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xmaker: keep rate reservation token

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c9s 2022-01-10 12:25:13 +08:00
parent 1b27c4e9c4
commit 3907f99e70
1 changed files with 8 additions and 6 deletions
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14
pkg/strategy/xmaker/strategy.go
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@ -99,6 +99,7 @@ type Strategy struct {
activeMakerOrders *bbgo.LocalActiveOrderBook
hedgeErrorLimiter *rate.Limiter
hedgeErrorRateReservation *rate.Reservation
orderStore *bbgo.OrderStore
tradeCollector *bbgo.TradeCollector
@ -510,12 +511,13 @@ func (s *Strategy) Hedge(ctx context.Context, pos fixedpoint.Value) {
return
}
/*
if !s.hedgeErrorLimiter.Allow() {
log.Warn("rate limit hit, not allowed to hedge again, skip")
return
if s.hedgeErrorRateReservation != nil {
if !s.hedgeErrorRateReservation.OK() {
return
}
time.Sleep(s.hedgeErrorRateReservation.Delay())
s.hedgeErrorRateReservation = nil
}
*/
log.Infof("submitting %s hedge order %s %f", s.Symbol, side.String(), quantity.Float64())
s.Notifiability.Notify("Submitting %s hedge order %s %f", s.Symbol, side.String(), quantity.Float64())
@ -529,7 +531,7 @@ func (s *Strategy) Hedge(ctx context.Context, pos fixedpoint.Value) {
})
if err != nil {
s.hedgeErrorLimiter.Reserve()
s.hedgeErrorRateReservation = s.hedgeErrorLimiter.Reserve()
log.WithError(err).Errorf("market order submit error: %s", err.Error())
return
}