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修复bybit深度问题。

skyfffire 1 gadu atpakaļ
vecāks
revīzija
e0bc075deb
2 mainītis faili ar 5 papildinājumiem un 2 dzēšanām
  1. 4 1
      strategy/src/bybit_usdt_swap.rs
  2. 1 1
      strategy/src/strategy.rs

+ 4 - 1
strategy/src/bybit_usdt_swap.rs

@@ -138,7 +138,9 @@ async fn on_public_data(core_arc: Arc<Mutex<Core>>, mul: &Decimal, response: &Re
                 if depth.asks.len() != 0 {
                     depth_asks.clear();
                     depth_asks.append(&mut depth.asks);
-                } else if depth.bids.len() != 0 {
+                }
+
+                if depth.bids.len() != 0 {
                     depth_bids.clear();
                     depth_bids.append(&mut depth.bids);
                 }
@@ -163,6 +165,7 @@ async fn on_public_data(core_arc: Arc<Mutex<Core>>, mul: &Decimal, response: &Re
                 depth_bids.clear();
                 depth_bids.append(&mut depth.bids);
             }
+            info!("================================================");
         }
         "trade" => {
             trace_stack.set_source("bybit_usdt_swap.trade".to_string());

+ 1 - 1
strategy/src/strategy.rs

@@ -1110,7 +1110,7 @@ impl Strategy {
         self.fix_price(predictor);
 
         self._cancel_open(&mut command, local_orders);              // 撤单命令处理
-        self._post_open(&mut command, local_orders, predictor);     // 限价单命令处理
+        // self._post_open(&mut command, local_orders, predictor);     // 限价单命令处理
         self._check_local_orders(&mut command, local_orders);       // 固定时间检查超时订单
         self._update_in_cancel(&mut command, local_orders);         // 更新撤单队列,是一个filter
         self._check_request_limit(&mut command);                    // 限制频率,移除不合规则之订单,是一个filter