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xmaker: add active maker order cancellation check

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This commit is contained in:
c9s 2021-05-09 18:32:05 +08:00
parent 52248fcf2e
commit c0f12cf452
1 changed files with 7 additions and 2 deletions
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9
pkg/strategy/xmaker/strategy.go
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@ -102,7 +102,12 @@ func (s *Strategy) updateQuote(ctx context.Context) {
}
// avoid unlock issue
time.Sleep(800 * time.Millisecond)
time.Sleep(500 * time.Millisecond)
if s.activeMakerOrders.NumOfAsks() > 0 || s.activeMakerOrders.NumOfBids() > 0 {
log.Warn("there are orders not canceled, skipping placing maker orders")
return
}
sourceBook := s.book.Get()
if len(sourceBook.Bids) == 0 || len(sourceBook.Asks) == 0 {
@ -344,7 +349,7 @@ func (s *Strategy) handleTradeUpdate(trade types.Trade) {
pos := s.state.HedgePosition.AtomicLoad()
log.Warnf("position changed: %f", pos.Float64())
log.Warnf("%s position changed: %f", s.Symbol, pos.Float64())
s.Notifiability.Notify("%s position is changed to %f", s.Symbol, pos.Float64())
s.lastPrice = trade.Price