From 541c4b6f764d7104f7ca472cc85a7f32b6e22007 Mon Sep 17 00:00:00 2001
From: nanoric <nanoric@qq.com>
Date: Thu, 1 Nov 2018 22:08:12 -0400
Subject: [PATCH] =?UTF-8?q?[Fix]=20=E4=BF=AE=E5=A4=8D=E4=BA=86=E5=BD=93bit?=
 =?UTF-8?q?mexgateway.socketapi=E5=93=8D=E5=BA=94onTrade=E6=97=B6=EF=BC=8C?=
 =?UTF-8?q?=E9=81=87=E5=88=B0side=E5=AD=97=E6=AE=B5=E4=B8=BA''=E5=AF=BC?=
 =?UTF-8?q?=E8=87=B4=E5=BC=82=E5=B8=B8=E7=9A=84=E6=83=85=E5=86=B5=E3=80=82?=
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

an example without 'size':
{
 'execID': '***', 'execType': 'Funding',
 'ordStatus': 'Filled', 'lastLiquidityInd': '', 'exDestination': 'XBME',
 'text': 'Funding',
 'lastQty': 508, 'timeInForce': 'AtTheClose', 'currency': 'USD', 'pegPriceType': '',
 'simpleLeavesQty': None, 'transactTime': '***', 'ordRejReason': '',
 'underlyingLastPx': None, 'execCost': 8051292, 'clOrdID': '', 'settlCurrency': 'XBt',
 'cumQty': 508, 'displayQty': None, 'lastPx': 6309.35, 'homeNotional': -0.08051292,
 'commission': -0.0001, 'avgPx': 6309.35, 'lastMkt': 'XBME', 'price': 6309.35,
 'trdMatchID': '***', 'simpleOrderQty': None,
 'contingencyType': '', 'triggered': '', 'timestamp': '***',
 'symbol': 'XBTUSD', 'foreignNotional': 508, 'pegOffsetValue': None, 'execInst': '',
 'simpleCumQty': None, 'execComm': -805, 'orderID': '***',
 'multiLegReportingType': 'SingleSecurity', 'account': ***, 'stopPx': None,
 'leavesQty': 0, 'tradePublishIndicator': '', 'orderQty': 508, 'workingIndicator': False,
 'ordType': 'Limit', 'clOrdLinkID': '',
 'side': ''
}
---
 vnpy/trader/gateway/bitmexGateway/bitmexGateway.py | 6 ++++--
 1 file changed, 4 insertions(+), 2 deletions(-)

diff --git a/vnpy/trader/gateway/bitmexGateway/bitmexGateway.py b/vnpy/trader/gateway/bitmexGateway/bitmexGateway.py
index def69c5f..855efcf9 100644
--- a/vnpy/trader/gateway/bitmexGateway/bitmexGateway.py
+++ b/vnpy/trader/gateway/bitmexGateway/bitmexGateway.py
@@ -6,6 +6,7 @@
 
 from __future__ import print_function
 
+import logging
 import os
 import json
 import hashlib
@@ -573,8 +574,9 @@ class BitmexWebsocketApi(WebsocketClient):
         trade.tradeID = tradeID
         trade.vtTradeID = '.'.join([trade.gatewayName, trade.tradeID])
         
-        if 'side' not in d:
-            print('no side : \n', d)
+        # bug check:
+        if d['side'] not in directionMapReverse:
+            logging.debug('trade wthout side : %s', d)
             return
         
         trade.direction = directionMapReverse[d['side']]