From d1df4e77d2188ff3ad84b66fb2ba7f9bc738031d Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期二, 12 八月 2025 14:48:13 +0800
Subject: [PATCH] 记录L1的最大价格信息
---
l2/l2_data_manager_new.py | 37 +++++++------------------------------
1 files changed, 7 insertions(+), 30 deletions(-)
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index 19ad570..e708b44 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -821,38 +821,15 @@
if order_begin_pos.buy_volume_rate is None:
order_begin_pos.buy_volume_rate = 0.2
cancel_data, cancel_msg, cancel_type = None, "", None
- if order_begin_pos.mode == OrderBeginPosInfo.MODE_RADICAL:
- if not cancel_data:
- cancel_data, cancel_msg, cancel_type = rd_cancel(order_begin_pos.buy_single_index,
- order_begin_pos.buy_exec_index)
+ if not cancel_data:
+ cancel_data, cancel_msg, cancel_type = rd_cancel(order_begin_pos.buy_single_index,
+ order_begin_pos.buy_exec_index)
- # 鎵叆涓嬪崟鍙湁L鎾�
- if not cancel_data:
- cancel_data, cancel_msg, cancel_type = l_cancel(order_begin_pos.buy_single_index,
- order_begin_pos.buy_exec_index)
- else:
- if not cancel_data:
- cancel_data, cancel_msg, cancel_type = rd_cancel(order_begin_pos.buy_single_index,
- order_begin_pos.buy_exec_index)
- if not cancel_data:
- cancel_data, cancel_msg = g_cancel(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index)
- cancel_type = trade_constant.CANCEL_TYPE_G
- # 渚濇澶勭悊
- if not cancel_data:
- cancel_data, cancel_msg, cancel_type = l_cancel(order_begin_pos.buy_single_index,
- order_begin_pos.buy_exec_index)
- # B鎾�
- if not cancel_data:
- cancel_data, cancel_msg = b_cancel(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index)
- cancel_type = trade_constant.CANCEL_TYPE_G
- if not cancel_data:
- cancel_data, cancel_msg = h_cancel(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index)
- cancel_type = trade_constant.CANCEL_TYPE_H
- # J鎾�
- if not cancel_data:
- cancel_data, cancel_msg = j_cancel(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index)
- cancel_type = trade_constant.CANCEL_TYPE_J
+ # 鎵叆涓嬪崟鍙湁L鎾�
+ if not cancel_data:
+ cancel_data, cancel_msg, cancel_type = l_cancel(order_begin_pos.buy_single_index,
+ order_begin_pos.buy_exec_index)
if cancel_data and not DCancelBigNumComputer().has_auto_cancel_rules(code):
try:
--
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