From cd587127eb12cf89d30a8bfec8aff8fb84ed104a Mon Sep 17 00:00:00 2001 From: "vn.py" Date: Fri, 18 Oct 2019 15:20:04 +0800 Subject: [PATCH] [Del] use only trade data timestamp for market tick data --- vnpy/gateway/bitmex/bitmex_gateway.py | 2 -- 1 file changed, 2 deletions(-) diff --git a/vnpy/gateway/bitmex/bitmex_gateway.py b/vnpy/gateway/bitmex/bitmex_gateway.py index 18de3404..02781cc4 100644 --- a/vnpy/gateway/bitmex/bitmex_gateway.py +++ b/vnpy/gateway/bitmex/bitmex_gateway.py @@ -668,8 +668,6 @@ class BitmexWebsocketApi(WebsocketClient): tick.__setattr__("ask_price_%s" % (n + 1), price) tick.__setattr__("ask_volume_%s" % (n + 1), volume) - tick.datetime = datetime.strptime( - d["timestamp"], "%Y-%m-%dT%H:%M:%S.%fZ") self.gateway.on_tick(copy(tick)) def on_trade(self, d):