最后一笔卖被消耗触发下单信号

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2 天以前 cb4589db74aac2822f2aeb97eb3c28d2b7d59338

最后一笔卖被消耗触发下单信号

 cancel_strategy/s_l_h_cancel_strategy.py

@@ -2130,7 +2130,8 @@
            not_deal_indexes.add(index)
        fdatas = []
        for x in all_indexes:
            item = [x, int(float(total_datas[x]['val']['price'] * total_datas[x]['val']['num'] * 100)), total_datas[x]['val']['num']]
            item = [x, int(float(total_datas[x]['val']['price'] * total_datas[x]['val']['num'] * 100)),
                    total_datas[x]['val']['num']]
            if x in deal_indexes:
                item.append(trade_constant.TRADE_STATE_BUY_SUCCESS)
            elif x in canceled_indexes:
@@ -2140,7 +2141,7 @@
            else:
                item.append(trade_constant.TRADE_STATE_NOT_TRADE)
            fdatas.append(item)
        fdatas.sort(key=lambda  x: x[0])
        fdatas.sort(key=lambda x: x[0])
        return fdatas

    # def statistic_total_big_order_info(self, code):

 servers/huaxin_trade_server.py

@@ -675,8 +675,15 @@
        """
        l2_log.debug(code, "最近涨停卖被吃掉{}, {}", code, f"{data}")
        # 暂时不处理
        if True:
        refer_sell_data = L2MarketSellManager().get_current_total_sell_data(code)
        # 参考总卖额
        refer_sell_money = 0
        if refer_sell_data:
            refer_sell_money = refer_sell_data[1]
        if refer_sell_money < 5000e4:
            l2_log.debug(code, "最近涨停卖被吃,总抛压小于5000w")
            return

        self.process_limit_up_active_buy(code, [data[0]], is_last_sell_deal=True)

    def process_limit_up_active_buy(self, code, transaction_datas, is_almost_open_limit_up=False,