move bbo monitor to bbgo package

This commit is contained in:
c9s 2024-09-27 17:53:21 +08:00
parent c8823e977f
commit 79b636fa02
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GPG Key ID: 7385E7E464CB0A54
4 changed files with 10 additions and 5 deletions

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@ -1,4 +1,4 @@
package twap
package bbgo
import (
"time"

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@ -1,6 +1,6 @@
// Code generated by "callbackgen -type BboMonitor"; DO NOT EDIT.
package twap
package bbgo
import (
"github.com/c9s/bbgo/pkg/types"

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@ -207,6 +207,7 @@ type Strategy struct {
HedgeExchange string `json:"hedgeExchange"`
UpdateInterval types.Duration `json:"updateInterval"`
UpdateLayers int `json:"updateLayers"`
HedgeInterval types.Duration `json:"hedgeInterval"`
@ -346,6 +347,10 @@ func (s *Strategy) Defaults() error {
s.UpdateInterval = types.Duration(5 * time.Second)
}
if s.UpdateLayers == 0 {
s.UpdateLayers = 5
}
if s.FullReplenishInterval == 0 {
s.FullReplenishInterval = types.Duration(10 * time.Minute)
}
@ -426,7 +431,7 @@ func (s *Strategy) quoteWorker(ctx context.Context) {
return
}
if time.Since(lastOrderReplenishTime) < 10*time.Second {
if time.Since(lastOrderReplenishTime) < 15*time.Second {
continue
}
@ -435,7 +440,7 @@ func (s *Strategy) quoteWorker(ctx context.Context) {
s.updateQuote(ctx, 0)
case types.BookSignalUpdate:
s.updateQuote(ctx, 5)
s.updateQuote(ctx, s.UpdateLayers)
}
lastOrderReplenishTime = time.Now()

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@ -231,7 +231,7 @@ func (e *FixedQuantityExecutor) orderUpdater(ctx context.Context) {
ticker := time.NewTimer(e.updateInterval)
defer ticker.Stop()
monitor := NewBboMonitor()
monitor := bbgo.NewBboMonitor()
for {
select {