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backtest: add order quantity check
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parent
c374a56110
commit
a515fff053
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@ -48,6 +48,8 @@ import (
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var log = logrus.WithField("cmd", "backtest")
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var log = logrus.WithField("cmd", "backtest")
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var ErrUnimplemented = errors.New("unimplemented method")
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var ErrUnimplemented = errors.New("unimplemented method")
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var ErrNegativeQuantity = errors.New("order quantity can not be negative")
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var ErrZeroQuantity = errors.New("order quantity can not be zero")
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type Exchange struct {
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type Exchange struct {
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sourceName types.ExchangeName
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sourceName types.ExchangeName
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@ -176,6 +178,14 @@ func (e *Exchange) SubmitOrder(ctx context.Context, order types.SubmitOrder) (cr
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return nil, fmt.Errorf("matching engine is not initialized for symbol %s", symbol)
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return nil, fmt.Errorf("matching engine is not initialized for symbol %s", symbol)
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}
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}
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if order.Quantity.Sign() < 0 {
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return nil, ErrNegativeQuantity
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}
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if order.Quantity.IsZero() {
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return nil, ErrZeroQuantity
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}
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createdOrder, _, err = matching.PlaceOrder(order)
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createdOrder, _, err = matching.PlaceOrder(order)
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if createdOrder != nil {
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if createdOrder != nil {
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// market order can be closed immediately.
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// market order can be closed immediately.
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