| | |
|---|
| | | # print(item) |
|---|
| | | if item["SecurityID"] not in l2_data_manager_dict: |
|---|
| | | l2_data_manager_dict[item["SecurityID"]] = L2TransactionDataManager(item["SecurityID"], True) |
|---|
| | | l2_data_manager_dict[item["SecurityID"]].add_transaction_data(item) |
|---|
| | | l2_data_manager_dict[item["SecurityID"]].add_transaction_data(item, big_order_money_threshold=60e4) |
|---|
| | | for code in l2_data_manager_dict: |
|---|
| | | __L2TransactionDataManager: L2TransactionDataManager = l2_data_manager_dict.get(code) |
|---|
| | | if __L2TransactionDataManager.big_accurate_buy_order_queue.qsize() or __L2TransactionDataManager.big_accurate_sell_order_queue.qsize(): |
|---|
