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[Fix]修复OKEXF接口的5档行情顺序bug #1275

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vn.py 2018-12-24 20:36:52 +08:00
parent 483b754f09
commit 1add685b53
1 changed files with 2 additions and 2 deletions
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vnpy/trader/gateway/okexfGateway/okexfGateway.py
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@ -686,8 +686,8 @@ class OkexfWebsocketApi(WebsocketClient):
for n, buf in enumerate(data['asks']): for n, buf in enumerate(data['asks']):
price, volume = buf[:2] price, volume = buf[:2]
tick.__setattr__('askPrice%s' %(n+1), float(price)) tick.__setattr__('askPrice%s' %(5-n), float(price))
tick.__setattr__('askVolume%s' %(n+1), int(volume)) tick.__setattr__('askVolume%s' %(5-n), int(volume))
dt = datetime.fromtimestamp(data['timestamp']/1000) dt = datetime.fromtimestamp(data['timestamp']/1000)
tick.date = dt.strftime('%Y%m%d') tick.date = dt.strftime('%Y%m%d')