lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-09-20 08:11:08 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity

fix strategy market data stream usage

Browse Source
This commit is contained in:
c9s 2021-05-28 03:15:29 +08:00
parent 4f16f6b1f8
commit d932a686a0
5 changed files with 5 additions and 6 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

2
pkg/strategy/flashcrash/strategy.go
View File

@ -128,7 +128,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
Window: 25,
})
session.UserDataStream.OnKLineClosed(func(kline types.KLine) {
session.MarketDataStream.OnKLineClosed(func(kline types.KLine) {
s.updateOrders(orderExecutor, session)
})

2
pkg/strategy/pricealert/strategy.go
View File

@ -33,7 +33,7 @@ func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
}
func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
session.UserDataStream.OnKLine(func(kline types.KLine) {
session.MarketDataStream.OnKLine(func(kline types.KLine) {
market, ok := session.Market(kline.Symbol)
if !ok {
return

2
pkg/strategy/schedule/strategy.go
View File

@ -128,7 +128,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
}
}
session.UserDataStream.OnKLineClosed(func(kline types.KLine) {
session.MarketDataStream.OnKLineClosed(func(kline types.KLine) {
if kline.Symbol != s.Symbol {
return
}

2
pkg/strategy/support/strategy.go
View File

@ -83,7 +83,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
var iw = types.IntervalWindow{Interval: s.Interval, Window: s.MovingAverageWindow}
var ema = standardIndicatorSet.EWMA(iw)
session.UserDataStream.OnKLineClosed(func(kline types.KLine) {
session.MarketDataStream.OnKLineClosed(func(kline types.KLine) {
// skip k-lines from other symbols
if kline.Symbol != s.Symbol {
return

3
pkg/strategy/swing/strategy.go
View File

@ -102,8 +102,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
}
// session.UserDataStream.OnKLineClosed
session.UserDataStream.OnKLineClosed(func(kline types.KLine) {
session.MarketDataStream.OnKLineClosed(func(kline types.KLine) {
// skip k-lines from other symbols
if kline.Symbol != s.Symbol {
return