xiangsf

Results 2 issues of xiangsf

**Is your feature request related to a problem? Please describe.** currently, this library use python SortedDict to store orderbook data。 when fetch coinbase、btc-usd data, in l2_book/l3_book callback functions, book.book.bids.index(0)/book.book.asks.index(0) will...

Feature Request

目前的sql语法,过于简陋,在实际的业务场景中,会很容易受到限制。 场景举例: select code ,sum(1) as cnt ,sum(case when side='buy' then 1 end) as buy_cnt ,sum(value1 + value2) as value from trade_log group by code 这个SQL语法非常常见,也非常实用。 目前缺乏这方面的支持,需要自行在程序中做预处理,应用程序的复杂度急剧提升

enhancement