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twap: improve cancelContextIfTargetQuantityFilled check method

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c9s 2024-08-20 14:14:19 +08:00
parent 0530809834
commit b9c41b7ad7
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1 changed files with 6 additions and 2 deletions
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8
pkg/twap/v2/stream_executor.go
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@ -220,10 +220,14 @@ func (e *FixedQuantityExecutor) handleFilledOrder(order types.Order) {
} }
func (e *FixedQuantityExecutor) cancelContextIfTargetQuantityFilled() bool { func (e *FixedQuantityExecutor) cancelContextIfTargetQuantityFilled() bool {
// ensure that the trades are processed
e.tradeCollector.Process()
// now get the base quantity from the position
base := e.position.GetBase() base := e.position.GetBase()
if base.Abs().Compare(e.targetQuantity) >= 0 { if base.Abs().Sub(e.targetQuantity).Compare(e.market.MinQuantity.Neg()) >= 0 {
e.logger.Infof("filled target quantity, canceling the order execution context") e.logger.Infof("position is filled with target quantity, canceling the order execution context")
e.cancelExecution() e.cancelExecution()
return true return true
} }