exch_bitfinex.py 文件源码

def parse_trade(cls, instmt, raw):
        """
        :param instmt: Instrument
        :param raw: Raw data in JSON
        :return:
        """
        trade = Trade()
        trade_id = raw[0]
        timestamp = raw[1]
        trade_price = raw[2]
        trade_volume = raw[3]

        trade.date_time = datetime.utcfromtimestamp(timestamp).strftime("%Y%m%d %H:%M:%S.%f")
        trade.trade_side = Trade.Side.BUY if trade_volume > 0 else Trade.Side.SELL
        trade.trade_volume = abs(trade_volume)
        trade.trade_id = str(trade_id)
        trade.trade_price = trade_price

        return trade