xdepthmaker: remove unused OrderCancelWaitTime and add source book price warning

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c9s 2024-11-16 00:55:02 +08:00
parent 67a1cd890e
commit 69f49d6a86
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@ -222,8 +222,6 @@ type Strategy struct {
FullReplenishInterval types.Duration `json:"fullReplenishInterval"` FullReplenishInterval types.Duration `json:"fullReplenishInterval"`
OrderCancelWaitTime types.Duration `json:"orderCancelWaitTime"`
Margin fixedpoint.Value `json:"margin"` Margin fixedpoint.Value `json:"margin"`
BidMargin fixedpoint.Value `json:"bidMargin"` BidMargin fixedpoint.Value `json:"bidMargin"`
AskMargin fixedpoint.Value `json:"askMargin"` AskMargin fixedpoint.Value `json:"askMargin"`
@ -1129,6 +1127,7 @@ func (s *Strategy) updateQuote(ctx context.Context, maxLayer int) {
bestBid, bestAsk, hasPrice := s.sourceBook.BestBidAndAsk() bestBid, bestAsk, hasPrice := s.sourceBook.BestBidAndAsk()
if !hasPrice { if !hasPrice {
s.logger.Warnf("source book has no price")
return return
} }