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bbgo: check order exists

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c9s 2023-08-17 16:28:42 +08:00
parent dda3f25c61
commit 2669c3a5db
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GPG Key ID: 7385E7E464CB0A54
1 changed files with 11 additions and 11 deletions
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22
pkg/bbgo/activeorderbook.go
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@ -233,17 +233,6 @@ func (b *ActiveOrderBook) GracefulCancel(ctx context.Context, ex types.Exchange,
}
func (b *ActiveOrderBook) orderUpdateHandler(order types.Order) {
hasSymbol := len(b.Symbol) > 0
if hasSymbol && order.Symbol != b.Symbol {
return
}
if !b.orders.Exists(order.OrderID) {
b.pendingOrderUpdates.Add(order)
return
}
b.Update(order)
}
@ -279,6 +268,17 @@ func (b *ActiveOrderBook) update(orders ...types.Order) {
// When order is New or PartiallyFilled, the internal order will be updated according to the latest order update.
// When the order is cancelled, it will be removed from the internal order storage.
func (b *ActiveOrderBook) Update(order types.Order) {
hasSymbol := len(b.Symbol) > 0
if hasSymbol && order.Symbol != b.Symbol {
return
}
if !b.orders.Exists(order.OrderID) {
b.pendingOrderUpdates.Add(order)
return
}
switch order.Status {
case types.OrderStatusFilled:
// make sure we have the order and we remove it