xmaker: rewrite and clean up order submission

pkg/strategy/xmaker/strategy.go

@@ -590,31 +590,45 @@ func (s *Strategy) Hedge(ctx context.Context, pos fixedpoint.Value) {
 	log.Infof("submitting %s hedge order %s %v", s.Symbol, side.String(), quantity)
 	bbgo.Notify("Submitting %s hedge order %s %v", s.Symbol, side.String(), quantity)
 
-	// TODO: improve order executor
+	submitOrders := []types.SubmitOrder{
-	orderExecutor := &bbgo.ExchangeOrderExecutor{Session: s.sourceSession}
+		{
-	returnOrders, err := orderExecutor.SubmitOrders(ctx, types.SubmitOrder{
+			Market:           s.sourceMarket,
-		Market:           s.sourceMarket,
+			Symbol:           s.Symbol,
-		Symbol:           s.Symbol,
+			Type:             types.OrderTypeMarket,
-		Type:             types.OrderTypeMarket,
+			Side:             side,
-		Side:             side,
+			Quantity:         quantity,
-		Quantity:         quantity,
+			MarginSideEffect: types.SideEffectTypeMarginBuy,
-		MarginSideEffect: types.SideEffectTypeMarginBuy,
+		},
-	})
+	}
 
+	formattedOrders, err := s.sourceSession.FormatOrders(submitOrders)
+	if err != nil {
+		log.WithError(err).Errorf("unable to format orders")
+		return
+	}
+
+	orderCreateCallback := func(createdOrder types.Order) {
+		s.orderStore.Add(createdOrder)
+		s.activeMakerOrders.Add(createdOrder)
+	}
+
+	defer s.tradeCollector.Process()
+
+	createdOrders, _, err := bbgo.BatchPlaceOrder(ctx, s.sourceSession.Exchange, orderCreateCallback, formattedOrders...)
 	if err != nil {
 		s.hedgeErrorRateReservation = s.hedgeErrorLimiter.Reserve()
 		log.WithError(err).Errorf("market order submit error: %s", err.Error())
 		return
 	}
 
-	// if it's selling, than we should add positive position
+	log.Infof("submitted hedge orders: %+v", createdOrders)
+
+	// if it's selling, then we should add a positive position
 	if side == types.SideTypeSell {
 		s.CoveredPosition = s.CoveredPosition.Add(quantity)
 	} else {
 		s.CoveredPosition = s.CoveredPosition.Add(quantity.Neg())
 	}
-
-	s.orderStore.Add(returnOrders...)
 }
 
 func (s *Strategy) tradeRecover(ctx context.Context) {
@@ -831,29 +845,28 @@ func (s *Strategy) CrossRun(
 
 		if profit.Compare(fixedpoint.Zero) == 0 {
 			s.Environment.RecordPosition(s.Position, trade, nil)
-		} else {
-			log.Infof("%s generated profit: %v", s.Symbol, profit)
-
-			p := s.Position.NewProfit(trade, profit, netProfit)
-			p.Strategy = ID
-			p.StrategyInstanceID = instanceID
-			bbgo.Notify(&p)
-			s.ProfitStats.AddProfit(p)
-
-			s.Environment.RecordPosition(s.Position, trade, &p)
-
-			if s.CircuitBreaker != nil {
-				s.CircuitBreaker.RecordProfit(profit, trade.Time.Time())
-			}
 		}
 	})
 
+	s.tradeCollector.OnProfit(func(trade types.Trade, profit *types.Profit) {
+		if s.CircuitBreaker != nil {
+			s.CircuitBreaker.RecordProfit(profit.Profit, trade.Time.Time())
+		}
+
+		bbgo.Notify(profit)
+
+		s.ProfitStats.AddProfit(*profit)
+		s.Environment.RecordPosition(s.Position, trade, profit)
+	})
+
 	s.tradeCollector.OnPositionUpdate(func(position *types.Position) {
 		bbgo.Notify(position)
 	})
 	s.tradeCollector.OnRecover(func(trade types.Trade) {
 		bbgo.Notify("Recovered trade", trade)
 	})
+
+	// bind two user data streams so that we can collect the trades together
 	s.tradeCollector.BindStream(s.sourceSession.UserDataStream)
 	s.tradeCollector.BindStream(s.makerSession.UserDataStream)