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remove OrderGroupID checking

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This commit is contained in:
chiahung 2023-04-06 18:00:21 +08:00
parent c54507e07f
commit 542467245e
1 changed files with 4 additions and 29 deletions
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33
pkg/strategy/grid2/recover.go
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@ -20,8 +20,6 @@ func (s *Strategy) recoverByScanningTrades(ctx context.Context, session *bbgo.Ex
return nil return nil
} }
s.logger.Infof("recover grid with group id: %d", s.OrderGroupID)
openOrders, err := session.Exchange.QueryOpenOrders(ctx, s.Symbol) openOrders, err := session.Exchange.QueryOpenOrders(ctx, s.Symbol)
if err != nil { if err != nil {
return errors.Wrapf(err, "unable to query open orders when recovering") return errors.Wrapf(err, "unable to query open orders when recovering")
@ -29,17 +27,12 @@ func (s *Strategy) recoverByScanningTrades(ctx context.Context, session *bbgo.Ex
s.logger.Infof("found %d open orders left on the %s order book", len(openOrders), s.Symbol) s.logger.Infof("found %d open orders left on the %s order book", len(openOrders), s.Symbol)
// filter out the order with the group id belongs to this grid
openOrdersOnGrid := filterOrdersOnGrid(s.OrderGroupID, openOrders)
s.logger.Infof("found %d open orders belong to this grid on the %s order book", len(openOrdersOnGrid), s.Symbol)
if s.GridProfitStats.InitialOrderID != 0 { if s.GridProfitStats.InitialOrderID != 0 {
s.logger.Info("InitialOrderID is already there, need to recover") s.logger.Info("InitialOrderID is already there, need to recover")
} else if len(openOrdersOnGrid) != 0 { } else if len(openOrders) != 0 {
s.logger.Info("even though InitialOrderID is 0, there are open orders on grid so need to recover") s.logger.Info("even though InitialOrderID is 0, there are open orders so need to recover")
} else { } else {
s.logger.Info("InitialOrderID is 0 and there is no open orders on grid, query trades to check it") s.logger.Info("InitialOrderID is 0 and there is no open orders, query trades to check it")
// initial order id may be new strategy or lost data in redis, so we need to check trades + open orders // initial order id may be new strategy or lost data in redis, so we need to check trades + open orders
// if there are open orders or trades, we need to recover // if there are open orders or trades, we need to recover
trades, err := historyService.QueryTrades(ctx, s.Symbol, &types.TradeQueryOptions{ trades, err := historyService.QueryTrades(ctx, s.Symbol, &types.TradeQueryOptions{
@ -60,7 +53,7 @@ func (s *Strategy) recoverByScanningTrades(ctx context.Context, session *bbgo.Ex
} }
s.logger.Infof("start recovering") s.logger.Infof("start recovering")
if err := s.recoverWithOpenOrdersByScanningTrades(ctx, historyService, openOrdersOnGrid); err != nil { if err := s.recoverWithOpenOrdersByScanningTrades(ctx, historyService, openOrders); err != nil {
return errors.Wrap(err, "grid recover error") return errors.Wrap(err, "grid recover error")
} }
@ -261,11 +254,6 @@ func (s *Strategy) buildFilledPinOrderMapFromTrades(ctx context.Context, history
// add 1 to avoid duplicate // add 1 to avoid duplicate
fromTradeID = trade.ID + 1 fromTradeID = trade.ID + 1
// this trade doesn't belong to this grid
if order.GroupID != s.OrderGroupID {
continue
}
// checked the trade's order is filled order // checked the trade's order is filled order
pin := order.Price pin := order.Price
v, exist := pinOrdersOpen[pin] v, exist := pinOrdersOpen[pin]
@ -299,16 +287,3 @@ func (s *Strategy) buildFilledPinOrderMapFromTrades(ctx context.Context, history
return pinOrdersFilled, nil return pinOrdersFilled, nil
} }
func filterOrdersOnGrid(groupID uint32, orders []types.Order) []types.Order {
var filteredOrders []types.Order
for _, order := range orders {
if order.GroupID != groupID {
continue
}
filteredOrders = append(filteredOrders, order)
}
return filteredOrders
}