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algorithm_1.py
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algorithm_1.py
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from datetime import datetime
import math
from decimal import Decimal
'''
##return combined update list
def combineTwoListAndSort(old_list,new_list):
for item in new_list:
if item[1] == 0:
for i in range(len(old_list)):
if item[0] == old_list[i][0]:
old_list.pop(i)
break
else:
##如果价格相等,后者数量替代前者
for i in range(len(old_list)):
print(item)
print(old_list[i])
price=item[0]
for item_1 in range(len(old_list)):
if item[0] == old_list[i][0]:
old_list[i][1] = item[1]
break
else:
old_list.append(item)
break
###d2进行排序,ask升序,bid降序
old_list.sort(key=lambda x:(x[0]),reverse = False)
return old_list
'''
##return combined update list
def produceSafisfiedList(old_list,new_list):
for item in new_list:
price = item[0]
amount = item[1]
if amount == 0:
for i in range(len(old_list)):
if price == old_list[i][0]:
old_list.pop(i)
break
if amount != 0:
flag = True
for i in range(len(old_list)):
if price == old_list[i][0]:
old_list[i][1] = amount
flag = False
break
if price != old_list[i][0]:
continue
##追加价格与数量均不相等
if flag:
old_list.append(item)
###排序,ask升序,bid降序
old_list.sort(key=lambda x:(x[0]),reverse = False)
return old_list
[6670.0, 0.8809]
[6669.5, 0.72774121]
[6670.0, 0.8809]
[6670.0, 0.28]
[6670.0, 0.8809]
[6671.5, 0.6679]
[6670.0, 0.8809]
[6674.3, 0.1]
[6670.0, 0.8809]
[6676.0, 0.72085439]
new_list = [[6670.0, 0.8809], [6671.5, 0.1038],[6674.3, 0],[6675,0.9]]
old_list = [[6669.5, 0.72774121], [6670.0, 0.28], [6671.5, 0.6679], [6674.3, 0.1], [6676.0, 0.72085439]]
##[[6669.5, 0.72774121], [6670.0, 0.28], [6670.0, 0.8809], [6671.5, 0.6679], [6671.5, 0.1038], [6674.3, 0.1], [6676.0, 0.72085439]]
#[[6669.5, 0.72774121], [6670.0, 0.28], [6670.0, 0.8809], [6671.5, 0.6679], [6671.5, 0.1038], [6674.3, 0.1], [6676.0, 0.72085439]]
st_list = produceSafisfiedList(old_list,new_list)
print(st_list)