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xalign: fix session refs

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c9s 2023-06-13 12:27:38 +08:00
parent 909c8f5cc7
commit 740cfe6d5c
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GPG Key ID: 7385E7E464CB0A54
1 changed files with 6 additions and 2 deletions
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8
pkg/strategy/xalign/strategy.go
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@ -34,6 +34,7 @@ type Strategy struct {
UseTakerOrder bool `json:"useTakerOrder"`
DryRun bool `json:"dryRun"`
sessions map[string]*bbgo.ExchangeSession
orderBooks map[string]*bbgo.ActiveOrderBook
}
@ -203,6 +204,7 @@ func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, se
instanceID := s.InstanceID()
_ = instanceID
s.sessions = make(map[string]*bbgo.ExchangeSession)
s.orderBooks = make(map[string]*bbgo.ActiveOrderBook)
for _, sessionName := range s.PreferredSessions {
@ -213,11 +215,13 @@ func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, se
orderBook := bbgo.NewActiveOrderBook("")
orderBook.BindStream(session.UserDataStream)
s.sessions[sessionName] = session
s.orderBooks[sessionName] = orderBook
}
go func() {
s.align(ctx, sessions)
s.align(ctx, s.sessions)
ticker := time.NewTicker(s.Interval.Duration())
defer ticker.Stop()
@ -229,7 +233,7 @@ func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, se
return
case <-ticker.C:
s.align(ctx, sessions)
s.align(ctx, s.sessions)
}
}
}()