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xgap: fix subscribe interval

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c9s 2022-01-19 13:08:50 +08:00
parent 0e0525be99
commit 9953a30717
1 changed files with 2 additions and 2 deletions
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4
pkg/strategy/xgap/strategy.go
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@ -131,7 +131,7 @@ func (s *Strategy) CrossSubscribe(sessions map[string]*bbgo.ExchangeSession) {
} }
sourceSession.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: "1m"}) sourceSession.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: "1m"})
sourceSession.Subscribe(types.BookChannel, s.Symbol, types.SubscribeOptions{Depth: "5"}) sourceSession.Subscribe(types.BookChannel, s.Symbol, types.SubscribeOptions{})
tradingSession, ok := sessions[s.TradingExchange] tradingSession, ok := sessions[s.TradingExchange]
if !ok { if !ok {
@ -139,7 +139,7 @@ func (s *Strategy) CrossSubscribe(sessions map[string]*bbgo.ExchangeSession) {
} }
tradingSession.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: "1m"}) tradingSession.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: "1m"})
tradingSession.Subscribe(types.BookChannel, s.Symbol, types.SubscribeOptions{Interval: "1m"}) tradingSession.Subscribe(types.BookChannel, s.Symbol, types.SubscribeOptions{})
} }
func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, sessions map[string]*bbgo.ExchangeSession) error { func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, sessions map[string]*bbgo.ExchangeSession) error {