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Code Issues Actions 2 Packages Projects Releases Wiki Activity

fix

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This commit is contained in:
chiahung 2023-10-23 13:00:17 +08:00
parent e9078a71c8
commit 3150f6b3f5
2 changed files with 24 additions and 26 deletions
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48
pkg/strategy/grid2/twin_order.go
View File

@ -125,7 +125,7 @@ type TwinOrderBook struct {
size int
}
func NewTwinOrderBook(pins []Pin) *TwinOrderBook {
func newTwinOrderBook(pins []Pin) *TwinOrderBook {
var v []fixedpoint.Value
for _, pin := range pins {
v = append(v, fixedpoint.Value(pin))
@ -143,22 +143,20 @@ func NewTwinOrderBook(pins []Pin) *TwinOrderBook {
pinIdx[pin] = i
}
ob := TwinOrderBook{
return &TwinOrderBook{
pins: v,
pinIdx: pinIdx,
m: m,
size: 0,
}
return &ob
}
func (book *TwinOrderBook) String() string {
func (b *TwinOrderBook) String() string {
var sb strings.Builder
sb.WriteString("================== TWIN ORDERBOOK ==================\n")
for _, pin := range book.pins {
twin := book.m[fixedpoint.Value(pin)]
for _, pin := range b.pins {
twin := b.m[fixedpoint.Value(pin)]
twinOrder := twin.GetOrder()
sb.WriteString(fmt.Sprintf("-> %8s) %s\n", pin, twinOrder.String()))
}
@ -166,15 +164,15 @@ func (book *TwinOrderBook) String() string {
return sb.String()
}
func (book *TwinOrderBook) GetTwinOrderPin(order types.Order) (fixedpoint.Value, error) {
idx, exist := book.pinIdx[order.Price]
func (b *TwinOrderBook) GetTwinOrderPin(order types.Order) (fixedpoint.Value, error) {
idx, exist := b.pinIdx[order.Price]
if !exist {
return fixedpoint.Zero, fmt.Errorf("the order's (%d) price (%s) is not in pins", order.OrderID, order.Price)
}
if order.Side == types.SideTypeBuy {
idx++
if idx >= len(book.pins) {
if idx >= len(b.pins) {
return fixedpoint.Zero, fmt.Errorf("this order's twin order price is not in pins, %+v", order)
}
} else if order.Side == types.SideTypeSell {
@ -187,48 +185,48 @@ func (book *TwinOrderBook) GetTwinOrderPin(order types.Order) (fixedpoint.Value,
return fixedpoint.Zero, fmt.Errorf("the order's (%d) side (%s) is not supported", order.OrderID, order.Side)
}
return book.pins[idx], nil
return b.pins[idx], nil
}
func (book *TwinOrderBook) AddOrder(order types.Order) error {
pin, err := book.GetTwinOrderPin(order)
func (b *TwinOrderBook) AddOrder(order types.Order) error {
pin, err := b.GetTwinOrderPin(order)
if err != nil {
return err
}
twinOrder, exist := book.m[pin]
twinOrder, exist := b.m[pin]
if !exist {
// should not happen
return fmt.Errorf("no any empty twin order at pins, should not happen, check it")
}
if !twinOrder.Exist() {
book.size++
b.size++
}
twinOrder.SetOrder(order)
return nil
}
func (book *TwinOrderBook) GetTwinOrder(pin fixedpoint.Value) *TwinOrder {
return book.m[pin]
func (b *TwinOrderBook) GetTwinOrder(pin fixedpoint.Value) *TwinOrder {
return b.m[pin]
}
func (book *TwinOrderBook) AddTwinOrder(pin fixedpoint.Value, order *TwinOrder) {
book.m[pin] = order
func (b *TwinOrderBook) AddTwinOrder(pin fixedpoint.Value, order *TwinOrder) {
b.m[pin] = order
}
func (book *TwinOrderBook) Size() int {
return book.size
func (b *TwinOrderBook) Size() int {
return b.size
}
func (book *TwinOrderBook) EmptyTwinOrderSize() int {
return len(book.pins) - 1 - book.size
func (b *TwinOrderBook) EmptyTwinOrderSize() int {
return len(b.pins) - 1 - b.size
}
func (book *TwinOrderBook) SyncOrderMap() *types.SyncOrderMap {
func (b *TwinOrderBook) SyncOrderMap() *types.SyncOrderMap {
orderMap := types.NewSyncOrderMap()
for _, twin := range book.m {
for _, twin := range b.m {
if twin.Exist() {
orderMap.Add(twin.GetOrder())
}

2
pkg/strategy/grid2/twin_order_test.go
View File

@ -18,7 +18,7 @@ func TestTwinOrderBook(t *testing.T) {
Pin(fixedpoint.NewFromInt(2)),
}
book := NewTwinOrderBook(pins)
book := newTwinOrderBook(pins)
assert.Equal(0, book.Size())
assert.Equal(4, book.EmptyTwinOrderSize())
for _, pin := range pins {