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backtest: for types.OrderTypeStopMarket, use stop price to simulate the actual price for balance locking

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c9s 2022-07-14 19:26:04 +08:00
parent a370a5e489
commit 26f5f36f7e
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1 changed files with 5 additions and 0 deletions
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pkg/backtest/matching.go
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@ -139,6 +139,11 @@ func (m *SimplePriceMatching) PlaceOrder(o types.SubmitOrder) (*types.Order, *ty
switch o.Type { switch o.Type {
case types.OrderTypeMarket: case types.OrderTypeMarket:
price = m.LastPrice price = m.LastPrice
case types.OrderTypeStopMarket:
// the actual price might be different.
price = o.StopPrice
case types.OrderTypeLimit, types.OrderTypeStopLimit, types.OrderTypeLimitMaker: case types.OrderTypeLimit, types.OrderTypeStopLimit, types.OrderTypeLimitMaker:
price = o.Price price = o.Price
} }