修复一些小问题。

binance_order_flow/data_processing.py

@@ -5,6 +5,8 @@ import time
 import queue
 import threading
 
+from logger_config import logger
+
 # Initialize the DataFrame
 df_trades = pd.DataFrame(columns=['price', 'qty', 'timestamp'])
 df_order_book = pd.DataFrame(columns=['bid_price', 'bid_qty', 'ask_price', 'ask_qty'])
@@ -69,13 +71,15 @@ def on_message_depth(_ws, message):
             if bid_price not in order_disappearances:
                 order_disappearances[bid_price] = 0
             if prev_bid_qty > bid_qty:
-                order_disappearances[bid_price] += (prev_bid_qty - bid_qty)
+                disappearances = (prev_bid_qty - bid_qty)
+                order_disappearances[bid_price] += disappearances if disappearances > 0 else 0
 
             # 计算ask订单消失量
             if ask_price not in order_disappearances:
                 order_disappearances[ask_price] = 0
             if prev_ask_qty > ask_qty:
-                order_disappearances[ask_price] += (prev_ask_qty - ask_qty)
+                disappearances = (prev_ask_qty - ask_qty)
+                order_disappearances[ask_price] += disappearances if disappearances > 0 else 0
 
     previous_order_book = df_order_book
     calculate_fill_probabilities()

binance_order_flow/ws_client.py

@@ -1,7 +1,7 @@
 import websocket
 import threading
 
-from binance_order_flow.logger_config import logger
+from logger_config import logger
 from data_processing import on_message_trade, on_message_depth, stop_event
 
 # Binance WebSocket API URL