From 6bbfbbb16d792f7737ec86cabdba5c0e98dcf4b4 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 29 八月 2025 17:41:29 +0800
Subject: [PATCH] 有涨停买撤单要触发撤单计算
---
huaxin_client/l2_data_manager_v2.py | 16 +++++++++-------
1 files changed, 9 insertions(+), 7 deletions(-)
diff --git a/huaxin_client/l2_data_manager_v2.py b/huaxin_client/l2_data_manager_v2.py
index 8076fd6..cee1108 100644
--- a/huaxin_client/l2_data_manager_v2.py
+++ b/huaxin_client/l2_data_manager_v2.py
@@ -19,7 +19,7 @@
from log_module import async_log_util
from log_module.async_log_util import huaxin_l2_log
from log_module.log import logger_local_huaxin_l2_error, logger_system, logger_local_huaxin_l2_subscript, \
- logger_local_huaxin_l2_special_volume, logger_debug
+ logger_local_huaxin_l2_special_volume, logger_debug, logger_local_huaxin_l2_orderdetail
from utils import tool, shared_memery_util
import collections
import zmq
@@ -70,8 +70,7 @@
# (鏈�灏忕殑閲�, 娑ㄥ仠浠锋牸, 褰卞瓙鍗曚环鏍�, 涔扮殑閲�, 搴熷純浣跨敤, 鐗规畩鐨勯噺闆嗗悎)
self.filter_order_condition_dict[code] = [(min_volume, limit_up_price, shadow_price, buy_volume,
int(min_volume) // 50, set(special_volumes))]
- huaxin_l2_log.info(logger_local_huaxin_l2_subscript,
- f"({code})甯歌杩囨护鏉′欢璁剧疆锛歿self.filter_order_condition_dict[code]}")
+ # logger_local_huaxin_l2_subscript.info(f"({code})甯歌杩囨护鏉′欢璁剧疆锛歿self.filter_order_condition_dict[code]}")
except Exception as e:
logger_debug.error(f"{str(e)} - min_volume-{min_volume}")
@@ -230,7 +229,8 @@
use_time = time.time() - __start_time
if use_time > 0.01:
# 璁板綍10ms浠ヤ笂鐨勬暟鎹�
- huaxin_l2_log.info(logger_local_huaxin_l2_error, f"鑰楁椂:{use_time}s 缁撴潫鏁版嵁锛歿last_data}")
+ huaxin_l2_log.info(logger_local_huaxin_l2_error,
+ f"鑰楁椂:{use_time}s 缁撴潫鏁版嵁锛歿last_data} 鏁版嵁鏁伴噺锛歿len(temp_list)}")
temp_list = []
else:
if code not in self.temp_order_queue_dict:
@@ -241,6 +241,7 @@
except Exception as e:
logging.exception(e)
+ logger_local_huaxin_l2_error.exception(e)
finally:
temp_list.clear()
@@ -276,8 +277,8 @@
break
self.l2_transaction_codes.add(code)
time.sleep(0.001)
- except:
- pass
+ except Exception as e:
+ logger_local_huaxin_l2_error.exception(e)
finally:
temp_list.clear()
@@ -368,7 +369,8 @@
def add_subscript_codes(codes):
# print("add_subscript_codes", codes)
# 鍔犲叆涓婁紶闃熷垪
- common_queue.put(('', "l2_subscript_codes", list(codes)))
+ pid = multiprocessing.current_process().pid
+ common_queue.put(('', "l2_subscript_codes_v2", (pid, list(codes))))
def __send_response(sk, msg):
--
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