| | |
|---|
| | | if self.__latest_buy_order and self.__latest_buy_order[0] != item[0]: |
|---|
| | | # 有可能是大单成交完成， 判断上个订单是否是大单 |
|---|
| | | last_buy_order = self.__big_accurate_buy_order_dict.get(self.__latest_buy_order[0]) |
|---|
| | | if last_buy_order[2] > 299e4: |
|---|
| | | self.big_accurate_buy_order_queue.put_nowait(last_buy_order) |
|---|
| | | try: |
|---|
| | | if last_buy_order[2] > 299e4: |
|---|
| | | self.big_accurate_buy_order_queue.put_nowait(last_buy_order) |
|---|
| | | except Exception as e: |
|---|
| | | print("数据：", last_buy_order, item) |
|---|
| | | raise e |
|---|
| | | # 如果数据过多需要移除过长时间的小金额数据 |
|---|
| | | accurate_buy_count = len(self.__big_accurate_buy_order_dict.keys()) |
|---|
| | | if accurate_buy_count > 10000 and accurate_buy_count - self.__last_accurate_buy_count > 2000: |
|---|
