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twap: fix stop price check

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This commit is contained in:
c9s 2021-05-18 13:53:51 +08:00
parent 896518f5c2
commit 422e85e3a3
1 changed files with 0 additions and 17 deletions
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17
pkg/bbgo/twap_order_executor.go
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@ -262,23 +262,6 @@ func (e *TwapExecution) updateOrder(ctx context.Context) error {
return nil
}
if e.StopPrice > 0 {
switch e.Side {
case types.SideTypeBuy:
if first.Price > e.StopPrice {
log.Infof("%s first bid price %f is higher than the stop price %f, skip updating order", e.Symbol, first.Price.Float64(), e.StopPrice.Float64())
return nil
}
case types.SideTypeSell:
if first.Price < e.StopPrice {
log.Infof("%s first ask price %f is lower than the stop price %f, skip updating order", e.Symbol, first.Price.Float64(), e.StopPrice.Float64())
return nil
}
}
}
// if the first bid price or first ask price is the same to the current active order
// we should skip updating the order
// DO NOT UPDATE IF: