add Backup method to the local active order book

pkg/bbgo/active_book.go

@@ -22,6 +22,10 @@ func NewLocalActiveOrderBook() *LocalActiveOrderBook {
 	}
 }
 
+func (b *LocalActiveOrderBook) Backup() []types.SubmitOrder {
+	return append(b.Bids.Backup(), b.Asks.Backup()...)
+}
+
 func (b *LocalActiveOrderBook) BindStream(stream types.Stream) {
 	stream.OnOrderUpdate(b.orderUpdateHandler)
 }

pkg/types/order.go

@@ -155,6 +155,14 @@ type Order struct {
 	IsIsolated bool `json:"isIsolated" db:"is_isolated"`
 }
 
+// Backup backs up the current order quantity to a SubmitOrder object
+// so that we can post the order later when we want to restore the orders.
+func (o Order) Backup() SubmitOrder {
+	so := o.SubmitOrder
+	so.Quantity = o.Quantity - o.ExecutedQuantity
+	return so
+}
+
 func (o Order) String() string {
 	return fmt.Sprintf("order %s %f/%f at %f -> %s", o.Side, o.ExecutedQuantity, o.Quantity, o.Price, o.Status)
 }

pkg/types/ordermap.go

@@ -5,6 +5,14 @@ import "sync"
 // OrderMap is used for storing orders by their order id
 type OrderMap map[uint64]Order
 
+func (m OrderMap) Backup() (orderForms []SubmitOrder) {
+	for _, order := range m {
+		orderForms = append(orderForms, order.Backup())
+	}
+
+	return orderForms
+}
+
 func (m OrderMap) Add(o Order) {
 	m[o.OrderID] = o
 }
@@ -70,6 +78,12 @@ func NewSyncOrderMap() *SyncOrderMap {
 	}
 }
 
+func (m *SyncOrderMap) Backup() []SubmitOrder {
+	m.Lock()
+	defer m.Unlock()
+	return m.orders.Backup()
+}
+
 func (m *SyncOrderMap) Remove(orderID uint64) (exists bool) {
 	m.Lock()
 	defer m.Unlock()