[Fix]修改委托量负号错误

2018-06-14 13:12:05 +08:00 · 2018-06-14 13:12:05 +08:00 · c14ae4d5e0
commit c14ae4d5e0
parent 17f777b84c
1 changed files with 1 additions and 1 deletions
--- a/vnpy/trader/gateway/bitfinexGateway/bitfinexGateway.py
+++ b/vnpy/trader/gateway/bitfinexGateway/bitfinexGateway.py
@ -388,7 +388,7 @@ class GatewayApi(BitfinexApi):
                    if amount > 0:
                        bid[price ] = amount
                    else:
-                        ask[price] = amount
+                        ask[price] = -amount
            
            # Bitfinex的深度数据更新是逐档推送变动情况，而非5档一起推
            # 因此会出现没有Bid或者Ask的情况，这里使用try...catch过滤