l2/l2_data_source_util.py
@@ -125,6 +125,7 @@ def get_buy_index_with_cancel_data(cls, code, cancel_data, local_today_num_operate_map): key = "{}-{}-{}".format(cancel_data["val"]["num"], "1", cancel_data["val"]["price"]) cancel_datas = local_today_num_operate_map.get(key) if cancel_datas: try: cancel_datas.sort(key=lambda t: t["index"]) except Exception as e: