bbgo: apply backoff to submitOrders

go.mod

@@ -68,6 +68,7 @@ require (
 	github.com/bitly/go-simplejson v0.5.0 // indirect
 	github.com/boombuler/barcode v1.0.1-0.20190219062509-6c824513bacc // indirect
 	github.com/btcsuite/btcd/btcec/v2 v2.2.0 // indirect
+	github.com/cenkalti/backoff/v4 v4.2.0 // indirect
 	github.com/cespare/xxhash/v2 v2.1.2 // indirect
 	github.com/cockroachdb/apd v1.1.0 // indirect
 	github.com/cpuguy83/go-md2man/v2 v2.0.2 // indirect

go.sum

@@ -90,6 +90,8 @@ github.com/c9s/requestgen v1.3.0 h1:3cTHvWIlrc37nGEdJLIO07XaVidDeOwcew06csBz++U=
 github.com/c9s/requestgen v1.3.0/go.mod h1:5n9FU3hr5307IiXAmbMiZbHYaPiys1u9jCWYexZr9qA=
 github.com/c9s/rockhopper v1.2.2-0.20220617053729-ffdc87df194b h1:wT8c03PHLv7+nZUIGqxAzRvIfYHNxMCNVWwvdGkOXTs=
 github.com/c9s/rockhopper v1.2.2-0.20220617053729-ffdc87df194b/go.mod h1:EKObf66Cp7erWxym2de+07qNN5T1N9PXxHdh97N44EQ=
+github.com/cenkalti/backoff/v4 v4.2.0 h1:HN5dHm3WBOgndBH6E8V0q2jIYIR3s9yglV8k/+MN3u4=
+github.com/cenkalti/backoff/v4 v4.2.0/go.mod h1:Y3VNntkOUPxTVeUxJ/G5vcM//AlwfmyYozVcomhLiZE=
 github.com/census-instrumentation/opencensus-proto v0.2.1/go.mod h1:f6KPmirojxKA12rnyqOA5BBL4O983OfeGPqjHWSTneU=
 github.com/cespare/cp v0.1.0 h1:SE+dxFebS7Iik5LK0tsi1k9ZCxEaFX4AjQmoyA+1dJk=
 github.com/cespare/xxhash v1.1.0/go.mod h1:XrSqR1VqqWfGrhpAt58auRo0WTKS1nRRg3ghfAqPWnc=

pkg/bbgo/order_execution.go

@@ -5,6 +5,7 @@ import (
 	"fmt"
 	"time"
 
+	"github.com/cenkalti/backoff/v4"
 	"github.com/pkg/errors"
 	log "github.com/sirupsen/logrus"
 	"go.uber.org/multierr"
@@ -311,14 +312,14 @@ type OrderCallback func(order types.Order)
 // BatchRetryPlaceOrder places the orders and retries the failed orders
 func BatchRetryPlaceOrder(ctx context.Context, exchange types.Exchange, errIdx []int, orderCallback OrderCallback, submitOrders ...types.SubmitOrder) (types.OrderSlice, error) {
 	var createdOrders types.OrderSlice
-	var err error
+	var werr error
 
 	// if the errIdx is nil, then we should iterate all the submit orders
 	if len(errIdx) == 0 {
 		for i, submitOrder := range submitOrders {
 			createdOrder, err2 := exchange.SubmitOrder(ctx, submitOrder)
 			if err2 != nil {
-				err = multierr.Append(err, err2)
+				werr = multierr.Append(werr, err2)
 				errIdx = append(errIdx, i)
 			} else if createdOrder != nil {
 				// if the order is successfully created, than we should copy the order tag
@@ -343,19 +344,28 @@ func BatchRetryPlaceOrder(ctx context.Context, exchange types.Exchange, errIdx [
 		// iterate the error index and re-submit the order
 		for _, idx := range errIdx {
 			submitOrder := submitOrders[idx]
-			createdOrder, err2 := exchange.SubmitOrder(ctx, submitOrder)
-			if err2 != nil {
-				err = multierr.Append(err, err2)
-				errIdxNext = append(errIdxNext, idx)
-			} else if createdOrder != nil {
-				// if the order is successfully created, than we should copy the order tag
-				createdOrder.Tag = submitOrder.Tag
 
-				if orderCallback != nil {
-					orderCallback(*createdOrder)
+			op := func() error {
+				// can allocate permanent error backoff.Permanent(err) to stop backoff
+				createdOrder, err2 := exchange.SubmitOrder(ctx, submitOrder)
+				if err2 == nil && createdOrder != nil {
+					// if the order is successfully created, than we should copy the order tag
+					createdOrder.Tag = submitOrder.Tag
+
+					if orderCallback != nil {
+						orderCallback(*createdOrder)
+					}
+
+					createdOrders = append(createdOrders, *createdOrder)
 				}
 
-				createdOrders = append(createdOrders, *createdOrder)
+				return err2
+			}
+
+			// if err2 := backoff.Retry(op, backoff.WithMaxRetries(backoff.NewExponentialBackOff(), 99)); err2 != nil {
+			if err2 := backoff.Retry(op, backoff.NewExponentialBackOff()); err2 != nil {
+				werr = multierr.Append(werr, err2)
+				errIdxNext = append(errIdxNext, idx)
 			}
 		}
 
@@ -363,5 +373,5 @@ func BatchRetryPlaceOrder(ctx context.Context, exchange types.Exchange, errIdx [
 		errIdx = errIdxNext
 	}
 
-	return createdOrders, err
+	return createdOrders, werr
 }

pkg/bbgo/order_executor_general.go

@@ -220,11 +220,10 @@ func (e *GeneralOrderExecutor) SubmitOrders(ctx context.Context, submitOrders ..
 	orderCreateCallback := func(createdOrder types.Order) {
 		e.orderStore.Add(createdOrder)
 		e.activeMakerOrders.Add(createdOrder)
+		e.tradeCollector.Process()
 	}
 
-	createdOrders, err := BatchRetryPlaceOrder(ctx, e.session.Exchange, nil, orderCreateCallback, formattedOrders...)
-	e.tradeCollector.Process()
-	return createdOrders, err
+	return BatchRetryPlaceOrder(ctx, e.session.Exchange, nil, orderCreateCallback, formattedOrders...)
 }
 
 type OpenPositionOptions struct {