可以更好的看方向了。

binance_order_flow/data_processing.py

@@ -191,12 +191,14 @@ def show_message(market_direction):
         latest_trade = trade_data[-1]
 
         # 提取asks和bids数据
-        asks = [[float(price), 1 if market_direction == 1 else 0] for price, qty in latest_order_book['asks']]
-        bids = [[float(price), 1 if market_direction == 0 else 0] for price, qty in latest_order_book['bids']]
+        asks = [[float(price), 0] for price, qty in latest_order_book['asks']]
+        bids = [[float(price), 0] for price, qty in latest_order_book['bids']]
 
         # 排序asks和bids数据
         asks_sorted = sorted(asks, key=lambda x: x[0])
+        asks_sorted[-1] = [asks_sorted[-1][0], 1 if market_direction == 1 else 0]
         bids_sorted = sorted(bids, key=lambda x: x[0], reverse=True)
+        bids_sorted[-1] = [bids_sorted[-1][0], 0 if market_direction == 1 else 1]
 
         last_price = latest_trade['price']
         # last_qty = latest_trade['qty']
@@ -214,4 +216,4 @@ def show_message(market_direction):
         }
 
         # 将数据放入消息队列
-        messages.put(data)
+        messages.put(data)