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new flag DisableOrderGroupIDFilter to only query order group id
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1d0b4e5cb8
commit
60160cd7b4
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@ -22,9 +22,10 @@ type Round struct {
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}
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type Collector struct {
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logger *logrus.Entry
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symbol string
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groupID uint32
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logger *logrus.Entry
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symbol string
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groupID uint32
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filterGroupID bool
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// service
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ex types.Exchange
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@ -34,7 +35,7 @@ type Collector struct {
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queryClosedOrderDesc descendingClosedOrderQueryService
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}
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func NewCollector(logger *logrus.Entry, symbol string, groupID uint32, ex types.Exchange) *Collector {
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func NewCollector(logger *logrus.Entry, symbol string, groupID uint32, filterGroupID bool, ex types.Exchange) *Collector {
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historyService, ok := ex.(types.ExchangeTradeHistoryService)
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if !ok {
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logger.Errorf("exchange %s doesn't support ExchangeTradeHistoryService", ex.Name())
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@ -63,6 +64,7 @@ func NewCollector(logger *logrus.Entry, symbol string, groupID uint32, ex types.
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logger: logger,
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symbol: symbol,
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groupID: groupID,
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filterGroupID: filterGroupID,
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ex: ex,
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historyService: historyService,
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queryService: queryService,
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@ -99,7 +101,7 @@ func (rc Collector) CollectCurrentRound(ctx context.Context) (Round, error) {
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lastSide := takeProfitSide
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for _, order := range allOrders {
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// group id filter is used for debug when local running
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if order.GroupID != rc.groupID {
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if rc.filterGroupID && order.GroupID != rc.groupID {
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continue
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}
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@ -135,7 +137,7 @@ func (rc *Collector) CollectFinishRounds(ctx context.Context, fromOrderID uint64
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var round Round
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for _, order := range orders {
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// skip not this strategy order
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if order.GroupID != rc.groupID {
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if rc.filterGroupID && order.GroupID != rc.groupID {
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continue
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}
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@ -146,14 +148,14 @@ func (rc *Collector) CollectFinishRounds(ctx context.Context, fromOrderID uint64
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round.TakeProfitOrders = append(round.TakeProfitOrders, order)
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if order.Status != types.OrderStatusFilled {
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rc.logger.Infof("take-profit order is %s not filled, so this round is not finished. Keep collecting", order.Status)
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rc.logger.Infof("take-profit order is not filled (%s), so this round is not finished. Keep collecting", order.Status)
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continue
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}
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for _, o := range round.TakeProfitOrders {
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if types.IsActiveOrder(o) {
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// Should not happen ! but we only log it
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rc.logger.Errorf("there is at least one take-profit order (%d) is still active, please check it", o.OrderID)
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rc.logger.Errorf("unexpected error, there is at least one take-profit order #%d is still active, please check it. %s", o.OrderID, o.String())
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}
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}
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@ -18,7 +18,7 @@ func Test_NewCollector(t *testing.T) {
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mockEx := mocks.NewMockExchange(mockCtrl)
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mockEx.EXPECT().Name().Return(types.ExchangeMax)
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collector := NewCollector(logger, symbol, 0, mockEx)
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collector := NewCollector(logger, symbol, 0, false, mockEx)
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assert.Nil(t, collector)
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})
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@ -40,7 +40,7 @@ func Test_NewCollector(t *testing.T) {
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ExchangeTradeHistoryService: mockTradeHistoryService,
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}
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collector := NewCollector(logger, symbol, 0, ex)
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collector := NewCollector(logger, symbol, 0, false, ex)
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assert.Nil(t, collector)
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})
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@ -65,7 +65,7 @@ func Test_NewCollector(t *testing.T) {
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ExchangeOrderQueryService: mockOrderQueryService,
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}
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collector := NewCollector(logger, symbol, 0, ex)
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collector := NewCollector(logger, symbol, 0, false, ex)
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assert.Nil(t, collector)
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})
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@ -63,7 +63,8 @@ type Strategy struct {
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CoolDownInterval types.Duration `json:"coolDownInterval"`
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// OrderGroupID is the group ID used for the strategy instance for canceling orders
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OrderGroupID uint32 `json:"orderGroupID"`
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OrderGroupID uint32 `json:"orderGroupID"`
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DisableOrderGroupIDFilter bool `json:"disableOrderGroupIDFilter"`
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// RecoverWhenStart option is used for recovering dca states
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RecoverWhenStart bool `json:"recoverWhenStart"`
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@ -185,7 +186,7 @@ func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.
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}
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// collector
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s.collector = NewCollector(s.logger, s.Symbol, s.OrderGroupID, s.ExchangeSession.Exchange)
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s.collector = NewCollector(s.logger, s.Symbol, s.OrderGroupID, !s.DisableOrderGroupIDFilter, s.ExchangeSession.Exchange)
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if s.collector == nil {
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return fmt.Errorf("failed to initialize collector")
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}
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