From 66bc06bc5f64882311cb7bc7294dcd53a5d48d94 Mon Sep 17 00:00:00 2001 From: c9s Date: Fri, 14 May 2021 14:52:32 +0800 Subject: [PATCH] add more order execution parameter checks --- pkg/cmd/orders.go | 48 +++++++++++++++++++++++++++++++++++++---------- 1 file changed, 38 insertions(+), 10 deletions(-) diff --git a/pkg/cmd/orders.go b/pkg/cmd/orders.go index 41a19d1ce..20eca81a9 100644 --- a/pkg/cmd/orders.go +++ b/pkg/cmd/orders.go @@ -4,10 +4,10 @@ import ( "context" "fmt" "os" + "os/signal" "syscall" "time" - "github.com/c9s/bbgo/pkg/cmd/cmdutil" "github.com/c9s/bbgo/pkg/fixedpoint" "github.com/google/uuid" "github.com/pkg/errors" @@ -145,6 +145,9 @@ var executeOrderCmd = &cobra.Command{ if err != nil { return err } + if len(targetQuantityS) == 0 { + return errors.New("--target-quantity can not be empty") + } targetQuantity, err := fixedpoint.NewFromString(targetQuantityS) if err != nil { @@ -155,12 +158,25 @@ var executeOrderCmd = &cobra.Command{ if err != nil { return err } + if len(sliceQuantityS) == 0 { + return errors.New("--slice-quantity can not be empty") + } sliceQuantity, err := fixedpoint.NewFromString(sliceQuantityS) if err != nil { return err } + stopPriceS, err := cmd.Flags().GetString("stop-price") + if err != nil { + return err + } + + stopPrice, err := fixedpoint.NewFromString(stopPriceS) + if err != nil { + return err + } + environ := bbgo.NewEnvironment() if err := environ.ConfigureExchangeSessions(userConfig); err != nil { return err @@ -179,22 +195,33 @@ var executeOrderCmd = &cobra.Command{ Session: session, } - execCtx, execCancel := context.WithCancel(ctx) + executionCtx, cancelExecution := context.WithCancel(ctx) + defer cancelExecution() - execution, err := executor.Execute(execCtx, symbol, side, targetQuantity, sliceQuantity) + execution, err := executor.Execute(executionCtx, symbol, side, targetQuantity, sliceQuantity, stopPrice) if err != nil { - execCancel() - _ = execution return err } - // report execution here... - _ = execution + var sigC = make(chan os.Signal, 1) + signal.Notify(sigC, syscall.SIGINT, syscall.SIGTERM) + defer signal.Stop(sigC) - cmdutil.WaitForSignal(ctx, syscall.SIGINT, syscall.SIGTERM) + select { + case sig := <-sigC: + log.Warnf("signal %v", sig) + log.Infof("shutting down order executor...") + shutdownCtx, cancelShutdown := context.WithDeadline(ctx, time.Now().Add(10*time.Second)) + execution.Shutdown(shutdownCtx) + cancelShutdown() + + case <-execution.Done(): + log.Infof("the order execution is completed") + + case <-ctx.Done(): + + } - log.Infof("shutting down order executor...") - execCancel() return nil }, } @@ -289,6 +316,7 @@ func init() { executeOrderCmd.Flags().String("side", "", "the trading side: buy or sell") executeOrderCmd.Flags().String("target-quantity", "", "target quantity") executeOrderCmd.Flags().String("slice-quantity", "", "slice quantity") + executeOrderCmd.Flags().String("stop-price", "0", "stop price") RootCmd.AddCommand(listOrdersCmd) RootCmd.AddCommand(submitOrderCmd)