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fix: null pointer error on NextKLine
This commit is contained in:
parent
ecc959835a
commit
c73f4018d0
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@ -167,7 +167,7 @@ func (e *Exchange) QueryOrder(ctx context.Context, q types.OrderQuery) (*types.O
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func (e *Exchange) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder) (createdOrders types.OrderSlice, err error) {
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func (e *Exchange) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder) (createdOrders types.OrderSlice, err error) {
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for _, order := range orders {
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for _, order := range orders {
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symbol := order.Symbol
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symbol := order.Symbol
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matching, ok := e.MatchingBook(symbol)
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matching, ok := e.matchingBook(symbol)
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if !ok {
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if !ok {
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return nil, fmt.Errorf("matching engine is not initialized for symbol %s", symbol)
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return nil, fmt.Errorf("matching engine is not initialized for symbol %s", symbol)
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}
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}
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@ -192,7 +192,7 @@ func (e *Exchange) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder
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}
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}
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func (e *Exchange) QueryOpenOrders(ctx context.Context, symbol string) (orders []types.Order, err error) {
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func (e *Exchange) QueryOpenOrders(ctx context.Context, symbol string) (orders []types.Order, err error) {
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matching, ok := e.MatchingBook(symbol)
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matching, ok := e.matchingBook(symbol)
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if !ok {
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if !ok {
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return nil, fmt.Errorf("matching engine is not initialized for symbol %s", symbol)
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return nil, fmt.Errorf("matching engine is not initialized for symbol %s", symbol)
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}
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}
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@ -211,7 +211,7 @@ func (e *Exchange) QueryClosedOrders(ctx context.Context, symbol string, since,
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func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) error {
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func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) error {
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for _, order := range orders {
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for _, order := range orders {
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matching, ok := e.MatchingBook(order.Symbol)
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matching, ok := e.matchingBook(order.Symbol)
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if !ok {
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if !ok {
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return fmt.Errorf("matching engine is not initialized for symbol %s", order.Symbol)
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return fmt.Errorf("matching engine is not initialized for symbol %s", order.Symbol)
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}
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}
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@ -250,7 +250,7 @@ func (e *Exchange) QueryTrades(ctx context.Context, symbol string, options *type
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}
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}
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func (e *Exchange) QueryTicker(ctx context.Context, symbol string) (*types.Ticker, error) {
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func (e *Exchange) QueryTicker(ctx context.Context, symbol string) (*types.Ticker, error) {
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matching, ok := e.MatchingBook(symbol)
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matching, ok := e.matchingBook(symbol)
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if !ok {
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if !ok {
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return nil, fmt.Errorf("matching engine is not initialized for symbol %s", symbol)
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return nil, fmt.Errorf("matching engine is not initialized for symbol %s", symbol)
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}
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}
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@ -293,7 +293,7 @@ func (e *Exchange) QueryWithdrawHistory(ctx context.Context, asset string, since
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return nil, nil
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return nil, nil
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}
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}
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func (e *Exchange) MatchingBook(symbol string) (*SimplePriceMatching, bool) {
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func (e *Exchange) matchingBook(symbol string) (*SimplePriceMatching, bool) {
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e.matchingBooksMutex.Lock()
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e.matchingBooksMutex.Lock()
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m, ok := e.matchingBooks[symbol]
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m, ok := e.matchingBooks[symbol]
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e.matchingBooksMutex.Unlock()
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e.matchingBooksMutex.Unlock()
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@ -363,7 +363,7 @@ func (e *Exchange) SubscribeMarketData(startTime, endTime time.Time, extraInterv
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}
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}
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func (e *Exchange) ConsumeKLine(k types.KLine, handlers []func(types.KLine, *ExchangeDataSource), src *ExchangeDataSource) {
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func (e *Exchange) ConsumeKLine(k types.KLine, handlers []func(types.KLine, *ExchangeDataSource), src *ExchangeDataSource) {
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matching, ok := e.MatchingBook(k.Symbol)
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matching, ok := e.matchingBook(k.Symbol)
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if !ok {
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if !ok {
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log.Errorf("matching book of %s is not initialized", k.Symbol)
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log.Errorf("matching book of %s is not initialized", k.Symbol)
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return
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return
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@ -381,14 +381,14 @@ func (e *Exchange) ConsumeKLine(k types.KLine, handlers []func(types.KLine, *Exc
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}
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}
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// log.Errorf("kline %v, next %v", param.kline, matching.NextKLine)
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// log.Errorf("kline %v, next %v", param.kline, matching.NextKLine)
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e.MarketDataStream.EmitKLineClosed(param.kline)
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e.MarketDataStream.EmitKLineClosed(param.kline)
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for _, h := range param.callback {
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for _, h := range param.callbacks {
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h(param.kline, param.src)
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h(param.kline, param.src)
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}
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}
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}
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}
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matching.ParamCache = make(map[types.Interval]Param)
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matching.ParamCache = make(map[types.Interval]Param)
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}
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}
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matching.ParamCache[k.Interval] = Param{
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matching.ParamCache[k.Interval] = Param{
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callback: handlers,
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callbacks: handlers,
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src: src,
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src: src,
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kline: k,
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kline: k,
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}
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}
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@ -48,7 +48,7 @@ func init() {
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}
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}
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type Param struct {
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type Param struct {
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callback []func(types.KLine, *ExchangeDataSource)
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callbacks []func(types.KLine, *ExchangeDataSource)
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kline types.KLine
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kline types.KLine
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src *ExchangeDataSource
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src *ExchangeDataSource
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}
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}
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@ -193,9 +193,9 @@ func (m *SimplePriceMatching) PlaceOrder(o types.SubmitOrder) (*types.Order, *ty
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order.Price = m.Market.TruncatePrice(m.LastPrice)
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order.Price = m.Market.TruncatePrice(m.LastPrice)
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price = order.Price
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price = order.Price
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} else if order.Type == types.OrderTypeLimit {
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} else if order.Type == types.OrderTypeLimit {
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if m.NextKLine.High.Compare(order.Price) > 0 && order.Side == types.SideTypeBuy {
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if m.NextKLine != nil && m.NextKLine.High.Compare(order.Price) > 0 && order.Side == types.SideTypeBuy {
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order.AveragePrice = order.Price
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order.AveragePrice = order.Price
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} else if m.NextKLine.Low.Compare(order.Price) < 0 && order.Side == types.SideTypeSell {
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} else if m.NextKLine != nil && m.NextKLine.Low.Compare(order.Price) < 0 && order.Side == types.SideTypeSell {
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order.AveragePrice = order.Price
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order.AveragePrice = order.Price
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} else {
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} else {
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