lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-10 17:13:51 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity

add CopyDepth for avoid copying the whole book

Browse Source
This commit is contained in:
c9s 2021-05-19 00:15:11 +08:00
parent 34106cf65e
commit 7f86c75360
1 changed files with 23 additions and 0 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

23
pkg/types/orderbook.go
View File

@ -38,6 +38,16 @@ func (slice PriceVolumeSlice) Trim() (pvs PriceVolumeSlice) {
return pvs
}
func (slice PriceVolumeSlice) CopyDepth(depth int) PriceVolumeSlice {
if depth > len(slice) {
return slice.Copy()
}
var s = make(PriceVolumeSlice, depth, depth)
copy(s, slice[:depth])
return s
}
func (slice PriceVolumeSlice) Copy() PriceVolumeSlice {
var s = make(PriceVolumeSlice, len(slice), len(slice))
copy(s, slice)
@ -196,6 +206,13 @@ func (b *OrderBook) PriceVolumesBySide(side SideType) PriceVolumeSlice {
return nil
}
func (b *OrderBook) CopyDepth(depth int) (book OrderBook) {
book = *b
book.Bids = book.Bids.CopyDepth(depth)
book.Asks = book.Asks.CopyDepth(depth)
return book
}
func (b *OrderBook) Copy() (book OrderBook) {
book = *b
book.Bids = book.Bids.Copy()
@ -307,6 +324,12 @@ func (b *MutexOrderBook) Reset() {
b.Unlock()
}
func (b *MutexOrderBook) CopyDepth(depth int) OrderBook {
b.Lock()
defer b.Unlock()
return b.OrderBook.CopyDepth(depth)
}
func (b *MutexOrderBook) Get() OrderBook {
b.Lock()
defer b.Unlock()