From 001e49d6dffee3ae3f30760e7d7aebdb718f1280 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 19 十月 2023 13:55:08 +0800
Subject: [PATCH] L下监听数量动态变化
---
l2/l2_transaction_data_manager.py | 27 +++++++++++++++------------
1 files changed, 15 insertions(+), 12 deletions(-)
diff --git a/l2/l2_transaction_data_manager.py b/l2/l2_transaction_data_manager.py
index 1b21b48..c9f38c5 100644
--- a/l2/l2_transaction_data_manager.py
+++ b/l2/l2_transaction_data_manager.py
@@ -6,7 +6,7 @@
from code_attribute import gpcode_manager
from l2 import l2_data_util, l2_data_manager, transaction_progress
from l2.cancel_buy_strategy import LCancelRateManager, DCancelBigNumComputer, LCancelBigNumComputer, \
- SecondCancelBigNumComputer
+ SecondCancelBigNumComputer, HourCancelBigNumComputer
from l2.l2_data_manager_new import L2TradeDataProcessor
from l2.l2_data_util import L2DataUtil
from log_module import async_log_util
@@ -79,22 +79,25 @@
cls.__TradeBuyQueue.set_traded_index(code, buy_progress_index)
async_log_util.info(logger_l2_trade_buy_queue, "鑾峰彇鎴愪氦浣嶇疆鎴愬姛锛� code-{} index-{}", code,
buy_progress_index)
- limit_up_price = gpcode_manager.get_limit_up_price(code)
- if buy_exec_index and buy_exec_index > -1:
- m_base_val = L2PlaceOrderParamsManager.get_base_m_val(code)
- need_cancel, msg = DCancelBigNumComputer().set_trade_progress(code,
- buy_progress_index,
- buy_exec_index,
- total_datas,
- m_base_val,
- limit_up_price)
- if need_cancel:
- L2TradeDataProcessor.cancel_buy(code, f"D鎾�:{msg}", source="d_cancel")
+ # limit_up_price = gpcode_manager.get_limit_up_price(code)
+ # 娉ㄩ噴鎺塂鎾ゅ崟
+ # if buy_exec_index and buy_exec_index > -1:
+ # m_base_val = L2PlaceOrderParamsManager.get_base_m_val(code)
+ # need_cancel, msg = DCancelBigNumComputer().set_trade_progress(code,
+ # buy_progress_index,
+ # buy_exec_index,
+ # total_datas,
+ # m_base_val,
+ # limit_up_price)
+ # if need_cancel:
+ # L2TradeDataProcessor.cancel_buy(code, f"D鎾�:{msg}", source="d_cancel")
LCancelBigNumComputer().set_trade_progress(code, buy_progress_index, total_datas)
SecondCancelBigNumComputer().set_transaction_index(
code,
buy_progress_index)
+ if buy_exec_index and buy_exec_index > -1:
+ HourCancelBigNumComputer().set_transaction_index(code, buy_progress_index)
else:
pass
except Exception as e:
--
Gitblit v1.8.0