From 315855587800b136d894771f41b72c60cc37bd32 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期二, 26 十一月 2024 18:11:48 +0800
Subject: [PATCH] 接口修改/redis队列溢出保护/减少不必要的日志输出
---
l2/l2_transaction_data_manager.py | 28 ++++++++++++++++++----------
1 files changed, 18 insertions(+), 10 deletions(-)
diff --git a/l2/l2_transaction_data_manager.py b/l2/l2_transaction_data_manager.py
index 705e12f..f92240e 100644
--- a/l2/l2_transaction_data_manager.py
+++ b/l2/l2_transaction_data_manager.py
@@ -200,18 +200,23 @@
# q.append((data['SecurityID'], data['TradePrice'], data['TradeVolume'],
# data['OrderTime'], data['MainSeq'], data['SubSeq'], data['BuyNo'],
# data['SellNo'], data['ExecType']))
-
+ is_limit_up = abs(data[1] - limit_up_price) < 0.0001
+ money = data[2] * data[1]
if code not in cls.__dealing_order_info_dict:
- # 鏁版嵁鏍煎紡[璁㈠崟鍙凤紝鎬昏偂鏁帮紝鎴愪氦閲戦,鎴愪氦寮�濮嬫椂闂�,鎴愪氦缁撴潫鏃堕棿, 鏈�杩戠殑鎴愪氦浠锋牸, 鏈�杩戠殑鍗栧崟鍙穄
- cls.__dealing_order_info_dict[code] = [data[6], data[2], data[2] * data[1], data[3], data[3], data[1], data[7]]
+ # 鏁版嵁鏍煎紡[璁㈠崟鍙凤紝鎬昏偂鏁帮紝鎴愪氦閲戦,鎴愪氦寮�濮嬫椂闂�,鎴愪氦缁撴潫鏃堕棿, 鏈�杩戠殑鎴愪氦浠锋牸, 鏈�杩戠殑鍗栧崟鍙�, 娑ㄥ仠浠锋垚浜ら噾棰漖
+ cls.__dealing_order_info_dict[code] = [data[6], data[2],money, data[3], data[3], data[1],
+ data[7], 0]
+ if is_limit_up:
+ cls.__dealing_order_info_dict[code][7] += money
else:
if cls.__dealing_order_info_dict[code][0] == data[6]:
# 鎴愪氦鍚屼竴涓鍗曞彿
cls.__dealing_order_info_dict[code][1] += data[2]
- cls.__dealing_order_info_dict[code][2] += data[2] * data[1]
+ cls.__dealing_order_info_dict[code][2] += money
cls.__dealing_order_info_dict[code][4] = data[3]
cls.__dealing_order_info_dict[code][5] = data[1]
cls.__dealing_order_info_dict[code][6] = data[7]
+ cls.__dealing_order_info_dict[code][7] += money
else:
# 淇濆瓨涓婁竴鏉℃暟鎹�
async_log_util.info(hx_logger_l2_transaction_desc, f"{code}#{cls.__dealing_order_info_dict[code]}")
@@ -219,16 +224,19 @@
deal_info = cls.__dealing_order_info_dict[code]
cls.__latest_deal_order_info_dict[code] = deal_info
# 鏄惁涓哄ぇ涔板崟
- if deal_info[2] >= threshold_big_money:
- # 濡傛灉鏈�鍚庝竴绗旀垚浜や环鏍间笉鏄定鍋滀环灏变笉绠�
- if abs(deal_info[5] - limit_up_price) < 0.0001:
- big_buy_datas.append(deal_info)
+ if deal_info[7] >= threshold_big_money:
+ # # 濡傛灉鏈�鍚庝竴绗旀垚浜や环鏍间笉鏄定鍋滀环灏变笉绠�
+ # if abs(deal_info[5] - limit_up_price) < 0.0001:
+ big_buy_datas.append(deal_info)
if deal_info[2] >= 500000:
normal_buy_datas.append(deal_info)
# 鍒濆鍖栨湰鏉℃暟鎹�
- cls.__dealing_order_info_dict[code] = [data[6], data[2], data[2] * data[1], data[3], data[3],
- data[1], data[7]]
+ cls.__dealing_order_info_dict[code] = [data[6], data[2], money, data[3], data[3],
+ data[1], data[7], 0]
+ if is_limit_up:
+ cls.__dealing_order_info_dict[code][7] += money
+
# 缁熻涓诲姩涔�(涔板崟鍙峰ぇ浜庡崠鍗曞彿)
try:
if data[6] > data[7]:
--
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