From 5adedb7c797ad08b7607c56e8255c21609c97000 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 15 四月 2024 00:07:31 +0800
Subject: [PATCH] 新版深证下单完善
---
l2/place_order_single_data_manager.py | 30 ++++++++++++++++++++++++++++--
1 files changed, 28 insertions(+), 2 deletions(-)
diff --git a/l2/place_order_single_data_manager.py b/l2/place_order_single_data_manager.py
index 536ceeb..8a091e2 100644
--- a/l2/place_order_single_data_manager.py
+++ b/l2/place_order_single_data_manager.py
@@ -17,6 +17,9 @@
__latest_limit_up_sell_order_no_set_dict = {}
+ # 涓诲姩鍗栬鍗曞彿闆嗗悎
+ __active_sell_order_no_set_dict = {}
+
@classmethod
def add_l2_delegate_limit_up_sell(cls, code, data):
"""
@@ -86,6 +89,12 @@
if not sell_list:
return
sell_info = sell_list[-1]
+ # 涓诲姩鍗栬鍗曢泦鍚�
+ active_sell_order_no_set = cls.__active_sell_order_no_set_dict.get(code)
+ if active_sell_order_no_set and sell_info['val']['orderNo'] in active_sell_order_no_set:
+ l2_log.info(code, logger_l2_trade_buy,f"鏈�杩戠殑鍗栨槸涓诲姩鍗�:{sell_info['val']['orderNo']}")
+ return
+
sell_info_num = sell_info['val']['num']
deal_num = cls.__latest_sell_data[code][1] // 100
@@ -97,6 +106,23 @@
l2_log.info(code, logger_l2_trade_buy, f"{code}#鎵惧埌鏈�杩戠殑琚姩娑ㄥ仠鍗栧崟鏁版嵁锛歿sell_info['val']['orderNo']}, 鍙互瑙﹀彂涓嬪崟")
# l2_log.info(code, logger_l2_trade_buy, f"鎵惧埌鏈�杩戠殑琚姩娑ㄥ仠鍗栧崟鏁版嵁锛歿data['val']['orderNo']}, 鍙互瑙﹀彂涓嬪崟")
+ except Exception as e:
+ logger_debug.exception(e)
+
+ @classmethod
+ def add_active_limit_up_sell_data(cls, data):
+ """
+ 娣诲姞涓诲姩鍗栨暟鎹�
+ @param data:
+ @return:
+ """
+ try:
+ code = data[0]
+ sell_no = data[7]
+ if code not in cls.__active_sell_order_no_set_dict:
+ cls.__active_sell_order_no_set_dict[code] = set()
+ cls.__active_sell_order_no_set_dict[code].add(sell_no)
+
except Exception as e:
logger_debug.exception(e)
@@ -149,7 +175,7 @@
# 鐢熸晥鏃堕棿鍦�1s浠ュ唴
cls.__latest_sell_data_dict[code] = (data, tool.trade_time_add_millionsecond(deal_time, 1000))
if cls.__callback:
- cls.__callback.OnTradeSingle(code, cls.__latest_sell_data_dict[code])
+ cls.__callback.OnTradeSingle(code, cls.TYPE_PASSIVE, cls.__latest_sell_data_dict[code])
@classmethod
def set_sell_passive_to_active_datas(cls, code, passive_data, active_data):
@@ -166,7 +192,7 @@
cls.__latest_sell_active_deal_data_dict[code] = (
active_data, tool.trade_time_add_millionsecond(deal_time, 1000))
if cls.__callback:
- cls.__callback.OnTradeSingle(code, cls.__latest_sell_active_deal_data_dict[code])
+ cls.__callback.OnTradeSingle(code, cls.TYPE_ACTIVE, cls.__latest_sell_active_deal_data_dict[code])
@classmethod
def get_valid_trade_single(cls, code, latest_time_with_ms):
--
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