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strategy: update dynamic spread after kline being filtered

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This commit is contained in:
Andy Cheng 2022-05-17 19:00:02 +08:00
parent 0e76a90ee4
commit 7d3181f3fd
1 changed files with 4 additions and 4 deletions
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8
pkg/strategy/bollmaker/strategy.go
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@ -671,6 +671,10 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
return
}
if kline.Symbol != s.Symbol || kline.Interval != s.Interval {
return
}
// Update spreads
high := kline.GetHigh().Float64()
open := kline.GetOpen().Float64()
@ -704,10 +708,6 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
log.Infof("new ask spread: %v", s.AskSpread.Percentage())
}
if kline.Symbol != s.Symbol || kline.Interval != s.Interval {
return
}
if err := s.activeMakerOrders.GracefulCancel(ctx, s.session.Exchange); err != nil {
log.WithError(err).Errorf("graceful cancel order error")
}