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twap: improve cancelContextIfTargetQuantityFilled check method
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@ -220,10 +220,14 @@ func (e *FixedQuantityExecutor) handleFilledOrder(order types.Order) {
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}
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func (e *FixedQuantityExecutor) cancelContextIfTargetQuantityFilled() bool {
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// ensure that the trades are processed
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e.tradeCollector.Process()
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// now get the base quantity from the position
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base := e.position.GetBase()
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if base.Abs().Compare(e.targetQuantity) >= 0 {
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e.logger.Infof("filled target quantity, canceling the order execution context")
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if base.Abs().Sub(e.targetQuantity).Compare(e.market.MinQuantity.Neg()) >= 0 {
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e.logger.Infof("position is filled with target quantity, canceling the order execution context")
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e.cancelExecution()
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return true
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}
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