From 518c6938beddddb90415439ead6c1391c152c3ea Mon Sep 17 00:00:00 2001 From: c9s Date: Tue, 13 Jun 2023 12:22:43 +0800 Subject: [PATCH] xalign: add more checks --- pkg/strategy/xalign/strategy.go | 19 +++++++++++++------ 1 file changed, 13 insertions(+), 6 deletions(-) diff --git a/pkg/strategy/xalign/strategy.go b/pkg/strategy/xalign/strategy.go index 3de3c32e2..d09b010f0 100644 --- a/pkg/strategy/xalign/strategy.go +++ b/pkg/strategy/xalign/strategy.go @@ -34,7 +34,7 @@ type Strategy struct { UseTakerOrder bool `json:"useTakerOrder"` DryRun bool `json:"dryRun"` - orderBook map[string]*bbgo.ActiveOrderBook + orderBooks map[string]*bbgo.ActiveOrderBook } func (s *Strategy) ID() string { @@ -203,7 +203,7 @@ func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, se instanceID := s.InstanceID() _ = instanceID - s.orderBook = make(map[string]*bbgo.ActiveOrderBook) + s.orderBooks = make(map[string]*bbgo.ActiveOrderBook) for _, sessionName := range s.PreferredSessions { session, ok := sessions[sessionName] @@ -213,7 +213,7 @@ func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, se orderBook := bbgo.NewActiveOrderBook("") orderBook.BindStream(session.UserDataStream) - s.orderBook[sessionName] = orderBook + s.orderBooks[sessionName] = orderBook } go func() { @@ -242,8 +242,15 @@ func (s *Strategy) align(ctx context.Context, sessions map[string]*bbgo.Exchange _ = sessionBalances for sessionName, session := range sessions { - if err := s.orderBook[sessionName].GracefulCancel(ctx, session.Exchange); err != nil { - log.WithError(err).Errorf("can not cancel order") + ob, ok := s.orderBooks[sessionName] + if !ok { + log.Errorf("orderbook on session %s not found", sessionName) + return + } + if ok { + if err := ob.GracefulCancel(ctx, session.Exchange); err != nil { + log.WithError(err).Errorf("can not cancel order") + } } } @@ -265,7 +272,7 @@ func (s *Strategy) align(ctx context.Context, sessions map[string]*bbgo.Exchange } if createdOrder != nil { - s.orderBook[selectedSession.Name].Add(*createdOrder) + s.orderBooks[selectedSession.Name].Add(*createdOrder) } } }