[Del] use only trade data timestamp for market tick data

This commit is contained in:
vn.py 2019-10-18 15:20:04 +08:00
parent 9f8c0e87b7
commit cd587127eb

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@ -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):