lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-13 02:23:51 +00:00
Code Issues Actions 2 Packages Projects Releases Wiki Activity

binance: save newer events for later usage

Browse Source
This commit is contained in:
c9s 2021-05-19 01:02:41 +08:00
parent 2fddc9166f
commit e95429bbc3
1 changed files with 6 additions and 3 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

9
pkg/exchange/binance/depthframe.go
View File

@ -72,9 +72,9 @@ func (f *DepthFrame) loadDepthSnapshot() {
// if the head event is newer than the depth we got, // if the head event is newer than the depth we got,
// then there are something missed, we need to restart the process. // then there are something missed, we need to restart the process.
if len(events) > 0 { if len(events) > 0 {
e := events[0] firstEvent := events[0]
if e.FirstUpdateID > depth.FinalUpdateID+1 { if firstEvent.FirstUpdateID > depth.FinalUpdateID+1 {
log.Warn("miss matched final update id for order book") log.Warn("miss matched final update id for order book, resetting depth...")
f.SnapshotDepth = nil f.SnapshotDepth = nil
f.BufEvents = nil f.BufEvents = nil
f.mu.Unlock() f.mu.Unlock()
@ -138,6 +138,9 @@ func (f *DepthFrame) PushEvent(e DepthEvent) {
} }
f.SnapshotDepth = nil f.SnapshotDepth = nil
// save the new event for later
f.BufEvents = append(f.BufEvents, e)
f.mu.Unlock() f.mu.Unlock()
return return
} }