code: def process_orderbook(self, data):
          
          symbol = data['code']
  
          tick = self._tick_dict.get(symbol, None)
          if not tick:
              tick = TinyQuoteData()
              tick.symbol = symbol
              self._tick_dict[symbol] = tick
  
          d = tick.__dict__
          for i in range(5):
              bid_data = data['Bid'][i]
              ask_data = data['Ask'][i]
              n = i + 1
  
              d['bidPrice%s' % n] = bid_data[0]
              d['bidVolume%s' % n] = bid_data[1]
              d['askPrice%s' % n] = ask_data[0]
              d['askVolume%s' % n] = ask_data[1]
  
              new_tick = copy(tick)
          self._notify_new_tick_event(new_tick)
docs: 订单簿推送