From 553c4ac8589f7798f95742da8173fa9598240610 Mon Sep 17 00:00:00 2001
From: "vn.py" <xiaoyou.chen@foxmail.com>
Date: Wed, 13 Nov 2019 09:52:46 +0800
Subject: [PATCH] [Fix] bug in on_order of BitmexGateway

---
 vnpy/gateway/bitmex/bitmex_gateway.py | 9 +++++----
 1 file changed, 5 insertions(+), 4 deletions(-)

diff --git a/vnpy/gateway/bitmex/bitmex_gateway.py b/vnpy/gateway/bitmex/bitmex_gateway.py
index b089e380..7cd8c709 100644
--- a/vnpy/gateway/bitmex/bitmex_gateway.py
+++ b/vnpy/gateway/bitmex/bitmex_gateway.py
@@ -707,14 +707,15 @@ class BitmexWebsocketApi(WebsocketClient):
         if "ordStatus" not in d:
             return
 
-        side = d.get("side", "")
-        if not side:
-            return
-
         # Update local order data
         sysid = d["orderID"]
         order = self.orders.get(sysid, None)
         if not order:
+            # Filter data with no trading side info
+            side = d.get("side", "")
+            if not side:
+                return
+
             if d["clOrdID"]:
                 orderid = d["clOrdID"]
             else: