交易记录改变记录位置

Administrator

2023-10-09 6d7c67d50d1eb3221a114fb3eb2009d24f0c6d38

交易记录改变记录位置

 l2/cancel_buy_strategy.py

@@ -1026,13 +1026,15 @@
        # 下单位临近撤
        can_cancel, cancel_data = self.__compute_need_cancel(code, buy_exec_index, start_index, end_index, total_data,
                                                             is_first_code)
        extra_msg = "L下"
        if not can_cancel:
            # 成交位临近撤
            can_cancel, cancel_data = self.__compute_near_by_trade_progress_need_cancel(code, buy_exec_index,
                                                                                        start_index, end_index,
                                                                                        total_data,
                                                                                        is_first_code)
        return can_cancel, cancel_data
            extra_msg = "L上"
        return can_cancel, cancel_data, extra_msg

    def place_order_success(self, code):
        self.clear(code)

 l2/l2_data_manager_new.py

@@ -475,12 +475,13 @@
        def l_cancel(_buy_single_index, _buy_exec_index):
            _start_time = round(t.time() * 1000)
            try:
                b_need_cancel, b_cancel_data = cls.__LCancelBigNumComputer.need_cancel(code,
                                                                                       _buy_exec_index, start_index,
                b_need_cancel, b_cancel_data, extra_msg = cls.__LCancelBigNumComputer.need_cancel(code,
                                                                                                  _buy_exec_index,
                                                                                                  start_index,
                                                                                       end_index, total_data,
                                                                                       is_first_code)
                if b_need_cancel and b_cancel_data:
                    return b_cancel_data, "L撤销比例触发阈值"
                    return b_cancel_data, f"L撤销比例触发阈值({extra_msg})"
            except Exception as e:
                async_log_util.error(logger_l2_error,
                                     f"参数：buy_single_index-{_buy_single_index} buy_exec_index-{_buy_exec_index}")
@@ -513,7 +514,7 @@
            cancel_data, cancel_msg = h_cancel(buy_single_index, buy_exec_index)
        if cancel_data:
            l2_log.debug(code, "触发撤单，撤单位置：{} ，撤单原因：{}", cancel_data["index"], cancel_msg)
            l2_log.trade_record(code, "撤单", "'index':{} , 'msg':'{}'", cancel_data["index"], cancel_msg)

            # 撤单
            cls.cancel_buy(code, cancel_msg, cancel_index=cancel_data["index"])
            # 撤单成功，继续计算下单
@@ -929,6 +930,7 @@
            cls.__LatestCancelIndexManager.set_latest_cancel_index(code, cancel_index)
            cancel_result = cls.__cancel_buy(code)
            if cancel_result:
                l2_log.trade_record(code, "撤单", "'index':{} , 'msg':'{}'", cancel_index, msg)
                trade_result_manager.real_cancel_success(code, buy_single_index, buy_exec_index, total_datas)
        l2_log.debug(code, "执行撤单结束，原因：{}", msg)
        return True