From 2f2516749615da866e96d8d24e499b7ecbb63a3e Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 23 六月 2025 12:28:52 +0800
Subject: [PATCH] 默认交易模式变更/真实下单位置计算位置修改
---
l2_data_util.py | 111 +++++++++++++++++++++++++++++--------------------------
1 files changed, 59 insertions(+), 52 deletions(-)
diff --git a/l2_data_util.py b/l2_data_util.py
index 25ad36b..24c66ac 100644
--- a/l2_data_util.py
+++ b/l2_data_util.py
@@ -4,13 +4,14 @@
"""
# 姣旇緝鏃堕棿鐨勫ぇ灏�
-import datetime
import json
import time
-from tool import async_call
-import l2_data_manager
-import tool
+from db.redis_manager_delegate import RedisUtils
+from utils.tool import async_call
+
+from l2 import l2_data_manager
+from utils import tool
def run_time():
@@ -24,6 +25,53 @@
return infunc
return decorator
+
+
+# 鏄惁涓哄ぇ鍗�
+def is_big_money(val, is_ge=False):
+ """
+ 鍒ゆ柇鏄惁涓哄ぇ鍗�
+ @param val: l2鏁版嵁
+ @param is_ge: 鏄惁涓哄垱涓氭澘
+ @return:
+ """
+ price = float(val["price"])
+ money = round(price * val["num"], 2)
+ if is_ge:
+ if money >= 29900 or val["num"] >= 2999:
+ return True
+ else:
+ return False
+ else:
+ if price > 3.0:
+ if money >= 29900 or val["num"] >= 7999:
+ return True
+ else:
+ return False
+ else:
+ max_money = price * 10000
+ if money >= max_money * 0.95:
+ return True
+ else:
+ return False
+
+
+# 鑾峰彇澶ц祫閲戠殑閲戦
+def get_big_money_val(limit_up_price, is_ge=False):
+ if is_ge:
+ return min(299 * 10000, round(limit_up_price * 2900 * 100))
+ else:
+ if limit_up_price > 3.0:
+ return min(299 * 10000, round(limit_up_price * 7999 * 100))
+ else:
+ max_money = limit_up_price * 10000 * 100
+ return int(max_money * 0.95)
+
+# if int(val["num"]) >= constant.BIG_MONEY_NUM:
+# return True
+# if int(val["num"]) * limit_up_price >= constant.BIG_MONEY_AMOUNT:
+# return True
+# return False_
def compare_time(time1, time2):
@@ -48,20 +96,6 @@
json_value = json.loads(value)
_data = {"key": key, "val": item, "re": json_value["re"], "index": int(json_value["index"])}
return _data
-
-
-# 灏嗘暟鎹牴鎹畁um-operate鍒嗙被
-def load_num_operate_map(local_today_num_operate_map, code, source_datas, clear=False):
- if local_today_num_operate_map.get(code) is None:
- local_today_num_operate_map[code] = {}
- if clear:
- local_today_num_operate_map[code] = {}
-
- for data in source_datas:
- key = "{}-{}-{}".format(data["val"]["num"], data["val"]["operateType"], data["val"]["price"])
- if local_today_num_operate_map[code].get(key) is None:
- local_today_num_operate_map[code].setdefault(key, [])
- local_today_num_operate_map[code].get(key).append(data)
# 鍑忓幓鏃堕棿
@@ -104,32 +138,6 @@
max_time = __sub_time(cancel_data["val"]["time"], min_space)
min_time = __sub_time(cancel_data["val"]["time"], max_space)
return min_time, max_time
-
-
-# 鏍规嵁涔版挙鏁版嵁(涓庝粖鏃ユ�荤殑鏁版嵁)璁＄畻涔板叆鏁版嵁
-def get_buy_data_with_cancel_data(cancel_data, local_today_num_operate_map):
- min_space, max_space = compute_time_space_as_second(cancel_data["val"]["cancelTime"],
- cancel_data["val"]["cancelTimeUnit"])
- max_time = __sub_time(cancel_data["val"]["time"], min_space)
- min_time = __sub_time(cancel_data["val"]["time"], max_space)
- buy_datas = local_today_num_operate_map.get(
- "{}-{}-{}".format(cancel_data["val"]["num"], "0", cancel_data["val"]["price"]))
- if buy_datas is None:
- # 鏃犳暟鎹�
- return None, None
- for i in range(0, len(buy_datas)):
- data = buy_datas[i]
- if int(data["val"]["operateType"]) != 0:
- continue
- if int(data["val"]["num"]) != int(cancel_data["val"]["num"]):
- continue
- if min_space == 0 and max_space == 0:
- if compare_time(data["val"]["time"], min_time) == 0:
- return data["index"], data
-
- elif compare_time(data["val"]["time"], min_time) > 0 and compare_time(data["val"]["time"], max_time) <= 0:
- return data["index"], data
- return None, None
# 鍒ゆ柇鍗栨挙鐨勫崠淇″彿鏄惁鍦ㄧ洰鏍囦俊鍙蜂箣鍓�
@@ -185,28 +193,27 @@
if abs(get_time_as_seconds(time_str) - get_time_as_seconds(time_)) > 3:
continue
if same_time_nums[time_] > 20:
- redis = l2_data_manager._redisManager.getRedis()
- redis.setex("big_data-{}-{}".format(code, int(round(time.time() * 1000))), tool.get_expire(), d1)
+ RedisUtils.setex(l2_data_manager._redisManager.getRedis(),
+ "big_data-{}-{}".format(code, int(round(time.time() * 1000))), tool.get_expire(),
+ d1)
break
# 淇濆瓨l2鏈�鏂版暟鎹殑澶у皬
-@async_call
+# @async_call
def save_l2_latest_data_number(code, num):
- redis = l2_data_manager._redisManager.getRedis()
- redis.setex("l2_latest_data_num-{}".format(code), 3, num)
+ RedisUtils.setex(l2_data_manager._redisManager.getRedis(), "l2_latest_data_num-{}".format(code), 3, num)
# 鑾峰彇鏈�鏂版暟鎹潯鏁�
def get_l2_latest_data_number(code):
- redis = l2_data_manager._redisManager.getRedis()
- num = redis.get("l2_latest_data_num-{}".format(code))
+ num = RedisUtils.get(l2_data_manager._redisManager.getRedis(), "l2_latest_data_num-{}".format(code))
if num is not None:
return int(num)
return None
-# l2鏁版嵁鎷兼帴宸ュ叿 TODO 鏆傛椂杩樻湭鍚敤
+# l2鏁版嵁鎷兼帴宸ュ叿 鏆傛椂杩樻湭鍚敤
class L2DataConcatUtil:
# 鍒濆鍖�
--
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