[Add]增加futuGateway的行情推送中的委托价格高低限制（非涨跌停）

2018-01-26 10:24:47 +08:00 · 2018-01-26 10:24:47 +08:00 · a44decddbd
commit a44decddbd
parent 948f081441
1 changed files with 5 additions and 0 deletions
--- a/vnpy/trader/gateway/futuGateway/futuGateway.py
+++ b/vnpy/trader/gateway/futuGateway/futuGateway.py
@ -440,6 +440,11 @@ class FutuGateway(VtGateway):
            tick.lastPrice = row['last_price']
            tick.volume = row['volume']
            
+            if 'price_spread' in row:
+                spread = row['price_spread']
+                tick.upperLimit = tick.lastPrice + spread * 10
+                tick.lowerLimit = tick.lastPrice - spread * 10
+            
            newTick = copy(tick)
            self.onTick(newTick)