Merge pull request #1374 from c9s/feature/grid2/fix

FIX: retry to get open orders only for 5 times and do not sync orders…

pkg/exchange/retry/order.go

@@ -5,10 +5,9 @@ import (
 	"errors"
 	"strconv"
 
-	backoff2 "github.com/cenkalti/backoff/v4"
+	"github.com/cenkalti/backoff/v4"
 
 	"github.com/c9s/bbgo/pkg/types"
-	"github.com/c9s/bbgo/pkg/util/backoff"
 )
 
 type advancedOrderCancelService interface {
@@ -18,7 +17,7 @@ type advancedOrderCancelService interface {
 }
 
 func QueryOrderUntilFilled(ctx context.Context, queryOrderService types.ExchangeOrderQueryService, symbol string, orderId uint64) (o *types.Order, err error) {
-	err = backoff.RetryGeneral(ctx, func() (err2 error) {
+	var op = func() (err2 error) {
 		o, err2 = queryOrderService.QueryOrder(ctx, types.OrderQuery{
 			Symbol:  symbol,
 			OrderID: strconv.FormatUint(orderId, 10),
@@ -33,20 +32,30 @@ func QueryOrderUntilFilled(ctx context.Context, queryOrderService types.Exchange
 		}
 
 		return err2
-	})
+	}
 
+	err = GeneralBackoff(ctx, op)
 	return o, err
 }
 
-func GeneralBackoff(ctx context.Context, op backoff2.Operation) (err error) {
+func GeneralBackoff(ctx context.Context, op backoff.Operation) (err error) {
-	err = backoff2.Retry(op, backoff2.WithContext(
+	err = backoff.Retry(op, backoff.WithContext(
-		backoff2.WithMaxRetries(
+		backoff.WithMaxRetries(
-			backoff2.NewExponentialBackOff(),
+			backoff.NewExponentialBackOff(),
 			101),
 		ctx))
 	return err
 }
 
+func GeneralLiteBackoff(ctx context.Context, op backoff.Operation) (err error) {
+	err = backoff.Retry(op, backoff.WithContext(
+		backoff.WithMaxRetries(
+			backoff.NewExponentialBackOff(),
+			5),
+		ctx))
+	return err
+}
+
 func QueryOpenOrdersUntilSuccessful(ctx context.Context, ex types.Exchange, symbol string) (openOrders []types.Order, err error) {
 	var op = func() (err2 error) {
 		openOrders, err2 = ex.QueryOpenOrders(ctx, symbol)
@@ -57,6 +66,16 @@ func QueryOpenOrdersUntilSuccessful(ctx context.Context, ex types.Exchange, symb
 	return openOrders, err
 }
 
+func QueryOpenOrdersUntilSuccessfulLite(ctx context.Context, ex types.Exchange, symbol string) (openOrders []types.Order, err error) {
+	var op = func() (err2 error) {
+		openOrders, err2 = ex.QueryOpenOrders(ctx, symbol)
+		return err2
+	}
+
+	err = GeneralLiteBackoff(ctx, op)
+	return openOrders, err
+}
+
 func QueryOrderUntilSuccessful(ctx context.Context, query types.ExchangeOrderQueryService, opts types.OrderQuery) (order *types.Order, err error) {
 	var op = func() (err2 error) {
 		order, err2 = query.QueryOrder(ctx, opts)

pkg/strategy/grid2/active_order_recover.go

@@ -89,9 +89,10 @@ func (s *Strategy) recoverActiveOrdersPeriodically(ctx context.Context) {
 func syncActiveOrders(ctx context.Context, opts SyncActiveOrdersOpts) error {
 	opts.logger.Infof("[ActiveOrderRecover] syncActiveOrders")
 
-	notAddNonExistingOpenOrdersAfter := time.Now().Add(-5 * time.Minute)
+	// only sync orders which is updated over 3 min, because we may receive from websocket and handle it twice
+	syncBefore := time.Now().Add(-3 * time.Minute)
 
-	openOrders, err := retry.QueryOpenOrdersUntilSuccessful(ctx, opts.exchange, opts.activeOrderBook.Symbol)
+	openOrders, err := retry.QueryOpenOrdersUntilSuccessfulLite(ctx, opts.exchange, opts.activeOrderBook.Symbol)
 	if err != nil {
 		opts.logger.WithError(err).Error("[ActiveOrderRecover] failed to query open orders, skip this time")
 		return errors.Wrapf(err, "[ActiveOrderRecover] failed to query open orders, skip this time")
@@ -116,6 +117,10 @@ func syncActiveOrders(ctx context.Context, opts SyncActiveOrdersOpts) error {
 			delete(openOrdersMap, activeOrder.OrderID)
 		} else {
 			opts.logger.Infof("found active order #%d is not in the open orders, updating...", activeOrder.OrderID)
+			if activeOrder.UpdateTime.After(syncBefore) {
+				opts.logger.Infof("active order #%d is updated in 3 min, skip updating...", activeOrder.OrderID)
+				continue
+			}
 
 			// sleep 100ms to avoid DDOS
 			time.Sleep(100 * time.Millisecond)
@@ -130,8 +135,10 @@ func syncActiveOrders(ctx context.Context, opts SyncActiveOrdersOpts) error {
 
 	// update open orders not in active orders
 	for _, openOrder := range openOrdersMap {
-		// we don't add open orders into active orderbook if updated in 5 min
+		opts.logger.Infof("found open order #%d is not in active orderbook, updating...", openOrder.OrderID)
-		if openOrder.UpdateTime.After(notAddNonExistingOpenOrdersAfter) {
+		// we don't add open orders into active orderbook if updated in 3 min, because we may receive message from websocket and add it twice.
+		if openOrder.UpdateTime.After(syncBefore) {
+			opts.logger.Infof("open order #%d is updated in 3 min, skip updating...", openOrder.OrderID)
 			continue
 		}
 

pkg/strategy/grid2/recover.go

@@ -54,7 +54,7 @@ func (s *Strategy) recover(ctx context.Context) error {
 	activeOrderBook := s.orderExecutor.ActiveMakerOrders()
 	activeOrders := activeOrderBook.Orders()
 
-	openOrders, err := retry.QueryOpenOrdersUntilSuccessful(ctx, s.session.Exchange, s.Symbol)
+	openOrders, err := retry.QueryOpenOrdersUntilSuccessfulLite(ctx, s.session.Exchange, s.Symbol)
 	if err != nil {
 		return err
 	}