Administrator
2023-10-25 3b6665c6a16cb950d9e2e9c676fc77fd8a78e890
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']),