更新 MakerEngine 和 TrendEngine,添加待撤销订单管理逻辑;更新 MakerApp,调整累计成交量显示位置

This commit is contained in:
discountry
2025-09-23 21:18:03 +08:00
parent 1e0242a036
commit 2330dbe9ec
4 changed files with 40 additions and 6 deletions
+16 -1
View File
@@ -78,6 +78,8 @@ export class TrendEngine {
private sessionQuoteVolume = 0;
private prevPositionAmt = 0;
private initializedPosition = false;
private cancelAllRequested = false;
private readonly pendingCancelOrders = new Set<number>();
private readonly listeners = new Map<TrendEngineEvent, Set<TrendEngineListener>>();
@@ -131,6 +133,15 @@ export class TrendEngine {
this.openOrders = Array.isArray(orders)
? orders.filter((order) => order.type !== "MARKET" && order.symbol === this.config.symbol)
: [];
const currentIds = new Set(this.openOrders.map((order) => order.orderId));
for (const id of Array.from(this.pendingCancelOrders)) {
if (!currentIds.has(id)) {
this.pendingCancelOrders.delete(id);
}
}
if (this.openOrders.length === 0 || this.pendingCancelOrders.size === 0) {
this.cancelAllRequested = false;
}
this.emitUpdate();
});
this.exchange.watchDepth(this.config.symbol, (depth) => {
@@ -210,14 +221,17 @@ export class TrendEngine {
this.lastPrice = currentPrice;
return;
}
if (this.openOrders.length > 0) {
if (this.openOrders.length > 0 && !this.cancelAllRequested) {
try {
await this.exchange.cancelAllOrders({ symbol: this.config.symbol });
this.cancelAllRequested = true;
} catch (err) {
if (isUnknownOrderError(err)) {
this.tradeLog.push("order", "撤单时部分订单已不存在,忽略");
this.cancelAllRequested = true;
} else {
this.tradeLog.push("error", `撤销挂单失败: ${String(err)}`);
this.cancelAllRequested = false;
}
}
}
@@ -315,6 +329,7 @@ export class TrendEngine {
const orderIdList = this.openOrders.map((order) => order.orderId);
try {
await this.exchange.cancelOrders({ symbol: this.config.symbol, orderIdList });
orderIdList.forEach((id) => this.pendingCancelOrders.add(id));
} catch (err) {
if (isUnknownOrderError(err)) {
this.tradeLog.push("order", "止损前撤单发现订单已不存在");