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 | 31 ++++++++++++-------------------
1 files changed, 12 insertions(+), 19 deletions(-)
diff --git a/l2/l2_transaction_data_processor.py b/l2/l2_transaction_data_processor.py
index 406cd94..f3a4928 100644
--- a/l2/l2_transaction_data_processor.py
+++ b/l2/l2_transaction_data_processor.py
@@ -10,7 +10,7 @@
from l2.l2_transaction_data_manager import HuaXinTransactionDataManager
from log_module import async_log_util
from log_module.log import hx_logger_l2_debug, logger_l2_trade_buy_queue, logger_debug, hx_logger_l2_upload
-from msg import push_msg_manager
+from msg import push_msg_manager, buy_order_msg_manager
from trade import current_price_process_manager, trade_manager
from trade.deal_big_money_manager import DealOrderNoManager
from utils import tool
@@ -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
@@ -128,24 +131,14 @@
# 浜ゆ槗杩涘害鍙樺寲锛屽垽鏂埌鐪熷疄涓嬪崟浣嶇疆鐨勮窛绂�
real_order_index = SecondCancelBigNumComputer().get_real_place_order_index_cache(code)
if real_order_index and real_order_index >= buy_progress_index:
-
- total_left_count = 0
- for i in range(buy_progress_index + 1, real_order_index):
- val = total_datas[i]["val"]
- if not L2DataUtil.is_limit_up_price_buy(val):
- continue
- if val["num"] * float(val["price"]) < 5000:
- continue
- left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(
- code, i,
- total_datas,
- local_today_canceled_buyno_map.get(
- code))
- if left_count > 0:
- total_left_count += 1
- if total_left_count <= 3:
- # 褰撴垚浜よ繘搴﹁窛绂荤湡瀹炰笅鍗曚綅缃笉瓒�3绗旀椂鎺ㄩ�佸嵆灏嗘垚浜ょ殑娑堟伅
- push_msg_manager.push_order_almost_deal(code, gpcode_manager.get_code_name(code))
+ # 鍙戦�佷笅鍗曟秷鎭�
+ try:
+ buy_order_msg_manager.almost_deal(code, real_order_index, buy_progress_index,
+ total_datas)
+ buy_order_msg_manager.follow_not_enough(code, order_begin_pos.buy_exec_index,
+ real_order_index, total_datas)
+ except Exception as e:
+ logger_debug.exception(e)
else:
pass
if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1:
--
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