lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-22 06:53:52 +00:00
Code Issues Actions 2 Packages Projects Releases Wiki Activity

book: handle volume == 0

Browse Source
This commit is contained in:
c9s 2020-10-02 21:18:50 +08:00
parent d29725119f
commit 26674effa1
1 changed files with 10 additions and 2 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

12
bbgo/types/orderbook.go
View File

@ -103,13 +103,21 @@ type OrderBook struct {
func (b *OrderBook) UpdateAsks(pvs PriceVolumePairSlice) {
for _, pv := range pvs {
b.Asks.UpdateOrInsert(pv, false)
if pv.Volume == 0 {
b.Asks.RemoveByPrice(pv.Price, false)
} else {
b.Asks.UpdateOrInsert(pv, false)
}
}
}
func (b *OrderBook) UpdateBids(pvs PriceVolumePairSlice) {
for _, pv := range pvs {
b.Bids.UpdateOrInsert(pv, true)
if pv.Volume == 0 {
b.Bids.RemoveByPrice(pv.Price, true)
} else {
b.Bids.UpdateOrInsert(pv, true)
}
}
}