From 5908302c29d024b2d1563f32bc3e89d6779c287c Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期二, 16 四月 2024 14:34:46 +0800
Subject: [PATCH] S快砸比例限制
---
l2/l2_data_manager_new.py | 8 ++++++++
1 files changed, 8 insertions(+), 0 deletions(-)
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index 16a42ab..1dfd526 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -304,6 +304,13 @@
trade_record_log_util.add_real_place_order_position_log(code, index, order_begin_pos.buy_single_index)
l2_log.debug(code, "璁剧疆鐪熷疄涓嬪崟浣嶏細{}", index)
cancel_buy_strategy.set_real_place_position(code, index, order_begin_pos.buy_single_index, is_default=False)
+ # 鑾峰彇鐪熷疄涓嬪崟浣嶇疆涔嬪悗闇�瑕佸垽鏂璅鎾�
+ try:
+ cancel_result = cancel_buy_strategy.FCancelBigNumComputer().need_cancel_for_deal_fast(code)
+ if cancel_result[0]:
+ L2TradeDataProcessor.cancel_buy(code, f"F鎾�:{cancel_result[1]}")
+ except Exception as e:
+ logger_debug.exception(e)
# 澶勭悊鍗庨懌L2鏁版嵁
@classmethod
@@ -399,6 +406,7 @@
pass
async_log_util.info(logger_l2_process, f"code:{code} 鑾峰彇鍒颁笅鍗曠湡瀹炰綅缃細{place_order_index}")
+
# 澶勭悊娑ㄥ仠鍗栦笌娑ㄥ仠鍗栨挙
try:
for d in add_datas:
--
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