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xfunding: add mutex protection

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c9s 2023-03-23 14:48:24 +08:00
parent 8b87a8706b
commit 44850e48e8
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1 changed files with 41 additions and 37 deletions
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78
pkg/strategy/xfunding/strategy.go
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@ -5,6 +5,7 @@ import (
"errors"
"fmt"
"strings"
"sync"
"time"
"github.com/sirupsen/logrus"
@ -93,6 +94,7 @@ type Strategy struct {
FuturesPosition *types.Position `persistence:"futures_position"`
State *State `persistence:"state"`
mu sync.Mutex
spotSession, futuresSession *bbgo.ExchangeSession
spotOrderExecutor, futuresOrderExecutor *bbgo.GeneralOrderExecutor
@ -264,7 +266,9 @@ func (s *Strategy) CrossRun(ctx context.Context, orderExecutionRouter bbgo.Order
return
}
// TODO: add mutex lock for this modification
s.mu.Lock()
defer s.mu.Unlock()
s.State.UsedQuoteInvestment = s.State.UsedQuoteInvestment.Add(trade.QuoteQuantity)
if s.State.UsedQuoteInvestment.Compare(s.QuoteInvestment) >= 0 {
s.positionAction = PositionNoOp
@ -492,43 +496,43 @@ func (s *Strategy) increaseSpotPosition(ctx context.Context) {
log.Errorf("funding long position type is not supported")
return
}
switch s.positionAction {
case PositionClosing:
// TODO: compare with the futures position and reduce the position
case PositionOpening:
if s.State.UsedQuoteInvestment.Compare(s.QuoteInvestment) >= 0 {
return
}
leftQuote := s.QuoteInvestment.Sub(s.State.UsedQuoteInvestment)
orderPrice := ticker.Buy
orderQuantity := fixedpoint.Min(s.IncrementalQuoteQuantity, leftQuote).Div(orderPrice)
orderQuantity = fixedpoint.Max(orderQuantity, s.spotMarket.MinQuantity)
_ = s.spotOrderExecutor.GracefulCancel(ctx)
submitOrder := types.SubmitOrder{
Symbol: s.Symbol,
Side: types.SideTypeBuy,
Type: types.OrderTypeLimitMaker,
Quantity: orderQuantity,
Price: orderPrice,
Market: s.spotMarket,
}
log.Infof("placing spot order: %+v", submitOrder)
createdOrders, err := s.spotOrderExecutor.SubmitOrders(ctx, submitOrder)
if err != nil {
log.WithError(err).Errorf("can not submit order")
return
}
log.Infof("created orders: %+v", createdOrders)
if s.positionAction != PositionOpening {
return
}
s.mu.Lock()
defer s.mu.Unlock()
if s.State.UsedQuoteInvestment.Compare(s.QuoteInvestment) >= 0 {
return
}
leftQuota := s.QuoteInvestment.Sub(s.State.UsedQuoteInvestment)
orderPrice := ticker.Buy
orderQuantity := fixedpoint.Min(s.IncrementalQuoteQuantity, leftQuota).Div(orderPrice)
orderQuantity = fixedpoint.Max(orderQuantity, s.spotMarket.MinQuantity)
_ = s.spotOrderExecutor.GracefulCancel(ctx)
submitOrder := types.SubmitOrder{
Symbol: s.Symbol,
Side: types.SideTypeBuy,
Type: types.OrderTypeLimitMaker,
Quantity: orderQuantity,
Price: orderPrice,
Market: s.spotMarket,
}
log.Infof("placing spot order: %+v", submitOrder)
createdOrders, err := s.spotOrderExecutor.SubmitOrders(ctx, submitOrder)
if err != nil {
log.WithError(err).Errorf("can not submit order")
return
}
log.Infof("created orders: %+v", createdOrders)
}
func (s *Strategy) detectPremiumIndex(premiumIndex *types.PremiumIndex) (changed bool) {