Counterparty offer #638
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Counterparty offer #638
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Cuizi7
requested changes
Jun 16, 2021
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| def _check_subscribe(self, order): | ||
| if self._env.config.base.frequency == "tick" and order.order_book_id not in self._env.get_universe(): | ||
| raise RuntimeError("{} should be subscribed when frequency is tick".format(order.order_book_id)) |
| self._b_volume[order_book_id] = self._env.price_board.get_bid_vols(order_book_id) | ||
| def _pre_tick(self, event): | ||
| order_book_id = event.tick.order_book_id | ||
| self._a_volume[order_book_id] = self._env.price_board.get_ask_vols(order_book_id) |
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event 中应该带有 tick？
没必要从 price_board 中再取一遍了
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