diff --git a/rqalpha/mod/rqalpha_mod_sys_simulation/simulation_broker.py b/rqalpha/mod/rqalpha_mod_sys_simulation/simulation_broker.py
index 0e15a1de5..abb1354a1 100644
--- a/rqalpha/mod/rqalpha_mod_sys_simulation/simulation_broker.py
+++ b/rqalpha/mod/rqalpha_mod_sys_simulation/simulation_broker.py
@@ -44,9 +44,9 @@ def __init__(self, env, mod_config):
         # 该事件会触发策略的before_trading函数
         self._env.event_bus.add_listener(EVENT.BEFORE_TRADING, self.before_trading)
         # 该事件会触发策略的handle_bar函数
-        self._env.event_bus.add_listener(EVENT.BAR, self.on_market_event)
+        self._env.event_bus.add_listener(EVENT.BAR, self.on_bar)
         # 该事件会触发策略的handel_tick函数
-        self._env.event_bus.add_listener(EVENT.TICK, self.on_market_event)
+        self._env.event_bus.add_listener(EVENT.TICK, self.on_tick)
         # 该事件会触发策略的after_trading函数
         self._env.event_bus.add_listener(EVENT.AFTER_TRADING, self.after_trading)
 
@@ -123,13 +123,22 @@ def after_trading(self, event):
         self._open_orders = self._delayed_orders
         self._delayed_orders = []
 
-    def on_market_event(self, event):
+    def on_bar(self, event):
         env = Environment.get_instance()
         self._matcher.update(env.calendar_dt, env.trading_dt)
         self._match()
 
-    def _match(self):
-        self._matcher.match(self._open_orders)
+    def on_tick(self, event):
+        tick = event.tick
+        env = Environment.get_instance()
+        self._matcher.update(env.calendar_dt, env.trading_dt)
+        self._match(tick.order_book_id)
+
+    def _match(self, order_book_id=None):
+        open_orders = self._open_orders
+        if order_book_id is not None:
+            open_orders = [(a, o) for (a, o) in self._open_orders if o.order_book_id == order_book_id]
+        self._matcher.match(open_orders)
         final_orders = [(a, o) for a, o in self._open_orders if o.is_final()]
         self._open_orders = [(a, o) for a, o in self._open_orders if not o.is_final()]