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Merge pull request #1829 from 1122455801/bitmex_0614

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[Mod] bitmex_gateway增加持仓推送过滤
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vn.py 2019-06-14 15:44:43 +08:00 committed by GitHub
commit 23792474b1
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vnpy/gateway/bitmex/bitmex_gateway.py
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@ -661,6 +661,9 @@ class BitmexWebsocketApi(WebsocketClient):
def on_position(self, d): def on_position(self, d):
"""""" """"""
if not d["currentQty"]:
return
position = PositionData( position = PositionData(
symbol=d["symbol"], symbol=d["symbol"],
exchange=Exchange.BITMEX, exchange=Exchange.BITMEX,