mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-10 09:11:55 +00:00
fix futures QuoteQuantity incorrect.
This commit is contained in:
parent
016ddfd8cd
commit
d90cf43d5a
|
@ -810,7 +810,7 @@ func (e *OrderTradeUpdateEvent) TradeFutures() (*types.Trade, error) {
|
|||
Side: toGlobalSideType(binance.SideType(e.OrderTrade.Side)),
|
||||
Price: e.OrderTrade.LastFilledPrice,
|
||||
Quantity: e.OrderTrade.OrderLastFilledQuantity,
|
||||
QuoteQuantity: e.OrderTrade.OrderFilledAccumulatedQuantity,
|
||||
QuoteQuantity: e.OrderTrade.LastFilledPrice.Mul(e.OrderTrade.OrderLastFilledQuantity),
|
||||
IsBuyer: e.OrderTrade.Side == "BUY",
|
||||
IsMaker: e.OrderTrade.IsMaker,
|
||||
Time: types.Time(tt),
|
||||
|
|
Loading…
Reference in New Issue
Block a user