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backtest: fix order update emit binding

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c9s 2022-07-04 02:20:50 +08:00
parent 9126045fa9
commit 449b2d8220
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GPG Key ID: 7385E7E464CB0A54
1 changed files with 3 additions and 6 deletions
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9
pkg/backtest/exchange.go
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@ -174,8 +174,9 @@ func (e *Exchange) NewStream() types.Stream {
func (e *Exchange) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder) (createdOrders types.OrderSlice, err error) { func (e *Exchange) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder) (createdOrders types.OrderSlice, err error) {
if e.UserDataStream == nil { if e.UserDataStream == nil {
return createdOrders, fmt.Errorf("SubmitOrders should be called after UserDataStream been initialized") return createdOrders, fmt.Errorf("SubmitOrders() should be called after UserDataStream been initialized")
} }
for _, order := range orders { for _, order := range orders {
symbol := order.Symbol symbol := order.Symbol
matching, ok := e.matchingBook(symbol) matching, ok := e.matchingBook(symbol)
@ -196,8 +197,6 @@ func (e *Exchange) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder
case types.OrderStatusFilled, types.OrderStatusCanceled, types.OrderStatusRejected: case types.OrderStatusFilled, types.OrderStatusCanceled, types.OrderStatusRejected:
e.addClosedOrder(*createdOrder) e.addClosedOrder(*createdOrder)
} }
e.UserDataStream.EmitOrderUpdate(*createdOrder)
} }
} }
@ -231,12 +230,10 @@ func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) erro
if !ok { if !ok {
return fmt.Errorf("matching engine is not initialized for symbol %s", order.Symbol) return fmt.Errorf("matching engine is not initialized for symbol %s", order.Symbol)
} }
canceledOrder, err := matching.CancelOrder(order) _, err := matching.CancelOrder(order)
if err != nil { if err != nil {
return err return err
} }
e.UserDataStream.EmitOrderUpdate(canceledOrder)
} }
return nil return nil