From f9cb4148328f288491ce33949326eb7d2abdd4d8 Mon Sep 17 00:00:00 2001
From: c9s <yoan@maicoin.com>
Date: Sat, 15 May 2021 09:29:44 +0800
Subject: [PATCH] twap: add update-interval option

---
 pkg/bbgo/twap_order_executor.go | 1 +
 pkg/cmd/orders.go               | 7 +++++++
 2 files changed, 8 insertions(+)

diff --git a/pkg/bbgo/twap_order_executor.go b/pkg/bbgo/twap_order_executor.go
index 1ad682861..db4199cd5 100644
--- a/pkg/bbgo/twap_order_executor.go
+++ b/pkg/bbgo/twap_order_executor.go
@@ -327,6 +327,7 @@ func (e *TwapExecution) orderUpdater(ctx context.Context) {
 				return
 			}
 
+			log.Infof("%s order book changed, checking order...", e.Symbol)
 			if err := e.updateOrder(ctx); err != nil {
 				log.WithError(err).Errorf("order update failed")
 			}
diff --git a/pkg/cmd/orders.go b/pkg/cmd/orders.go
index 6c3ccbac1..4a1420114 100644
--- a/pkg/cmd/orders.go
+++ b/pkg/cmd/orders.go
@@ -182,6 +182,11 @@ var executeOrderCmd = &cobra.Command{
 			return err
 		}
 
+		updateInterval, err := cmd.Flags().GetDuration("update-interval")
+		if err != nil {
+			return err
+		}
+
 		environ := bbgo.NewEnvironment()
 		if err := environ.ConfigureExchangeSessions(userConfig); err != nil {
 			return err
@@ -207,6 +212,7 @@ var executeOrderCmd = &cobra.Command{
 			SliceQuantity:  sliceQuantity,
 			StopPrice:      stopPrice,
 			NumOfTicks:     numOfPriceTicks,
+			UpdateInterval: updateInterval,
 		}
 
 		if err := execution.Run(executionCtx); err != nil {
@@ -327,6 +333,7 @@ func init() {
 	executeOrderCmd.Flags().String("target-quantity", "", "target quantity")
 	executeOrderCmd.Flags().String("slice-quantity", "", "slice quantity")
 	executeOrderCmd.Flags().String("stop-price", "0", "stop price")
+	executeOrderCmd.Flags().Duration("update-interval", time.Second*10, "order update time")
 	executeOrderCmd.Flags().Int("price-ticks", 0, "the number of price tick for the jump spread, default to 0")
 
 	RootCmd.AddCommand(listOrdersCmd)