| | |
| | | self.__cancel_watch_index_cache[code] = indexes |
| | | RedisUtils.delete_async(self.__db, f"l_cancel_watch_index-{code}") |
| | | for index in indexes: |
| | | RedisUtils.srem_async(self.__db, f"l_cancel_watch_index-{code}", index) |
| | | RedisUtils.sadd_async(self.__db, f"l_cancel_watch_index-{code}", index) |
| | | if indexes: |
| | | trade_record_log_util.add_cancel_watch_indexes_log(code, |
| | | trade_record_log_util.CancelWatchIndexesInfo( |
| | |
| | | # 获取量 |
| | | is_sz = code.startswith("00") |
| | | # 提交到交易所的时间预估 |
| | | min_space_time_ms = 10 if is_sz else 40 |
| | | min_space_time_ms = 10 if is_sz else 50 |
| | | for d in datas: |
| | | if d["val"]["num"] != volume // 100: |
| | | continue |
| | |
| | | if d["index"] <= exec_data["index"]: |
| | | continue |
| | | # 时间差不能小于预估下单用时 |
| | | if L2DataUtil.time_sub_as_ms(d['val'], exec_data['val']) < min_space_time_ms: |
| | | if L2DataUtil.time_sub_as_ms(d['val'], exec_data['val']) <= min_space_time_ms: |
| | | continue |
| | | # 获取到了下单位置 |
| | | async_log_util.info(hx_logger_trade_debug, f"真实下单位置:{code}-{d['index']}") |