From 86868f23d9108ac86df457ed3d7b4c6b19ad982f Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期二, 24 十二月 2024 14:43:16 +0800
Subject: [PATCH] bug修复
---
trade/l2_data_manager.py | 4 ++++
1 files changed, 4 insertions(+), 0 deletions(-)
diff --git a/trade/l2_data_manager.py b/trade/l2_data_manager.py
index f8756b3..c86cce2 100644
--- a/trade/l2_data_manager.py
+++ b/trade/l2_data_manager.py
@@ -49,6 +49,8 @@
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}")
@@ -67,6 +69,8 @@
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]
--
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