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
---
trade/current_price_process_manager.py | 7 +++++--
1 files changed, 5 insertions(+), 2 deletions(-)
diff --git a/trade/current_price_process_manager.py b/trade/current_price_process_manager.py
index 1540179..2055869 100644
--- a/trade/current_price_process_manager.py
+++ b/trade/current_price_process_manager.py
@@ -136,14 +136,17 @@
if True:
print("璁剧疆L2浠ｇ爜鏁伴噺锛�", len(add_code_set))
global latest_add_codes
- async_log_util.info(logger_l2_codes_subscript, f"({request_id})棰勫鐞嗘柊澧炶闃呬唬鐮侊細{add_code_set - latest_add_codes}")
+ async_log_util.info(logger_l2_codes_subscript,
+ f"({request_id})棰勫鐞嗘柊澧炶闃呬唬鐮侊細{add_code_set - latest_add_codes}")
latest_add_codes = add_code_set
add_datas = []
for d in add_code_list:
limit_up_price = gpcode_manager.get_limit_up_price(d)
limit_up_price = round(float(limit_up_price), 2)
min_volume = int(round(50 * 10000 / limit_up_price))
- add_datas.append((d, min_volume, 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)))
huaxin_target_codes_manager.HuaXinL2SubscriptCodesManager.push(add_datas, request_id)
except Exception as e:
logging.exception(e)
--
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