From 3bec07f70237ca81990279a6b2f866a2adf70575 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期三, 27 八月 2025 22:28:42 +0800
Subject: [PATCH] L后撤单修改/L后重新囊括修改
---
l2/l2_transaction_data_processor.py | 22 ++++++++++++----------
1 files changed, 12 insertions(+), 10 deletions(-)
diff --git a/l2/l2_transaction_data_processor.py b/l2/l2_transaction_data_processor.py
index e7fa00b..438b8e2 100644
--- a/l2/l2_transaction_data_processor.py
+++ b/l2/l2_transaction_data_processor.py
@@ -98,7 +98,7 @@
缁熻澶у崟鎴愪氦
@param code:
@param fdatas: 鏍煎紡锛歔(鏁版嵁鏈韩, 鏄惁涓诲姩涔�, 鏄惁娑ㄥ仠, 鎬绘垚浜ら, 涓嶅惈ms鏃堕棿锛屽惈ms鏃堕棿)]
- @return:
+ @return: 澶т拱鍗曞垪琛�,澶у崠鍗曞垪琛�
"""
def statistic_big_buy_data():
@@ -167,6 +167,7 @@
else:
buy_datas = statistic_big_buy_data()
sell_datas = statistic_big_sell_data()
+ return buy_datas, sell_datas
# L鎾ょ殑姣斾緥涓庝拱鍗栧ぇ鍗曟棤鐩存帴鍏崇郴浜�
# if buy_datas or sell_datas:
# buy_money = BigOrderDealManager().get_total_buy_money(code)
@@ -230,8 +231,9 @@
_start_time = time.time()
# 澶у崟缁熻
# cls.__statistic_thread_pool.submit(cls.statistic_big_order_infos, code, datas, order_begin_pos)
+ big_sell_list = []
try:
- cls.statistic_big_order_infos(code, fdatas, order_begin_pos)
+ big_buy_list, big_sell_list = cls.statistic_big_order_infos(code, fdatas, order_begin_pos)
except Exception as e:
async_log_util.error(hx_logger_l2_debug, f"缁熻澶у崟鍑洪敊锛歿str(e)}")
use_time_list.append(("缁熻澶у崟鏁版嵁", time.time() - _start_time))
@@ -254,17 +256,18 @@
_start_time = time.time()
if is_placed_order:
-
- LCancelBigNumComputer().set_big_sell_order_info(code, big_sell_order_info)
-
# need_cancel, cancel_msg = SCancelBigNumComputer().set_big_sell_order_info_for_cancel(code,
# big_sell_order_info,
# order_begin_pos)
need_cancel, cancel_msg = False, ""
cancel_type = None
- if need_cancel:
- cancel_msg = f"S鎾�:{cancel_msg}"
- cancel_type = trade_constant.CANCEL_TYPE_S
+ try:
+ can_cancel, cancel_data = LCancelBigNumComputer().add_big_sell_order_deal_list(code, big_sell_list)
+ if can_cancel:
+ need_cancel, cancel_msg = True, f"L鍚庡ぇ鍗栧崟鎴愪氦鍙犲姞瑙﹀彂鎾ゅ崟锛歿big_sell_list}"
+ except Exception as e:
+ async_log_util.error(logger_debug, f"L鍚庡ぇ鍗栧崟鎴愪氦鍙犲姞瑙﹀彂鎾ゅ崟:{str(e)}")
+
if not need_cancel:
need_cancel, cancel_msg = FCancelBigNumComputer().need_cancel_for_p(code,
order_begin_pos)
@@ -373,7 +376,6 @@
big_sell_order_info = HuaXinSellOrderStatisticManager.statistic_continue_limit_up_sell_transaction_datas(
code, fdatas,
limit_up_price)
- LCancelBigNumComputer().set_big_sell_order_info(code, big_sell_order_info)
need_cancel, cancel_msg = False, ""
cancel_type = None
if not need_cancel:
@@ -496,4 +498,4 @@
@classmethod
def get_latest_transaction_data(cls, code):
- return cls.__latest_transaction_data_dict.get(code)
\ No newline at end of file
+ return cls.__latest_transaction_data_dict.get(code)
--
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