[Fix]修复OKEXF接口的5档行情顺序bug #1275

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