| | |
| | | import code_attribute |
| | | from code_attribute import code_volumn_manager, limit_up_time_manager, global_data_loader, gpcode_manager |
| | | import constant |
| | | from l2.l2_data_util import L2DataUtil |
| | | from utils import global_util, tool |
| | | from log_module import log, log_export |
| | | from l2 import l2_data_manager, l2_data_util, transaction_progress, l2_data_manager_new, code_price_manager |
| | |
| | | f"【{format_l2_data(total_datas[data['buy_single_index']])}】-【{format_l2_data(total_datas[data['buy_exec_index']])}】", |
| | | extra_datas)) |
| | | elif type == trade_record_log_util.TYPE_REAL_PLACE_ORDER_POSITION: |
| | | _datas = [] |
| | | for i in range(data['index'], 0, -1): |
| | | if total_datas[i]['val']['num'] * float(total_datas[i]['val']['price']) >= 3000: |
| | | records_new_data.append( |
| | | (time_, "实际挂单位", f"【{format_l2_data(total_datas[i])}】", [])) |
| | | if L2DataUtil.is_limit_up_price_buy(total_datas[i]['val']) and total_datas[i]['val'][ |
| | | 'num'] * float(total_datas[i]['val']['price']) >= 3000: |
| | | if len(_datas) >= 2: |
| | | break |
| | | _datas.append(f"【{format_l2_data(total_datas[i])}】") |
| | | records_new_data.append( |
| | | (time_, "实际挂单位", "".join(_datas), [])) |
| | | |
| | | elif type == trade_record_log_util.TYPE_CANCEL_WATCH_INDEXES: |
| | | indexes = data['watch_indexes'] |