From 6a0d3ff5832e57ee1b1374d086f24b3c1679b332 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 05 九月 2025 18:22:24 +0800
Subject: [PATCH] bug修复/降低测撤单率
---
huaxin_client/l2_data_manager_v2.py | 17 ++++++-----------
1 files changed, 6 insertions(+), 11 deletions(-)
diff --git a/huaxin_client/l2_data_manager_v2.py b/huaxin_client/l2_data_manager_v2.py
index 3f32c5c..cee1108 100644
--- a/huaxin_client/l2_data_manager_v2.py
+++ b/huaxin_client/l2_data_manager_v2.py
@@ -70,14 +70,13 @@
# (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}")
# 杩囨护璁㈠崟
- def __filter_order(self, item, filter_condition):
-
+ def __filter_order(self, item):
+ filter_condition = self.filter_order_condition_dict.get(item[0])
if filter_condition:
# item[2]涓洪噺
if item[2] >= filter_condition[0][0]:
@@ -203,11 +202,10 @@
temp_list = []
while True:
try:
- filter_condition = self.filter_order_condition_dict.get(code)
while len(q) > 0:
data = q.popleft()
# 鍓嶇疆鏁版嵁澶勭悊锛岃繃婊ゆ帀鏃犵敤鐨勬暟鎹�
- data = self.__filter_order(data, filter_condition)
+ data = self.__filter_order(data)
if data:
temp_list.append(data)
@@ -233,9 +231,6 @@
# 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} 鏁版嵁鏁伴噺锛歿len(temp_list)}")
- # TODO娴嬭瘯 锛岃褰曟墍鏈夌殑璁㈠崟鍙�
- huaxin_l2_log.info(logger_local_huaxin_l2_orderdetail,
- f"{[(x[0], x[1], x[2], x[4], x[8]) for x in temp_list]}")
temp_list = []
else:
if code not in self.temp_order_queue_dict:
@@ -282,8 +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()
--
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