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Merge pull request #773 from c9s/fix/backtest-taker-order
fix: fix backtest taker order execution
This commit is contained in:
Yo-An Lin
GitHub
commit
ee59fc447d
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@ -126,15 +126,19 @@ func (m *SimplePriceMatching) CancelOrder(o types.Order) (types.Order, error) {
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// PlaceOrder returns the created order object, executed trade (if any) and error
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func (m *SimplePriceMatching) PlaceOrder(o types.SubmitOrder) (*types.Order, *types.Trade, error) {
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if o.Type == types.OrderTypeMarket {
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if m.LastPrice.IsZero() {
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panic("unexpected error: for market order, the last price can not be zero")
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}
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}
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isTaker := o.Type == types.OrderTypeMarket || isLimitTakerOrder(o, m.LastPrice)
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// price for checking account balance, default price
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price := o.Price
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switch o.Type {
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case types.OrderTypeMarket:
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if m.LastPrice.IsZero() {
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panic("unexpected: last price can not be zero")
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}
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price = m.LastPrice
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case types.OrderTypeLimit, types.OrderTypeStopLimit, types.OrderTypeLimitMaker:
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price = o.Price
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@ -167,7 +171,7 @@ func (m *SimplePriceMatching) PlaceOrder(o types.SubmitOrder) (*types.Order, *ty
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orderID := incOrderID()
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order := m.newOrder(o, orderID)
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if o.Type == types.OrderTypeMarket {
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if isTaker {
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// emit the order update for Status:New
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m.EmitOrderUpdate(order)
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@ -175,13 +179,12 @@ func (m *SimplePriceMatching) PlaceOrder(o types.SubmitOrder) (*types.Order, *ty
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var order2 = order
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// emit trade before we publish order
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trade := m.newTradeFromOrder(&order2, false)
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trade := m.newTradeFromOrder(&order2, false, m.LastPrice)
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m.executeTrade(trade)
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// update the order status
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order2.Status = types.OrderStatusFilled
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order2.ExecutedQuantity = order2.Quantity
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order2.Price = price
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order2.IsWorking = false
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// let the exchange emit the "FILLED" order update (we need the closed order)
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@ -240,26 +243,21 @@ func (m *SimplePriceMatching) executeTrade(trade types.Trade) {
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m.EmitBalanceUpdate(m.Account.Balances())
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}
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func (m *SimplePriceMatching) newTradeFromOrder(order *types.Order, isMaker bool) types.Trade {
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func (m *SimplePriceMatching) getFeeRate(isMaker bool) (feeRate fixedpoint.Value) {
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// BINANCE uses 0.1% for both maker and taker
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// MAX uses 0.050% for maker and 0.15% for taker
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var feeRate fixedpoint.Value
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if isMaker {
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feeRate = m.Account.MakerFeeRate
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} else {
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feeRate = m.Account.TakerFeeRate
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}
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return feeRate
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}
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price := order.Price
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switch order.Type {
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case types.OrderTypeMarket, types.OrderTypeStopMarket:
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if m.LastPrice.IsZero() {
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panic("unexpected: last price can not be zero")
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}
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price = m.LastPrice
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}
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func (m *SimplePriceMatching) newTradeFromOrder(order *types.Order, isMaker bool, price fixedpoint.Value) types.Trade {
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// BINANCE uses 0.1% for both maker and taker
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// MAX uses 0.050% for maker and 0.15% for taker
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var feeRate = m.getFeeRate(isMaker)
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var quoteQuantity = order.Quantity.Mul(price)
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var fee fixedpoint.Value
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var feeCurrency string
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@ -268,17 +266,7 @@ func (m *SimplePriceMatching) newTradeFromOrder(order *types.Order, isMaker bool
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feeCurrency = FeeToken
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fee = quoteQuantity.Mul(feeRate)
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} else {
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switch order.Side {
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case types.SideTypeBuy:
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fee = order.Quantity.Mul(feeRate)
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feeCurrency = m.Market.BaseCurrency
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case types.SideTypeSell:
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fee = quoteQuantity.Mul(feeRate)
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feeCurrency = m.Market.QuoteCurrency
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}
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fee, feeCurrency = calculateNativeOrderFee(order, m.Market, feeRate)
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}
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// update order time
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@ -288,7 +276,7 @@ func (m *SimplePriceMatching) newTradeFromOrder(order *types.Order, isMaker bool
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return types.Trade{
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ID: id,
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OrderID: order.OrderID,
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Exchange: "backtest",
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Exchange: types.ExchangeBacktest,
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Price: price,
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Quantity: order.Quantity,
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QuoteQuantity: quoteQuantity,
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@ -302,8 +290,8 @@ func (m *SimplePriceMatching) newTradeFromOrder(order *types.Order, isMaker bool
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}
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}
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// BuyToPrice means price go up and the limit sell should be triggered
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func (m *SimplePriceMatching) BuyToPrice(price fixedpoint.Value) (closedOrders []types.Order, trades []types.Trade) {
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// buyToPrice means price go up and the limit sell should be triggered
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func (m *SimplePriceMatching) buyToPrice(price fixedpoint.Value) (closedOrders []types.Order, trades []types.Trade) {
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klineMatchingLogger.Debugf("kline buy to price %s", price.String())
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var bidOrders []types.Order
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@ -418,7 +406,7 @@ func (m *SimplePriceMatching) BuyToPrice(price fixedpoint.Value) (closedOrders [
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for i := range closedOrders {
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o := closedOrders[i]
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trade := m.newTradeFromOrder(&o, true)
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trade := m.newTradeFromOrder(&o, true, o.Price)
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m.executeTrade(trade)
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closedOrders[i] = o
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@ -432,9 +420,9 @@ func (m *SimplePriceMatching) BuyToPrice(price fixedpoint.Value) (closedOrders [
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return closedOrders, trades
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}
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// SellToPrice simulates the price trend in down direction.
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// sellToPrice simulates the price trend in down direction.
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// When price goes down, buy orders should be executed, and the stop orders should be triggered.
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func (m *SimplePriceMatching) SellToPrice(price fixedpoint.Value) (closedOrders []types.Order, trades []types.Trade) {
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func (m *SimplePriceMatching) sellToPrice(price fixedpoint.Value) (closedOrders []types.Order, trades []types.Trade) {
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klineMatchingLogger.Debugf("kline sell to price %s", price.String())
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// in this section we handle --- the price goes lower, and we trigger the stop sell
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@ -488,8 +476,10 @@ func (m *SimplePriceMatching) SellToPrice(price fixedpoint.Value) (closedOrders
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switch o.Type {
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case types.OrderTypeStopMarket:
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// should we trigger the order
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if o.StopPrice.Compare(price) < 0 {
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// price goes down and if the stop price is still lower than the current price
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// or the stop price is not touched
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// then we should skip this order
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if price.Compare(o.StopPrice) > 0 {
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bidOrders = append(bidOrders, o)
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break
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}
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@ -501,9 +491,10 @@ func (m *SimplePriceMatching) SellToPrice(price fixedpoint.Value) (closedOrders
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closedOrders = append(closedOrders, o)
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case types.OrderTypeStopLimit:
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// if the price is lower than the stop order price
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// we should trigger the stop order
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if o.StopPrice.Compare(price) < 0 {
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// price goes down and if the stop price is still lower than the current price
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// or the stop price is not touched
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// then we should skip this order
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if price.Compare(o.StopPrice) > 0 {
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bidOrders = append(bidOrders, o)
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break
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}
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@ -539,7 +530,7 @@ func (m *SimplePriceMatching) SellToPrice(price fixedpoint.Value) (closedOrders
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for i := range closedOrders {
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o := closedOrders[i]
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trade := m.newTradeFromOrder(&o, true)
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trade := m.newTradeFromOrder(&o, true, o.Price)
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m.executeTrade(trade)
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closedOrders[i] = o
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@ -579,40 +570,40 @@ func (m *SimplePriceMatching) processKLine(kline types.KLine) {
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m.LastPrice = kline.Open
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} else {
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if m.LastPrice.Compare(kline.Open) > 0 {
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m.SellToPrice(kline.Open)
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m.sellToPrice(kline.Open)
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} else {
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m.BuyToPrice(kline.Open)
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m.buyToPrice(kline.Open)
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}
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}
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switch kline.Direction() {
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case types.DirectionDown:
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if kline.High.Compare(kline.Open) >= 0 {
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m.BuyToPrice(kline.High)
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m.buyToPrice(kline.High)
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}
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// if low is lower than close, sell to low first, and then buy up to close
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if kline.Low.Compare(kline.Close) < 0 {
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m.SellToPrice(kline.Low)
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m.BuyToPrice(kline.Close)
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m.sellToPrice(kline.Low)
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m.buyToPrice(kline.Close)
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} else {
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m.SellToPrice(kline.Close)
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m.sellToPrice(kline.Close)
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}
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case types.DirectionUp:
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if kline.Low.Compare(kline.Open) <= 0 {
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m.SellToPrice(kline.Low)
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m.sellToPrice(kline.Low)
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}
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if kline.High.Compare(kline.Close) > 0 {
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m.BuyToPrice(kline.High)
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m.SellToPrice(kline.Close)
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m.buyToPrice(kline.High)
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m.sellToPrice(kline.Close)
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} else {
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m.BuyToPrice(kline.Close)
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m.buyToPrice(kline.Close)
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}
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default: // no trade up or down
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if m.LastPrice.IsZero() {
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m.BuyToPrice(kline.Close)
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m.buyToPrice(kline.Close)
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}
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}
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@ -631,3 +622,28 @@ func (m *SimplePriceMatching) newOrder(o types.SubmitOrder, orderID uint64) type
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UpdateTime: types.Time(m.CurrentTime),
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}
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}
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func calculateNativeOrderFee(order *types.Order, market types.Market, feeRate fixedpoint.Value) (fee fixedpoint.Value, feeCurrency string) {
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switch order.Side {
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case types.SideTypeBuy:
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fee = order.Quantity.Mul(feeRate)
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feeCurrency = market.BaseCurrency
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case types.SideTypeSell:
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quoteQuantity := order.Quantity.Mul(order.Price)
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fee = quoteQuantity.Mul(feeRate)
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feeCurrency = market.QuoteCurrency
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}
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return fee, feeCurrency
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}
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func isLimitTakerOrder(o types.SubmitOrder, currentPrice fixedpoint.Value) bool {
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if currentPrice.IsZero() {
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return false
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}
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return o.Type == types.OrderTypeLimit && ((o.Side == types.SideTypeBuy && o.Price.Compare(currentPrice) >= 0) ||
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(o.Side == types.SideTypeSell && o.Price.Compare(currentPrice) <= 0))
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}
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@ -46,6 +46,7 @@ func TestSimplePriceMatching_orderUpdate(t *testing.T) {
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Market: market,
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CurrentTime: t1,
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closedOrders: make(map[uint64]types.Order),
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LastPrice: fixedpoint.NewFromFloat(25000),
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}
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orderUpdateCnt := 0
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@ -66,11 +67,12 @@ func TestSimplePriceMatching_orderUpdate(t *testing.T) {
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}
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})
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// maker order
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_, _, err := engine.PlaceOrder(newLimitOrder("BTCUSDT", types.SideTypeBuy, 24000.0, 0.1))
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assert.NoError(t, err)
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assert.Equal(t, 1, orderUpdateCnt) // should got new status
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assert.Equal(t, 1, orderUpdateNewStatusCnt) // should got new status
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assert.Equal(t, 0, orderUpdateFilledStatusCnt) // should got new status
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assert.Equal(t, 1, orderUpdateCnt) // should get new status
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assert.Equal(t, 1, orderUpdateNewStatusCnt) // should get new status
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assert.Equal(t, 0, orderUpdateFilledStatusCnt) // should get new status
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assert.Equal(t, types.OrderStatusNew, lastOrder.Status)
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assert.Equal(t, fixedpoint.NewFromFloat(0.0), lastOrder.ExecutedQuantity)
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@ -89,23 +91,8 @@ func TestSimplePriceMatching_orderUpdate(t *testing.T) {
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}
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func TestSimplePriceMatching_processKLine(t *testing.T) {
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account := &types.Account{
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MakerFeeRate: fixedpoint.NewFromFloat(0.075 * 0.01),
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TakerFeeRate: fixedpoint.NewFromFloat(0.075 * 0.01),
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}
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account.UpdateBalances(types.BalanceMap{
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"USDT": {Currency: "USDT", Available: fixedpoint.NewFromFloat(10000.0)},
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})
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market := types.Market{
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Symbol: "BTCUSDT",
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PricePrecision: 8,
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VolumePrecision: 8,
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QuoteCurrency: "USDT",
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BaseCurrency: "BTC",
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MinNotional: fixedpoint.MustNewFromString("0.001"),
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MinAmount: fixedpoint.MustNewFromString("10.0"),
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MinQuantity: fixedpoint.MustNewFromString("0.001"),
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}
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account := getTestAccount()
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market := getTestMarket()
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t1 := time.Date(2021, 7, 1, 0, 0, 0, 0, time.UTC)
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engine := &SimplePriceMatching{
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@ -113,6 +100,7 @@ func TestSimplePriceMatching_processKLine(t *testing.T) {
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Market: market,
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CurrentTime: t1,
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closedOrders: make(map[uint64]types.Order),
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LastPrice: fixedpoint.NewFromFloat(30000.0),
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}
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for i := 0; i <= 5; i++ {
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@ -124,7 +112,7 @@ func TestSimplePriceMatching_processKLine(t *testing.T) {
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t2 := t1.Add(time.Minute)
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// should match 25000, 24000
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k := newKLine("BTCUSDT", types.Interval1m, t2, 26000, 27000, 23000, 25000)
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k := newKLine("BTCUSDT", types.Interval1m, t2, 30000, 27000, 23000, 25000)
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assert.Equal(t, t2.Add(time.Minute-time.Millisecond), k.EndTime.Time())
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engine.processKLine(k)
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@ -151,6 +139,8 @@ func newKLine(symbol string, interval types.Interval, startTime time.Time, o, h,
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}
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}
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// getTestMarket returns the BTCUSDT market information
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// for tests, we always use BTCUSDT
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func getTestMarket() types.Market {
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market := types.Market{
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Symbol: "BTCUSDT",
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@ -209,13 +199,13 @@ func TestSimplePriceMatching_StopLimitOrderBuy(t *testing.T) {
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assert.Equal(t, 2, len(engine.bidOrders))
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assert.Equal(t, 1, len(engine.askOrders))
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closedOrders, trades := engine.BuyToPrice(fixedpoint.NewFromFloat(20000.0))
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closedOrders, trades := engine.buyToPrice(fixedpoint.NewFromFloat(20000.0))
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assert.Len(t, closedOrders, 0, "price change far from the price should not trigger the stop buy")
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assert.Len(t, trades, 0, "price change far from the price should not trigger the stop buy")
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assert.Equal(t, 2, len(engine.bidOrders), "bid orders should be the same")
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assert.Equal(t, 1, len(engine.askOrders), "ask orders should be the same")
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closedOrders, trades = engine.BuyToPrice(fixedpoint.NewFromFloat(21001.0))
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closedOrders, trades = engine.buyToPrice(fixedpoint.NewFromFloat(21001.0))
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assert.Len(t, closedOrders, 1, "should trigger the stop buy order")
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assert.Len(t, trades, 1, "should have stop order trade executed")
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@ -241,7 +231,7 @@ func TestSimplePriceMatching_StopLimitOrderBuy(t *testing.T) {
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assert.NotNil(t, createdOrder, "place stop order should not trigger the stop buy")
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assert.Len(t, engine.bidOrders, 2)
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closedOrders, trades = engine.SellToPrice(fixedpoint.NewFromFloat(20500.0))
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closedOrders, trades = engine.sellToPrice(fixedpoint.NewFromFloat(20500.0))
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assert.Len(t, closedOrders, 1, "should trigger the stop buy order")
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assert.Len(t, trades, 1, "should have stop order trade executed")
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assert.Len(t, engine.bidOrders, 1, "should left one bid order")
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@ -279,13 +269,13 @@ func TestSimplePriceMatching_StopLimitOrderSell(t *testing.T) {
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assert.Equal(t, 1, len(engine.bidOrders))
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assert.Equal(t, 2, len(engine.askOrders))
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closedOrders, trades := engine.SellToPrice(fixedpoint.NewFromFloat(21500.0))
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closedOrders, trades := engine.sellToPrice(fixedpoint.NewFromFloat(21500.0))
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assert.Len(t, closedOrders, 0, "price change far from the price should not trigger the stop buy")
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assert.Len(t, trades, 0, "price change far from the price should not trigger the stop buy")
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assert.Equal(t, 1, len(engine.bidOrders))
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assert.Equal(t, 2, len(engine.askOrders))
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closedOrders, trades = engine.SellToPrice(fixedpoint.NewFromFloat(20990.0))
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closedOrders, trades = engine.sellToPrice(fixedpoint.NewFromFloat(20990.0))
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assert.Len(t, closedOrders, 1, "should trigger the stop sell order")
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assert.Len(t, trades, 1, "should have stop order trade executed")
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assert.Equal(t, 1, len(engine.bidOrders))
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@ -313,7 +303,7 @@ func TestSimplePriceMatching_StopLimitOrderSell(t *testing.T) {
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assert.Nil(t, trade, "place stop order should not trigger the stop sell")
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assert.NotNil(t, createdOrder, "place stop order should not trigger the stop sell")
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closedOrders, trades = engine.BuyToPrice(fixedpoint.NewFromFloat(21000.0))
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closedOrders, trades = engine.buyToPrice(fixedpoint.NewFromFloat(21000.0))
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if assert.Len(t, closedOrders, 1, "should trigger the stop sell order") {
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assert.Len(t, trades, 1, "should have stop order trade executed")
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assert.Equal(t, types.SideTypeSell, closedOrders[0].Side)
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@ -348,11 +338,11 @@ func TestSimplePriceMatching_StopMarketOrderSell(t *testing.T) {
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assert.Nil(t, trade, "place stop order should not trigger the stop sell")
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assert.NotNil(t, createdOrder, "place stop order should not trigger the stop sell")
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closedOrders, trades := engine.SellToPrice(fixedpoint.NewFromFloat(21500.0))
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closedOrders, trades := engine.sellToPrice(fixedpoint.NewFromFloat(21500.0))
|
||||
assert.Len(t, closedOrders, 0, "price change far from the price should not trigger the stop buy")
|
||||
assert.Len(t, trades, 0, "price change far from the price should not trigger the stop buy")
|
||||
|
||||
closedOrders, trades = engine.SellToPrice(fixedpoint.NewFromFloat(20990.0))
|
||||
closedOrders, trades = engine.sellToPrice(fixedpoint.NewFromFloat(20990.0))
|
||||
assert.Len(t, closedOrders, 1, "should trigger the stop sell order")
|
||||
assert.Len(t, trades, 1, "should have stop order trade executed")
|
||||
|
||||
|
|
@ -384,11 +374,11 @@ func TestSimplePriceMatching_PlaceLimitOrder(t *testing.T) {
|
|||
assert.Len(t, engine.bidOrders, 5)
|
||||
assert.Len(t, engine.askOrders, 5)
|
||||
|
||||
closedOrders, trades := engine.SellToPrice(fixedpoint.NewFromFloat(8100.0))
|
||||
closedOrders, trades := engine.sellToPrice(fixedpoint.NewFromFloat(8100.0))
|
||||
assert.Len(t, closedOrders, 0)
|
||||
assert.Len(t, trades, 0)
|
||||
|
||||
closedOrders, trades = engine.SellToPrice(fixedpoint.NewFromFloat(8000.0))
|
||||
closedOrders, trades = engine.sellToPrice(fixedpoint.NewFromFloat(8000.0))
|
||||
assert.Len(t, closedOrders, 1)
|
||||
assert.Len(t, trades, 1)
|
||||
for _, trade := range trades {
|
||||
|
|
@ -399,15 +389,15 @@ func TestSimplePriceMatching_PlaceLimitOrder(t *testing.T) {
|
|||
assert.Equal(t, types.SideTypeBuy, o.Side)
|
||||
}
|
||||
|
||||
closedOrders, trades = engine.SellToPrice(fixedpoint.NewFromFloat(7000.0))
|
||||
closedOrders, trades = engine.sellToPrice(fixedpoint.NewFromFloat(7000.0))
|
||||
assert.Len(t, closedOrders, 4)
|
||||
assert.Len(t, trades, 4)
|
||||
|
||||
closedOrders, trades = engine.BuyToPrice(fixedpoint.NewFromFloat(8900.0))
|
||||
closedOrders, trades = engine.buyToPrice(fixedpoint.NewFromFloat(8900.0))
|
||||
assert.Len(t, closedOrders, 0)
|
||||
assert.Len(t, trades, 0)
|
||||
|
||||
closedOrders, trades = engine.BuyToPrice(fixedpoint.NewFromFloat(9000.0))
|
||||
closedOrders, trades = engine.buyToPrice(fixedpoint.NewFromFloat(9000.0))
|
||||
assert.Len(t, closedOrders, 1)
|
||||
assert.Len(t, trades, 1)
|
||||
for _, o := range closedOrders {
|
||||
|
|
@ -417,7 +407,76 @@ func TestSimplePriceMatching_PlaceLimitOrder(t *testing.T) {
|
|||
assert.Equal(t, types.SideTypeSell, trade.Side)
|
||||
}
|
||||
|
||||
closedOrders, trades = engine.BuyToPrice(fixedpoint.NewFromFloat(9500.0))
|
||||
closedOrders, trades = engine.buyToPrice(fixedpoint.NewFromFloat(9500.0))
|
||||
assert.Len(t, closedOrders, 4)
|
||||
assert.Len(t, trades, 4)
|
||||
}
|
||||
|
||||
func Test_calculateNativeOrderFee(t *testing.T) {
|
||||
market := getTestMarket()
|
||||
|
||||
t.Run("sellOrder", func(t *testing.T) {
|
||||
order := types.Order{
|
||||
SubmitOrder: types.SubmitOrder{
|
||||
Symbol: market.Symbol,
|
||||
Side: types.SideTypeSell,
|
||||
Type: types.OrderTypeLimit,
|
||||
Quantity: fixedpoint.NewFromFloat(0.1),
|
||||
Price: fixedpoint.NewFromFloat(20000.0),
|
||||
TimeInForce: types.TimeInForceGTC,
|
||||
},
|
||||
}
|
||||
feeRate := fixedpoint.MustNewFromString("0.075%")
|
||||
fee, feeCurrency := calculateNativeOrderFee(&order, market, feeRate)
|
||||
assert.Equal(t, "1.5", fee.String())
|
||||
assert.Equal(t, "USDT", feeCurrency)
|
||||
})
|
||||
|
||||
t.Run("buyOrder", func(t *testing.T) {
|
||||
order := types.Order{
|
||||
SubmitOrder: types.SubmitOrder{
|
||||
Symbol: market.Symbol,
|
||||
Side: types.SideTypeBuy,
|
||||
Type: types.OrderTypeLimit,
|
||||
Quantity: fixedpoint.NewFromFloat(0.1),
|
||||
Price: fixedpoint.NewFromFloat(20000.0),
|
||||
TimeInForce: types.TimeInForceGTC,
|
||||
},
|
||||
}
|
||||
|
||||
feeRate := fixedpoint.MustNewFromString("0.075%")
|
||||
fee, feeCurrency := calculateNativeOrderFee(&order, market, feeRate)
|
||||
assert.Equal(t, "0.000075", fee.String())
|
||||
assert.Equal(t, "BTC", feeCurrency)
|
||||
})
|
||||
}
|
||||
|
||||
func TestSimplePriceMatching_LimitTakerOrder(t *testing.T) {
|
||||
account := getTestAccount()
|
||||
market := getTestMarket()
|
||||
engine := &SimplePriceMatching{
|
||||
Account: account,
|
||||
Market: market,
|
||||
closedOrders: make(map[uint64]types.Order),
|
||||
LastPrice: fixedpoint.NewFromFloat(20000.0),
|
||||
}
|
||||
|
||||
closedOrder, trade, err := engine.PlaceOrder(newLimitOrder("BTCUSDT", types.SideTypeBuy, 21000.0, 1.0))
|
||||
assert.NoError(t, err)
|
||||
if assert.NotNil(t, closedOrder) {
|
||||
if assert.NotNil(t, trade) {
|
||||
assert.Equal(t, "20000", trade.Price.String())
|
||||
assert.False(t, trade.IsMaker, "should be taker")
|
||||
}
|
||||
}
|
||||
|
||||
closedOrder, trade, err = engine.PlaceOrder(newLimitOrder("BTCUSDT", types.SideTypeSell, 19000.0, 1.0))
|
||||
assert.NoError(t, err)
|
||||
if assert.NotNil(t, closedOrder) {
|
||||
assert.Equal(t, "19000", closedOrder.Price.String())
|
||||
if assert.NotNil(t, trade) {
|
||||
assert.Equal(t, "20000", trade.Price.String())
|
||||
assert.False(t, trade.IsMaker, "should be taker")
|
||||
}
|
||||
}
|
||||
}
|
||||
|
|
|
|||
|
|
@ -116,9 +116,13 @@ type SubmitOrder struct {
|
|||
Side SideType `json:"side" db:"side"`
|
||||
Type OrderType `json:"orderType" db:"order_type"`
|
||||
|
||||
Quantity fixedpoint.Value `json:"quantity" db:"quantity"`
|
||||
Price fixedpoint.Value `json:"price" db:"price"`
|
||||
StopPrice fixedpoint.Value `json:"stopPrice,omitempty" db:"stop_price"`
|
||||
Quantity fixedpoint.Value `json:"quantity" db:"quantity"`
|
||||
Price fixedpoint.Value `json:"price" db:"price"`
|
||||
|
||||
// AveragePrice is only used in back-test currently
|
||||
AveragePrice fixedpoint.Value `json:"averagePrice"`
|
||||
|
||||
StopPrice fixedpoint.Value `json:"stopPrice,omitempty" db:"stop_price"`
|
||||
|
||||
Market Market `json:"-" db:"-"`
|
||||
|
||||
|
|
|
|||
Loading…
Reference in New Issue
Block a user