From 71e660571dda2490f615ba0586a61c3c18145b4a Mon Sep 17 00:00:00 2001
From: c9s <yoan@maicoin.com>
Date: Sun, 16 Jan 2022 01:34:28 +0800
Subject: [PATCH] bbgo: optimize LocalActiveOrderBook for back-testing speed

---
 pkg/bbgo/active_book.go | 14 ++++++++++----
 1 file changed, 10 insertions(+), 4 deletions(-)

diff --git a/pkg/bbgo/active_book.go b/pkg/bbgo/active_book.go
index 5bb78fdee..ccc3c410a 100644
--- a/pkg/bbgo/active_book.go
+++ b/pkg/bbgo/active_book.go
@@ -10,7 +10,7 @@ import (
 	"github.com/c9s/bbgo/pkg/types"
 )
 
-const CancelOrderWaitTime = 100 * time.Millisecond
+const CancelOrderWaitTime = 10 * time.Millisecond
 const SentOrderWaitTime = 10 * time.Millisecond
 
 // LocalActiveOrderBook manages the local active order books.
@@ -43,11 +43,17 @@ func (b *LocalActiveOrderBook) BindStream(stream types.Stream) {
 }
 
 func (b *LocalActiveOrderBook) waitAllClear(ctx context.Context, waitTime, timeout time.Duration) (bool, error) {
+	numOfOrders := b.NumOfOrders()
+	clear := numOfOrders == 0
+	if clear {
+		return clear, nil
+	}
+
 	timeoutC := time.After(timeout)
 	for {
 		time.Sleep(waitTime)
-		numOfOrders := b.NumOfOrders()
-		clear := numOfOrders == 0
+		numOfOrders = b.NumOfOrders()
+		clear = numOfOrders == 0
 		select {
 		case <-timeoutC:
 			return clear, nil
@@ -65,7 +71,7 @@ func (b *LocalActiveOrderBook) waitAllClear(ctx context.Context, waitTime, timeo
 
 // GracefulCancel cancels the active orders gracefully
 func (b *LocalActiveOrderBook) GracefulCancel(ctx context.Context, ex types.Exchange) error {
-	log.Infof("[LocalActiveOrderBook] gracefully cancelling %s orders...", b.Symbol)
+	log.Debugf("[LocalActiveOrderBook] gracefully cancelling %s orders...", b.Symbol)
 
 	startTime := time.Now()
 	// ensure every order is cancelled