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grid2: fix recover order filtering

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c9s 2023-03-05 17:41:05 +08:00
parent 4927dd7f98
commit 584fae1a53
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GPG Key ID: 7385E7E464CB0A54
1 changed files with 7 additions and 5 deletions
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12
pkg/strategy/grid2/strategy.go
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@ -1384,6 +1384,7 @@ func (s *Strategy) recoverGridWithOpenOrders(ctx context.Context, historyService
debugGrid(s.logger, grid, orderBook)
// note that the tmpOrders contains FILLED and NEW orders
tmpOrders := orderBook.Orders()
// if all orders on the order book are active orders, we don't need to recover.
@ -1400,14 +1401,15 @@ func (s *Strategy) recoverGridWithOpenOrders(ctx context.Context, historyService
// for reverse order recovering, we need the orders to be sort by update time ascending-ly
types.SortOrdersUpdateTimeAscending(tmpOrders)
if len(tmpOrders) > 1 && len(tmpOrders) == int(s.GridNum) {
// remove the latest updated order because it's near the empty slot
tmpOrders = tmpOrders[1:]
}
// we will only submit reverse orders for filled orders
filledOrders := types.OrdersFilled(tmpOrders)
// if the number of FILLED orders and NEW orders equals to GridNum, then we need to remove an extra filled order for the replay events
if len(tmpOrders) == int(s.GridNum) && len(filledOrders) > 1 {
// remove the latest updated order because it's near the empty slot
filledOrders = filledOrders[1:]
}
s.logger.Infof("GRID RECOVER: found %d filled grid orders, will re-replay the order event in the following order:", len(filledOrders))
for i, o := range filledOrders {
s.logger.Infof("%d) %s", i+1, o.String())