From c14ae4d5e08de73d8124a2e35fea5293e002b4af Mon Sep 17 00:00:00 2001 From: "vn.py" Date: Thu, 14 Jun 2018 13:12:05 +0800 Subject: [PATCH] =?UTF-8?q?[Fix]=E4=BF=AE=E6=94=B9=E5=A7=94=E6=89=98?= =?UTF-8?q?=E9=87=8F=E8=B4=9F=E5=8F=B7=E9=94=99=E8=AF=AF?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- vnpy/trader/gateway/bitfinexGateway/bitfinexGateway.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) 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