limit orders working for gemini

AsyncAlgoTrading · Jul 2, 2019 · a33b55d · a33b55d
1 parent 9e94850
commit a33b55d
Showing 1 changed file with 2 additions and 0 deletions.
diff --git a/aat/exchanges/gemini.py b/aat/exchanges/gemini.py
@@ -125,6 +125,8 @@ def tickToData(self, jsn: dict) -> MarketData:
             typ = TickType.TRADE
         elif s in ('AUCTION_INDICATIVE', 'AUCTION_OPEN', 'BOOKED', 'INITIAL'):
             typ = TickType.OPEN
+        elif s in ('CANCELLED',):
+            typ = TickType.CANCEL
         else:
             typ = TickType_from_string(s)
         delta = float(jsn.get('delta', 0.0))