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Merge pull request #1555 from c9s/edwin/bbgo/fix-order

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c9s 2024-03-05 10:08:58 +08:00 committed by GitHub
commit 43cf40ca05
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1 changed files with 9 additions and 10 deletions
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19
pkg/bbgo/activeorderbook.go
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@ -234,18 +234,14 @@ func (b *ActiveOrderBook) GracefulCancel(ctx context.Context, ex types.Exchange,
log.Warnf("[ActiveOrderBook] using open orders API to verify the active orders...")
var symbolOrdersMap = categorizeOrderBySymbol(orders)
var errOccurred bool
var leftOrders types.OrderSlice
for symbol := range symbolOrdersMap {
symbolOrders, ok := symbolOrdersMap[symbol]
if !ok {
continue
}
for symbol, symbolOrders := range symbolOrdersMap {
openOrders, err := ex.QueryOpenOrders(ctx, symbol)
if err != nil {
errOccurred = true
log.WithError(err).Errorf("can not query %s open orders", symbol)
continue
break
}
openOrderMap := types.NewOrderMap(openOrders...)
@ -260,8 +256,11 @@ func (b *ActiveOrderBook) GracefulCancel(ctx context.Context, ex types.Exchange,
}
}
// update order slice for the next try
orders = leftOrders
// if an error occurs, we cannot update the orders because it will result in an empty order slice.
if !errOccurred {
// update order slice for the next try
orders = leftOrders
}
}
log.Debugf("[ActiveOrderBook] all %s orders are cancelled successfully in %s", b.Symbol, time.Since(startTime))