bbgo_origin/pkg/bbgo/order_store.go
2020-11-11 23:18:53 +08:00

69 lines
1.2 KiB
Go

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
}
func NewOrderStore() *OrderStore {
return &OrderStore{
orders: make(map[uint64]types.Order),
}
}
func (s *OrderStore) Exists(o types.Order) bool {
s.mu.Lock()
defer s.mu.Unlock()
_, ok := s.orders[o.OrderID]
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) {
stream.OnOrderUpdate(s.handleOrderUpdate)
}
func (s *OrderStore) handleOrderUpdate(order types.Order) {
switch order.Status {
case types.OrderStatusPartiallyFilled, types.OrderStatusNew, types.OrderStatusFilled:
s.Update(order)
case types.OrderStatusCanceled, types.OrderStatusRejected:
s.Remove(order)
}
}