Merge pull request #983 from c9s/fix/add-quantity-check

Author: c9s

pkg/backtest/exchange.go

@@ -48,6 +48,8 @@ import (
 var log = logrus.WithField("cmd", "backtest")
 
 var ErrUnimplemented = errors.New("unimplemented method")
+var ErrNegativeQuantity = errors.New("order quantity can not be negative")
+var ErrZeroQuantity = errors.New("order quantity can not be zero")
 
 type Exchange struct {
 	sourceName     types.ExchangeName
@@ -176,6 +178,14 @@ func (e *Exchange) SubmitOrder(ctx context.Context, order types.SubmitOrder) (cr
 		return nil, fmt.Errorf("matching engine is not initialized for symbol %s", symbol)
 	}
 
+	if order.Quantity.Sign() < 0 {
+		return nil, ErrNegativeQuantity
+	}
+
+	if order.Quantity.IsZero() {
+		return nil, ErrZeroQuantity
+	}
+
 	createdOrder, _, err = matching.PlaceOrder(order)
 	if createdOrder != nil {
 		// market order can be closed immediately.