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remove checker
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chiahung
parent
ca80bdb282
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4c9b1e78fe
94
pkg/strategy/grid2/active_order_recover.go
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94
pkg/strategy/grid2/active_order_recover.go
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@ -0,0 +1,94 @@
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package grid2
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import (
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"context"
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"strconv"
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"sync/atomic"
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"time"
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"github.com/c9s/bbgo/pkg/exchange/retry"
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"github.com/c9s/bbgo/pkg/types"
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"github.com/c9s/bbgo/pkg/util"
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)
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func (s *Strategy) recoverActiveOrdersWithOpenOrdersPeriodically(ctx context.Context) {
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// sleep for a while to wait for recovered
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time.Sleep(util.MillisecondsJitter(5*time.Second, 1000*10))
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if openOrders, err := retry.QueryOpenOrdersUntilSuccessful(ctx, s.session.Exchange, s.Symbol); err != nil {
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s.logger.WithError(err).Error("[ActiveOrderRecover] failed to query open orders, skip this time")
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} else {
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if err := s.recoverActiveOrdersWithOpenOrders(ctx, openOrders); err != nil {
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s.logger.WithError(err).Error("[ActiveOrderRecover] failed to recover avtive orderbook")
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}
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}
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ticker := time.NewTicker(util.MillisecondsJitter(40*time.Minute, 30*60*1000))
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defer ticker.Stop()
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for {
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select {
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case <-ticker.C:
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if openOrders, err := retry.QueryOpenOrdersUntilSuccessful(ctx, s.session.Exchange, s.Symbol); err != nil {
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s.logger.WithError(err).Error("[ActiveOrderRecover] failed to query open orders, skip this time")
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} else {
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if err := s.recoverActiveOrdersWithOpenOrders(ctx, openOrders); err != nil {
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s.logger.WithError(err).Error("[ActiveOrderRecover] failed to recover avtive orderbook")
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}
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}
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case <-ctx.Done():
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return
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}
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}
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}
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func (s *Strategy) recoverActiveOrdersWithOpenOrders(ctx context.Context, openOrders []types.Order) error {
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recovered := atomic.LoadInt32(&s.recovered)
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if recovered == 0 {
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s.logger.Infof("[ActiveOrderRecover] skip recovering active orders because recover not ready")
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return nil
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}
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s.logger.Infof("[ActiveOrderRecover] recovering active orders with open orders")
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if s.getGrid() == nil {
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return nil
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}
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s.mu.Lock()
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defer s.mu.Unlock()
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activeOrderBook := s.orderExecutor.ActiveMakerOrders()
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activeOrders := activeOrderBook.Orders()
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openOrdersMap := make(map[uint64]types.Order)
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for _, openOrder := range openOrders {
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openOrders[openOrder.OrderID] = openOrder
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}
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// update active orders not in open orders
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for _, activeOrder := range activeOrders {
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if _, exist := openOrdersMap[activeOrder.OrderID]; !exist {
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s.logger.Infof("find active order (%d) not in open orders, updating...", activeOrder.OrderID)
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delete(openOrdersMap, activeOrder.OrderID)
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updatedOrder, err := retry.QueryOrderUntilSuccessful(ctx, s.orderQueryService, types.OrderQuery{
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Symbol: activeOrder.Symbol,
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OrderID: strconv.FormatUint(activeOrder.OrderID, 10),
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})
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if err != nil {
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s.logger.WithError(err).Errorf("[ActiveOrderRecover] unable to query order (%d)", activeOrder.OrderID)
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continue
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}
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activeOrderBook.Update(*updatedOrder)
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}
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}
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// update open orders not in active orders
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for _, openOrders := range openOrdersMap {
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activeOrderBook.Update(openOrders)
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}
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return nil
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}
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@ -1,105 +0,0 @@
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package grid2
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import (
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"context"
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"strconv"
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"sync/atomic"
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"time"
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"github.com/c9s/bbgo/pkg/exchange/retry"
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"github.com/c9s/bbgo/pkg/types"
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"github.com/c9s/bbgo/pkg/util"
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"github.com/pkg/errors"
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)
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type ActiveOrderRecover struct {
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strategy *Strategy
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interval time.Duration
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}
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func NewActiveOrderRecover(strategy *Strategy, interval time.Duration) *ActiveOrderRecover {
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return &ActiveOrderRecover{
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strategy: strategy,
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interval: interval,
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}
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}
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func (c *ActiveOrderRecover) Run(ctx context.Context) {
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// sleep for a while to wait for recovered
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time.Sleep(util.MillisecondsJitter(5*time.Second, 1000*10))
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if err := c.recover(ctx); err != nil {
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c.strategy.logger.WithError(err).Error("[ActiveOrderRecover] failed to recover avtive orderbook")
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}
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ticker := time.NewTicker(util.MillisecondsJitter(c.interval, 30*60*1000))
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defer ticker.Stop()
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for {
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select {
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case <-ticker.C:
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if err := c.recover(ctx); err != nil {
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c.strategy.logger.WithError(err).Error("[ActiveOrderRecover] failed to recover avtive orderbook")
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}
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case <-ctx.Done():
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return
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}
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}
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}
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func (c *ActiveOrderRecover) recover(ctx context.Context) error {
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recovered := atomic.LoadInt32(&c.strategy.recovered)
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if recovered == 0 {
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c.strategy.logger.Infof("[ActiveOrderRecover] skip recovering active orders because recover not ready")
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return nil
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}
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c.strategy.logger.Infof("[ActiveOrderRecover] recovering active orders with open orders")
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if c.strategy.getGrid() == nil {
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return nil
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}
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c.strategy.mu.Lock()
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defer c.strategy.mu.Unlock()
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openOrders, err := c.strategy.session.Exchange.QueryOpenOrders(ctx, c.strategy.Symbol)
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if err != nil {
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return errors.Wrapf(err, "[ActiveOrderRecover] failed to query open orders")
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}
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activeOrderBook := c.strategy.orderExecutor.ActiveMakerOrders()
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activeOrders := activeOrderBook.Orders()
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openOrdersMap := make(map[uint64]types.Order)
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for _, openOrder := range openOrders {
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openOrders[openOrder.OrderID] = openOrder
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}
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// update active orders not in open orders
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for _, activeOrder := range activeOrders {
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if _, exist := openOrdersMap[activeOrder.OrderID]; !exist {
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c.strategy.logger.Infof("find active order (%d) not in open orders, updating...", activeOrder.OrderID)
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delete(openOrdersMap, activeOrder.OrderID)
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updatedOrder, err := retry.QueryOrderUntilSuccessful(ctx, c.strategy.orderQueryService, types.OrderQuery{
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Symbol: activeOrder.Symbol,
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OrderID: strconv.FormatUint(activeOrder.OrderID, 10),
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})
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if err != nil {
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c.strategy.logger.WithError(err).Errorf("[ActiveOrderRecover] unable to query order (%d)", activeOrder.OrderID)
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continue
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}
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activeOrderBook.Update(*updatedOrder)
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}
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}
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// update open orders not in active orders
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for _, openOrders := range openOrdersMap {
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activeOrderBook.Update(openOrders)
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}
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return nil
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}
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@ -171,9 +171,6 @@ type Strategy struct {
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RecoverGridByScanningTrades bool `json:"recoverGridByScanningTrades"`
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RecoverGridWithin time.Duration `json:"recoverGridWithin"`
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// activeOrderRecover periodically check the open orders is the same as active orderbook and recover it
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activeOrderRecover *ActiveOrderRecover
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EnableProfitFixer bool `json:"enableProfitFixer"`
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FixProfitSince *types.Time `json:"fixProfitSince"`
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@ -1989,10 +1986,9 @@ func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.
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})
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}
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s.activeOrderRecover = NewActiveOrderRecover(s, 40*time.Minute)
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session.UserDataStream.OnAuth(func() {
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if !bbgo.IsBackTesting {
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go s.activeOrderRecover.Run(ctx)
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go s.recoverActiveOrdersWithOpenOrdersPeriodically(ctx)
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/*
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// callback may block the stream execution, so we spawn the recover function to the background
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// add (5 seconds + random <10 seconds jitter) delay
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