diff --git a/vnpy/trader/gateway/bitfinexGateway/bitfinexGateway.py b/vnpy/trader/gateway/bitfinexGateway/bitfinexGateway.py index 217d93e3..dd9178bd 100644 --- 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