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Merge pull request #2157 from xldistance/patch-33

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fix bybit_gateway price type error
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vn.py 2019-10-25 14:56:12 +08:00 committed by GitHub
commit 75f11862bc
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1 changed files with 3 additions and 3 deletions
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6
vnpy/gateway/bybit/bybit_gateway.py
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@ -787,7 +787,7 @@ class BybitWebsocketApi(WebsocketClient):
orderid=order_id,
tradeid=d["exec_id"],
direction=DIRECTION_BYBIT2VT[d["side"]],
price=d["price"],
price=float(d["price"]),
volume=d["exec_qty"],
time=d["trade_time"],
gateway_name=self.gateway_name,
@ -822,7 +822,7 @@ class BybitWebsocketApi(WebsocketClient):
orderid=local_orderid,
type=ORDER_TYPE_BYBIT2VT[d["order_type"]],
direction=DIRECTION_BYBIT2VT[d["side"]],
price=d["price"],
price=float(d["price"]),
volume=d["qty"],
traded=d["cum_exec_qty"],
status=STATUS_BYBIT2VT[d["order_status"]],
@ -845,7 +845,7 @@ class BybitWebsocketApi(WebsocketClient):
exchange=Exchange.BYBIT,
direction=Direction.NET,
volume=volume,
price=d["entry_price"],
price=float(d["entry_price"]),
gateway_name=self.gateway_name
)
self.gateway.on_position(position)