lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-10 09:11:55 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity

grid2: use write context for submitting orders

Browse Source
This commit is contained in:
c9s 2023-03-03 18:42:08 +08:00
parent 3f560b2230
commit 1a109c118d
No known key found for this signature in database
GPG Key ID: 7385E7E464CB0A54
1 changed files with 36 additions and 2 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

38
pkg/strategy/grid2/strategy.go
View File

@ -181,6 +181,9 @@ type Strategy struct {
// mu is used for locking the grid object field, avoid double grid opening
mu sync.Mutex
tradingCtx, writeCtx context.Context
cancelWrite context.CancelFunc
}
func (s *Strategy) ID() string {
@ -477,7 +480,8 @@ func (s *Strategy) processFilledOrder(o types.Order) {
s.logger.Infof("SUBMIT GRID REVERSE ORDER: %s", orderForm.String())
createdOrders, err := s.orderExecutor.SubmitOrders(context.Background(), orderForm)
writeCtx := s.getWriteContext()
createdOrders, err := s.orderExecutor.SubmitOrders(writeCtx, orderForm)
if err != nil {
s.logger.WithError(err).Errorf("GRID REVERSE ORDER SUBMISSION ERROR: order: %s", orderForm.String())
return
@ -1047,9 +1051,11 @@ func (s *Strategy) openGrid(ctx context.Context, session *bbgo.ExchangeSession)
s.debugGridOrders(submitOrders, lastPrice)
writeCtx := s.getWriteContext(ctx)
var createdOrders []types.Order
for _, submitOrder := range submitOrders {
ret, err2 := s.orderExecutor.SubmitOrders(ctx, submitOrder)
ret, err2 := s.orderExecutor.SubmitOrders(writeCtx, submitOrder)
if err2 != nil {
return err2
}
@ -1604,9 +1610,33 @@ func (s *Strategy) CleanUp(ctx context.Context) error {
return s.cancelAll(ctx)
}
func (s *Strategy) getWriteContext(fallbackCtxList ...context.Context) context.Context {
if s.writeCtx != nil {
return s.writeCtx
}
// fallback to context background
for _, c := range fallbackCtxList {
if c != nil {
return c
}
}
if s.tradingCtx != nil {
return s.tradingCtx
}
// final fallback to context background
return context.Background()
}
func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
instanceID := s.InstanceID()
// allocate a context for write operation (submitting orders)
s.tradingCtx = ctx
s.writeCtx, s.cancelWrite = context.WithCancel(ctx)
s.session = session
if service, ok := session.Exchange.(types.ExchangeOrderQueryService); ok {
@ -1704,6 +1734,10 @@ func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.
return
}
if s.cancelWrite != nil {
s.cancelWrite()
}
if err := s.CloseGrid(ctx); err != nil {
s.logger.WithError(err).Errorf("grid graceful order cancel error")
}