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book: handle volume == 0

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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
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12
bbgo/types/orderbook.go
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@ -103,13 +103,21 @@ type OrderBook struct {
func (b *OrderBook) UpdateAsks(pvs PriceVolumePairSlice) { func (b *OrderBook) UpdateAsks(pvs PriceVolumePairSlice) {
for _, pv := range pvs { 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) { func (b *OrderBook) UpdateBids(pvs PriceVolumePairSlice) {
for _, pv := range pvs { 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)
}
} }
} }