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: add timeout context to the fixer

Browse Source
This commit is contained in:
c9s 2023-04-26 23:28:12 +08:00
parent bd5e98e543
commit 2efdee9347
No known key found for this signature in database
GPG Key ID: 7385E7E464CB0A54
2 changed files with 7 additions and 4 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

5
pkg/strategy/grid2/profit_fixer.go
View File

@ -26,7 +26,7 @@ func newProfitFixer(grid *Grid, symbol string, historyService types.ExchangeTrad
}
// Fix fixes the total quote profit of the given grid
func (f *ProfitFixer) Fix(ctx context.Context, since, until time.Time, initialOrderID uint64, profitStats *GridProfitStats) error {
func (f *ProfitFixer) Fix(parent context.Context, since, until time.Time, initialOrderID uint64, profitStats *GridProfitStats) error {
// reset profit
profitStats.TotalQuoteProfit = fixedpoint.Zero
profitStats.ArbitrageCount = 0
@ -40,6 +40,9 @@ func (f *ProfitFixer) Fix(ctx context.Context, since, until time.Time, initialOr
}
*/
ctx, cancel := context.WithTimeout(parent, 15*time.Minute)
defer cancel()
q := &batch.ClosedOrderBatchQuery{ExchangeTradeHistoryService: f.historyService}
orderC, errC := q.Query(ctx, f.symbol, since, until, initialOrderID)

6
pkg/strategy/grid2/profit_fixer_test.go
View File

@ -62,7 +62,7 @@ func TestProfitFixer(t *testing.T) {
ctx := context.Background()
mockHistoryService := mocks.NewMockExchangeTradeHistoryService(mockCtrl)
mockHistoryService.EXPECT().QueryClosedOrders(ctx, "ETHUSDT", mustNewTime("2022-01-01T00:00:00Z"), mustNewTime("2022-01-07T00:00:00Z"), uint64(0)).
mockHistoryService.EXPECT().QueryClosedOrders(gomock.Any(), "ETHUSDT", mustNewTime("2022-01-01T00:00:00Z"), mustNewTime("2022-01-07T00:00:00Z"), uint64(0)).
Return([]types.Order{
newClosedLimitOrder("ETHUSDT", types.SideTypeBuy, number(1800.0), number(0.1), mustNewTime("2022-01-01T00:01:00Z")),
newClosedLimitOrder("ETHUSDT", types.SideTypeBuy, number(1700.0), number(0.1), mustNewTime("2022-01-01T00:01:00Z")),
@ -71,7 +71,7 @@ func TestProfitFixer(t *testing.T) {
newClosedLimitOrder("ETHUSDT", types.SideTypeSell, number(1905.0), number(0.1), mustNewTime("2022-01-01T00:03:00Z")),
}, nil)
mockHistoryService.EXPECT().QueryClosedOrders(ctx, "ETHUSDT", mustNewTime("2022-01-01T00:03:00Z"), mustNewTime("2022-01-07T00:00:00Z"), uint64(5)).
mockHistoryService.EXPECT().QueryClosedOrders(gomock.Any(), "ETHUSDT", mustNewTime("2022-01-01T00:03:00Z"), mustNewTime("2022-01-07T00:00:00Z"), uint64(5)).
Return([]types.Order{
newClosedLimitOrder("ETHUSDT", types.SideTypeBuy, number(1900.0), number(0.1), mustNewTime("2022-01-01T00:04:00Z")),
newClosedLimitOrder("ETHUSDT", types.SideTypeBuy, number(1800.0), number(0.1), mustNewTime("2022-01-01T00:04:00Z")),
@ -80,7 +80,7 @@ func TestProfitFixer(t *testing.T) {
newClosedLimitOrder("ETHUSDT", types.SideTypeSell, number(1900.0), number(0.1), mustNewTime("2022-01-01T00:08:00Z")),
}, nil)
mockHistoryService.EXPECT().QueryClosedOrders(ctx, "ETHUSDT", mustNewTime("2022-01-01T00:08:00Z"), mustNewTime("2022-01-07T00:00:00Z"), uint64(10)).
mockHistoryService.EXPECT().QueryClosedOrders(gomock.Any(), "ETHUSDT", mustNewTime("2022-01-01T00:08:00Z"), mustNewTime("2022-01-07T00:00:00Z"), uint64(10)).
Return([]types.Order{}, nil)
grid := NewGrid(number(1000.0), number(2000.0), number(11), number(0.01))