lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-12 18:13:54 +00:00
Code Issues Actions 2 Packages Projects Releases Wiki Activity

refactor pnl updater

Browse Source
This commit is contained in:
c9s 2020-06-09 23:27:46 +08:00
parent 825cefd76d
commit fce3beccd0
1 changed files with 12 additions and 4 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

16
bbgo/parser.go
View File

@ -54,15 +54,24 @@ type ExecutionReportEvent struct {
OrderType string `json:"o"` OrderType string `json:"o"`
TimeInForce string `json:"f"` TimeInForce string `json:"f"`
Quantity string `json:"q"` OrderQuantity string `json:"q"`
Price string `json:"p"` OrderPrice string `json:"p"`
StopPrice string `json:"P"` StopPrice string `json:"P"`
IsOnBook bool `json:"w"`
IsMaker bool `json:"m"`
CommissionAmount string `json:"n"`
CommissionAsset string `json:"N"`
CurrentExecutionType string `json:"x"` CurrentExecutionType string `json:"x"`
CurrentOrderStatus string `json:"X"` CurrentOrderStatus string `json:"X"`
OrderID int `json:"i"` OrderID int `json:"i"`
TradeID int64 `json:"t"`
TransactionTime int64 `json:"T"`
LastExecutedQuantity string `json:"l"` LastExecutedQuantity string `json:"l"`
CumulativeFilledQuantity string `json:"z"` CumulativeFilledQuantity string `json:"z"`
LastExecutedPrice string `json:"L"` LastExecutedPrice string `json:"L"`
@ -193,4 +202,3 @@ func ParseEvent(message string) (interface{}, error) {
return nil, fmt.Errorf("unsupported message: %s", message) return nil, fmt.Errorf("unsupported message: %s", message)
} }