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bbgo: fix active book order removal
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parent
3907f99e70
commit
d57f8fedfe
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@ -102,17 +102,9 @@ func (b *LocalActiveOrderBook) orderUpdateHandler(order types.Order) {
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b.EmitFilled(order)
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}
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case types.OrderStatusPartiallyFilled:
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case types.OrderStatusPartiallyFilled, types.OrderStatusNew:
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b.Update(order)
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case types.OrderStatusNew:
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if order.Quantity == 0 {
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log.Debugf("[LocalActiveOrderBook] order status %s, removing order %s", order.Status, order)
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b.Remove(order)
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} else {
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b.Update(order)
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}
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case types.OrderStatusCanceled, types.OrderStatusRejected:
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log.Debugf("[LocalActiveOrderBook] order status %s, removing order %s", order.Status, order)
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b.Remove(order)
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@ -72,7 +72,7 @@ func (m OrderMap) Orders() (orders OrderSlice) {
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}
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type SyncOrderMap struct {
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orders OrderMap
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orders OrderMap
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// pendingRemoval is for recording the order remove message for unknown orders.
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// the order removal message might arrive before the order update, so if we found there is a pending removal,
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@ -97,15 +97,14 @@ func (m *SyncOrderMap) Backup() (orders []SubmitOrder) {
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}
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func (m *SyncOrderMap) Remove(orderID uint64) (exists bool) {
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exists = m.Exists(orderID)
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m.Lock()
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defer m.Unlock()
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exists = m.orders.Exists(orderID)
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if exists {
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m.Lock()
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m.orders.Remove(orderID)
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m.Unlock()
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} else {
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m.Lock()
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m.pendingRemoval[orderID] = time.Now()
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m.Unlock()
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}
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return exists
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