| | |
|---|
| | | shadow_place_order_index = d["index"] |
|---|
| | | break |
|---|
| | | real_place_index_info = None |
|---|
| | | estimate_time_space = 1 if code.find("00") == 0 else 2.5 |
|---|
| | | if shadow_place_order_index: |
|---|
| | | total_datas = l2_data_util.local_today_datas.get(code) |
|---|
| | | # 找到不是同一ms的结束 |
|---|
| | |
|---|
| | | real_place_index_info = shadow_place_order_index, RELIABILITY_TYPE_VIRTUAL |
|---|
| | | else: |
|---|
| | | real_place_index_info = real_place_index, RELIABILITY_TYPE_REAL |
|---|
| | | elif L2DataUtil.time_sub_as_ms(datas[-1]["val"], exec_data['val']) >= 2000: |
|---|
| | | elif time.time() - order_time >= estimate_time_space: |
|---|
| | | # 下单超过2s |
|---|
| | | estimate_index = __compute_estimate_order_position(code, exec_data["index"]) |
|---|
| | | if estimate_index: |
|---|
