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since we always receive balance update from websocket we do not need to subscribe 1m from the maker exchange

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c9s 2021-05-17 19:19:32 +08:00
parent 6370b39cde
commit f80c98b97c
1 changed files with 1 additions and 6 deletions
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7
pkg/strategy/xmaker/strategy.go
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@ -120,12 +120,7 @@ func (s *Strategy) CrossSubscribe(sessions map[string]*bbgo.ExchangeSession) {
}
sourceSession.Subscribe(types.BookChannel, s.Symbol, types.SubscribeOptions{})
makerSession, ok := sessions[s.MakerExchange]
if !ok {
panic(fmt.Errorf("maker session %s is not defined", s.MakerExchange))
}
makerSession.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: "1m"})
sourceSession.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: "1m"})
}
func aggregatePrice(pvs types.PriceVolumeSlice, requiredQuantity fixedpoint.Value) (price fixedpoint.Value) {