twap: handle delayInterval after canceling order

c9s · Aug 20, 2024 · a0cbf82 · a0cbf82
1 parent 9a2b792
commit a0cbf82
Showing 1 changed file with 9 additions and 6 deletions.
diff --git a/pkg/twap/v2/stream_executor.go b/pkg/twap/v2/stream_executor.go
@@ -49,8 +49,6 @@ type FixedQuantityExecutor struct {
 	executionCtx    context.Context
 	cancelExecution context.CancelFunc
 
-	orderUpdateRateLimit *rate.Limiter
-
 	userDataStreamCtx    context.Context
 	cancelUserDataStream context.CancelFunc
 
@@ -61,10 +59,11 @@ type FixedQuantityExecutor struct {
 
 	userDataStream types.Stream
 
-	activeMakerOrders *bbgo.ActiveOrderBook
-	orderStore        *core.OrderStore
-	position          *types.Position
-	tradeCollector    *core.TradeCollector
+	orderUpdateRateLimit *rate.Limiter
+	activeMakerOrders    *bbgo.ActiveOrderBook
+	orderStore           *core.OrderStore
+	position             *types.Position
+	tradeCollector       *core.TradeCollector
 
 	logger logrus.FieldLogger
 
@@ -353,6 +352,10 @@ func (e *FixedQuantityExecutor) updateOrder(ctx context.Context) error {
 
 	e.tradeCollector.Process()
 
+	if e.delayInterval > 0 {
+		time.Sleep(e.delayInterval)
+	}
+
 	orderForm, err := e.generateOrder()
 	if err != nil {
 		return err