在Python中重用排队数据

Question

我有一个数据流，可以将价格信息添加到处理订单时消耗的队列中。有人可以告诉我如何保存流的最后价格，如果价格（例如）高于最后价格，则只发送到队列，反之亦然？

这是我的代码，提前感谢任何帮助！

def stream_to_queue(self):
        response = self.connect_to_stream()
        if response.status_code != 200:
            return
        for line in response.iter_lines(1):
            if line:
                try:
                    msg = json.loads(line)
                except Exception as e:
                    print "Caught exception when converting message into json\n" + str(e)
                    return
                if msg.has_key("instrument") or msg.has_key("tick"):
                    print msg["tick"]
                    instrument = msg["tick"]["instrument"]
                    time = msg["tick"]["time"]
                    bid = msg["tick"]["bid"]
                    ask = msg["tick"]["ask"]
                    stop = msg["tick"]["ask"]
                    tev = TickEvent(instrument, time, bid, ask)
                    self.events_queue.put(tev)