add book Update method

pkg/bbgo/active_book.go

@@ -29,6 +29,20 @@ func (b *LocalActiveOrderBook) Print() {
 	}
 }
 
+func (b *LocalActiveOrderBook) Update(orders ...types.Order) {
+	for _, order := range orders {
+		switch order.Side {
+		case types.SideTypeBuy:
+			b.Bids.Update(order)
+
+		case types.SideTypeSell:
+			b.Asks.Update(order)
+
+		}
+	}
+}
+
+
 func (b *LocalActiveOrderBook) Add(orders ...types.Order) {
 	for _, order := range orders {
 		switch order.Side {

pkg/strategy/grid/strategy.go

@@ -216,15 +216,14 @@ func (s *Strategy) orderUpdateHandler(order types.Order) {
 
 	switch order.Status {
 	case types.OrderStatusFilled:
-		s.WriteOff(order)
+		s.activeOrders.Delete(order)
+
+	case types.OrderStatusPartiallyFilled, types.OrderStatusNew:
+		s.activeOrders.Update(order)
 
 	case types.OrderStatusCanceled, types.OrderStatusRejected:
 		log.Infof("order status %s, removing %d from the active order pool...", order.Status, order.OrderID)
 		s.activeOrders.Delete(order)
-
-	default:
-		log.Infof("order status %s, updating %d to the active order pool...", order.Status, order.OrderID)
-		s.activeOrders.Add(order)
 	}
 }
 
@@ -271,32 +270,3 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 
 	return nil
 }
-
-// WriteOff writes off the filled order on the opposite side.
-// This method does not write off order by order amount or order quantity.
-func (s *Strategy) WriteOff(order types.Order) bool {
-	b := s.activeOrders
-	if order.Status != types.OrderStatusFilled {
-		return false
-	}
-
-	switch order.Side {
-	case types.SideTypeSell:
-		// find the filled bid to remove
-		if filledOrder, ok := b.Bids.AnyFilled(); ok {
-			b.Bids.Delete(filledOrder.OrderID)
-			b.Asks.Delete(order.OrderID)
-			return true
-		}
-
-	case types.SideTypeBuy:
-		// find the filled ask order to remove
-		if filledOrder, ok := b.Asks.AnyFilled(); ok {
-			b.Asks.Delete(filledOrder.OrderID)
-			b.Bids.Delete(order.OrderID)
-			return true
-		}
-	}
-
-	return false
-}

pkg/types/ordermap.go

@@ -9,6 +9,13 @@ func (m OrderMap) Add(o Order) {
 	m[o.OrderID] = o
 }
 
+// Update only updates the order when the order exists in the map
+func (m OrderMap) Update(o Order) {
+	if _, ok := m[o.OrderID]  ; ok {
+		m[o.OrderID] = o
+	}
+}
+
 func (m OrderMap) Delete(orderID uint64) {
 	delete(m, orderID)
 }
@@ -77,6 +84,13 @@ func (m *SyncOrderMap) Add(o Order) {
 	m.orders.Add(o)
 }
 
+func (m *SyncOrderMap) Update(o Order) {
+	m.Lock()
+	defer m.Unlock()
+
+	m.orders.Update(o)
+}
+
 func (m *SyncOrderMap) Iterate(it func(id uint64, order Order) bool) {
 	m.Lock()
 	defer m.Unlock()