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Update binance_gateway.py

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This commit is contained in:
1122455801 2019-06-17 15:45:49 +08:00
parent 550c8eb810
commit 5a1adf2acc
1 changed files with 4 additions and 4 deletions
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8
vnpy/gateway/binance/binance_gateway.py
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@ -437,14 +437,14 @@ class BinanceRestApi(RestClient):
quote_currency = d["quoteAsset"] quote_currency = d["quoteAsset"]
name = f"{base_currency.upper()}/{quote_currency.upper()}" name = f"{base_currency.upper()}/{quote_currency.upper()}"
pricetick = 0 pricetick = 1
min_volume = 0 min_volume = 1
for f in d["filters"]: for f in d["filters"]:
if f["filterType"] == "PRICE_FILTER": if f["filterType"] == "PRICE_FILTER":
pricetick = f["tickSize"] pricetick = float(f["tickSize"])
elif f["filterType"] == "LOT_SIZE": elif f["filterType"] == "LOT_SIZE":
min_volume = f["stepSize"] min_volume = float(f["stepSize"])
contract = ContractData( contract = ContractData(
symbol=d["symbol"], symbol=d["symbol"],