huaxin_client/l2_client.py
@@ -254,6 +254,7 @@ "lastPrice": pDepthMarketData['LastPrice'], "totalVolumeTrade": pDepthMarketData['TotalVolumeTrade'], "totalAskVolume": pDepthMarketData['TotalAskVolume'], "avgAskPrice": pDepthMarketData["AvgAskPrice"], "buy": [(pDepthMarketData['BidPrice1'], pDepthMarketData['BidVolume1']), (pDepthMarketData['BidPrice2'], pDepthMarketData['BidVolume2']), (pDepthMarketData['BidPrice3'], pDepthMarketData['BidVolume3']),