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bollmaker: apply kline filter closure
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parent
c252a7dcf9
commit
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@ -531,16 +531,12 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
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}
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})
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session.MarketDataStream.OnKLineClosed(func(kline types.KLine) {
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session.MarketDataStream.OnKLineClosed(types.KLineWith(s.Symbol, s.Interval, func(kline types.KLine) {
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// StrategyController
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if s.Status != types.StrategyStatusRunning {
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return
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}
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if kline.Symbol != s.Symbol || kline.Interval != s.Interval {
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return
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}
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// Update spreads with dynamic spread
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if s.DynamicSpread.Enabled {
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s.DynamicSpread.Update(kline)
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@ -570,7 +566,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
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} else {
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s.placeOrders(ctx, kline.Close, &kline)
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}
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})
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}))
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// s.book = types.NewStreamBook(s.Symbol)
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// s.book.BindStreamForBackground(session.MarketDataStream)
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