72 lines
2.0 KiB
Go
72 lines
2.0 KiB
Go
package dca2
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import (
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"context"
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"time"
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"git.qtrade.icu/lychiyu/bbgo/pkg/bbgo"
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"git.qtrade.icu/lychiyu/bbgo/pkg/exchange/retry"
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"git.qtrade.icu/lychiyu/bbgo/pkg/strategy/common"
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"git.qtrade.icu/lychiyu/bbgo/pkg/util"
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)
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func (s *Strategy) syncPeriodically(ctx context.Context) {
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s.logger.Info("sync periodically")
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// sync persistence
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syncPersistenceTicker := time.NewTicker(1 * time.Hour)
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defer syncPersistenceTicker.Stop()
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// sync active orders
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syncActiveOrdersTicker := time.NewTicker(util.MillisecondsJitter(10*time.Minute, 5*60*1000))
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defer syncActiveOrdersTicker.Stop()
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for {
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select {
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case <-ctx.Done():
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return
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case <-syncPersistenceTicker.C:
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bbgo.Sync(ctx, s)
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case <-syncActiveOrdersTicker.C:
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if err := s.syncActiveOrders(ctx); err != nil {
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s.logger.WithError(err).Warn(err, "failed to sync active orders")
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}
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}
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}
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}
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func (s *Strategy) syncActiveOrders(ctx context.Context) error {
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s.logger.Info("recover active orders...")
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openOrders, err := retry.QueryOpenOrdersUntilSuccessfulLite(ctx, s.ExchangeSession.Exchange, s.Symbol)
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if err != nil {
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s.logger.WithError(err).Warn("failed to query open orders")
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return err
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}
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activeOrders := s.OrderExecutor.ActiveMakerOrders()
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// update num of open orders metrics
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if metricsNumOfOpenOrders != nil {
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metricsNumOfOpenOrders.With(baseLabels).Set(float64(len(openOrders)))
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}
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// update num of active orders metrics
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if metricsNumOfActiveOrders != nil {
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metricsNumOfActiveOrders.With(baseLabels).Set(float64(activeOrders.NumOfOrders()))
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}
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if len(openOrders) != activeOrders.NumOfOrders() {
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s.logger.Warnf("num of open orders (%d) and active orders (%d) is different before active orders recovery, please check it.", len(openOrders), activeOrders.NumOfOrders())
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}
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opts := common.SyncActiveOrdersOpts{
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Logger: s.logger,
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Exchange: s.ExchangeSession.Exchange,
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OrderQueryService: s.collector.queryService,
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ActiveOrderBook: activeOrders,
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OpenOrders: openOrders,
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}
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return common.SyncActiveOrders(ctx, opts)
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}
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