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_transaction_data_processor.py | 15 ++++++++++++---
1 files changed, 12 insertions(+), 3 deletions(-)
diff --git a/l2/l2_transaction_data_processor.py b/l2/l2_transaction_data_processor.py
index 4ebc715..c3853fd 100644
--- a/l2/l2_transaction_data_processor.py
+++ b/l2/l2_transaction_data_processor.py
@@ -1,6 +1,7 @@
import logging
import time
+from code_attribute import gpcode_manager
from l2 import l2_data_util, l2_data_manager, transaction_progress
from l2.cancel_buy_strategy import FCancelBigNumComputer, LCancelBigNumComputer, LCancelRateManager, \
GCancelBigNumComputer, SCancelBigNumComputer, HourCancelBigNumComputer
@@ -51,9 +52,11 @@
big_sell_order_info = None
try:
+ limit_up_price = gpcode_manager.get_limit_up_price(code)
+ if limit_up_price:
+ limit_up_price = round(float(limit_up_price), 2)
# 缁熻鍗栧崟
- big_sell_order_info = HuaXinSellOrderStatisticManager.add_transaction_datas(code, datas,
- order_begin_pos.buy_exec_index if is_placed_order else None)
+ big_sell_order_info = HuaXinSellOrderStatisticManager.add_transaction_datas(code, datas, limit_up_price)
need_cancel, cancel_msg = SCancelBigNumComputer().set_big_sell_order_info_for_cancel(code,
big_sell_order_info,
order_begin_pos)
@@ -106,7 +109,14 @@
LCancelBigNumComputer().set_trade_progress(code, order_begin_pos.buy_single_index, buy_progress_index,
total_datas)
+
if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1:
+ cancel_result = FCancelBigNumComputer().need_cancel_for_deal_fast(code, buy_progress_index)
+ if cancel_result[0]:
+ L2TradeDataProcessor.cancel_buy(code, f"F鎾�:{cancel_result[1]}")
+
+ SCancelBigNumComputer().set_transaction_index(code, order_begin_pos.buy_single_index,
+ buy_progress_index)
HourCancelBigNumComputer().set_transaction_index(code, order_begin_pos.buy_single_index,
buy_progress_index)
else:
@@ -122,4 +132,3 @@
use_time = int((time.time() - __start_time) * 1000)
if use_time > 10:
async_log_util.info(hx_logger_l2_upload, f"{code}澶勭悊鎴愪氦鐢ㄦ椂锛歿use_time}")
-
--
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