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@@ -200,6 +200,7 @@ impl Quant {
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let depths_key: String = tickers_key.clone();
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let market_update_time_key = tickers_key.clone();
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let market_update_interval_key = tickers_key.clone();
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+ let max_buy_min_sell_cache_key = tickers_key.clone();
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quant_obj.tickers.insert(tickers_key, SpecialTicker {
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sell: Default::default(),
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@@ -210,12 +211,14 @@ impl Quant {
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quant_obj.depths.insert(depths_key, Default::default());
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quant_obj.market_update_time.insert(market_update_time_key, Default::default());
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quant_obj.market_update_interval.insert(market_update_interval_key, Default::default());
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+ quant_obj.max_buy_min_sell_cache.insert(max_buy_min_sell_cache_key, vec![Decimal::ZERO, Decimal::ZERO]);
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}
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let name = format!("{}{}{}", quant_obj.exchange.clone(), "@", quant_obj.symbol);
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let market_update_time_key = name.clone();
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let market_update_interval_key = name.clone();
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let tickers_key = name.clone();
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let depths_key = name.clone();
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+ let max_buy_min_sell_cache_key = name.clone();
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quant_obj.trade_name = name;
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quant_obj.market_update_time.insert(market_update_time_key, Default::default());
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quant_obj.market_update_interval.insert(market_update_interval_key, Default::default());
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@@ -225,6 +228,7 @@ impl Quant {
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mid_price: Default::default(),
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});
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quant_obj.depths.insert(depths_key, Default::default());
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+ quant_obj.max_buy_min_sell_cache.insert(max_buy_min_sell_cache_key, vec![Decimal::ZERO, Decimal::ZERO]);
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// broker.newWs
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let mut price_alpha: Vec<Decimal> = Vec::new();
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for ref_pair_str in params.ref_pair {
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@@ -1109,8 +1113,12 @@ pub fn run_strategy(quant_arc: Arc<Mutex<Quant>>) -> JoinHandle<()>{
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}
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// 计算耗时并进行休眠
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let pass_time = Utc::now().timestamp_millis() - start_time;
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- sleep(Duration::from_millis(quant.interval.to_u64().unwrap() - pass_time.to_u64().unwrap())).await;
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- }
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+ let mut delay = 1u64;
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+ if pass_time < quant.interval.to_i64().unwrap() {
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+ delay = quant.interval.to_u64().unwrap() - pass_time.to_u64().unwrap();
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+ }
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+ sleep(Duration::from_millis(delay)).await;
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+ }
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});
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}
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pub async fn run_transaction(quant_arc: Arc<Mutex<Quant>>, name: String, symbols: Vec<String>, exchange_params: BTreeMap<String, String>) {
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JiahengHe