Update bitmex_gateway.py

2019-06-14 13:15:57 +08:00 · 2019-06-14 13:15:57 +08:00 · 8b624df248
commit 8b624df248
parent e55138b80e
1 changed files with 3 additions and 0 deletions
--- a/vnpy/gateway/bitmex/bitmex_gateway.py
+++ b/vnpy/gateway/bitmex/bitmex_gateway.py
@ -661,6 +661,9 @@ class BitmexWebsocketApi(WebsocketClient):

    def on_position(self, d):
        """"""
+        if not d["currentQty"]:
+            return
+
        position = PositionData(
            symbol=d["symbol"],
            exchange=Exchange.BITMEX,