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Merge pull request #1579 from c9s/narumi/xgap/orderbook

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CHORE: [xgap] subscribe to level 5 book
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なるみ 2024-03-13 23:32:45 +08:00 committed by GitHub
commit 747b75fa74
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1 changed files with 2 additions and 2 deletions
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pkg/strategy/xgap/strategy.go
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@ -154,7 +154,7 @@ func (s *Strategy) CrossSubscribe(sessions map[string]*bbgo.ExchangeSession) {
}
sourceSession.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: "1m"})
sourceSession.Subscribe(types.BookChannel, s.Symbol, types.SubscribeOptions{})
sourceSession.Subscribe(types.BookChannel, s.Symbol, types.SubscribeOptions{Depth: types.DepthLevel5})
tradingSession, ok := sessions[s.TradingExchange]
if !ok {
@ -162,7 +162,7 @@ func (s *Strategy) CrossSubscribe(sessions map[string]*bbgo.ExchangeSession) {
}
tradingSession.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: "1m"})
tradingSession.Subscribe(types.BookChannel, s.Symbol, types.SubscribeOptions{})
tradingSession.Subscribe(types.BookChannel, s.Symbol, types.SubscribeOptions{Depth: types.DepthLevel5})
}
func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, sessions map[string]*bbgo.ExchangeSession) error {