Bleh, convert fill data to `float`s in kraken broker..

multi_client_order_mgt
Tyler Goodlet 2022-09-19 16:12:25 -04:00
parent 45b97bf6c3
commit 887583d27f
1 changed files with 4 additions and 5 deletions

View File

@ -1015,11 +1015,10 @@ async def handle_order_updates(
fill_msg = BrokerdFill(
time_ns=time.time_ns(),
reqid=reqid,
# action=action, # just use size value
# for now?
size=vlm,
price=price,
# just use size value for now?
# action=action,
size=float(vlm),
price=float(price),
# TODO: maybe capture more msg data
# i.e fees?