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bbgo: bind market data store to market data stream when allocating new instance

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c9s 2022-07-21 12:35:38 +08:00
parent de62d9dd67
commit 1079757833
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GPG Key ID: 7385E7E464CB0A54
1 changed files with 11 additions and 5 deletions
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16
pkg/bbgo/session.go
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@ -365,12 +365,17 @@ func (session *ExchangeSession) initSymbol(ctx context.Context, environ *Environ
orderStore.BindStream(session.UserDataStream)
session.orderStores[symbol] = orderStore
marketDataStore := NewMarketDataStore(symbol)
marketDataStore.BindStream(session.MarketDataStream)
session.marketDataStores[symbol] = marketDataStore
if _, ok := session.marketDataStores[symbol]; !ok {
marketDataStore := NewMarketDataStore(symbol)
marketDataStore.BindStream(session.MarketDataStream)
session.marketDataStores[symbol] = marketDataStore
}
standardIndicatorSet := NewStandardIndicatorSet(symbol, session.MarketDataStream, marketDataStore)
session.standardIndicatorSets[symbol] = standardIndicatorSet
if _, ok := session.standardIndicatorSets[symbol]; !ok {
marketDataStore := session.marketDataStores[symbol]
standardIndicatorSet := NewStandardIndicatorSet(symbol, session.MarketDataStream, marketDataStore)
session.standardIndicatorSets[symbol] = standardIndicatorSet
}
// used kline intervals by the given symbol
var klineSubscriptions = map[types.Interval]struct{}{}
@ -475,6 +480,7 @@ func (session *ExchangeSession) MarketDataStore(symbol string) (s *MarketDataSto
s, ok = session.marketDataStores[symbol]
if !ok {
s = NewMarketDataStore(symbol)
s.BindStream(session.MarketDataStream)
session.marketDataStores[symbol] = s
return s, true
}