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xalign: add more checks

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c9s 2023-06-13 12:22:43 +08:00
parent 5996b32ee1
commit 518c6938be
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GPG Key ID: 7385E7E464CB0A54
1 changed files with 13 additions and 6 deletions
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17
pkg/strategy/xalign/strategy.go
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@ -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() {
@ -242,10 +242,17 @@ 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 {
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")
}
}
}
for currency, expectedBalance := range s.ExpectedBalances {
q := s.calculateRefillQuantity(totalBalances, currency, expectedBalance)
@ -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)
}
}
}