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add activeOrderBook.Symbol check

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c9s 2022-11-02 12:27:36 +08:00
parent 7b9edd0456
commit 1120821977
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1 changed files with 5 additions and 3 deletions
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8
pkg/bbgo/activeorderbook.go
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@ -92,7 +92,8 @@ func (b *ActiveOrderBook) waitAllClear(ctx context.Context, waitTime, timeout ti
} }
} }
// Cancel orders without confirmation // FastCancel cancels the orders without verification
// It calls the exchange cancel order api and then remove the orders from the active orderbook directly.
func (b *ActiveOrderBook) FastCancel(ctx context.Context, ex types.Exchange, orders ...types.Order) error { func (b *ActiveOrderBook) FastCancel(ctx context.Context, ex types.Exchange, orders ...types.Order) error {
// if no orders are given, set to cancelAll // if no orders are given, set to cancelAll
if len(orders) == 0 { if len(orders) == 0 {
@ -100,11 +101,12 @@ func (b *ActiveOrderBook) FastCancel(ctx context.Context, ex types.Exchange, ord
} else { } else {
// simple check on given input // simple check on given input
for _, o := range orders { for _, o := range orders {
if o.Symbol != b.Symbol { if b.Symbol != "" && o.Symbol != b.Symbol {
return errors.New("[ActiveOrderBook] cancel " + b.Symbol + " orderbook with different symbol: " + o.Symbol) return errors.New("[ActiveOrderBook] cancel " + b.Symbol + " orderbook with different order symbol: " + o.Symbol)
} }
} }
} }
// optimize order cancel for back-testing // optimize order cancel for back-testing
if IsBackTesting { if IsBackTesting {
return ex.CancelOrders(context.Background(), orders...) return ex.CancelOrders(context.Background(), orders...)