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近日的買盤當前總量與賣盤當前總量是否錯置,數據與之前不同 #145

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seanjef opened this issue Jun 12, 2023 · 0 comments

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@seanjef
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seanjef commented Jun 12, 2023

使用 @api.on_tick_fop_v1() shioaji版本 1.1.2,在@api.on_tick_fop_v1()的function中,我發現這兩個數據似乎有顛倒
TradeAskVolSum = int(tick["ask_side_total_vol"])
TradeBidVolSum = int(tick["bid_side_total_vol"])
以2023/6/9 夜盤21:00~22:00為例,價格拉升的94點,竟然拉升期間, 內盤成交總口數比外盤成交總口數多了2815口,這很不合理。

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