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Merge pull request #231 from zenixls2/binance_cancel

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Yo-An Lin 2021-05-12 09:25:34 +08:00 committed by GitHub
commit ca0061856d
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) b.EmitFilled(order)
} }
case types.OrderStatusPartiallyFilled, types.OrderStatusNew: case types.OrderStatusPartiallyFilled:
b.Update(order) 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: case types.OrderStatusCanceled, types.OrderStatusRejected:
log.Debugf("[LocalActiveOrderBook] order status %s, removing %d...", order.Status, order.OrderID) log.Debugf("[LocalActiveOrderBook] order status %s, removing %d...", order.Status, order.OrderID)
b.Remove(order) b.Remove(order)