From 746d76e4320913a5b1dcf41b6234fa58b3726de7 Mon Sep 17 00:00:00 2001 From: Administrator <admin@example.com> Date: 星期五, 22 十一月 2024 18:41:48 +0800 Subject: [PATCH] 扫入增加大单撤 --- l2/l2_transaction_data_manager.py | 7 ++++--- 1 files changed, 4 insertions(+), 3 deletions(-) diff --git a/l2/l2_transaction_data_manager.py b/l2/l2_transaction_data_manager.py index aff9132..705e12f 100644 --- a/l2/l2_transaction_data_manager.py +++ b/l2/l2_transaction_data_manager.py @@ -202,8 +202,8 @@ # data['SellNo'], data['ExecType'])) if code not in cls.__dealing_order_info_dict: - # 鏁版嵁鏍煎紡[璁㈠崟鍙凤紝鎬昏偂鏁帮紝鎴愪氦閲戦,鎴愪氦寮�濮嬫椂闂�,鎴愪氦缁撴潫鏃堕棿, 鏈�杩戠殑鎴愪氦浠锋牸] - cls.__dealing_order_info_dict[code] = [data[6], data[2], data[2] * data[1], data[3], data[3], data[1]] + # 鏁版嵁鏍煎紡[璁㈠崟鍙凤紝鎬昏偂鏁帮紝鎴愪氦閲戦,鎴愪氦寮�濮嬫椂闂�,鎴愪氦缁撴潫鏃堕棿, 鏈�杩戠殑鎴愪氦浠锋牸, 鏈�杩戠殑鍗栧崟鍙穄 + cls.__dealing_order_info_dict[code] = [data[6], data[2], data[2] * data[1], data[3], data[3], data[1], data[7]] else: if cls.__dealing_order_info_dict[code][0] == data[6]: # 鎴愪氦鍚屼竴涓鍗曞彿 @@ -211,6 +211,7 @@ cls.__dealing_order_info_dict[code][2] += data[2] * data[1] cls.__dealing_order_info_dict[code][4] = data[3] cls.__dealing_order_info_dict[code][5] = data[1] + cls.__dealing_order_info_dict[code][6] = data[7] else: # 淇濆瓨涓婁竴鏉℃暟鎹� async_log_util.info(hx_logger_l2_transaction_desc, f"{code}#{cls.__dealing_order_info_dict[code]}") @@ -227,7 +228,7 @@ # 鍒濆鍖栨湰鏉℃暟鎹� cls.__dealing_order_info_dict[code] = [data[6], data[2], data[2] * data[1], data[3], data[3], - data[1]] + data[1], data[7]] # 缁熻涓诲姩涔�(涔板崟鍙峰ぇ浜庡崠鍗曞彿) try: if data[6] > data[7]: -- Gitblit v1.8.0