From 5eab77cc9d6b1ae9dfaff4d327069bc035228610 Mon Sep 17 00:00:00 2001
From: nio <niossd@sina.com>
Date: Tue, 9 Jul 2019 22:00:54 +0800
Subject: [PATCH] =?UTF-8?q?okex=20=E7=8E=B0=E8=B4=A7=E5=92=8C=E5=90=88?=
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okex 现货和合约深度数据重复修改
---
 vnpy/gateway/okex/okex_gateway.py   | 35 ++++++++++++++---------------
 vnpy/gateway/okexf/okexf_gateway.py | 33 +++++++++++++--------------
 2 files changed, 33 insertions(+), 35 deletions(-)

diff --git a/vnpy/gateway/okex/okex_gateway.py b/vnpy/gateway/okex/okex_gateway.py
index 5ea47268..9d257e6a 100644
--- a/vnpy/gateway/okex/okex_gateway.py
+++ b/vnpy/gateway/okex/okex_gateway.py
@@ -644,27 +644,26 @@ class OkexWebsocketApi(WebsocketClient):
 
     def on_depth(self, d):
         """"""
-        for tick_data in d:
-            symbol = d["instrument_id"]
-            tick = self.ticks.get(symbol, None)
-            if not tick:
-                return
+        symbol = d["instrument_id"]
+        tick = self.ticks.get(symbol, None)
+        if not tick:
+            return
 
-            bids = d["bids"]
-            asks = d["asks"]
-            for n, buf in enumerate(bids):
-                price, volume, _ = buf
-                tick.__setattr__("bid_price_%s" % (n + 1), float(price))
-                tick.__setattr__("bid_volume_%s" % (n + 1), float(volume))
+        bids = d["bids"]
+        asks = d["asks"]
+        for n, buf in enumerate(bids):
+            price, volume, _ = buf
+            tick.__setattr__("bid_price_%s" % (n + 1), float(price))
+            tick.__setattr__("bid_volume_%s" % (n + 1), float(volume))
 
-            for n, buf in enumerate(asks):
-                price, volume, _ = buf
-                tick.__setattr__("ask_price_%s" % (n + 1), float(price))
-                tick.__setattr__("ask_volume_%s" % (n + 1), float(volume))
+        for n, buf in enumerate(asks):
+            price, volume, _ = buf
+            tick.__setattr__("ask_price_%s" % (n + 1), float(price))
+            tick.__setattr__("ask_volume_%s" % (n + 1), float(volume))
 
-            tick.datetime = datetime.strptime(
-                d["timestamp"], "%Y-%m-%dT%H:%M:%S.%fZ")
-            self.gateway.on_tick(copy(tick))
+        tick.datetime = datetime.strptime(
+            d["timestamp"], "%Y-%m-%dT%H:%M:%S.%fZ")
+        self.gateway.on_tick(copy(tick))
 
     def on_order(self, d):
         """"""
diff --git a/vnpy/gateway/okexf/okexf_gateway.py b/vnpy/gateway/okexf/okexf_gateway.py
index b1212682..c42248ea 100644
--- a/vnpy/gateway/okexf/okexf_gateway.py
+++ b/vnpy/gateway/okexf/okexf_gateway.py
@@ -709,26 +709,25 @@ class OkexfWebsocketApi(WebsocketClient):
 
     def on_depth(self, d):
         """"""
-        for tick_data in d:
-            symbol = d["instrument_id"]
-            tick = self.ticks.get(symbol, None)
-            if not tick:
-                return
+        symbol = d["instrument_id"]
+        tick = self.ticks.get(symbol, None)
+        if not tick:
+            return
 
-            bids = d["bids"]
-            asks = d["asks"]
-            for n, buf in enumerate(bids):
-                price, volume, _, __ = buf
-                tick.__setattr__("bid_price_%s" % (n + 1), price)
-                tick.__setattr__("bid_volume_%s" % (n + 1), volume)
+        bids = d["bids"]
+        asks = d["asks"]
+        for n, buf in enumerate(bids):
+            price, volume, _, __ = buf
+            tick.__setattr__("bid_price_%s" % (n + 1), price)
+            tick.__setattr__("bid_volume_%s" % (n + 1), volume)
 
-            for n, buf in enumerate(asks):
-                price, volume, _, __ = buf
-                tick.__setattr__("ask_price_%s" % (n + 1), price)
-                tick.__setattr__("ask_volume_%s" % (n + 1), volume)
+        for n, buf in enumerate(asks):
+            price, volume, _, __ = buf
+            tick.__setattr__("ask_price_%s" % (n + 1), price)
+            tick.__setattr__("ask_volume_%s" % (n + 1), volume)
 
-            tick.datetime = utc_to_local(d["timestamp"])
-            self.gateway.on_tick(copy(tick))
+        tick.datetime = utc_to_local(d["timestamp"])
+        self.gateway.on_tick(copy(tick))
 
     def on_order(self, d):
         """"""