From 686ebba75c432a9fa6d669ed60433c110fd9178d Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 08 三月 2024 10:36:38 +0800
Subject: [PATCH] 监听1手不限制价格
---
huaxin_client/l2_data_manager.py | 3 ++-
1 files changed, 2 insertions(+), 1 deletions(-)
diff --git a/huaxin_client/l2_data_manager.py b/huaxin_client/l2_data_manager.py
index 44e069d..7564602 100644
--- a/huaxin_client/l2_data_manager.py
+++ b/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鎵嬬殑涔板崟婊¤冻浠锋牸
- 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
# 涔伴噺
if item[2] == filter_condition[0][3]:
--
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