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simplify executeTrade method since we should not use over locked funds

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This commit is contained in:
c9s 2020-11-09 03:09:12 +08:00
parent 443f2c6891
commit 5cc9506960
1 changed files with 22 additions and 23 deletions
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45
pkg/backtest/matching.go
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@ -133,25 +133,27 @@ func (m *SimplePriceMatching) PlaceOrder(o types.SubmitOrder) (closedOrders *typ
}
}
m.EmitAccountUpdate(m.Account.Balances())
order := m.newOrder(o, orderID)
if o.Type == types.OrderTypeMarket {
order := m.newOrder(o, orderID)
m.EmitOrderUpdate(order)
// emit trade before we publish order
trade := m.newTradeFromOrder(order, false)
if err := m.executeTrade(trade); err != nil {
return nil, nil, err
}
m.executeTrade(trade)
// update the order status
order.Status = types.OrderStatusFilled
order.ExecutedQuantity = order.Quantity
order.Price = price
m.EmitOrderUpdate(order)
m.EmitAccountUpdate(m.Account.Balances())
return &order, &trade, nil
}
order := m.newOrder(o, orderID)
// for limit maker orders
switch o.Side {
case types.SideTypeBuy:
@ -170,7 +172,8 @@ func (m *SimplePriceMatching) PlaceOrder(o types.SubmitOrder) (closedOrders *typ
return &order, nil, nil
}
func (m *SimplePriceMatching) executeTrade(trade types.Trade) (err error) {
func (m *SimplePriceMatching) executeTrade(trade types.Trade) {
var err error
// execute trade, update account balances
if trade.IsBuyer {
quote := trade.Price * trade.Quantity
@ -179,12 +182,13 @@ func (m *SimplePriceMatching) executeTrade(trade types.Trade) (err error) {
err = m.Account.UseLockedBalance(m.Market.BaseCurrency, trade.Quantity)
}
if err == nil {
m.EmitTradeUpdate(trade)
m.EmitAccountUpdate(m.Account.Balances())
if err != nil {
panic(errors.Wrapf(err, "executeTrade exception, wanted to use more than the locked balance"))
}
return err
m.EmitTradeUpdate(trade)
m.EmitAccountUpdate(m.Account.Balances())
return
}
func (m *SimplePriceMatching) newTradeFromOrder(order types.Order, isMaker bool) types.Trade {
@ -245,9 +249,8 @@ func (m *SimplePriceMatching) BuyToPrice(price fixedpoint.Value) (closedOrders [
closedOrders = append(closedOrders, o)
trade := m.newTradeFromOrder(o, false)
m.executeTrade(trade)
if err := m.executeTrade(trade); err != nil {
}
trades = append(trades, trade)
m.EmitOrderUpdate(o)
@ -266,8 +269,8 @@ func (m *SimplePriceMatching) BuyToPrice(price fixedpoint.Value) (closedOrders [
closedOrders = append(closedOrders, o)
trade := m.newTradeFromOrder(o, false)
if err := m.executeTrade(trade); err != nil {
}
m.executeTrade(trade)
trades = append(trades, trade)
m.EmitOrderUpdate(o)
@ -285,8 +288,8 @@ func (m *SimplePriceMatching) BuyToPrice(price fixedpoint.Value) (closedOrders [
closedOrders = append(closedOrders, o)
trade := m.newTradeFromOrder(o, true)
if err := m.executeTrade(trade); err != nil {
}
m.executeTrade(trade)
trades = append(trades, trade)
m.EmitOrderUpdate(o)
@ -321,9 +324,7 @@ func (m *SimplePriceMatching) SellToPrice(price fixedpoint.Value) (closedOrders
closedOrders = append(closedOrders, o)
trade := m.newTradeFromOrder(o, false)
if err := m.executeTrade(trade); err != nil {
}
m.executeTrade(trade)
trades = append(trades, trade)
@ -343,9 +344,8 @@ func (m *SimplePriceMatching) SellToPrice(price fixedpoint.Value) (closedOrders
closedOrders = append(closedOrders, o)
trade := m.newTradeFromOrder(o, false)
if err := m.executeTrade(trade); err != nil {
m.executeTrade(trade)
}
trades = append(trades, trade)
m.EmitOrderUpdate(o)
@ -363,9 +363,8 @@ func (m *SimplePriceMatching) SellToPrice(price fixedpoint.Value) (closedOrders
closedOrders = append(closedOrders, o)
trade := m.newTradeFromOrder(o, true)
if err := m.executeTrade(trade); err != nil {
m.executeTrade(trade)
}
trades = append(trades, trade)
m.EmitOrderUpdate(o)