新版深证下单完善

Administrator

2024-04-12 4a6dc322665e8977b8d8408a3f4f4644d4ef7ec8

新版深证下单完善

 l2/place_order_single_data_manager.py

@@ -47,7 +47,7 @@
        if index is None:
            return
        cls.__latest_limit_up_sell_order_no_index_dict[code].pop(order_no)
        del cls.__latest_limit_up_sell_list_dict[code][index]
        cls.__latest_limit_up_sell_list_dict[code].pop(index)

    @classmethod
    def process_passive_limit_up_sell_data(cls, data):
@@ -77,12 +77,15 @@
            if not sell_list:
                return
            sell_info = sell_list[-1]
            l2_log.info(code, logger_l2_trade_buy, f"最近涨停卖：{sell_info['val']['orderNo']}")
            if sell_no == sell_info['val']['orderNo'] and sell_info["val"]["num"] == cls.__latest_sell_data[code][
                1] // 100:
            sell_info_num = sell_info['val']['num']
            deal_num = cls.__latest_sell_data[code][1]//100

            l2_log.info(code, logger_l2_trade_buy, f"最近涨停卖：{sell_info['val']['orderNo']} 卖量：{sell_info_num} 成交量：{deal_num}")
            if sell_no == sell_info['val']['orderNo'] and sell_info_num == deal_num:
                # 成交完成
                L2TradeSingleDataManager.set_latest_sell_data(code, data)
                logger_l2_trade_buy.info(f"{code}#找到最近的被动涨停卖单数据：{data['val']['orderNo']}, 可以触发下单")
                l2_log.info(code, logger_l2_trade_buy,f"{code}#找到最近的被动涨停卖单数据：{sell_info['val']['orderNo']}, 可以触发下单")

                # l2_log.info(code, logger_l2_trade_buy, f"找到最近的被动涨停卖单数据：{data['val']['orderNo']}, 可以触发下单")
        except Exception as e:
            logger_debug.exception(e)
@@ -124,6 +127,7 @@
        @param active_data: 主动卖成交逐笔
        @return:
        """
        l2_log.info(code, logger_l2_trade_buy, f"被动卖变主动卖：{passive_data} => {active_data}")
        deal_time = l2_huaxin_util.convert_time(passive_data[3], True)
        # 生效时间在1s以内
        cls.__latest_sell_active_deal_data_dict[code] = (