Merge pull request #1579 from c9s/narumi/xgap/orderbook

CHORE: [xgap] subscribe to level 5 book
c9s · Mar 13, 2024 · 747b75f · 747b75f
2 parents 51a340e + a5e7091
commit 747b75f
Showing 1 changed file with 2 additions and 2 deletions.
diff --git a/pkg/strategy/xgap/strategy.go b/pkg/strategy/xgap/strategy.go
@@ -154,15 +154,15 @@ func (s *Strategy) CrossSubscribe(sessions map[string]*bbgo.ExchangeSession) {
 	}
 
 	sourceSession.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: "1m"})
-	sourceSession.Subscribe(types.BookChannel, s.Symbol, types.SubscribeOptions{})
+	sourceSession.Subscribe(types.BookChannel, s.Symbol, types.SubscribeOptions{Depth: types.DepthLevel5})
 
 	tradingSession, ok := sessions[s.TradingExchange]
 	if !ok {
 		panic(fmt.Errorf("trading session %s is not defined", s.TradingExchange))
 	}
 
 	tradingSession.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: "1m"})
-	tradingSession.Subscribe(types.BookChannel, s.Symbol, types.SubscribeOptions{})
+	tradingSession.Subscribe(types.BookChannel, s.Symbol, types.SubscribeOptions{Depth: types.DepthLevel5})
 }
 
 func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, sessions map[string]*bbgo.ExchangeSession) error {