From 9efb45b133e0a2a37f0545f139cd7cbc3e7e6332 Mon Sep 17 00:00:00 2001
From: c9s <yoan@maicoin.com>
Date: Sun, 23 May 2021 00:42:44 +0800
Subject: [PATCH] reduce side book copy

---
 pkg/bbgo/twap_order_executor.go | 19 +++----------------
 1 file changed, 3 insertions(+), 16 deletions(-)

diff --git a/pkg/bbgo/twap_order_executor.go b/pkg/bbgo/twap_order_executor.go
index d4cc9e6c3..b4aa0933b 100644
--- a/pkg/bbgo/twap_order_executor.go
+++ b/pkg/bbgo/twap_order_executor.go
@@ -63,19 +63,9 @@ func (e *TwapExecution) connectUserData(ctx context.Context) {
 	}
 }
 
-func (e *TwapExecution) getSideBook() (pvs types.PriceVolumeSlice, err error) {
-	book := e.orderBook.Copy()
-	pvs = book.SideBook(e.Side)
-	return pvs, err
-}
-
 func (e *TwapExecution) newBestPriceOrder() (orderForm types.SubmitOrder, err error) {
 	book := e.orderBook.Copy()
-
-	sideBook, err := e.getSideBook()
-	if err != nil {
-		return orderForm, err
-	}
+	sideBook := book.SideBook(e.Side)
 
 	first, ok := sideBook.First()
 	if !ok {
@@ -212,11 +202,8 @@ func (e *TwapExecution) newBestPriceOrder() (orderForm types.SubmitOrder, err er
 }
 
 func (e *TwapExecution) updateOrder(ctx context.Context) error {
-
-	sideBook, err := e.getSideBook()
-	if err != nil {
-		return err
-	}
+	book := e.orderBook.Copy()
+	sideBook := book.SideBook(e.Side)
 
 	first, ok := sideBook.First()
 	if !ok {