okex 现货和合约深度数据重复修改

2019-07-09 22:00:54 +08:00 · 2019-07-09 22:00:54 +08:00 · 5eab77cc9d
commit 5eab77cc9d
parent bc219e4b89
2 changed files with 33 additions and 35 deletions
--- a/vnpy/gateway/okex/okex_gateway.py
+++ b/vnpy/gateway/okex/okex_gateway.py
@ -644,7 +644,6 @@ 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:
--- a/vnpy/gateway/okexf/okexf_gateway.py
+++ b/vnpy/gateway/okexf/okexf_gateway.py
@ -709,7 +709,6 @@ 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: