bybit参考

strategy/src/bybit_usdt_swap.rs

@@ -153,14 +153,14 @@ async fn on_public_data(core_arc: Arc<Mutex<Core>>, mul: &Decimal, response: &Re
                 };
 
                 trace_stack.on_after_format();
-                on_depth(core_arc.clone(), &response.label, &mut trace_stack, &result_depth, 0).await;
-                // on_depth(core_arc, &response.label, &mut trace_stack, &result_depth, 1).await;
+                // on_depth(core_arc.clone(), &response.label, &mut trace_stack, &result_depth, 0).await;
+                on_depth(core_arc, &response.label, &mut trace_stack, &result_depth, 1).await;
             }
             // 全量
             else {
                 trace_stack.on_after_format();
-                on_depth(core_arc.clone(), &response.label, &mut trace_stack, &depth, 0).await;
-                // on_depth(core_arc, &response.label, &mut trace_stack, &depth, 1).await;
+                // on_depth(core_arc.clone(), &response.label, &mut trace_stack, &depth, 0).await;
+                on_depth(core_arc, &response.label, &mut trace_stack, &depth, 1).await;
 
                 depth_asks.clear();
                 depth_asks.append(&mut depth.asks);
@@ -175,8 +175,8 @@ async fn on_public_data(core_arc: Arc<Mutex<Core>>, mul: &Decimal, response: &Re
             trace_stack.on_after_format();
 
             for trade in trades.iter_mut() {
-                on_trade(core_arc.clone(), &response.label, &mut trace_stack, &trade, 0).await;
-                // on_trade(core_arc.clone(), &response.label, &mut trace_stack, &trade, 1).await;
+                // on_trade(core_arc.clone(), &response.label, &mut trace_stack, &trade, 0).await;
+                on_trade(core_arc.clone(), &response.label, &mut trace_stack, &trade, 1).await;
             }
         }
         "tickers" => {

strategy/src/strategy.rs

@@ -1095,7 +1095,7 @@ impl Strategy {
 
         self._cancel_open(&mut command, local_orders, predictor);   // 撤单命令处理
         self._post_close(&mut command, local_orders, predictor);    // 平仓单命令处理
-        // 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