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bollgrid: submit buy/sell orders separately

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This commit is contained in:
Larry850806 2021-04-15 12:13:15 +08:00
parent aa950b3dc4
commit 980f1ae3e7
1 changed files with 10 additions and 7 deletions
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17
pkg/strategy/bollgrid/strategy.go
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@ -240,20 +240,23 @@ func (s *Strategy) placeGridOrders(orderExecutor bbgo.OrderExecutor, session *bb
if err != nil { if err != nil {
log.Warn(err.Error()) log.Warn(err.Error())
} }
createdSellOrders, err := orderExecutor.SubmitOrders(context.Background(), sellOrders...)
if err != nil {
log.WithError(err).Errorf("can not place sell orders")
}
buyOrders, err := s.generateGridBuyOrders(session) buyOrders, err := s.generateGridBuyOrders(session)
if err != nil { if err != nil {
log.Warn(err.Error()) log.Warn(err.Error())
} }
createdBuyOrders, err := orderExecutor.SubmitOrders(context.Background(), buyOrders...)
if err != nil {
log.WithError(err).Errorf("can not place buy orders")
}
orders := append(sellOrders, buyOrders...) createdOrders := append(createdSellOrders, createdBuyOrders...)
createdOrders, err := orderExecutor.SubmitOrders(context.Background(), orders...)
s.activeOrders.Add(createdOrders...) s.activeOrders.Add(createdOrders...)
s.orders.Add(createdOrders...) s.orders.Add(createdOrders...)
if err != nil {
log.WithError(err).Errorf("can not place orders")
}
} }
func (s *Strategy) updateOrders(orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) { func (s *Strategy) updateOrders(orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) {