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能推数据了,数据有一小半是对的了。

skyffire 1 an în urmă
părinte
comite
b41a7712fe
1 a modificat fișierele cu 4 adăugiri și 2 ștergeri
  1. 4 2
      binance_order_flow.py

+ 4 - 2
binance_order_flow.py

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