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max: always sort trades

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This commit is contained in:
c9s 2022-01-24 23:59:10 +08:00
parent 0bf6e533e0
commit 6286c50f7a
1 changed files with 8 additions and 2 deletions
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10
pkg/exchange/max/exchange.go
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@ -19,6 +19,7 @@ import (
"github.com/c9s/bbgo/pkg/util"
)
// closedOrderQueryLimiter is used for the closed orders query rate limit, 1 request per second
var closedOrderQueryLimiter = rate.NewLimiter(rate.Every(1*time.Second), 1)
var tradeQueryLimiter = rate.NewLimiter(rate.Every(3*time.Second), 1)
var accountQueryLimiter = rate.NewLimiter(rate.Every(3*time.Second), 1)
@ -752,12 +753,17 @@ func (e *Exchange) QueryTrades(ctx context.Context, symbol string, options *type
// make it compatible with binance, we need the last trade id for the next page.
req.OrderBy("asc")
remoteTrades, err := req.Do(ctx)
maxTrades, err := req.Do(ctx)
if err != nil {
return nil, err
}
for _, t := range remoteTrades {
// ensure everything is sorted ascending
sort.Slice(maxTrades, func(i, j int) bool {
return maxTrades[i].CreatedAtMilliSeconds < maxTrades[j].CreatedAtMilliSeconds
})
for _, t := range maxTrades {
localTrade, err := toGlobalTrade(t)
if err != nil {
log.WithError(err).Errorf("can not convert trade: %+v", t)