| | |
| | | self.__latest_buy_order[code][0], self.__latest_buy_order[code][1], |
| | | self.__latest_buy_order[code][2], |
| | | self.__latest_buy_order[code][3], self.__latest_buy_order[code][4]) |
| | | if code not in self.__big_buy_orders: |
| | | self.__big_buy_orders[code] = [] |
| | | self.__big_buy_orders[code].append(d) |
| | | async_log_util.info(hx_logger_l2_transaction_big_buy_order, f"{code}#{d}") |
| | | |
| | |
| | | self.__latest_sell_order[code][0], self.__latest_sell_order[code][1], |
| | | self.__latest_sell_order[code][2], |
| | | self.__latest_sell_order[code][3], self.__latest_sell_order[code][4]) |
| | | if code not in self.__big_sell_orders: |
| | | self.__big_sell_orders[code] = [] |
| | | self.__big_sell_orders[code].append(d) |
| | | async_log_util.info(hx_logger_l2_transaction_big_sell_order, f"{code}#{d}") |
| | | self.__latest_sell_order[code] = [item[1], volume, money, order_time, price] |