From 39a97110dd3727902246849824b5b32d0c0be2a2 Mon Sep 17 00:00:00 2001
From: discountry <feibilanceon@gmail.com>
Date: Tue, 7 Oct 2025 22:00:43 +0800
Subject: [PATCH] =?UTF-8?q?feat:=20=E6=9B=B4=E6=96=B0=E7=BD=91=E6=A0=BC?=
 =?UTF-8?q?=E5=BC=95=E6=93=8E=EF=BC=8C=E4=BC=98=E5=8C=96=E8=AE=A2=E5=8D=95?=
 =?UTF-8?q?=E5=A1=AB=E5=85=85=E6=A3=80=E6=B5=8B=E9=80=BB=E8=BE=91=EF=BC=8C?=
 =?UTF-8?q?=E5=A2=9E=E5=BC=BA=E5=AF=B9=E5=8E=86=E5=8F=B2=E9=94=AE=E5=92=8C?=
 =?UTF-8?q?=E5=85=83=E6=95=B0=E6=8D=AE=E7=9A=84=E6=AF=94=E8=BE=83=E5=A4=84?=
 =?UTF-8?q?=E7=90=86?=
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

---
 src/strategy/grid-engine.ts | 14 +++++++++-----
 1 file changed, 9 insertions(+), 5 deletions(-)

diff --git a/src/strategy/grid-engine.ts b/src/strategy/grid-engine.ts
index 0906ab3..2afe461 100644
--- a/src/strategy/grid-engine.ts
+++ b/src/strategy/grid-engine.ts
@@ -454,7 +454,10 @@ export class GridEngine {
   private async syncGridSimple(price: number): Promise<void> {
     const activeOrders = this.openOrders.filter((o) => o.symbol === this.config.symbol && o.type === "LIMIT");
 
-    // Detect fills by comparing last keys
+    // Detect fills by comparing previous keys vs current snapshot
+    const prevKeys = this.lastOpenOrderKeys;
+    const prevMeta = this.lastKeyMeta;
+
     const currentKeys = new Set<string>();
     const keyToMeta = new Map<string, { side: "BUY" | "SELL"; level: number; reduceOnly: boolean }>();
     for (const o of activeOrders) {
@@ -465,11 +468,10 @@ export class GridEngine {
         keyToMeta.set(key, { side: o.side, level, reduceOnly: o.reduceOnly === true });
       }
     }
-    // persist metadata for next tick to detect fills
-    this.lastKeyMeta = keyToMeta;
-    for (const prevKey of this.lastOpenOrderKeys) {
+
+    for (const prevKey of prevKeys) {
       if (currentKeys.has(prevKey)) continue;
-      const meta = this.lastKeyMeta.get(prevKey) || keyToMeta.get(prevKey);
+      const meta = prevMeta.get(prevKey);
       // If we can't resolve from current snapshot, try to decode by stored mapping
       if (!meta) {
         // For reduce-only disappearance, check mapping
@@ -512,6 +514,8 @@ export class GridEngine {
       }
     }
     this.lastOpenOrderKeys = currentKeys;
+    // persist metadata for next tick to detect fills
+    this.lastKeyMeta = keyToMeta;
 
     // Desired open orders according to locked sides
     const desired: DesiredGridOrder[] = [];