From 6ed8f7145cd2dc0a8e7f94727c77f3fc8873fce7 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期三, 24 一月 2024 17:02:10 +0800
Subject: [PATCH] 更改L后快速成交比例
---
l2/l2_data_manager_new.py | 5 +++++
1 files changed, 5 insertions(+), 0 deletions(-)
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index dc51757..82d7c7f 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -1622,6 +1622,11 @@
# 鏈�澶ч棿闅旀椂闂磎s
max_space_time_ms = cls.__l2PlaceOrderParamsManagerDict[code].get_time_range() * 1000
+ # 濡傛灉澶у崟鍚湁鐜囧ぇ浜�50%锛屽垯鏃堕棿鍥婃嫭鑼冨洿鎻愰珮鍒�3s
+ if max_num_set and origin_count:
+ if len(max_num_set)/origin_count > 0.5:
+ max_space_time_ms = 3*1000
+
# 鏈�澶т拱閲�
max_buy_num = 0
max_buy_num_set = set(max_num_set)
--
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