liquiditymaker: remove orderbook subscription

This commit is contained in:
c9s 2024-05-20 17:54:57 +08:00
parent 970c1bb8c7
commit 543b283820
No known key found for this signature in database
GPG Key ID: 7385E7E464CB0A54

View File

@ -64,7 +64,6 @@ type Strategy struct {
MinProfit fixedpoint.Value `json:"minProfit"`
liquidityOrderBook, adjustmentOrderBook *bbgo.ActiveOrderBook
book *types.StreamOrderBook
liquidityScale bbgo.Scale
@ -87,7 +86,6 @@ func (s *Strategy) InstanceID() string {
}
func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
session.Subscribe(types.BookChannel, s.Symbol, types.SubscribeOptions{})
session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.AdjustmentUpdateInterval})
session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.LiquidityUpdateInterval})
}
@ -100,9 +98,6 @@ func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.
Market: s.Market,
}
s.book = types.NewStreamBook(s.Symbol)
s.book.BindStream(session.MarketDataStream)
s.liquidityOrderBook = bbgo.NewActiveOrderBook(s.Symbol)
s.liquidityOrderBook.BindStream(session.UserDataStream)