mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-22 14:55:16 +00:00
max: remove ioc limit type
This commit is contained in:
parent
0c09e6b32a
commit
fb9f8b484c
|
@ -131,12 +131,3 @@ func Test_toLocalOrderTypeWithMarket(t *testing.T) {
|
|||
assert.Equal(t, IOC, false)
|
||||
}
|
||||
|
||||
func Test_toLocalOrderTypeWithIOCLimit(t *testing.T) {
|
||||
|
||||
orderType, postOnly, IOC, err := toLocalOrderType(types.OrderTypeIOCLimit)
|
||||
|
||||
assert.NoError(t, err)
|
||||
assert.Equal(t, orderType, OrderTypeLimit)
|
||||
assert.Equal(t, postOnly, false)
|
||||
assert.Equal(t, IOC, true)
|
||||
}
|
||||
|
|
|
@ -121,7 +121,7 @@ func toGlobalOrderType(orderType max.OrderType) types.OrderType {
|
|||
return types.OrderTypeStopMarket
|
||||
|
||||
case max.OrderTypeIOCLimit:
|
||||
return types.OrderTypeIOCLimit
|
||||
return types.OrderTypeLimit
|
||||
|
||||
case max.OrderTypePostOnly:
|
||||
return types.OrderTypeLimitMaker
|
||||
|
@ -149,9 +149,6 @@ func toLocalOrderType(orderType types.OrderType) (max.OrderType, error) {
|
|||
|
||||
case types.OrderTypeMarket:
|
||||
return max.OrderTypeMarket, nil
|
||||
|
||||
case types.OrderTypeIOCLimit:
|
||||
return max.OrderTypeIOCLimit, nil
|
||||
}
|
||||
|
||||
return "", fmt.Errorf("order type %s not supported", orderType)
|
||||
|
|
|
@ -418,6 +418,11 @@ func toMaxSubmitOrder(o types.SubmitOrder) (*maxapi.Order, error) {
|
|||
return nil, err
|
||||
}
|
||||
|
||||
// case IOC type
|
||||
if orderType == maxapi.OrderTypeLimit && o.TimeInForce == types.TimeInForceIOC {
|
||||
orderType = maxapi.OrderTypeIOCLimit
|
||||
}
|
||||
|
||||
var quantityString string
|
||||
if o.Market.Symbol != "" {
|
||||
quantityString = o.Market.FormatQuantity(o.Quantity)
|
||||
|
@ -443,7 +448,7 @@ func toMaxSubmitOrder(o types.SubmitOrder) (*maxapi.Order, error) {
|
|||
}
|
||||
|
||||
switch o.Type {
|
||||
case types.OrderTypeStopLimit, types.OrderTypeLimit, types.OrderTypeLimitMaker, types.OrderTypeIOCLimit:
|
||||
case types.OrderTypeStopLimit, types.OrderTypeLimit, types.OrderTypeLimitMaker:
|
||||
var priceInString string
|
||||
if o.Market.Symbol != "" {
|
||||
priceInString = o.Market.FormatPrice(o.Price)
|
||||
|
|
|
@ -75,7 +75,6 @@ const (
|
|||
OrderTypeMarket OrderType = "MARKET"
|
||||
OrderTypeStopLimit OrderType = "STOP_LIMIT"
|
||||
OrderTypeStopMarket OrderType = "STOP_MARKET"
|
||||
OrderTypeIOCLimit OrderType = "IOC_LIMIT"
|
||||
)
|
||||
|
||||
/*
|
||||
|
|
Loading…
Reference in New Issue
Block a user