try to keep all orders from order store

pkg/bbgo/order_store.go

@@ -10,6 +10,8 @@ type OrderStore struct {
 	// any created orders for tracking trades
 	mu     sync.Mutex
 	orders map[uint64]types.Order
+
+	RemoveCancelled bool
 }
 
 func NewOrderStore() *OrderStore {
@@ -62,7 +64,12 @@ func (s *OrderStore) handleOrderUpdate(order types.Order) {
 	case types.OrderStatusPartiallyFilled, types.OrderStatusNew, types.OrderStatusFilled:
 		s.Update(order)
 
-	case types.OrderStatusCanceled, types.OrderStatusRejected:
+	case types.OrderStatusCanceled:
+		if s.RemoveCancelled {
+			s.Remove(order)
+		}
+
+	case types.OrderStatusRejected:
 		s.Remove(order)
 	}
 }

pkg/types/market.go

@@ -69,51 +69,4 @@ func (m Market) CanonicalizeVolume(val float64) float64 {
 	return math.Trunc(p*val) / p
 }
 
-var MarketBTCUSDT = Market{
-	Symbol:          "BTCUSDT",
-	BaseCurrency:    "BTC",
-	QuoteCurrency:   "USDT",
-	PricePrecision:  2,
-	VolumePrecision: 6,
-	MinQuantity:     0.000001,
-	MinLot:          0.000001,
-	MinAmount:       10.0,
-	MinNotional:     10.0,
-}
-
-var MarketETHUSDT = Market{
-	Symbol:          "ETHUSDT",
-	BaseCurrency:    "ETH",
-	QuoteCurrency:   "USDT",
-	PricePrecision:  2,
-	VolumePrecision: 5,
-	MinQuantity:     0.01,
-	MinLot:          0.01,
-	MinAmount:       10.0,
-	MinNotional:     10.0,
-}
-
-var MarketBNBUSDT = Market{
-	Symbol:          "BNBUSDT",
-	BaseCurrency:    "BNB",
-	QuoteCurrency:   "USDT",
-	PricePrecision:  4,
-	VolumePrecision: 2,
-	MinQuantity:     0.01,
-	MinLot:          0.01,
-	MinAmount:       10.0,
-	MinNotional:     10.0,
-}
-
 type MarketMap map[string]Market
-
-var Markets = map[string]Market{
-	"ETHUSDT": MarketETHUSDT,
-	"BNBUSDT": MarketBNBUSDT,
-	"BTCUSDT": MarketBTCUSDT,
-}
-
-func FindMarket(symbol string) (m Market, ok bool) {
-	m, ok = Markets[symbol]
-	return m, ok
-}