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bbgo: add executed quantity check when order status is OrderStatusPartiallyFilled

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c9s 2023-11-22 17:34:26 +08:00
parent 75b8be5e17
commit 8f5f5dfeed
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1 changed files with 6 additions and 0 deletions
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6
pkg/bbgo/activeorderbook.go
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@ -349,6 +349,12 @@ func isNewerUpdate(a, b types.Order) bool {
switch b.Status {
case types.OrderStatusNew:
return true
case types.OrderStatusPartiallyFilled:
// unknown for equal
if a.ExecutedQuantity.Compare(b.ExecutedQuantity) > 0 {
return true
}
}
case types.OrderStatusFilled: