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FIX: recover even though inital order id is 0
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parent
f54fe28142
commit
00352b2a0d
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@ -2,6 +2,7 @@ package grid2
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import (
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"context"
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"encoding/json"
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"fmt"
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"math"
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"sort"
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@ -825,6 +826,7 @@ func (s *Strategy) newOrderUpdateHandler(ctx context.Context, session *bbgo.Exch
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s.handleOrderFilled(o)
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// sync the profits to redis
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s.debugGridProfitStats("OrderUpdate")
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bbgo.Sync(ctx, s)
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s.updateGridNumOfOrdersMetricsWithLock()
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@ -944,6 +946,7 @@ func (s *Strategy) CloseGrid(ctx context.Context) error {
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defer s.EmitGridClosed()
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s.debugGridProfitStats("CloseGrid")
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bbgo.Sync(ctx, s)
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// now we can cancel the open orders
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@ -1082,6 +1085,7 @@ func (s *Strategy) openGrid(ctx context.Context, session *bbgo.ExchangeSession)
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if len(orderIds) > 0 {
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s.GridProfitStats.InitialOrderID = orderIds[0]
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s.debugGridProfitStats("openGrid")
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bbgo.Sync(ctx, s)
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}
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@ -1212,6 +1216,23 @@ func (s *Strategy) debugOrders(desc string, orders []types.Order) {
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s.logger.Infof(sb.String())
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}
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func (s *Strategy) debugGridProfitStats(where string) {
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if !s.Debug {
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return
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}
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stats := *s.GridProfitStats
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// ProfitEntries may have too many profits, make it nil to readable
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stats.ProfitEntries = nil
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b, err := json.Marshal(stats)
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if err != nil {
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s.logger.WithError(err).Errorf("[%s] failed to debug grid profit stats", where)
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return
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}
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s.logger.Infof("[%s] grid profit stats: %s", where, string(b))
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}
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func (s *Strategy) debugLog(format string, args ...interface{}) {
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if !s.Debug {
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return
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@ -1441,10 +1462,12 @@ func (s *Strategy) recoverGridWithOpenOrdersByScanningTrades(ctx context.Context
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s.debugOrders("emit filled orders", filledOrders)
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// 5. emit the filled orders
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activeOrderBook := s.orderExecutor.ActiveMakerOrders()
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for _, filledOrder := range filledOrders {
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activeOrderBook.EmitFilled(filledOrder)
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}
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/*
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activeOrderBook := s.orderExecutor.ActiveMakerOrders()
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for _, filledOrder := range filledOrders {
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activeOrderBook.EmitFilled(filledOrder)
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}
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*/
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// 6. emit grid ready
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s.EmitGridReady()
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@ -2032,6 +2055,7 @@ func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.
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s.GridProfitStats.AddTrade(trade)
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})
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orderExecutor.TradeCollector().OnPositionUpdate(func(position *types.Position) {
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s.debugGridProfitStats("OnPositionUpdate")
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bbgo.Sync(ctx, s)
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})
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orderExecutor.ActiveMakerOrders().OnFilled(s.newOrderUpdateHandler(ctx, session))
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@ -2132,6 +2156,7 @@ func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.
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}
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func (s *Strategy) startProcess(ctx context.Context, session *bbgo.ExchangeSession) {
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s.debugGridProfitStats("startProcess")
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if s.RecoverOrdersWhenStart {
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// do recover only when triggerPrice is not set and not in the back-test mode
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s.logger.Infof("recoverWhenStart is set, trying to recover grid orders...")
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@ -2187,19 +2212,12 @@ func (s *Strategy) recoverGridByScanningOrders(ctx context.Context, session *bbg
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}
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func (s *Strategy) recoverGridByScanningTrades(ctx context.Context, session *bbgo.ExchangeSession) error {
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// no initial order id means we don't need to recover
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if s.GridProfitStats.InitialOrderID == 0 {
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s.logger.Debug("new strategy, no need to recover")
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return nil
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}
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openOrders, err := session.Exchange.QueryOpenOrders(ctx, s.Symbol)
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if err != nil {
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return err
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}
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s.logger.Infof("found %d open orders left on the %s order book", len(openOrders), s.Symbol)
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s.debugLog("recover grid with group id: %d", s.OrderGroupID)
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// filter out the order with the group id belongs to this grid
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var openOrdersOnGrid []types.Order
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@ -2211,6 +2229,13 @@ func (s *Strategy) recoverGridByScanningTrades(ctx context.Context, session *bbg
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s.logger.Infof("found %d open orders belong to this grid on the %s order book", len(openOrdersOnGrid), s.Symbol)
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// no initial order id means we don't need to recover
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// 3/31 updated : Find there may be 0 initial order id when the strategy is not strategy, so we need to add more checking on it.
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if s.GridProfitStats.InitialOrderID == 0 && len(openOrdersOnGrid) == 0 {
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s.debugLog("new strategy, no need to recover")
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return nil
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}
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historyService, implemented := session.Exchange.(types.ExchangeTradeHistoryService)
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if !implemented {
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s.logger.Warn("ExchangeTradeHistoryService is not implemented, can not recover grid")
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