Administrator
2024-12-24 86868f23d9108ac86df457ed3d7b4c6b19ad982f
trade/l2_data_manager.py
@@ -49,6 +49,8 @@
                    self.__latest_buy_order[code][0], self.__latest_buy_order[code][1],
                    self.__latest_buy_order[code][2],
                    self.__latest_buy_order[code][3], self.__latest_buy_order[code][4])
                if code not in self.__big_buy_orders:
                    self.__big_buy_orders[code] = []
                self.__big_buy_orders[code].append(d)
                async_log_util.info(hx_logger_l2_transaction_big_buy_order, f"{code}#{d}")
@@ -67,6 +69,8 @@
                    self.__latest_sell_order[code][0], self.__latest_sell_order[code][1],
                    self.__latest_sell_order[code][2],
                    self.__latest_sell_order[code][3], self.__latest_sell_order[code][4])
                if code not in self.__big_sell_orders:
                    self.__big_sell_orders[code] = []
                self.__big_sell_orders[code].append(d)
                async_log_util.info(hx_logger_l2_transaction_big_sell_order, f"{code}#{d}")
            self.__latest_sell_order[code] = [item[1], volume, money, order_time, price]