order_book.py 文件源码

def get_mode_trade_size(self, side: OrderSide, order_type: OrderType, seconds_ago: int,
                            group_by_period: Optional[int] = None) -> Optional[float]:
        order_quantities = self.get_trade_quantities(side, order_type, seconds_ago, group_by_period)
        if len(order_quantities) == 0:
            return None
        try:
            return mode(order_quantities)
        except StatisticsError:
            return None