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max: drop legacy queryAllClosedOrders method

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c9s 2022-05-24 18:04:33 +08:00
parent 9d459612a4
commit 680231e0c5
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1 changed files with 0 additions and 57 deletions
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57
pkg/exchange/max/exchange.go
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@ -317,63 +317,6 @@ queryRecentlyClosedOrders:
return orders, err
}
func (e *Exchange) queryAllClosedOrders(ctx context.Context, symbol string, since time.Time, until time.Time) (orders []types.Order, err error) {
limit := 1000 // max limit = 1000, default 100
orderIDs := make(map[uint64]struct{}, limit*2)
page := 1
for {
if err := closedOrderQueryLimiter.Wait(ctx); err != nil {
return nil, err
}
log.Infof("querying %s closed orders from page %d ~ ", symbol, page)
maxOrders, err := e.client.OrderService.Closed(toLocalSymbol(symbol), maxapi.QueryOrderOptions{
Limit: limit,
Page: page,
})
if err != nil {
return orders, err
}
if len(maxOrders) == 0 {
return orders, err
}
// ensure everything is ascending ordered
sort.Slice(maxOrders, func(i, j int) bool {
return maxOrders[i].CreatedAtMs.Time().Before(maxOrders[j].CreatedAtMs.Time())
})
log.Debugf("%d orders", len(maxOrders))
for _, maxOrder := range maxOrders {
if maxOrder.CreatedAtMs.Time().Before(since) {
log.Debugf("skip orders with creation time before %s, found %s", since, maxOrder.CreatedAtMs.Time())
continue
}
if maxOrder.CreatedAtMs.Time().After(until) {
return orders, err
}
order, err := toGlobalOrder(maxOrder)
if err != nil {
return orders, err
}
if _, ok := orderIDs[order.OrderID]; ok {
log.Debugf("skipping duplicated order: %d", order.OrderID)
}
orderIDs[order.OrderID] = struct{}{}
orders = append(orders, *order)
log.Debugf("order %+v", order)
}
page++
}
return orders, err
}
func (e *Exchange) CancelAllOrders(ctx context.Context) ([]types.Order, error) {
var req = e.client.OrderService.NewOrderCancelAllRequest()
var maxOrders, err = req.Do(ctx)