package bbgo import ( "sync" "github.com/c9s/bbgo/pkg/types" ) type OrderStore struct { // any created orders for tracking trades mu sync.Mutex orders map[uint64]types.Order Symbol string RemoveCancelled bool RemoveFilled bool AddOrderUpdate bool } func NewOrderStore(symbol string) *OrderStore { return &OrderStore{ Symbol: symbol, orders: make(map[uint64]types.Order), } } func (s *OrderStore) AllFilled() bool { s.mu.Lock() defer s.mu.Unlock() // If any order is new or partially filled, we return false for _, o := range s.orders { switch o.Status { case types.OrderStatusCanceled, types.OrderStatusRejected: continue case types.OrderStatusNew, types.OrderStatusPartiallyFilled: return false case types.OrderStatusFilled: // do nothing for the filled order } } // If we pass through the for loop, then all the orders filled return true } func (s *OrderStore) NumOfOrders() (num int) { s.mu.Lock() num = len(s.orders) s.mu.Unlock() return num } func (s *OrderStore) Orders() (orders []types.Order) { s.mu.Lock() defer s.mu.Unlock() for _, o := range s.orders { orders = append(orders, o) } return orders } func (s *OrderStore) Exists(oID uint64) (ok bool) { s.mu.Lock() defer s.mu.Unlock() _, ok = s.orders[oID] return ok } func (s *OrderStore) Add(orders ...types.Order) { s.mu.Lock() defer s.mu.Unlock() for _, o := range orders { s.orders[o.OrderID] = o } } func (s *OrderStore) Remove(o types.Order) { s.mu.Lock() defer s.mu.Unlock() delete(s.orders, o.OrderID) } func (s *OrderStore) Update(o types.Order) bool { s.mu.Lock() defer s.mu.Unlock() _, ok := s.orders[o.OrderID] if ok { s.orders[o.OrderID] = o } return ok } func (s *OrderStore) BindStream(stream types.Stream) { hasSymbol := s.Symbol != "" stream.OnOrderUpdate(func(order types.Order) { // if we have symbol defined, we should filter out the orders that we are not interested in if hasSymbol && order.Symbol != s.Symbol { return } s.handleOrderUpdate(order) }) } func (s *OrderStore) handleOrderUpdate(order types.Order) { switch order.Status { case types.OrderStatusNew, types.OrderStatusPartiallyFilled, types.OrderStatusFilled: if s.AddOrderUpdate { s.Add(order) } else { s.Update(order) } if s.RemoveFilled && order.Status == types.OrderStatusFilled { s.Remove(order) } case types.OrderStatusCanceled: if s.RemoveCancelled { s.Remove(order) } else if order.ExecutedQuantity == 0.0 { s.Remove(order) } case types.OrderStatusRejected: s.Remove(order) } }