From effdce8f3786e640e371d718190233adbc596460 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 09 九月 2024 17:27:40 +0800
Subject: [PATCH] 撤单传入撤单类型
---
l2/l2_transaction_data_processor.py | 16 +++++++++++-----
1 files changed, 11 insertions(+), 5 deletions(-)
diff --git a/l2/l2_transaction_data_processor.py b/l2/l2_transaction_data_processor.py
index 055e9bb..db3be19 100644
--- a/l2/l2_transaction_data_processor.py
+++ b/l2/l2_transaction_data_processor.py
@@ -17,7 +17,7 @@
from l2.l2_transaction_data_manager import HuaXinBuyOrderManager, HuaXinSellOrderStatisticManager, BigOrderDealManager
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 trade import current_price_process_manager
+from trade import current_price_process_manager, trade_constant
import concurrent.futures
from utils import tool
@@ -123,18 +123,22 @@
need_cancel, cancel_msg = SCancelBigNumComputer().set_big_sell_order_info_for_cancel(code,
big_sell_order_info,
order_begin_pos)
+ cancel_type = None
if need_cancel:
cancel_msg = f"S鎾�:{cancel_msg}"
+ cancel_type = trade_constant.CANCEL_TYPE_S
if not need_cancel:
need_cancel, cancel_msg = FCancelBigNumComputer().need_cancel_for_p(code,
order_begin_pos)
+ cancel_type = trade_constant.CANCEL_TYPE_F
# 鍒ゆ柇鏃堕棿鏄惁涓庢湰鍦版椂闂寸浉宸�5s浠ヤ笂
if tool.trade_time_sub(tool.get_now_time_str(), l2_huaxin_util.convert_time(datas[-1][3])) > 10:
now_seconds = int(tool.get_now_time_str().replace(":", ""))
if now_seconds < int("093200"): # or int("130000") <= now_seconds < int("130200"):
need_cancel, cancel_msg = True, f"鎴愪氦鏃堕棿涓庢湰鍦版椂闂寸浉宸�10S浠ヤ笂锛寋l2_huaxin_util.convert_time(datas[-1][3])}"
+ cancel_type = trade_constant.CANCEL_TYPE_L2_DELAY
if need_cancel:
- L2TradeDataProcessor.cancel_buy(code, cancel_msg)
+ L2TradeDataProcessor.cancel_buy(code, cancel_msg, cancel_type=cancel_type)
# GCancelBigNumComputer().set_big_sell_order_info(code, big_sell_order_info)
use_time_list.append(("澶勭悊鍗栧崟鐩稿叧鎾ゆ暟鎹�", time.time() - _start_time))
@@ -167,12 +171,14 @@
total_datas)
cancel_result = FCancelBigNumComputer().need_cancel_for_deal_fast(code, buy_progress_index)
if cancel_result[0]:
- L2TradeDataProcessor.cancel_buy(code, f"F鎾�:{cancel_result[1]}")
+ L2TradeDataProcessor.cancel_buy(code, f"F鎾�:{cancel_result[1]}",
+ cancel_type=trade_constant.CANCEL_TYPE_F)
if not cancel_result[0]:
try:
cancel_result = NBCancelBigNumComputer().need_cancel(code, buy_progress_index)
if cancel_result[0]:
- L2TradeDataProcessor.cancel_buy(code, f"澶у競鍊兼棤澶у崟鎾�:{cancel_result[1]}")
+ L2TradeDataProcessor.cancel_buy(code, f"澶у競鍊兼棤澶у崟鎾�:{cancel_result[1]}",
+ cancel_type=trade_constant.CANCEL_TYPE_NB)
except:
pass
@@ -180,7 +186,7 @@
try:
cancel_result = FCancelBigNumComputer().need_cancel_for_w(code)
if cancel_result[0]:
- L2TradeDataProcessor.cancel_buy(code, f"W鎾�:{cancel_result[1]}")
+ L2TradeDataProcessor.cancel_buy(code, f"W鎾�:{cancel_result[1]}", cancel_type=trade_constant.CANCEL_TYPE_W)
except:
pass
--
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