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xgap: check sourceSymbol
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@ -105,13 +105,15 @@ func (s *Strategy) Defaults() error {
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}
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func (s *Strategy) CrossSubscribe(sessions map[string]*bbgo.ExchangeSession) {
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sourceSession, ok := sessions[s.SourceExchange]
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if !ok {
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panic(fmt.Errorf("source session %s is not defined", s.SourceExchange))
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}
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if len(s.SourceExchange) > 0 && len(s.SourceSymbol) > 0 {
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sourceSession, ok := sessions[s.SourceExchange]
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if !ok {
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panic(fmt.Errorf("source session %s is not defined", s.SourceExchange))
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}
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sourceSession.Subscribe(types.KLineChannel, s.SourceSymbol, types.SubscribeOptions{Interval: "1m"})
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sourceSession.Subscribe(types.BookChannel, s.SourceSymbol, types.SubscribeOptions{Depth: types.DepthLevel5})
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sourceSession.Subscribe(types.KLineChannel, s.SourceSymbol, types.SubscribeOptions{Interval: "1m"})
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sourceSession.Subscribe(types.BookChannel, s.SourceSymbol, types.SubscribeOptions{Depth: types.DepthLevel5})
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}
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tradingSession, ok := sessions[s.TradingExchange]
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if !ok {
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