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_processor.py | 8 +++++++-
1 files changed, 7 insertions(+), 1 deletions(-)
diff --git a/l2/l2_transaction_data_processor.py b/l2/l2_transaction_data_processor.py
index 9c4a533..0f7827a 100644
--- a/l2/l2_transaction_data_processor.py
+++ b/l2/l2_transaction_data_processor.py
@@ -55,7 +55,13 @@
buy_datas, bigger_buy_datas = HuaXinBuyOrderManager.statistic_big_buy_data(code, datas, limit_up_price)
if buy_datas:
BigOrderDealManager().add_buy_datas(code, buy_datas)
- EveryLimitupBigDealOrderManager.add_big_buy_order_deal(code, [(x[0], x[2]) for x in buy_datas])
+ active_big_buy_orders = []
+ if buy_datas:
+ for x in buy_datas:
+ if x[0] > x[6]:
+ # (涔板崟鍙�, 鎴愪氦閲戦, 鏈�鍚庢垚浜ゆ椂闂�)
+ active_big_buy_orders.append((x[0], x[2], x[4]))
+ EveryLimitupBigDealOrderManager.add_big_buy_order_deal(code, active_big_buy_orders)
try:
is_placed_order = l2_data_manager.TradePointManager.is_placed_order(order_begin_pos)
if is_placed_order:
--
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