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fix rbtree price volume order
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7a653affa6
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@ -137,15 +137,17 @@ func (b *RBTOrderBook) CopyDepth(limit int) OrderBook {
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return book
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}
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func (b *RBTOrderBook) convertTreeToPriceVolumeSlice(tree *RBTree, descending bool) (pvs PriceVolumeSlice) {
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func (b *RBTOrderBook) convertTreeToPriceVolumeSlice(tree *RBTree, limit int, descending bool) (pvs PriceVolumeSlice) {
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if descending {
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tree.InorderReverse(func(n *RBNode) bool {
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pvs = append(pvs, PriceVolume{
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Price: n.Key,
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Volume: n.Value,
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})
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return true
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return !(limit > 0 && len(pvs) >= limit)
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})
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return pvs
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}
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@ -154,7 +156,8 @@ func (b *RBTOrderBook) convertTreeToPriceVolumeSlice(tree *RBTree, descending bo
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Price: n.Key,
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Volume: n.Value,
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})
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return true
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return !(limit > 0 && len(pvs) >= limit)
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})
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return pvs
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}
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@ -163,10 +166,10 @@ func (b *RBTOrderBook) SideBook(sideType SideType) PriceVolumeSlice {
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switch sideType {
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case SideTypeBuy:
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return b.convertTreeToPriceVolumeSlice(b.Bids, false)
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return b.convertTreeToPriceVolumeSlice(b.Bids, 0, true)
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case SideTypeSell:
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return b.convertTreeToPriceVolumeSlice(b.Asks, true)
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return b.convertTreeToPriceVolumeSlice(b.Asks, 0, false)
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default:
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return nil
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