| | |
|---|
| | | return True, f"S慢砸:{cancel_result[1]}" |
|---|
| | | |
|---|
| | | if total_deal_money >= 100 * 10000: |
|---|
| | | l2_log.s_cancel_debug(code, "准备更新L后囊括") |
|---|
| | | start_order_no = big_sell_order_info[1][-1][4][1] |
|---|
| | | latest_deal_time_ms = l2_huaxin_util.convert_time(big_sell_order_info[1][-1][4][0], with_ms=True) |
|---|
| | | real_trade_index = None |
|---|
| | |
|---|
| | | if code in self.__recompute_l_down_time_dict and tool.trade_time_sub_with_ms(latest_deal_time_ms, |
|---|
| | | self.__recompute_l_down_time_dict[ |
|---|
| | | code]) < 1000: |
|---|
| | | l2_log.s_cancel_debug(code, f"更新L后囊括：更新间隔在1s内，{latest_deal_time_ms}-{self.__recompute_l_down_time_dict[code]}") |
|---|
| | | return False, "" |
|---|
| | | self.__recompute_l_down_time_dict[code] = latest_deal_time_ms |
|---|
| | | # 重新囊括L后 |
|---|
| | | # 撤单时间比早成交时间大就需要计算在里面 |
|---|
| | | LCancelBigNumComputer().re_compute_l_down_watch_indexes(code, big_sell_info=( |
|---|
| | | real_trade_index, latest_deal_time_ms)) |
|---|
| | | |
|---|
| | | l2_log.s_cancel_debug(code, f"更新L后囊括完成：{(real_trade_index, latest_deal_time_ms)}") |
|---|
| | | return False, "" |
|---|
| | | |
|---|
| | | def __need_cancel_for_slow_sell(self, code, total_datas): |
|---|
