optz
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@@ -1,7 +1,5 @@
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"""策略共用委托簿。"""
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from __future__ import annotations
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import secrets
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from dataclasses import dataclass
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from datetime import datetime, timedelta
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@@ -69,17 +67,19 @@ class OrderBook:
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canceled = 0
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for item in orders:
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status = str(item.order_status)
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# 不处理状态不对的
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if str(item.order_status) not in TRACKED_STATUSES:
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if status not in TRACKED_STATUSES:
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continue
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if str(item.order_status) in BUSY_STATUSES:
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if status in BUSY_STATUSES:
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busy_keys.add(self._busy_key(item.side, item.stock_code))
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# 清理过期的
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created_at = item.created_at
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if (
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item.created_at is not None
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created_at is not None
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and item.local_order_id.startswith(f"{self.order_prefix}-")
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and str(item.order_status) in CANCELABLE_STATUSES
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and current - item.created_at > self.cancel_timeout_sec
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and status in CANCELABLE_STATUSES
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and current - created_at > self.cancel_timeout_sec
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):
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try:
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client.cancel_by_id(item.order_sys_id)
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