From e1788016750ad6ec1dfc28a4e6948ecaf5b326e4 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 22 二月 2024 16:03:30 +0800
Subject: [PATCH] 影子单价格修改/消息日志添加/成交太快撤单
---
l2/l2_transaction_data_processor.py | 3 +++
1 files changed, 3 insertions(+), 0 deletions(-)
diff --git a/l2/l2_transaction_data_processor.py b/l2/l2_transaction_data_processor.py
index 836c138..f3a4928 100644
--- a/l2/l2_transaction_data_processor.py
+++ b/l2/l2_transaction_data_processor.py
@@ -109,6 +109,9 @@
if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1:
HourCancelBigNumComputer().set_transaction_index(code, order_begin_pos.buy_single_index,
buy_progress_index)
+ cresult = FCancelBigNumComputer().need_cancel_for_deal_fast(code,buy_progress_index)
+ if cresult[0]:
+ L2TradeDataProcessor.cancel_buy(code, f"涓嬪崟5鍒嗛挓鍐呮帓鍗曚笉瓒�:{cresult[1]}")
# ---------------------------------鍒ゆ柇鏉垮潡鏄惁璺熶笂鏉ヤ簡-------------------------------
try:
pass
--
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