| | |
|---|
| | | # 有效期为3s |
|---|
| | | # self.special_code_volume_for_order_dict[code] = (volume, time.time() + 3) |
|---|
| | | min_volume, limit_up_price = self.codes_volume_and_price_dict.get(code) |
|---|
| | | self.l2_data_upload_manager.set_order_fileter_condition(code, min_volume,limit_up_price, |
|---|
| | | self.l2_data_upload_manager.set_order_fileter_condition(code, min_volume, limit_up_price, |
|---|
| | | {volume, constant.SHADOW_ORDER_VOLUME}, time.time() + 3) |
|---|
| | | |
|---|
| | | async_log_util.info(logger_local_huaxin_l2_subscript, f"设置下单量监听：{code}-{volume}") |
|---|
| | |
|---|
| | | if code in self.filter_order_condition_dict and not special_volumes and not special_volumes_expire_time: |
|---|
| | | self.filter_order_condition_dict[code][0] = (min_volume, limit_up_price) |
|---|
| | | else: |
|---|
| | | self.filter_order_condition_dict[code] = [min_volume, special_volumes, special_volumes_expire_time] |
|---|
| | | self.filter_order_condition_dict[code] = [(min_volume, limit_up_price), special_volumes, special_volumes_expire_time] |
|---|
| | | |
|---|
| | | # 过滤订单 |
|---|
| | | def __filter_order(self, item): |
|---|
