lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-10 09:11:55 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity

backtest: set order price for market order

Browse Source
This commit is contained in:
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
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

4
pkg/backtest/matching.go
View File

@ -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)