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[Fix]convert str to float for price and volume data

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This commit is contained in:
vn.py 2019-04-08 18:32:59 +08:00
parent c093c46c76
commit 0260aa0784
1 changed files with 15 additions and 14 deletions
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29
vnpy/gateway/okex/okex_gateway.py
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@ -298,7 +298,7 @@ class OkexRestApi(RestClient):
name=symbol,
product=Product.SPOT,
size=1,
pricetick=instrument_data["tick_size"],
pricetick=float(instrument_data["tick_size"]),
gateway_name=self.gateway_name
)
self.gateway.on_contract(contract)
@ -336,6 +336,7 @@ class OkexRestApi(RestClient):
direction=DIRECTION_OKEX2VT[order_data["side"]],
price=float(order_data["price"]),
volume=float(order_data["size"]),
traded=float(order_data["filled_size"]),
time=order_data["timestamp"][11:19],
status=STATUS_OKEX2VT[order_data["status"]],
gateway_name=self.gateway_name,
@ -605,11 +606,11 @@ class OkexWebsocketApi(WebsocketClient):
if not tick:
return
tick.last_price = d["last"]
tick.open = d["open_24h"]
tick.high = d["high_24h"]
tick.low = d["low_24h"]
tick.volume = d["base_volume_24h"]
tick.last_price = float(d["last"])
tick.open = float(d["open_24h"])
tick.high = float(d["high_24h"])
tick.low = float(d["low_24h"])
tick.volume = float(d["base_volume_24h"])
tick.datetime = datetime.strptime(
d["timestamp"], "%Y-%m-%dT%H:%M:%S.%fZ")
self.gateway.on_tick(copy(tick))
@ -626,13 +627,13 @@ class OkexWebsocketApi(WebsocketClient):
asks = d["asks"]
for n, buf in enumerate(bids):
price, volume, _ = buf
tick.__setattr__("bid_price_%s" % (n + 1), price)
tick.__setattr__("bid_volume_%s" % (n + 1), volume)
tick.__setattr__("bid_price_%s" % (n + 1), float(price))
tick.__setattr__("bid_volume_%s" % (n + 1), float(volume))
for n, buf in enumerate(asks):
price, volume, _ = buf
tick.__setattr__("ask_price_%s" % (n + 1), price)
tick.__setattr__("ask_volume_%s" % (n + 1), volume)
tick.__setattr__("ask_price_%s" % (n + 1), float(price))
tick.__setattr__("ask_volume_%s" % (n + 1), float(volume))
tick.datetime = datetime.strptime(
d["timestamp"], "%Y-%m-%dT%H:%M:%S.%fZ")
@ -646,16 +647,16 @@ class OkexWebsocketApi(WebsocketClient):
type=ORDERTYPE_OKEX2VT[d["type"]],
orderid=d["client_oid"],
direction=DIRECTION_OKEX2VT[d["side"]],
price=d["price"],
volume=d["size"],
traded=d["filled_size"],
price=float(d["price"]),
volume=float(d["size"]),
traded=float(d["filled_size"]),
time=d["timestamp"][11:19],
status=STATUS_OKEX2VT[d["status"]],
gateway_name=self.gateway_name,
)
self.gateway.on_order(copy(order))
trade_volume = float(d.get("last_fill_qty", 0))
trade_volume = d.get("last_fill_qty", 0)
if not trade_volume:
return