trade/l2_data_manager.py | ●●●●● 补丁 | 查看 | 原始文档 | blame | 历史 |
trade/l2_data_manager.py
@@ -34,7 +34,7 @@ money = round(item[2] * item[3]) volume = item[3] price = item[2] order_time = data["OrderTime"] order_time = data[3] if code not in self.__latest_buy_order: # (买单号, 量, 金额, 时间, 最新成交价格) self.__latest_buy_order[code] = [item[0], 0, 0, order_time, price]