Administrator
2023-10-11 b6b59a5db39e042d0d173604497ebfa34be47d72
l2/l2_data_util.py
@@ -444,6 +444,15 @@
            return True
        return False
    # l2时间差值
    @classmethod
    def time_sub_as_ms(cls, val1, val2):
        # 计算时间差值
        sub_s = tool.trade_time_sub(val1["time"], val2["time"])
        sub_ms = int(val1["tms"]) - int(val2["tms"])
        fs = sub_s * 1000 + sub_ms
        return fs
class L2TradeQueueUtils(object):
    # 买入数据是否已撤
@@ -558,4 +567,4 @@
if __name__ == "__main__":
    print(load_l2_data("002235"))
    print(L2DataUtil.time_sub_as_ms({"time": "13:00:00", "time_ms": "980"}, {"time": "11:29:59", "time_ms": "590"}))