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fix: improve order price comparison logic in makeOrderPlan function for better precision

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discountry
2025-10-28 18:59:37 +08:00
parent 265cb6df50
commit 73a88a8a0f
1 changed files with 8 additions and 2 deletions
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src/core/lib/order-plan.ts
+8 -2
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@@ -18,11 +18,18 @@ export function makeOrderPlan(
const orderPrice = String(order.price); const orderPrice = String(order.price);
const reduceOnly = order.reduceOnly === true; const reduceOnly = order.reduceOnly === true;
const matchedIndex = targets.findIndex((target, index) => { const matchedIndex = targets.findIndex((target, index) => {
const targetPrice = String(target.price);
const orderPriceValue = Number(orderPrice);
const targetPriceValue = Number(targetPrice);
const priceMatches =
Number.isFinite(orderPriceValue) && Number.isFinite(targetPriceValue)
? Math.abs(orderPriceValue - targetPriceValue) <= 1e-8
: orderPrice === targetPrice;
return ( return (
unmatched.has(index) && unmatched.has(index) &&
target.side === order.side && target.side === order.side &&
target.reduceOnly === reduceOnly && target.reduceOnly === reduceOnly &&
orderPrice === target.price // 直接使用字符串比较 priceMatches
); );
}); });
if (matchedIndex >= 0) { if (matchedIndex >= 0) {
@@ -39,4 +46,3 @@ export function makeOrderPlan(
return { toCancel, toPlace }; return { toCancel, toPlace };
} }