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[Fix]修改委托量负号错误

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vn.py 2018-06-14 13:12:05 +08:00
parent 17f777b84c
commit c14ae4d5e0
1 changed files with 1 additions and 1 deletions
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vnpy/trader/gateway/bitfinexGateway/bitfinexGateway.py
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@ -388,7 +388,7 @@ class GatewayApi(BitfinexApi):
if amount > 0: if amount > 0:
bid[price ] = amount bid[price ] = amount
else: 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 # 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 # 因此会出现没有Bid或者Ask的情况，这里使用try...catch过滤