From 59a4f0a14ddb580739cc2f89b8a6c034abb17d91 Mon Sep 17 00:00:00 2001 From: Administrator <admin@example.com> Date: 星期五, 12 四月 2024 00:23:32 +0800 Subject: [PATCH] 逐笔成交触发买信号 --- l2/l2_data_manager_new.py | 12 ++++++++++++ 1 files changed, 12 insertions(+), 0 deletions(-) diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py index 7f2d3f1..b34ad8f 100644 --- a/l2/l2_data_manager_new.py +++ b/l2/l2_data_manager_new.py @@ -8,6 +8,7 @@ from l2.huaxin import l2_huaxin_util, huaxin_delegate_postion_manager from l2.l2_sell_manager import L2MarketSellManager, L2LimitUpSellManager from l2.l2_transaction_data_manager import HuaXinSellOrderStatisticManager +from l2.place_order_single_data_manager import L2TradeSingleManager from l2.transaction_progress import TradeBuyQueue from log_module import async_log_util, log_export from third_data import kpl_data_manager, block_info @@ -394,6 +395,17 @@ 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: + if L2DataUtil.is_limit_up_price_sell(d['val']): + L2TradeSingleManager.add_l2_delegate_limit_up_sell(code,d) + elif L2DataUtil.is_limit_up_price_sell_cancel(d['val']): + L2TradeSingleManager.add_l2_delegate_limit_up_sell_cancel(code,d['val']['orderNo']) + except Exception as e: + logger_debug.exception(e) + + except: async_log_util.error(logger_l2_error, f"{code} 澶勭悊鐪熷疄涓嬪崟浣嶇疆鍑洪敊") # 绗�1鏉℃暟鎹槸鍚︿负09:30:00 -- Gitblit v1.8.0