lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-26 00:35:15 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity

pkg/exchange: fix okex bookticker bug

Browse Source
This commit is contained in:
Edwin 2023-09-01 17:12:32 +08:00
parent 6f4f1ad558
commit 594ab9cbaf
1 changed files with 14 additions and 10 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

22
pkg/exchange/okex/parse.go
View File

@ -65,17 +65,21 @@ type BookEvent struct {
}
func (data *BookEvent) BookTicker() types.BookTicker {
var askBookData BookEntry = data.Asks[0]
var bidBookData BookEntry = data.Bids[0]
return types.BookTicker{
ticker := types.BookTicker{
Symbol: data.Symbol,
Buy: bidBookData.Price,
BuySize: bidBookData.Price,
Sell: askBookData.Price,
SellSize: askBookData.Volume,
}
if len(data.Bids) > 0 {
ticker.Buy = data.Bids[0].Price
ticker.BuySize = data.Bids[0].Volume
}
if len(data.Asks) > 0 {
ticker.Sell = data.Asks[0].Price
ticker.SellSize = data.Asks[0].Volume
}
return ticker
}
func (data *BookEvent) Book() types.SliceOrderBook {