Browse Source

添加一些下标性质的内容

skyfffire 2 years ago
parent
commit
267c53bb88
1 changed files with 8 additions and 0 deletions
  1. 8 0
      strategy/src/utils.rs

+ 8 - 0
strategy/src/utils.rs

@@ -0,0 +1,8 @@
+// TODO 市场数据汇总(market_info)的下标集合
+pub const LEVEL: usize = 1;
+pub const TRADE_LENGTH: usize = 2;                                      // TODO 推测应该是交易交易所的数据长度
+pub const LENGTH: usize = LEVEL * 4 + TRADE_LENGTH;                     // 市场数据汇总的总长度
+pub const BID_PRICE_INDEX: usize = LEVEL * 0;
+pub const BID_QUANTITY_INDEX: usize = LEVEL * 0 + 1;
+pub const ASK_PRICE_INDEX: usize = LEVEL * 2;
+pub const ASK_QUANTITY_INDEX: usize = LEVEL * 2 + 1;