监听1手不限制价格

Administrator

2024-03-08 686ebba75c432a9fa6d669ed60433c110fd9178d

监听1手不限制价格

 huaxin_client/l2_data_manager.py

@@ -39,6 +39,7 @@
        self.market_data_queue = market_data_queue
        self.temp_order_queue_dict = {}
        self.temp_transaction_queue_dict = {}
        self.temp_log_queue_dict = {}
        self.filter_order_condition_dict = {}
        self.upload_l2_data_task_dict = {}
        self.l2_order_codes = set()
@@ -62,7 +63,7 @@
            if item[2] >= filter_condition[0][0]:
                return item
            # 1手的买单满足价格
            if item[2] == 100 and abs(filter_condition[0][2] - item[1]) < 0.001:
            if item[2] == 100: #and abs(filter_condition[0][2] - item[1]) < 0.001:
                return item
            # 买量
            if item[2] == filter_condition[0][3]: