From 5a2a5f064101fe294a299e2d1543ed95bd2080a7 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期二, 26 三月 2024 17:01:48 +0800
Subject: [PATCH] 增加P撤
---
l2/l2_transaction_data_processor.py | 36 +++++++++---------------------------
1 files changed, 9 insertions(+), 27 deletions(-)
diff --git a/l2/l2_transaction_data_processor.py b/l2/l2_transaction_data_processor.py
index acd97f5..4b4854c 100644
--- a/l2/l2_transaction_data_processor.py
+++ b/l2/l2_transaction_data_processor.py
@@ -47,26 +47,6 @@
order_begin_pos = l2_data_manager.TradePointManager().get_buy_compute_start_data_cache(code)
- if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1:
- # 宸茬粡涓嬪崟鐨勯渶瑕佺粺璁鎾�
- try:
- for d in datas:
- if FCancelBigNumComputer().need_cancel(d)[
- 0] and not DCancelBigNumComputer().has_auto_cancel_rules(code):
- L2TradeDataProcessor.cancel_buy(code, f"F鎾ゆ挙鍗�:{d}")
- order_begin_pos = None
- break
- except Exception as e:
- async_log_util.error(hx_logger_l2_debug, str(e))
- # 鏆傛椂娉ㄩ噴鎺�
- # try:
- # # 涓嬪崟2s鍚庢墠寮�濮嬬敓鏁�
- # cresult = LCancelBigNumComputer().add_transaction_datas(code, datas)
- # if cresult[0] and not DCancelBigNumComputer().has_auto_cancel_rules(code):
- # L2TradeDataProcessor.cancel_buy(code, f"L鍚庢垚浜ゅお蹇挙鍗�:{cresult[1]}")
- # order_begin_pos = None
- # except Exception as e:
- # async_log_util.error(hx_logger_l2_debug, str(e))
big_sell_order_info = None
try:
# 缁熻鍗栧崟
@@ -75,8 +55,15 @@
big_sell_order_info,
order_begin_pos)
if need_cancel:
- # async_log_util.error(logger_debug, f"{code} S鍓嶆挙鍗曪細{cancel_msg}")
- L2TradeDataProcessor.cancel_buy(code, f"S鎾�:{cancel_msg}")
+ cancel_msg = f"S鎾�:{cancel_msg}"
+
+ if not need_cancel:
+ need_cancel, cancel_msg = FCancelBigNumComputer().need_cancel_for_p(code, big_sell_order_info,
+ order_begin_pos)
+
+ if need_cancel:
+ L2TradeDataProcessor.cancel_buy(code, cancel_msg)
+
GCancelBigNumComputer().set_big_sell_order_info(code, big_sell_order_info)
except Exception as e:
async_log_util.error(logger_debug, f"鍗栧崟缁熻寮傚父锛歿big_sell_order_info}")
@@ -119,11 +106,6 @@
if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1:
HourCancelBigNumComputer().set_transaction_index(code, order_begin_pos.buy_single_index,
buy_progress_index)
- cresult = FCancelBigNumComputer().need_cancel_for_deal_fast_with_total_sell(code,
- buy_progress_index,
- order_begin_pos)
- if cresult[0] and not DCancelBigNumComputer().has_auto_cancel_rules(code):
- L2TradeDataProcessor.cancel_buy(code, f"3s鍐呮垚浜ゅお澶�:{cresult[1]}")
else:
pass
if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1:
--
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