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xmaker: remove book copy

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c9s 2024-10-22 11:45:13 +08:00
parent 5878fd8aed
commit 3ba5cbe262
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GPG Key ID: 7385E7E464CB0A54
1 changed files with 5 additions and 8 deletions
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13
pkg/strategy/xmaker/strategy.go
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@ -1213,16 +1213,13 @@ func (s *Strategy) Hedge(ctx context.Context, pos fixedpoint.Value) {
}
lastPrice := s.lastPrice.Get()
sourceBook := s.sourceBook.CopyDepth(1)
switch side {
case types.SideTypeBuy:
if bestAsk, ok := sourceBook.BestAsk(); ok {
bestBid, bestAsk, ok := s.sourceBook.BestBidAndAsk()
if ok {
switch side {
case types.SideTypeBuy:
lastPrice = bestAsk.Price
}
case types.SideTypeSell:
if bestBid, ok := sourceBook.BestBid(); ok {
case types.SideTypeSell:
lastPrice = bestBid.Price
}
}