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fix rbtree price volume order

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This commit is contained in:
c9s 2021-05-23 00:42:27 +08:00
parent 7a653affa6
commit 9fa10ee1fd
1 changed files with 8 additions and 5 deletions
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13
pkg/types/rbtorderbook.go
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@ -137,15 +137,17 @@ func (b *RBTOrderBook) CopyDepth(limit int) OrderBook {
return book return book
} }
func (b *RBTOrderBook) convertTreeToPriceVolumeSlice(tree *RBTree, descending bool) (pvs PriceVolumeSlice) { func (b *RBTOrderBook) convertTreeToPriceVolumeSlice(tree *RBTree, limit int, descending bool) (pvs PriceVolumeSlice) {
if descending { if descending {
tree.InorderReverse(func(n *RBNode) bool { tree.InorderReverse(func(n *RBNode) bool {
pvs = append(pvs, PriceVolume{ pvs = append(pvs, PriceVolume{
Price: n.Key, Price: n.Key,
Volume: n.Value, Volume: n.Value,
}) })
return true
return !(limit > 0 && len(pvs) >= limit)
}) })
return pvs return pvs
} }
@ -154,7 +156,8 @@ func (b *RBTOrderBook) convertTreeToPriceVolumeSlice(tree *RBTree, descending bo
Price: n.Key, Price: n.Key,
Volume: n.Value, Volume: n.Value,
}) })
return true
return !(limit > 0 && len(pvs) >= limit)
}) })
return pvs return pvs
} }
@ -163,10 +166,10 @@ func (b *RBTOrderBook) SideBook(sideType SideType) PriceVolumeSlice {
switch sideType { switch sideType {
case SideTypeBuy: case SideTypeBuy:
return b.convertTreeToPriceVolumeSlice(b.Bids, false) return b.convertTreeToPriceVolumeSlice(b.Bids, 0, true)
case SideTypeSell: case SideTypeSell:
return b.convertTreeToPriceVolumeSlice(b.Asks, true) return b.convertTreeToPriceVolumeSlice(b.Asks, 0, false)
default: default:
return nil return nil