From 72bba04d5d1dae4d5c014a31d1e78e096e31c7d3 Mon Sep 17 00:00:00 2001
From: "vn.py" <vn.py@foxmail.com>
Date: Wed, 17 Oct 2018 14:22:15 +0800
Subject: [PATCH] =?UTF-8?q?[Add]=E5=A2=9E=E5=8A=A0BitmexGateway=E7=9A=84?=
 =?UTF-8?q?=E4=B8=BB=E5=8A=A8=E8=A1=8C=E6=83=85=E8=AE=A2=E9=98=85=E5=8A=9F?=
 =?UTF-8?q?=E8=83=BD?=
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---
 .../gateway/bitmexGateway/bitmexGateway.py    | 19 ++++++++++++-------
 1 file changed, 12 insertions(+), 7 deletions(-)

diff --git a/vnpy/trader/gateway/bitmexGateway/bitmexGateway.py b/vnpy/trader/gateway/bitmexGateway/bitmexGateway.py
index 46fccab4..9884653d 100644
--- a/vnpy/trader/gateway/bitmexGateway/bitmexGateway.py
+++ b/vnpy/trader/gateway/bitmexGateway/bitmexGateway.py
@@ -92,7 +92,7 @@ class BitmexGateway(VtGateway):
     #----------------------------------------------------------------------
     def subscribe(self, subscribeReq):
         """订阅行情"""
-        pass
+        self.wsApi.subscribeMarketData(subscribeReq.symbol)
 
     #----------------------------------------------------------------------
     def sendOrder(self, orderReq):
@@ -274,15 +274,20 @@ class WebsocketApi(BitmexWebsocketApi):
         self.apiSecret = apiSecret
         
         for symbol in symbols:
-            tick = VtTickData()
-            tick.gatewayName = self.gatewayName
-            tick.symbol = symbol
-            tick.exchange = EXCHANGE_BITMEX
-            tick.vtSymbol = '.'.join([tick.symbol, tick.exchange])
-            self.tickDict[symbol] = tick
+            self.subscribeMarketData(symbol)
             
         self.start(testnet)
     
+    #----------------------------------------------------------------------
+    def subscribeMarketData(self, symbol):
+        """订阅行情"""
+        tick = VtTickData()
+        tick.gatewayName = self.gatewayName
+        tick.symbol = symbol
+        tick.exchange = EXCHANGE_BITMEX
+        tick.vtSymbol = '.'.join([tick.symbol, tick.exchange])
+        self.tickDict[symbol] = tick        
+        
     #----------------------------------------------------------------------
     def onConnect(self):
         """连接回调"""