Merge pull request #1626 from c9s/kbearXD/dca2/fee-processing

FEATURE: [dca2] make QueryOrderTradesUntilsuccessful take feeProcessi…

pkg/exchange/retry/order.go

@@ -156,11 +156,17 @@ func QueryClosedOrdersUntilSuccessfulLite(
 	return closedOrders, err
 }
 
+// QueryOrderTradesUntilSuccessful query order's trades until success (include the trading fee is not processing)
 func QueryOrderTradesUntilSuccessful(
 	ctx context.Context, ex types.ExchangeOrderQueryService, q types.OrderQuery,
 ) (trades []types.Trade, err error) {
 	var op = func() (err2 error) {
 		trades, err2 = ex.QueryOrderTrades(ctx, q)
+		for _, trade := range trades {
+			if trade.FeeProcessing {
+				return fmt.Errorf("there are some trades which trading fee is not ready")
+			}
+		}
 		return err2
 	}
 
@@ -168,11 +174,17 @@ func QueryOrderTradesUntilSuccessful(
 	return trades, err
 }
 
+// QueryOrderTradesUntilSuccessfulLite query order's trades until success (include the trading fee is not processing)
 func QueryOrderTradesUntilSuccessfulLite(
 	ctx context.Context, ex types.ExchangeOrderQueryService, q types.OrderQuery,
 ) (trades []types.Trade, err error) {
 	var op = func() (err2 error) {
 		trades, err2 = ex.QueryOrderTrades(ctx, q)
+		for _, trade := range trades {
+			if trade.FeeProcessing {
+				return fmt.Errorf("there are some trades which trading fee is not ready")
+			}
+		}
 		return err2
 	}
 

pkg/strategy/dca2/collector.go

@@ -152,6 +152,7 @@ func (rc *Collector) CollectFinishRounds(ctx context.Context, fromOrderID uint64
 	return rounds, nil
 }
 
+// CollectRoundTrades collect the trades of the orders in the given round. The trades' fee are processed (feeProcessing = false)
 func (rc *Collector) CollectRoundTrades(ctx context.Context, round Round) ([]types.Trade, error) {
 	debugRoundOrders(rc.logger, "collect round trades", round)
 
@@ -171,7 +172,8 @@ func (rc *Collector) CollectRoundTrades(ctx context.Context, round Round) ([]typ
 			rc.logger.Info("collect trades from order ", order.String())
 		}
 
-		trades, err := retry.QueryOrderTradesUntilSuccessfulLite(ctx, rc.queryService, types.OrderQuery{
+		// QueryOrderTradesUntilSuccessful will query trades and their feeProcessing = false
+		trades, err := retry.QueryOrderTradesUntilSuccessful(ctx, rc.queryService, types.OrderQuery{
 			Symbol:  order.Symbol,
 			OrderID: strconv.FormatUint(order.OrderID, 10),
 		})

pkg/strategy/dca2/recover.go

@@ -7,7 +7,9 @@ import (
 	"time"
 
 	"github.com/c9s/bbgo/pkg/bbgo"
+	"github.com/c9s/bbgo/pkg/exchange/retry"
 	"github.com/c9s/bbgo/pkg/types"
+	"github.com/pkg/errors"
 )
 
 var recoverSinceLimit = time.Date(2024, time.January, 29, 12, 0, 0, 0, time.Local)
@@ -139,9 +141,12 @@ func recoverPosition(ctx context.Context, position *types.Position, currentRound
 		return fmt.Errorf("position is nil, please check it")
 	}
 
-	var positionOrders []types.Order
+	// reset position to recover
 	position.Reset()
+
+	var positionOrders []types.Order
 	if currentRound.TakeProfitOrder.OrderID != 0 {
+		// if the take-profit order is already filled, the position is 0
 		if !types.IsActiveOrder(currentRound.TakeProfitOrder) {
 			return nil
 		}
@@ -159,15 +164,14 @@ func recoverPosition(ctx context.Context, position *types.Position, currentRound
 	}
 
 	for _, positionOrder := range positionOrders {
-		trades, err := queryService.QueryOrderTrades(ctx, types.OrderQuery{
+		trades, err := retry.QueryOrderTradesUntilSuccessful(ctx, queryService, types.OrderQuery{
 			Symbol:  position.Symbol,
 			OrderID: strconv.FormatUint(positionOrder.OrderID, 10),
 		})
 
 		if err != nil {
-			return fmt.Errorf("failed to get trades of order (%d)", positionOrder.OrderID)
+			return errors.Wrapf(err, "failed to get order (%d) trades", positionOrder.OrderID)
 		}
-
 		position.AddTrades(trades)
 	}
 

pkg/strategy/dca2/strategy.go

@@ -318,6 +318,9 @@ func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.
 							s.logger.Errorf("failed to recover after %d trying, please check it", maxTry)
 							return
 						}
+
+						// sleep 10 second to retry the recovery
+						time.Sleep(10 * time.Second)
 					}
 				}
 
@@ -337,14 +340,15 @@ func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.
 				// ready
 				s.EmitReady()
 
+				// start to sync periodically
+				go s.syncPeriodically(ctx)
+
 				// start running state machine
 				s.runState(ctx)
 			}
 		})
 	})
 
-	go s.syncPeriodically(ctx)
-
 	bbgo.OnShutdown(ctx, func(ctx context.Context, wg *sync.WaitGroup) {
 		defer wg.Done()
 
@@ -456,6 +460,7 @@ func (s *Strategy) UpdateProfitStatsUntilSuccessful(ctx context.Context) error {
 // return false, nil -> there is no finished round!
 // return true, error -> At least one round update profit stats successfully but there is error when collecting other rounds
 func (s *Strategy) UpdateProfitStats(ctx context.Context) (bool, error) {
+	s.logger.Info("update profit stats")
 	rounds, err := s.collector.CollectFinishRounds(ctx, s.ProfitStats.FromOrderID)
 	if err != nil {
 		return false, errors.Wrapf(err, "failed to collect finish rounds from #%d", s.ProfitStats.FromOrderID)