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[Mod]增加BitfinexGateway行情数据的强制数字类型转换

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This commit is contained in:
vn.py 2018-06-11 13:06:41 +08:00
parent dfe0304f74
commit 49d22b47be
1 changed files with 13 additions and 5 deletions
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18
vnpy/trader/gateway/bitfinexGateway/bitfinexGateway.py
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@ -350,11 +350,11 @@ class GatewayApi(BitfinexApi):
# 常规行情更新 # 常规行情更新
if channel == 'ticker': if channel == 'ticker':
tick.volume = l[-3] tick.volume = float(l[-3])
tick.highPrice = l[-2] tick.highPrice = float(l[-2])
tick.lowPrice = l[-1] tick.lowPrice = float(l[-1])
tick.lastPrice = l[-4] tick.lastPrice = float(l[-4])
tick.openPrice = tick.lastPrice - l[4] tick.openPrice = float(tick.lastPrice - l[4])
# 深度报价更新 # 深度报价更新
elif channel == 'book': elif channel == 'book':
bid = self.bidDict.setdefault(symbol, {}) bid = self.bidDict.setdefault(symbol, {})
@ -362,12 +362,20 @@ class GatewayApi(BitfinexApi):
if len(l) > 3: if len(l) > 3:
for price, count, amount in l: for price, count, amount in l:
price = float(price)
count = int(count)
amount = float(amount)
if amount > 0: if amount > 0:
bid[price] = amount bid[price] = amount
else: else:
ask[price] = -amount ask[price] = -amount
else: else:
price, count, amount = l price, count, amount = l
price = float(price)
count = int(count)
amount = float(amount)
if not count: if not count:
if price in bid: if price in bid:
del bid[price] del bid[price]