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backtest: adjust best bid/ask price with tick size

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c9s 2023-06-12 16:01:40 +08:00
parent fded41b0ea
commit 0482ade44a
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1 changed files with 9 additions and 9 deletions
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4
pkg/backtest/exchange.go
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@ -270,8 +270,8 @@ func (e *Exchange) QueryTicker(ctx context.Context, symbol string) (*types.Ticke
Open: kline.Open,
High: kline.High,
Low: kline.Low,
Buy: kline.Close,
Sell: kline.Close,
Buy: kline.Close.Sub(matching.Market.TickSize),
Sell: kline.Close.Add(matching.Market.TickSize),
}, nil
}