xgap: check sourceSymbol

This commit is contained in:
c9s 2024-11-15 23:43:28 +08:00
parent 2ea0c86c67
commit ab9faba1af
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GPG Key ID: 7385E7E464CB0A54

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@ -105,6 +105,7 @@ func (s *Strategy) Defaults() error {
}
func (s *Strategy) CrossSubscribe(sessions map[string]*bbgo.ExchangeSession) {
if len(s.SourceExchange) > 0 && len(s.SourceSymbol) > 0 {
sourceSession, ok := sessions[s.SourceExchange]
if !ok {
panic(fmt.Errorf("source session %s is not defined", s.SourceExchange))
@ -112,6 +113,7 @@ func (s *Strategy) CrossSubscribe(sessions map[string]*bbgo.ExchangeSession) {
sourceSession.Subscribe(types.KLineChannel, s.SourceSymbol, types.SubscribeOptions{Interval: "1m"})
sourceSession.Subscribe(types.BookChannel, s.SourceSymbol, types.SubscribeOptions{Depth: types.DepthLevel5})
}
tradingSession, ok := sessions[s.TradingExchange]
if !ok {