| | |
| | | """ |
| | | 下单信号管理 |
| | | """ |
| | | from l2 import l2_data_util, l2_log |
| | | from l2 import l2_log |
| | | from log_module.log import logger_l2_trade_buy, logger_debug |
| | | |
| | | |
| | |
| | | @param data: |
| | | @return: |
| | | """ |
| | | l2_log.info(code, logger_l2_trade_buy,f"涨停卖数据:{data['val']['orderNo']}") |
| | | if code not in cls.__latest_limit_up_sell_list_dict: |
| | | l2_log.info(code, logger_l2_trade_buy, f"涨停卖数据:{data['val']['orderNo']}") |
| | | if code not in cls.__latest_limit_up_sell_list_dict: |
| | | cls.__latest_limit_up_sell_list_dict[code] = [] |
| | | cls.__latest_limit_up_sell_list_dict[code].append(data) |
| | | if code not in cls.__latest_limit_up_sell_order_no_index_dict: |
| | | cls.__latest_limit_up_sell_order_no_index_dict[code] = {} |
| | | cls.__latest_limit_up_sell_order_no_index_dict[code][data['val']['orderNo']] = len(cls.__latest_limit_up_sell_list_dict[code]) - 1 |
| | | cls.__latest_limit_up_sell_order_no_index_dict[code][data['val']['orderNo']] = len( |
| | | cls.__latest_limit_up_sell_list_dict[code]) - 1 |
| | | |
| | | @classmethod |
| | | def add_l2_delegate_limit_up_sell_cancel(cls, code, order_no): |
| | |
| | | if not sell_list: |
| | | return |
| | | sell_info = sell_list[-1] |
| | | if str(sell_no) == sell_info['val']['orderNo'] and sell_info["val"]["num"] == cls.__latest_sell_data[code][1]//100: |
| | | if sell_no == sell_info['val']['orderNo'] and sell_info["val"]["num"] == cls.__latest_sell_data[code][ |
| | | 1] // 100: |
| | | # 成交完成 |
| | | 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) |
| | | |