fix: process pending order update for active order book #1060
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Welcome back! @c9s, This pull request may get 283 BBG. |
| // the caller can add the created order to the active order book or the order store to collect trades. | ||
| // this method is used when you have large amount of orders to be sent and most of the orders might be filled as taker order. | ||
| // channel orderC will be closed when all the submit orders are submitted. | ||
| func BatchPlaceOrderChan(ctx context.Context, exchange types.Exchange, orderC chan types.Order, submitOrders ...types.SubmitOrder) (types.OrderSlice, []int, error) { |
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this is unrelated, but we might need this in the future
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Re-estimated karma: this pull request may get 294 BBG |
Codecov Report
@@ Coverage Diff @@
## main #1060 +/- ##
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+ Coverage 19.06% 19.08% +0.02%
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Files 434 434
Lines 33033 33078 +45
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+ Hits 6298 6314 +16
- Misses 26199 26226 +27
- Partials 536 538 +2
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c9s
requested review from
austin362667,
gx578007,
narumiruna,
ycdesu and
zenixls2
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Re-estimated karma: this pull request may get 372 BBG |
| // add the order to the active order book and check the pending order | ||
| func (b *ActiveOrderBook) add(order types.Order) { | ||
| if pendingOrder, ok := b.pendingOrderUpdates.Get(order.OrderID); ok { | ||
| if pendingOrder.UpdateTime.Time().After(order.UpdateTime.Time()) { |
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There's a rare condition that a pending order and a new coming order are updated at the same timestamp (in millisecond or even in second).
Another way is to compare the filled amount or the state change.
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Hi @c9s, Well done! 387 BBG has been sent to your polygon wallet. Please check the following tx: https://polygonscan.com/tx/0x018fd7e0a34d1983a902a969ee4c7cf39a1bceb323ea8535251ff3ec17b39ffc Thank you for your contribution! |
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