(val["num"]) * data["re"] |
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| | | elif L2DataUtil.is_limit_up_price_buy_cancel(val): |
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| | | # 获取买入信息 |
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| | | buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data(code, data, |
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| | | local_today_num_operate_map) |
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| | | buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data_v2(data, local_today_buyno_map.get(code)) |
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| | | if buy_index is not None: |
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| | | if last_buy_single_index <= buy_index <= end_index: |
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| | | cancel_num += int(val["num"]) * data["re"] |
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