bbgo_origin/pkg/strategy/dca2/active_order_recover.go

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package dca2
import (
"context"
"time"
"github.com/c9s/bbgo/pkg/exchange/retry"
"github.com/c9s/bbgo/pkg/strategy/common"
"github.com/c9s/bbgo/pkg/util"
)
func (s *Strategy) recoverPeriodically(ctx context.Context) {
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s.logger.Info("monitor and recover periodically")
interval := util.MillisecondsJitter(10*time.Minute, 5*60*1000)
ticker := time.NewTicker(interval)
defer ticker.Stop()
for {
select {
case <-ctx.Done():
return
case <-ticker.C:
if err := s.recoverActiveOrders(ctx); err != nil {
s.logger.WithError(err).Warn(err, "failed to recover active orders")
}
}
}
}
func (s *Strategy) recoverActiveOrders(ctx context.Context) error {
s.logger.Info("recover active orders...")
openOrders, err := retry.QueryOpenOrdersUntilSuccessfulLite(ctx, s.ExchangeSession.Exchange, s.Symbol)
if err != nil {
s.logger.WithError(err).Warn("failed to query open orders")
return err
}
activeOrders := s.OrderExecutor.ActiveMakerOrders()
// update num of open orders metrics
if metricsNumOfOpenOrders != nil {
metricsNumOfOpenOrders.With(baseLabels).Set(float64(len(openOrders)))
}
// update num of active orders metrics
if metricsNumOfActiveOrders != nil {
metricsNumOfActiveOrders.With(baseLabels).Set(float64(activeOrders.NumOfOrders()))
}
if len(openOrders) != activeOrders.NumOfOrders() {
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())
}
opts := common.SyncActiveOrdersOpts{
Logger: s.logger,
Exchange: s.ExchangeSession.Exchange,
ActiveOrderBook: activeOrders,
OpenOrders: openOrders,
}
return common.SyncActiveOrders(ctx, opts)
}