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backtest: set order price for market order

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c9s 2022-06-28 22:17:39 +08:00 committed by Austin Liu
parent 609b6a7a50
commit b32cfef2fd
1 changed files with 4 additions and 0 deletions
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4
pkg/backtest/matching.go
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@ -172,6 +172,10 @@ func (m *SimplePriceMatching) PlaceOrder(o types.SubmitOrder) (*types.Order, *ty
order := m.newOrder(o, orderID)
if isTaker {
if order.Type == types.OrderTypeMarket {
order.Price = m.LastPrice
}
// emit the order update for Status:New
m.EmitOrderUpdate(order)