mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-22 23:05:15 +00:00
renaming
This commit is contained in:
parent
93d35cc423
commit
61892eb2df
|
@ -313,8 +313,8 @@ func addOrdersIntoPinOrderMap(pinOrders PinOrderMap, orders []types.Order) error
|
|||
|
||||
func (s *Strategy) verifyFilledTwinGrid(pins []Pin, twinOrders TwinOrderMap, filledOrders []types.Order) error {
|
||||
s.debugLog("verifying filled grid - pins: %+v", pins)
|
||||
s.debugLog("verifying filled grid - open twin orders:\n%s", twinOrders.String())
|
||||
s.debugOrders("verifying filled grid - filled orders", filledOrders)
|
||||
s.debugLog("verifying filled grid - open twin orders:\n%s", twinOrders.String())
|
||||
|
||||
if err := s.addOrdersIntoTwinOrderMap(twinOrders, filledOrders); err != nil {
|
||||
return errors.Wrapf(err, "verifying filled grid error when add orders into twin order map")
|
||||
|
@ -323,6 +323,7 @@ func (s *Strategy) verifyFilledTwinGrid(pins []Pin, twinOrders TwinOrderMap, fil
|
|||
s.debugLog("verifying filled grid - filled twin orders:\n%+v", twinOrders.String())
|
||||
|
||||
for i, pin := range pins {
|
||||
// we use twinOrderMap to make sure there are no duplicated order at one grid, and we use the sell price as key so we skip the pins[0] which is only for buy price
|
||||
if i == 0 {
|
||||
continue
|
||||
}
|
||||
|
@ -335,6 +336,10 @@ func (s *Strategy) verifyFilledTwinGrid(pins []Pin, twinOrders TwinOrderMap, fil
|
|||
if !twin.Exist() {
|
||||
return fmt.Errorf("all the price need a twin")
|
||||
}
|
||||
|
||||
if !twin.IsValid() {
|
||||
return fmt.Errorf("all the twins need to be valid")
|
||||
}
|
||||
}
|
||||
|
||||
return nil
|
||||
|
@ -421,6 +426,10 @@ func (s *Strategy) buildFilledTwinOrderMapFromTrades(ctx context.Context, histor
|
|||
// avoid query this order again
|
||||
existedOrders.Add(*order)
|
||||
|
||||
if order.GroupID != s.OrderGroupID {
|
||||
continue
|
||||
}
|
||||
|
||||
// add 1 to avoid duplicate
|
||||
fromTradeID = trade.ID + 1
|
||||
|
||||
|
|
|
@ -68,13 +68,13 @@ func findTwinOrderMapKey(grid *Grid, order types.Order) (fixedpoint.Value, error
|
|||
|
||||
func (m TwinOrderMap) AscendingOrders() []types.Order {
|
||||
var orders []types.Order
|
||||
for _, order := range m {
|
||||
for _, twinOrder := range m {
|
||||
// skip empty order
|
||||
if !order.Exist() {
|
||||
if !twinOrder.Exist() {
|
||||
continue
|
||||
}
|
||||
|
||||
orders = append(orders, order.GetOrder())
|
||||
orders = append(orders, twinOrder.GetOrder())
|
||||
}
|
||||
|
||||
types.SortOrdersUpdateTimeAscending(orders)
|
||||
|
|
Loading…
Reference in New Issue
Block a user