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Fix: binance's cancel update is sent through New status with 0 quantity

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zenix 2021-05-11 06:57:09 +00:00
parent 610c33b819
commit ba091dccf6
1 changed files with 9 additions and 1 deletions
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10
pkg/bbgo/active_book.go
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@ -47,9 +47,17 @@ func (b *LocalActiveOrderBook) orderUpdateHandler(order types.Order) {
b.EmitFilled(order)
}
case types.OrderStatusPartiallyFilled, types.OrderStatusNew:
case types.OrderStatusPartiallyFilled:
b.Update(order)
case types.OrderStatusNew:
if order.Quantity == 0 {
log.Debugf("[LocalActiveOrderBook] order status %s, removing %d...", order.Status, order.OrderID)
b.Remove(order)
} else {
b.Update(order)
}
case types.OrderStatusCanceled, types.OrderStatusRejected:
log.Debugf("[LocalActiveOrderBook] order status %s, removing %d...", order.Status, order.OrderID)
b.Remove(order)