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twap: handle delayInterval after canceling order
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@ -49,8 +49,6 @@ type FixedQuantityExecutor struct {
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executionCtx context.Context
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cancelExecution context.CancelFunc
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orderUpdateRateLimit *rate.Limiter
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userDataStreamCtx context.Context
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cancelUserDataStream context.CancelFunc
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@ -61,10 +59,11 @@ type FixedQuantityExecutor struct {
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userDataStream types.Stream
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activeMakerOrders *bbgo.ActiveOrderBook
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orderStore *core.OrderStore
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position *types.Position
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tradeCollector *core.TradeCollector
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orderUpdateRateLimit *rate.Limiter
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activeMakerOrders *bbgo.ActiveOrderBook
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orderStore *core.OrderStore
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position *types.Position
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tradeCollector *core.TradeCollector
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logger logrus.FieldLogger
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@ -353,6 +352,10 @@ func (e *FixedQuantityExecutor) updateOrder(ctx context.Context) error {
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e.tradeCollector.Process()
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if e.delayInterval > 0 {
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time.Sleep(e.delayInterval)
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}
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orderForm, err := e.generateOrder()
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if err != nil {
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return err
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