huaxin_client/l2_client.py
@@ -276,6 +276,7 @@ d = {"dataTimeStamp": pDepthMarketData['DataTimeStamp'], "securityID": pDepthMarketData['SecurityID'], "lastPrice": pDepthMarketData['LastPrice'], "totalVolumeTrade": pDepthMarketData['TotalVolumeTrade'], "totalValueTrade":pDepthMarketData['TotalValueTrade'], "totalAskVolume": pDepthMarketData['TotalAskVolume'], "avgAskPrice": pDepthMarketData["AvgAskPrice"], "buy": [(pDepthMarketData['BidPrice1'], pDepthMarketData['BidVolume1']),
