| | |
|---|
| | | watch_indexes_small_money) >= constant.L_CANCEL_MIN_MONEY_COUNT and is_small_money: |
|---|
| | | # 小金额的个数已满 |
|---|
| | | continue |
|---|
| | | |
|---|
| | | cancel_datas = local_today_num_operate_map.get( |
|---|
| | | "{}-{}-{}".format(val["num"], "1", val["price"])) |
|---|
| | | canceled = False |
|---|
| | | if cancel_datas: |
|---|
| | | for cancel_data in cancel_datas: |
|---|
| | | buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data(code, cancel_data, |
|---|
| | | local_today_num_operate_map) |
|---|
| | | if buy_index == i: |
|---|
| | | canceled = True |
|---|
| | | break |
|---|
| | | if not canceled: |
|---|
| | | # 判断当前订单是否已经撤单 |
|---|
| | | left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count(code,i,total_data,local_today_num_operate_map) |
|---|
| | | if left_count > 0: |
|---|
| | | watch_indexes.add(i) |
|---|
| | | if is_small_money: |
|---|
| | | # 添加小金额 |
|---|
