只保存开1

Administrator

2024-05-08 db8e2ee1cf0889c3055ceea6af3ea5f1b7ee0a9b

只保存开1

 huaxin_client/l2_market_client.py

@@ -1,4 +1,5 @@
# -*- coding: utf-8 -*-
import decimal
import json
import logging
import multiprocessing
@@ -174,6 +175,11 @@
                 #     (pDepthMarketData['AskPrice5'], pDepthMarketData['AskVolume5'])
                 # ]
                 }
            # 获取是否涨停价
            limit_up_price = float(
                tool.to_price(decimal.Decimal(str(pDepthMarketData['PreClosePrice'])) * decimal.Decimal("1.1")))
            if abs(limit_up_price - pDepthMarketData['LastPrice']) < 0.001 or abs(
                    limit_up_price - pDepthMarketData['BidPrice1']) < 0.001:
            huaxin_l2_log.info(logger_local_huaxin_l2_market, f"{d}")
        except:
            pass