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[Fix] bug in on_order of BitmexGateway

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This commit is contained in:
vn.py 2019-11-13 09:52:46 +08:00
parent 4c00d191eb
commit 553c4ac858
1 changed files with 5 additions and 4 deletions
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9
vnpy/gateway/bitmex/bitmex_gateway.py
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@ -707,14 +707,15 @@ class BitmexWebsocketApi(WebsocketClient):
if "ordStatus" not in d: if "ordStatus" not in d:
return return
side = d.get("side", "")
if not side:
return
# Update local order data # Update local order data
sysid = d["orderID"] sysid = d["orderID"]
order = self.orders.get(sysid, None) order = self.orders.get(sysid, None)
if not order: if not order:
# Filter data with no trading side info
side = d.get("side", "")
if not side:
return
if d["clOrdID"]: if d["clOrdID"]:
orderid = d["clOrdID"] orderid = d["clOrdID"]
else: else: