From a00da3062c6c825b585f82275823ac45cdeb6502 Mon Sep 17 00:00:00 2001 From: Administrator <admin@example.com> Date: 星期五, 19 一月 2024 19:16:20 +0800 Subject: [PATCH] L后成交太快撤单 --- l2/l2_transaction_data_manager.py | 10 ++++++++++ 1 files changed, 10 insertions(+), 0 deletions(-) diff --git a/l2/l2_transaction_data_manager.py b/l2/l2_transaction_data_manager.py index 53ff45d..8b55d31 100644 --- a/l2/l2_transaction_data_manager.py +++ b/l2/l2_transaction_data_manager.py @@ -126,6 +126,16 @@ break except Exception as e: async_log_util.error(hx_logger_l2_debug, str(e)) + try: + for d in datas: + if LCancelBigNumComputer().add_transaction_data(d)[0]: + L2TradeDataProcessor.cancel_buy(code, f"L鍚庢垚浜ゅお蹇挙鍗�:{d}") + order_begin_pos = None + break + except Exception as e: + async_log_util.error(hx_logger_l2_debug, str(e)) + + # 璁$畻宸茬粡鎴愪氦鐨勫ぇ鍗� big_money_count = 0 for d in datas: -- Gitblit v1.8.0