all: improve UniversalCancelAllOrders and add mutex to covered position

pkg/exchange/bitget/stream.go

@@ -435,10 +435,14 @@ func (s *Stream) handleOrderTradeEvent(m OrderTradeEvent) {
 		return
 	}
 
-	debugf("received OrderTradeEvent: %+v", m)
+	debugf("received %s (%s) OrderTradeEvent: %+v", m.instId, m.actionType, m)
 
 	for _, order := range m.Orders {
-		debugf("received Order: %+v", order)
+		if order.TradeId == 0 {
+			debugf("%s order update #%d: %+v", m.instId, order.OrderId, order)
+		} else {
+			debugf("%s order update #%d and trade update #%d: %+v", m.instId, order.OrderId, order, order.TradeId)
+		}
 
 		globalOrder, err := order.toGlobalOrder()
 		if err != nil {

pkg/fixedpoint/mutex.go

@@ -0,0 +1,37 @@
+package fixedpoint
+
+import "sync"
+
+type MutexValue struct {
+	value Value
+	mu    sync.Mutex
+}
+
+func (f *MutexValue) Add(v Value) Value {
+	f.mu.Lock()
+	f.value = f.value.Add(v)
+	ret := f.value
+	f.mu.Unlock()
+	return ret
+}
+
+func (f *MutexValue) Sub(v Value) Value {
+	f.mu.Lock()
+	f.value = f.value.Sub(v)
+	ret := f.value
+	f.mu.Unlock()
+	return ret
+}
+
+func (f *MutexValue) Set(v Value) {
+	f.mu.Lock()
+	f.value = v
+	f.mu.Unlock()
+}
+
+func (f *MutexValue) Get() Value {
+	f.mu.Lock()
+	v := f.value
+	f.mu.Unlock()
+	return v
+}

pkg/strategy/dca2/strategy.go

@@ -375,7 +375,7 @@ func (s *Strategy) Close(ctx context.Context) error {
 
 	var err error
 	if s.UniversalCancelAllOrdersWhenClose {
-		err = tradingutil.UniversalCancelAllOrders(ctx, s.ExchangeSession.Exchange, nil)
+		err = tradingutil.UniversalCancelAllOrders(ctx, s.ExchangeSession.Exchange, s.Symbol, nil)
 	} else {
 		err = s.OrderExecutor.GracefulCancel(ctx)
 	}
@@ -398,7 +398,7 @@ func (s *Strategy) CleanUp(ctx context.Context) error {
 	}
 
 	// ignore the first cancel error, this skips one open-orders query request
-	if err := tradingutil.UniversalCancelAllOrders(ctx, session.Exchange, nil); err == nil {
+	if err := tradingutil.UniversalCancelAllOrders(ctx, session.Exchange, s.Symbol, nil); err == nil {
 		return nil
 	}
 
@@ -418,7 +418,7 @@ func (s *Strategy) CleanUp(ctx context.Context) error {
 			break
 		}
 
-		if err := tradingutil.UniversalCancelAllOrders(ctx, session.Exchange, openOrders); err != nil {
+		if err := tradingutil.UniversalCancelAllOrders(ctx, session.Exchange, s.Symbol, openOrders); err != nil {
 			s.logger.WithError(err).Errorf("unable to cancel all orders")
 			werr = multierr.Append(werr, err)
 		}

pkg/strategy/liquiditymaker/strategy.go

@@ -159,7 +159,7 @@ func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.
 			util.LogErr(err, "unable to cancel adjustment orders")
 		}
 
-		if err := tradingutil.UniversalCancelAllOrders(ctx, s.Session.Exchange, nil); err != nil {
+		if err := tradingutil.UniversalCancelAllOrders(ctx, s.Session.Exchange, s.Symbol, nil); err != nil {
 			util.LogErr(err, "unable to cancel all orders")
 		}
 

pkg/strategy/xdepthmaker/strategy.go

@@ -18,6 +18,7 @@ import (
 	"github.com/c9s/bbgo/pkg/strategy/common"
 	"github.com/c9s/bbgo/pkg/types"
 	"github.com/c9s/bbgo/pkg/util"
+	"github.com/c9s/bbgo/pkg/util/tradingutil"
 )
 
 var lastPriceModifier = fixedpoint.NewFromFloat(1.001)
@@ -46,9 +47,10 @@ type CrossExchangeMarketMakingStrategy struct {
 	makerMarket, hedgeMarket   types.Market
 
 	// persistence fields
-	Position        *types.Position    `json:"position,omitempty" persistence:"position"`
-	ProfitStats     *types.ProfitStats `json:"profitStats,omitempty" persistence:"profit_stats"`
-	CoveredPosition fixedpoint.Value   `json:"coveredPosition,omitempty" persistence:"covered_position"`
+	Position    *types.Position    `json:"position,omitempty" persistence:"position"`
+	ProfitStats *types.ProfitStats `json:"profitStats,omitempty" persistence:"profit_stats"`
+
+	CoveredPosition fixedpoint.MutexValue
 
 	core.ConverterManager
 
@@ -152,9 +154,7 @@ func (s *CrossExchangeMarketMakingStrategy) Initialize(
 		// 	  2) short position -> increase short position
 
 		// TODO: make this atomic
-		s.mu.Lock()
-		s.CoveredPosition = s.CoveredPosition.Add(c)
-		s.mu.Unlock()
+		s.CoveredPosition.Add(c)
 	})
 	return nil
 }
@@ -486,13 +486,18 @@ func (s *Strategy) CrossRun(
 				s.MakerOrderExecutor.TradeCollector().Process()
 
 				position := s.Position.GetBase()
-				uncoverPosition := position.Sub(s.CoveredPosition)
+
+				s.mu.Lock()
+				coveredPosition := s.CoveredPosition.Get()
+				uncoverPosition := position.Sub(coveredPosition)
+				s.mu.Unlock()
+
 				absPos := uncoverPosition.Abs()
 				if absPos.Compare(s.hedgeMarket.MinQuantity) > 0 {
 					log.Infof("%s base position %v coveredPosition: %v uncoverPosition: %v",
 						s.Symbol,
 						position,
-						s.CoveredPosition,
+						coveredPosition,
 						uncoverPosition,
 					)
 
@@ -520,6 +525,10 @@ func (s *Strategy) CrossRun(
 			log.WithError(err).Errorf("graceful cancel %s order error", s.HedgeSymbol)
 		}
 
+		if err := tradingutil.UniversalCancelAllOrders(ctx, s.makerSession.Exchange, s.Symbol, s.MakerOrderExecutor.ActiveMakerOrders().Orders()); err != nil {
+			log.WithError(err).Errorf("unable to cancel all orders")
+		}
+
 		bbgo.Sync(ctx, s)
 		bbgo.Notify("%s: %s position", ID, s.Symbol, s.Position)
 	})
@@ -625,13 +634,9 @@ func (s *Strategy) Hedge(ctx context.Context, pos fixedpoint.Value) {
 	// if the hedge is on sell side, then we should add positive position
 	switch side {
 	case types.SideTypeSell:
-		s.mu.Lock()
-		s.CoveredPosition = s.CoveredPosition.Add(quantity)
-		s.mu.Unlock()
+		s.CoveredPosition.Add(quantity)
 	case types.SideTypeBuy:
-		s.mu.Lock()
-		s.CoveredPosition = s.CoveredPosition.Add(quantity.Neg())
-		s.mu.Unlock()
+		s.CoveredPosition.Add(quantity.Neg())
 	}
 }
 

pkg/util/logerr.go

@@ -4,6 +4,12 @@ import (
 	log "github.com/sirupsen/logrus"
 )
 
+// LogErr logs the error with the message and arguments if the error is not nil.
+// It returns true if the error is not nil.
+// Examples:
+// LogErr(err)
+// LogErr(err, "error message")
+// LogErr(err, "error message %s", "with argument")
 func LogErr(err error, msgAndArgs ...interface{}) bool {
 	if err == nil {
 		return false

pkg/util/tradingutil/cancel.go

@@ -2,7 +2,6 @@ package tradingutil
 
 import (
 	"context"
-	"errors"
 	"fmt"
 
 	log "github.com/sirupsen/logrus"
@@ -28,7 +27,7 @@ type CancelAllOrdersByGroupIDService interface {
 //
 // if CancelAllOrdersService is not supported, then it tries CancelAllOrdersBySymbolService which needs at least one symbol
 // for the cancel api request.
-func UniversalCancelAllOrders(ctx context.Context, exchange types.Exchange, openOrders []types.Order) error {
+func UniversalCancelAllOrders(ctx context.Context, exchange types.Exchange, symbol string, openOrders []types.Order) error {
 	if service, ok := exchange.(CancelAllOrdersService); ok {
 		if _, err := service.CancelAllOrders(ctx); err == nil {
 			return nil
@@ -37,17 +36,17 @@ func UniversalCancelAllOrders(ctx context.Context, exchange types.Exchange, open
 		}
 	}
 
-	if len(openOrders) == 0 {
-		return errors.New("to cancel all orders, openOrders can not be empty")
-	}
-
 	var anyErr error
 	if service, ok := exchange.(CancelAllOrdersBySymbolService); ok {
-		var symbols = CollectOrderSymbols(openOrders)
-		for _, symbol := range symbols {
-			_, err := service.CancelOrdersBySymbol(ctx, symbol)
-			if err != nil {
-				anyErr = err
+		if len(symbol) > 0 {
+			_, anyErr = service.CancelOrdersBySymbol(ctx, symbol)
+		} else if len(openOrders) > 0 {
+			var orderSymbols = CollectOrderSymbols(openOrders)
+			for _, orderSymbol := range orderSymbols {
+				_, err := service.CancelOrdersBySymbol(ctx, orderSymbol)
+				if err != nil {
+					anyErr = err
+				}
 			}
 		}
 
@@ -56,6 +55,11 @@ func UniversalCancelAllOrders(ctx context.Context, exchange types.Exchange, open
 		}
 	}
 
+	if len(openOrders) == 0 {
+		log.Warnf("empty open orders, unable to call specific cancel all orders api, skip")
+		return nil
+	}
+
 	if service, ok := exchange.(CancelAllOrdersByGroupIDService); ok {
 		var groupIds = CollectOrderGroupIds(openOrders)
 		for _, groupId := range groupIds {