卖L2数据只过滤5w以下的

Administrator

2024-04-09 44a865fa3e4222468091cf8e88fec6a7cf09a350

卖L2数据只过滤5w以下的

 huaxin_client/l2_data_manager.py

@@ -49,7 +49,7 @@
    # special_price:过滤的1手的价格
    def set_order_fileter_condition(self, code, min_volume, limit_up_price, shadow_price, buy_volume):
        if code not in self.filter_order_condition_dict:
            self.filter_order_condition_dict[code] = [(min_volume, limit_up_price, shadow_price, buy_volume)]
            self.filter_order_condition_dict[code] = [(min_volume, limit_up_price, shadow_price, buy_volume, min_volume//10)]
            huaxin_l2_log.info(logger_local_huaxin_l2_subscript,
                               f"({code})常规过滤条件设置：{self.filter_order_condition_dict[code]}")

@@ -66,6 +66,11 @@
            # 买量
            if item[2] == filter_condition[0][3]:
                return item

            # 卖大于10w
            if item[3] != '1' and item[2] > filter_condition[0][4]:
                return item

            return None
        return item
        # 过滤订单