From 8c7f84cbd0afde7600b0c67a8032fa19c57d8c41 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 05 二月 2024 11:18:33 +0800
Subject: [PATCH] L撤快速成交触发撤单修改
---
l2/l2_transaction_data_processor.py | 9 ++++-----
1 files changed, 4 insertions(+), 5 deletions(-)
diff --git a/l2/l2_transaction_data_processor.py b/l2/l2_transaction_data_processor.py
index f157e5c..406cd94 100644
--- a/l2/l2_transaction_data_processor.py
+++ b/l2/l2_transaction_data_processor.py
@@ -62,11 +62,10 @@
async_log_util.error(hx_logger_l2_debug, str(e))
try:
# 涓嬪崟2s鍚庢墠寮�濮嬬敓鏁�
- if tool.trade_time_sub(total_datas[-1]["val"]["time"],total_datas[order_begin_pos.buy_exec_index]["val"]["time"]) > 2:
- cresult = LCancelBigNumComputer().add_transaction_datas(code, datas)
- if cresult[0]:
- L2TradeDataProcessor.cancel_buy(code, f"L鍚庢垚浜ゅお蹇挙鍗�:{cresult[1]}")
- order_begin_pos = None
+ cresult = LCancelBigNumComputer().add_transaction_datas(code, datas)
+ if cresult[0]:
+ 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))
--
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