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feat: 更新网格引擎,添加跳过去重选项以优化订单处理逻辑
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@@ -701,7 +701,7 @@ export class GridEngine {
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this.log,
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this.log,
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false,
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false,
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undefined,
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undefined,
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{ priceTick: this.config.priceTick, qtyStep: this.config.qtyStep }
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{ priceTick: this.config.priceTick, qtyStep: this.config.qtyStep, skipDedupe: true }
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);
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);
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if (placed) {
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if (placed) {
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activeKeyCounts.set(key, (activeKeyCounts.get(key) ?? 0) + 1);
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activeKeyCounts.set(key, (activeKeyCounts.get(key) ?? 0) + 1);
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@@ -984,7 +984,7 @@ export class GridEngine {
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this.log,
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this.log,
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false,
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false,
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undefined,
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undefined,
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{ priceTick: this.config.priceTick, qtyStep: this.config.qtyStep }
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{ priceTick: this.config.priceTick, qtyStep: this.config.qtyStep, skipDedupe: true }
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);
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);
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if (placed) {
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if (placed) {
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// mark pending exposure broadly so we don't re-open immediately on that source level (choose closest source side)
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// mark pending exposure broadly so we don't re-open immediately on that source level (choose closest source side)
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