update

quant/asset.py

@@ -18,7 +18,7 @@ class Asset:
         platform: Exchange platform name, e.g. binance/bitmex.
         account: Trade account name, e.g. [email protected].
         assets: Asset information, e.g. {"BTC": {"free": "1.1", "locked": "2.2", "total": "3.3"}, ... }
-        timestamp: Published time, microsecond.
+        timestamp: Published time, millisecond.
         update: If any update? True or False.
     """
 

quant/event.py

@@ -188,7 +188,7 @@ class EventAsset(Event):
         platform: Exchange platform name, e.g. bitmex.
         account: Trading account name, e.g. [email protected].
         assets: Asset details.
-        timestamp: Publish time, microsecond.
+        timestamp: Publish time, millisecond.
         update: If any update in this publish.
 
     * NOTE:
@@ -234,8 +234,8 @@ class EventOrder(Event):
         status: Order status.
         avg_price: Average price that filled.
         order_type: Order type, only for future order.
-        ctime: Order create time, microsecond.
-        utime: Order update time, microsecond.
+        ctime: Order create time, millisecond.
+        utime: Order update time, millisecond.
 
     * NOTE:
         Publisher: Strategy Server.
@@ -289,7 +289,7 @@ class EventKline(Event):
         low: Lowest price.
         close: Close price.
         volume: Trade volume.
-        timestamp: Publish time, microsecond.
+        timestamp: Publish time, millisecond.
         kline_type: Kline type, kline/kline_5min/kline_15min.
 
     * NOTE:
@@ -342,7 +342,7 @@ class EventOrderbook(Event):
         symbol: Trading pair, e.g. BTC/USD.
         asks: Asks, e.g. [[price, quantity], ... ]
         bids: Bids, e.g. [[price, quantity], ... ]
-        timestamp: Publish time, microsecond.
+        timestamp: Publish time, millisecond.
 
     * NOTE:
         Publisher: Market server.
@@ -380,7 +380,7 @@ class EventTrade(Event):
         action: Trading side, BUY or SELL.
         price: Order price.
         quantity: Order size.
-        timestamp: Publish time, microsecond.
+        timestamp: Publish time, millisecond.
 
     * NOTE:
         Publisher: Market server.

quant/market.py

@@ -22,7 +22,7 @@ class Orderbook:
         symbol: Trade pair name, e.g. ETH/BTC.
         asks: Asks list, e.g. [[price, quantity], [...], ...]
         bids: Bids list, e.g. [[price, quantity], [...], ...]
-        timestamp: Update time, microsecond.
+        timestamp: Update time, millisecond.
     """
 
     def __init__(self, platform=None, symbol=None, asks=None, bids=None, timestamp=None):
@@ -61,7 +61,7 @@ class Trade:
         action: Trade action, BUY or SELL.
         price: Order place price.
         quantity: Order place quantity.
-        timestamp: Update time, microsecond.
+        timestamp: Update time, millisecond.
     """
 
     def __init__(self, platform=None, symbol=None, action=None, price=None, quantity=None, timestamp=None):
@@ -104,7 +104,7 @@ class Kline:
         low: Lowest price.
         close: Close price.
         volume: Total trade volume.
-        timestamp: Update time, microsecond.
+        timestamp: Update time, millisecond.
         kline_type: Kline type name, kline - 1min, kline_5min - 5min, kline_15min - 15min.
     """
 

quant/order.py

@@ -52,8 +52,8 @@ class Order:
         avg_price: Average price that filled.
         order_type: Order type.
         trade_type: Trade type, only for future order.
-        ctime: Order create time, microsecond.
-        utime: Order update time, microsecond.
+        ctime: Order create time, millisecond.
+        utime: Order update time, millisecond.
     """
 
     def __init__(self, account=None, platform=None, strategy=None, order_no=None, symbol=None, action=None, price=0,