Merge pull request #479 from globophobe/ftx-order-id

Add FTX order_id for TRADES and LIQUIDATIONS
bmoscon · Apr 24, 2021 · e788814 · e788814
2 parents e21fb51 + 09ce4cc
commit e788814
Showing 1 changed file with 2 additions and 2 deletions.
diff --git a/cryptofeed/exchange/ftx.py b/cryptofeed/exchange/ftx.py
@@ -186,7 +186,7 @@ async def _trade(self, msg: dict, timestamp: float):
                                 side=BUY if trade['side'] == 'buy' else SELL,
                                 amount=Decimal(trade['size']),
                                 price=Decimal(trade['price']),
-                                order_id=None,
+                                order_id=trade['id'],
                                 timestamp=float(timestamp_normalize(self.id, trade['time'])),
                                 receipt_timestamp=timestamp)
             if bool(trade['liquidation']):
@@ -196,7 +196,7 @@ async def _trade(self, msg: dict, timestamp: float):
                                     side=BUY if trade['side'] == 'buy' else SELL,
                                     leaves_qty=Decimal(trade['size']),
                                     price=Decimal(trade['price']),
-                                    order_id=None,
+                                    order_id=trade['id'],
                                     timestamp=float(timestamp_normalize(self.id, trade['time'])),
                                     receipt_timestamp=timestamp
                                     )