lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-09-20 08:11:08 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity

adjust updateLimiter to 3 seconds one time

Browse Source
This commit is contained in:
c9s 2021-05-15 09:20:46 +08:00
parent 93770a0d9f
commit 356a8b77ac
1 changed files with 3 additions and 3 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

6
pkg/bbgo/twap_order_executor.go
View File

@ -297,7 +297,7 @@ func (e *TwapExecution) cancelActiveOrders(ctx context.Context) {
}
func (e *TwapExecution) orderUpdater(ctx context.Context) {
rateLimiter := rate.NewLimiter(rate.Every(time.Minute), 15)
updateLimiter := rate.NewLimiter(rate.Every(3 * time.Second), 1)
ticker := time.NewTimer(e.UpdateInterval)
defer ticker.Stop()
@ -316,7 +316,7 @@ func (e *TwapExecution) orderUpdater(ctx context.Context) {
return
case <-e.orderBook.C:
if !rateLimiter.Allow() {
if !updateLimiter.Allow() {
break
}
@ -329,7 +329,7 @@ func (e *TwapExecution) orderUpdater(ctx context.Context) {
}
case <-ticker.C:
if !rateLimiter.Allow() {
if !updateLimiter.Allow() {
break
}