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max: fix timeInForce conversion

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This commit is contained in:
c9s 2022-03-06 18:37:34 +08:00
parent 586013d9f2
commit e23232c3e7
1 changed files with 6 additions and 1 deletions
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7
pkg/exchange/max/convert.go
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@ -316,6 +316,11 @@ func convertWebSocketOrderUpdate(u max.OrderUpdate) (*types.Order, error) {
return nil, err
}
timeInForce := types.TimeInForceGTC
if u.OrderType == max.OrderTypeIOCLimit {
timeInForce = types.TimeInForceIOC
}
return &types.Order{
SubmitOrder: types.SubmitOrder{
ClientOrderID: u.ClientOID,
@ -325,7 +330,7 @@ func convertWebSocketOrderUpdate(u max.OrderUpdate) (*types.Order, error) {
Quantity: fixedpoint.MustNewFromString(u.Volume),
Price: fixedpoint.MustNewFromString(u.Price),
StopPrice: fixedpoint.MustNewFromString(u.StopPrice),
TimeInForce: "GTC", // MAX only supports GTC
TimeInForce: timeInForce, // MAX only supports GTC
GroupID: u.GroupID,
},
Exchange: types.ExchangeMax,