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@@ -1,6 +1,7 @@
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import asyncio
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import queue
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import threading
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+import time
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import websocket
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import json
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import pandas as pd
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@@ -171,11 +172,12 @@ def log_and_save_fill_probabilities():
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"bids": bids,
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"last_price": last_price,
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"last_qty": last_qty,
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- "side": side
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+ "side": side,
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+ "time": int(time.time() * 1000)
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}
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messages.put(data)
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# logger.info("Market Snapshot:\n%s", json.dumps(data))
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- stop_event.wait(1) # 每5秒更新一次
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+ stop_event.wait(0.1) # 每5秒更新一次
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# 启动定期保存和打印线程
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log_and_save_thread = threading.Thread(target=log_and_save_fill_probabilities)
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