From db8e2ee1cf0889c3055ceea6af3ea5f1b7ee0a9b Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期三, 08 五月 2024 11:11:37 +0800
Subject: [PATCH] 只保存开1
---
huaxin_client/l2_market_client.py | 8 +++++++-
1 files changed, 7 insertions(+), 1 deletions(-)
diff --git a/huaxin_client/l2_market_client.py b/huaxin_client/l2_market_client.py
index 8cd700f..b077596 100644
--- a/huaxin_client/l2_market_client.py
+++ b/huaxin_client/l2_market_client.py
@@ -1,4 +1,5 @@
# -*- coding: utf-8 -*-
+import decimal
import json
import logging
import multiprocessing
@@ -174,7 +175,12 @@
# (pDepthMarketData['AskPrice5'], pDepthMarketData['AskVolume5'])
# ]
}
- huaxin_l2_log.info(logger_local_huaxin_l2_market, f"{d}")
+ # 鑾峰彇鏄惁娑ㄥ仠浠�
+ 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
--
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