Repeat, please tell me about the exchange.GetDepth ((() to get the amount of market depth, is it meaningless?

Author: k178613133, Created: 2019-06-29 19:20:21, Updated:

This is the first time that the company has been listed on the stock exchange.

In retesting, get exchange.GetDepth (()) This method, the number obtained, is all 1000, in other words, is the market depth when retesting this method is not really useful?


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The Little DreamRe-measurement depth except for the first grade, the rest is analog data.

The Little DreamThe price has not been synthesized and some slippage has been added accordingly.

caibingbo7639Boss, why are my retest orders always incomplete?