senset/vnpy
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

OK的ask数据也是从高到低的,所以访问次序应该与bid相反.

Browse Source
This commit is contained in:
lidp 2016-09-18 18:47:15 +08:00
parent 5ea18e54f6
commit 78846e28b1
1 changed files with 5 additions and 5 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

10
vn.trader/okcoinGateway/okcoinGateway.py
View File

@ -406,11 +406,11 @@ class Api(vnokcoin.OkCoinApi):
tick.bidPrice4, tick.bidVolume4 = rawData['bids'][3]
tick.bidPrice5, tick.bidVolume5 = rawData['bids'][4]
tick.askPrice1, tick.askVolume1 = rawData['asks'][0]
tick.askPrice2, tick.askVolume2 = rawData['asks'][1]
tick.askPrice3, tick.askVolume3 = rawData['asks'][2]
tick.askPrice4, tick.askVolume4 = rawData['asks'][3]
tick.askPrice5, tick.askVolume5 = rawData['asks'][4]
tick.askPrice1, tick.askVolume1 = rawData['asks'][-1]
tick.askPrice2, tick.askVolume2 = rawData['asks'][-2]
tick.askPrice3, tick.askVolume3 = rawData['asks'][-3]
tick.askPrice4, tick.askVolume4 = rawData['asks'][-4]
tick.askPrice5, tick.askVolume5 = rawData['asks'][-5]
newtick = copy(tick)
self.gateway.onTick(newtick)