| | |
|---|
| | | # "ExecType": pTransaction['ExecType'].decode()} |
|---|
| | | money = round(item[2] * item[3]) |
|---|
| | | volume = item[3] |
|---|
| | | price = item[2] |
|---|
| | | order_time = data["OrderTime"] |
|---|
| | | if not self.__latest_buy_order: |
|---|
| | | self.__latest_buy_order = [item[0], 0, 0, order_time] |
|---|
| | | # (买单号, 量, 金额, 时间, 最新成交价格) |
|---|
| | | self.__latest_buy_order = [item[0], 0, 0, order_time, price] |
|---|
| | | if self.__latest_buy_order[0] == item[0]: |
|---|
| | | self.__latest_buy_order[1] += volume |
|---|
| | | self.__latest_buy_order[2] += money |
|---|
| | | self.__latest_buy_order[3] = order_time |
|---|
| | | self.__latest_buy_order[4] = price |
|---|
| | | else: |
|---|
| | | if self.__latest_buy_order[2] > 1e6: |
|---|
| | | d = (self.__latest_buy_order[0], self.__latest_buy_order[1], self.__latest_buy_order[2], self.__latest_buy_order[3]) |
|---|
| | | d = (self.__latest_buy_order[0], self.__latest_buy_order[1], self.__latest_buy_order[2], self.__latest_buy_order[3], self.__latest_buy_order[4]) |
|---|
| | | self.__big_buy_orders.append(d) |
|---|
| | | self.big_buy_order_queue.put_nowait(d) |
|---|
| | | |
|---|
| | | self.__latest_buy_order = [item[0], volume, money, order_time] |
|---|
| | | self.__latest_buy_order = [item[0], volume, money, order_time, price] |
|---|
| | | |
|---|
| | | if not self.__latest_sell_order: |
|---|
| | | self.__latest_sell_order = [item[1], 0, 0, order_time] |
|---|
| | | self.__latest_sell_order = [item[1], 0, 0, order_time, price] |
|---|
| | | if self.__latest_sell_order[0] == item[1]: |
|---|
| | | self.__latest_sell_order[1] += volume |
|---|
| | | self.__latest_sell_order[2] += money |
|---|
| | | self.__latest_sell_order[3] = order_time |
|---|
| | | self.__latest_sell_order[4] = price |
|---|
| | | else: |
|---|
| | | if self.__latest_sell_order[2] > 1e6: |
|---|
| | | d = (self.__latest_sell_order[0], self.__latest_sell_order[1], self.__latest_sell_order[2], self.__latest_sell_order[3]) |
|---|
| | | d = (self.__latest_sell_order[0], self.__latest_sell_order[1], self.__latest_sell_order[2], self.__latest_sell_order[3], self.__latest_sell_order[4]) |
|---|
| | | self.__big_sell_orders.append(d) |
|---|
| | | self.big_sell_order_queue.put_nowait(d) |
|---|
| | | self.__latest_sell_order = [item[1], volume, money, order_time] |
|---|
| | | self.__latest_sell_order = [item[1], volume, money, order_time, price] |
|---|
| | | |
|---|
| | | |
|---|
| | | # 买入的大单订单号 |
|---|
