Merge pull request #143 from AsyncAlgoTrading/subscribe

subscribe by exchange
AsyncAlgoTrading · Jan 20, 2021 · 21fc1ff · 21fc1ff
2 parents 63c87c4 + d492e98
commit 21fc1ff
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/aat/engine/dispatch/utils.py b/aat/engine/dispatch/utils.py
@@ -51,7 +51,7 @@ async def subscribe(
         self._data_subscriptions[strategy].append(instrument)
 
         for exc in self._exchanges:
-            if instrument:
+            if instrument and instrument.exchange == exc.exchange():
                 await exc.subscribe(instrument)
 
     def dataSubscriptions(self, handler: Callable, event: Event) -> bool: