From 2b264905f9db640d65a8aebd1b9aa23c54f4ba12 Mon Sep 17 00:00:00 2001
From: c9s <yoan@maicoin.com>
Date: Thu, 3 Dec 2020 09:26:10 +0800
Subject: [PATCH] add warnings and fix subscription

---
 pkg/strategy/movingstop/strategy.go | 23 ++++++++++++++++++++---
 1 file changed, 20 insertions(+), 3 deletions(-)

diff --git a/pkg/strategy/movingstop/strategy.go b/pkg/strategy/movingstop/strategy.go
index 4bc14a827..e7330dc0b 100644
--- a/pkg/strategy/movingstop/strategy.go
+++ b/pkg/strategy/movingstop/strategy.go
@@ -4,14 +4,17 @@ import (
 	"context"
 	"fmt"
 	"strings"
+	"sync"
 
-	log "github.com/sirupsen/logrus"
+	"github.com/sirupsen/logrus"
 
 	"github.com/c9s/bbgo/pkg/bbgo"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
 	"github.com/c9s/bbgo/pkg/types"
 )
 
+var log = logrus.WithField("strategy", "movingstop")
+
 // The indicators (SMA and EWMA) that we want to use are returning float64 data.
 type Float64Indicator interface {
 	Last() float64
@@ -25,6 +28,8 @@ func init() {
 }
 
 type Strategy struct {
+	*bbgo.Graceful
+
 	SourceExchangeName string `json:"sourceExchange"`
 
 	TargetExchangeName string `json:"targetExchange"`
@@ -61,6 +66,7 @@ type Strategy struct {
 func (s *Strategy) Subscribe(sessions map[string]*bbgo.ExchangeSession) {
 	sourceSession := sessions[s.SourceExchangeName]
 	sourceSession.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.Interval.String()})
+	sourceSession.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.MovingAverageInterval.String()})
 
 	// make sure we have the connection alive
 	targetSession := sessions[s.TargetExchangeName]
@@ -83,15 +89,17 @@ func (s *Strategy) place(ctx context.Context, orderExecutor *bbgo.ExchangeOrderE
 
 	// skip it if it's near zero because it's not loaded yet
 	if movingAveragePrice < 0.0001 {
+		log.Warn("moving average price is near 0: %f", movingAveragePrice)
 		return
 	}
 
 	// place stop limit order only when the closed price is greater than the moving average price
 	if closePrice <= movingAveragePrice {
+		log.Warnf("close price %f is less than moving average price %f", closePrice, movingAveragePrice)
 		return
 	}
 
-	var price float64 = 0.0
+	var price = 0.0
 	var orderType = types.OrderTypeStopMarket
 
 	switch strings.ToLower(s.OrderType) {
@@ -158,6 +166,9 @@ func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutionRouter, session
 
 	}
 
+	lastPrice, _ := session.LastPrice(s.Symbol)
+	s.place(ctx, &orderExecutor, indicator, lastPrice)
+
 	session.Stream.OnOrderUpdate(s.handleOrderUpdate)
 
 	// session.Stream.OnKLineClosed
@@ -175,8 +186,14 @@ func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutionRouter, session
 
 		// ok, it's our call, we need to cancel the stop limit order first
 		s.clear(ctx, session)
-
 		s.place(ctx, &orderExecutor, indicator, closePrice)
 	})
+
+	s.Graceful.OnShutdown(func(ctx context.Context, wg *sync.WaitGroup) {
+		defer wg.Done()
+		log.Infof("canceling movingstop order...")
+		s.clear(ctx, session)
+	})
+
 	return nil
 }