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Merge pull request #1374 from c9s/feature/grid2/fix
FIX: retry to get open orders only for 5 times and do not sync orders…
This commit is contained in:
commit
3491b93c53
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@ -5,10 +5,9 @@ import (
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"errors"
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"strconv"
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backoff2 "github.com/cenkalti/backoff/v4"
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"github.com/cenkalti/backoff/v4"
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"github.com/c9s/bbgo/pkg/types"
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"github.com/c9s/bbgo/pkg/util/backoff"
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)
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type advancedOrderCancelService interface {
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@ -18,7 +17,7 @@ type advancedOrderCancelService interface {
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}
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func QueryOrderUntilFilled(ctx context.Context, queryOrderService types.ExchangeOrderQueryService, symbol string, orderId uint64) (o *types.Order, err error) {
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err = backoff.RetryGeneral(ctx, func() (err2 error) {
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var op = func() (err2 error) {
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o, err2 = queryOrderService.QueryOrder(ctx, types.OrderQuery{
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Symbol: symbol,
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OrderID: strconv.FormatUint(orderId, 10),
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@ -33,20 +32,30 @@ func QueryOrderUntilFilled(ctx context.Context, queryOrderService types.Exchange
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}
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return err2
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})
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}
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err = GeneralBackoff(ctx, op)
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return o, err
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}
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func GeneralBackoff(ctx context.Context, op backoff2.Operation) (err error) {
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err = backoff2.Retry(op, backoff2.WithContext(
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backoff2.WithMaxRetries(
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backoff2.NewExponentialBackOff(),
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func GeneralBackoff(ctx context.Context, op backoff.Operation) (err error) {
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err = backoff.Retry(op, backoff.WithContext(
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backoff.WithMaxRetries(
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backoff.NewExponentialBackOff(),
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101),
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ctx))
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return err
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}
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func GeneralLiteBackoff(ctx context.Context, op backoff.Operation) (err error) {
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err = backoff.Retry(op, backoff.WithContext(
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backoff.WithMaxRetries(
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backoff.NewExponentialBackOff(),
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5),
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ctx))
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return err
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}
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func QueryOpenOrdersUntilSuccessful(ctx context.Context, ex types.Exchange, symbol string) (openOrders []types.Order, err error) {
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var op = func() (err2 error) {
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openOrders, err2 = ex.QueryOpenOrders(ctx, symbol)
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@ -57,6 +66,16 @@ func QueryOpenOrdersUntilSuccessful(ctx context.Context, ex types.Exchange, symb
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return openOrders, err
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}
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func QueryOpenOrdersUntilSuccessfulLite(ctx context.Context, ex types.Exchange, symbol string) (openOrders []types.Order, err error) {
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var op = func() (err2 error) {
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openOrders, err2 = ex.QueryOpenOrders(ctx, symbol)
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return err2
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}
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err = GeneralLiteBackoff(ctx, op)
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return openOrders, err
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}
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func QueryOrderUntilSuccessful(ctx context.Context, query types.ExchangeOrderQueryService, opts types.OrderQuery) (order *types.Order, err error) {
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var op = func() (err2 error) {
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order, err2 = query.QueryOrder(ctx, opts)
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@ -89,9 +89,10 @@ func (s *Strategy) recoverActiveOrdersPeriodically(ctx context.Context) {
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func syncActiveOrders(ctx context.Context, opts SyncActiveOrdersOpts) error {
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opts.logger.Infof("[ActiveOrderRecover] syncActiveOrders")
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notAddNonExistingOpenOrdersAfter := time.Now().Add(-5 * time.Minute)
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// only sync orders which is updated over 3 min, because we may receive from websocket and handle it twice
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syncBefore := time.Now().Add(-3 * time.Minute)
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openOrders, err := retry.QueryOpenOrdersUntilSuccessful(ctx, opts.exchange, opts.activeOrderBook.Symbol)
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openOrders, err := retry.QueryOpenOrdersUntilSuccessfulLite(ctx, opts.exchange, opts.activeOrderBook.Symbol)
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if err != nil {
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opts.logger.WithError(err).Error("[ActiveOrderRecover] failed to query open orders, skip this time")
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return errors.Wrapf(err, "[ActiveOrderRecover] failed to query open orders, skip this time")
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@ -116,6 +117,10 @@ func syncActiveOrders(ctx context.Context, opts SyncActiveOrdersOpts) error {
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delete(openOrdersMap, activeOrder.OrderID)
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} else {
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opts.logger.Infof("found active order #%d is not in the open orders, updating...", activeOrder.OrderID)
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if activeOrder.UpdateTime.After(syncBefore) {
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opts.logger.Infof("active order #%d is updated in 3 min, skip updating...", activeOrder.OrderID)
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continue
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}
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// sleep 100ms to avoid DDOS
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time.Sleep(100 * time.Millisecond)
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@ -130,8 +135,10 @@ func syncActiveOrders(ctx context.Context, opts SyncActiveOrdersOpts) error {
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// update open orders not in active orders
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for _, openOrder := range openOrdersMap {
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// we don't add open orders into active orderbook if updated in 5 min
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if openOrder.UpdateTime.After(notAddNonExistingOpenOrdersAfter) {
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opts.logger.Infof("found open order #%d is not in active orderbook, updating...", openOrder.OrderID)
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// 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.
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if openOrder.UpdateTime.After(syncBefore) {
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opts.logger.Infof("open order #%d is updated in 3 min, skip updating...", openOrder.OrderID)
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continue
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}
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@ -54,7 +54,7 @@ func (s *Strategy) recover(ctx context.Context) error {
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activeOrderBook := s.orderExecutor.ActiveMakerOrders()
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activeOrders := activeOrderBook.Orders()
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openOrders, err := retry.QueryOpenOrdersUntilSuccessful(ctx, s.session.Exchange, s.Symbol)
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openOrders, err := retry.QueryOpenOrdersUntilSuccessfulLite(ctx, s.session.Exchange, s.Symbol)
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if err != nil {
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return err
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}
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