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binance: always sort trades back

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This commit is contained in:
c9s 2022-04-21 15:29:59 +08:00
parent 2f5f02523f
commit 304cc89f68
1 changed files with 5 additions and 1 deletions
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6
pkg/exchange/binance/exchange.go
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@ -1177,7 +1177,6 @@ func (e *Exchange) QueryKLines(ctx context.Context, symbol string, interval type
}
func (e *Exchange) QueryTrades(ctx context.Context, symbol string, options *types.TradeQueryOptions) (trades []types.Trade, err error) {
if e.IsMargin {
var remoteTrades []*binance.TradeV3
req := e.Client.NewListMarginTradesService().
@ -1217,6 +1216,8 @@ func (e *Exchange) QueryTrades(ctx context.Context, symbol string, options *type
trades = append(trades, *localTrade)
}
trades = types.SortTradesAscending(trades)
return trades, nil
} else if e.IsFutures {
var remoteTrades []*futures.AccountTrade
@ -1247,6 +1248,7 @@ func (e *Exchange) QueryTrades(ctx context.Context, symbol string, options *type
trades = append(trades, *localTrade)
}
trades = types.SortTradesAscending(trades)
return trades, nil
} else {
var remoteTrades []*binance.TradeV3
@ -1285,10 +1287,12 @@ func (e *Exchange) QueryTrades(ctx context.Context, symbol string, options *type
trades = append(trades, *localTrade)
}
trades = types.SortTradesAscending(trades)
return trades, nil
}
}
// QueryDepth query the order book depth of a symbol
func (e *Exchange) QueryDepth(ctx context.Context, symbol string) (snapshot types.SliceOrderBook, finalUpdateID int64, err error) {
response, err := e.Client.NewDepthService().Symbol(symbol).Do(ctx)
if err != nil {