From 3a87b1c89a76d858e8e7e4e54ff360dc0b8670f5 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 11 九月 2025 16:27:20 +0800
Subject: [PATCH] L撤删除L前撤单与L后后半段撤单
---
huaxin_client/l2_data_manager_v2.py | 12 ++++++------
1 files changed, 6 insertions(+), 6 deletions(-)
diff --git a/huaxin_client/l2_data_manager_v2.py b/huaxin_client/l2_data_manager_v2.py
index bc40cbe..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} 鏁版嵁鏁伴噺锛歿len(temp_list)}")
+ 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:
@@ -277,8 +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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