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rebalance on order filled

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This commit is contained in:
narumi 2023-12-20 20:35:43 +08:00
parent 762a09042a
commit 7b121b10be
1 changed files with 3 additions and 0 deletions
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3
pkg/strategy/rebalance/strategy.go
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@ -113,6 +113,9 @@ func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.
s.activeOrderBook = bbgo.NewActiveOrderBook("")
s.activeOrderBook.BindStream(session.UserDataStream)
s.activeOrderBook.OnFilled(func(order types.Order) {
s.rebalance(ctx)
})
session.UserDataStream.OnStart(func() {
if s.OnStart {