From df0247018a218abde8701d59ad9e290b37a3031d Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期二, 26 三月 2024 13:53:56 +0800
Subject: [PATCH] G撤修改/新增大卖单撤
---
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 e2112b0..ca22a67 100644
--- a/l2/l2_transaction_data_manager.py
+++ b/l2/l2_transaction_data_manager.py
@@ -98,6 +98,7 @@
# 鏈�杩戠殑鍗栧崟, 鏍煎紡{code:[鍗栧崟鍙�,鎬绘墜鏁�,浠锋牸,锛�'寮�濮嬫椂闂�',涔板崟鍙凤級,锛�'缁撴潫鏃堕棿',涔板崟鍙凤級]}
__latest_sell_order_dict = {}
+ # 杩斿洖鏈�杩�1s鐨勫ぇ鍗曞崠锛�(鎬诲崠閲戦,[(鍗栧崟鍙�,鎬绘墜鏁�,浠锋牸,锛�'寮�濮嬫椂闂�',涔板崟鍙凤級,锛�'缁撴潫鏃堕棿',涔板崟鍙凤級),...])
@classmethod
def add_transaction_datas(cls, code, datas):
# q.append((data['SecurityID'], data['TradePrice'], data['TradeVolume'],
@@ -119,13 +120,13 @@
cls.__latest_sell_order_dict[code][2] = d[1]
cls.__latest_sell_order_dict[code][4] = (d[3], d[6])
else:
+ info = cls.__latest_sell_order_dict[code]
+ # 涓婁釜鍗栧崟鎴愪氦瀹屾垚
# 灏佸瓨鏁版嵁锛岃绠楁柊璧风偣
# 澶т簬50w鐨勫崠鍗曟墠浼氫繚瀛�
- if cls.__latest_sell_order_dict[code][1] * cls.__latest_sell_order_dict[code][2] > 50*10000:
- l2_log.info(code, hx_logger_l2_transaction_sell_order, f"{cls.__latest_sell_order_dict[code]}")
# 澶т簬50w鍔犲叆鍗栧崟
- info = cls.__latest_sell_order_dict[code]
if info[1] * info[2] >= 500000:
+ l2_log.info(code, hx_logger_l2_transaction_sell_order, f"{cls.__latest_sell_order_dict[code]}")
cls.__big_sell_order_ids_dict[code].add(info[0])
cls.__big_sell_order_info_dict[code][info[0]] = info
--
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