From e14478c628ebb3fdbd4d9f651be3d976f7dc8fb7 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 28 三月 2024 15:36:18 +0800
Subject: [PATCH] 代码成交之后不移除L2监听/删除量对买不买的影响/S撤bug修复
---
trade/current_price_process_manager.py | 12 +++++++++---
1 files changed, 9 insertions(+), 3 deletions(-)
diff --git a/trade/current_price_process_manager.py b/trade/current_price_process_manager.py
index b7970d2..518ddfe 100644
--- a/trade/current_price_process_manager.py
+++ b/trade/current_price_process_manager.py
@@ -102,8 +102,13 @@
_delete_list = []
for item in new_code_list:
- if l2_trade_util.is_in_forbidden_trade_codes(item[1]) or item[0] < 0:
- _delete_list.append(item)
+ if l2_trade_util.is_in_forbidden_trade_codes(
+ item[1]) or item[0] < 0:
+ # 鍦紙榛戝悕鍗曪級/锛堟定骞呭皬浜庯級鐨勬暟鎹�
+ if trade_manager.CodesTradeStateManager().get_trade_state_cache(
+ item[1]) != trade_manager.TRADE_STATE_BUY_SUCCESS:
+ # 娌℃垚浜ゆ墠浼氬姞鍏ュ垹闄�
+ _delete_list.append(item)
for item in _delete_list:
new_code_list.remove(item)
@@ -146,7 +151,8 @@
min_volume = int(round(50 * 10000 / limit_up_price))
# 浼犻�掔瀛愪环
add_datas.append(
- (d, min_volume, limit_up_price, round(tool.get_shadow_price(limit_up_price), 2),tool.get_buy_volume(limit_up_price)))
+ (d, min_volume, limit_up_price, round(tool.get_shadow_price(limit_up_price), 2),
+ tool.get_buy_volume(limit_up_price)))
huaxin_target_codes_manager.HuaXinL2SubscriptCodesManager.push(add_datas, request_id)
except Exception as e:
logging.exception(e)
--
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