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twap: handle delayInterval after canceling order

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c9s 2024-08-20 17:51:44 +08:00
parent 9a2b792ed1
commit a0cbf82d97
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GPG Key ID: 7385E7E464CB0A54
1 changed files with 9 additions and 6 deletions
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15
pkg/twap/v2/stream_executor.go
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@ -49,8 +49,6 @@ type FixedQuantityExecutor struct {
executionCtx context.Context executionCtx context.Context
cancelExecution context.CancelFunc cancelExecution context.CancelFunc
orderUpdateRateLimit *rate.Limiter
userDataStreamCtx context.Context userDataStreamCtx context.Context
cancelUserDataStream context.CancelFunc cancelUserDataStream context.CancelFunc
@ -61,10 +59,11 @@ type FixedQuantityExecutor struct {
userDataStream types.Stream userDataStream types.Stream
activeMakerOrders *bbgo.ActiveOrderBook orderUpdateRateLimit *rate.Limiter
orderStore *core.OrderStore activeMakerOrders *bbgo.ActiveOrderBook
position *types.Position orderStore *core.OrderStore
tradeCollector *core.TradeCollector position *types.Position
tradeCollector *core.TradeCollector
logger logrus.FieldLogger logger logrus.FieldLogger
@ -353,6 +352,10 @@ func (e *FixedQuantityExecutor) updateOrder(ctx context.Context) error {
e.tradeCollector.Process() e.tradeCollector.Process()
if e.delayInterval > 0 {
time.Sleep(e.delayInterval)
}
orderForm, err := e.generateOrder() orderForm, err := e.generateOrder()
if err != nil { if err != nil {
return err return err