package bbgo import ( "github.com/sirupsen/logrus" "github.com/c9s/bbgo/pkg/types" ) // LocalActiveOrderBook manages the local active order books. type LocalActiveOrderBook struct { Bids *types.SyncOrderMap Asks *types.SyncOrderMap } func NewLocalActiveOrderBook() *LocalActiveOrderBook { return &LocalActiveOrderBook{ Bids: types.NewSyncOrderMap(), Asks: types.NewSyncOrderMap(), } } func (b *LocalActiveOrderBook) Print() { for _, o := range b.Bids.Orders() { logrus.Infof("bid order: %d -> %s", o.OrderID, o.Status) } for _, o := range b.Asks.Orders() { logrus.Infof("ask order: %d -> %s", o.OrderID, o.Status) } } func (b *LocalActiveOrderBook) Update(orders ...types.Order) { for _, order := range orders { switch order.Side { case types.SideTypeBuy: b.Bids.Update(order) case types.SideTypeSell: b.Asks.Update(order) } } } func (b *LocalActiveOrderBook) Add(orders ...types.Order) { for _, order := range orders { switch order.Side { case types.SideTypeBuy: b.Bids.Add(order) case types.SideTypeSell: b.Asks.Add(order) } } } func (b *LocalActiveOrderBook) NumOfBids() int { return b.Bids.Len() } func (b *LocalActiveOrderBook) NumOfAsks() int { return b.Asks.Len() } func (b *LocalActiveOrderBook) Delete(order types.Order) { switch order.Side { case types.SideTypeBuy: b.Bids.Delete(order.OrderID) case types.SideTypeSell: b.Asks.Delete(order.OrderID) } } // WriteOff writes off the filled order on the opposite side. // This method does not write off order by order amount or order quantity. func (b *LocalActiveOrderBook) WriteOff(order types.Order) bool { if order.Status != types.OrderStatusFilled { return false } switch order.Side { case types.SideTypeSell: // find the filled bid to remove if filledOrder, ok := b.Bids.AnyFilled(); ok { b.Bids.Delete(filledOrder.OrderID) b.Asks.Delete(order.OrderID) return true } case types.SideTypeBuy: // find the filled ask order to remove if filledOrder, ok := b.Asks.AnyFilled(); ok { b.Asks.Delete(filledOrder.OrderID) b.Bids.Delete(order.OrderID) return true } } return false } func (b *LocalActiveOrderBook) Orders() types.OrderSlice { return append(b.Asks.Orders(), b.Bids.Orders()...) }