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add more order execution parameter checks

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This commit is contained in:
c9s 2021-05-14 14:52:32 +08:00
parent bb34b1002a
commit 66bc06bc5f
1 changed files with 38 additions and 10 deletions
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48
pkg/cmd/orders.go
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@ -4,10 +4,10 @@ import (
"context" "context"
"fmt" "fmt"
"os" "os"
"os/signal"
"syscall" "syscall"
"time" "time"
"github.com/c9s/bbgo/pkg/cmd/cmdutil"
"github.com/c9s/bbgo/pkg/fixedpoint" "github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/google/uuid" "github.com/google/uuid"
"github.com/pkg/errors" "github.com/pkg/errors"
@ -145,6 +145,9 @@ var executeOrderCmd = &cobra.Command{
if err != nil { if err != nil {
return err return err
} }
if len(targetQuantityS) == 0 {
return errors.New("--target-quantity can not be empty")
}
targetQuantity, err := fixedpoint.NewFromString(targetQuantityS) targetQuantity, err := fixedpoint.NewFromString(targetQuantityS)
if err != nil { if err != nil {
@ -155,12 +158,25 @@ var executeOrderCmd = &cobra.Command{
if err != nil { if err != nil {
return err return err
} }
if len(sliceQuantityS) == 0 {
return errors.New("--slice-quantity can not be empty")
}
sliceQuantity, err := fixedpoint.NewFromString(sliceQuantityS) sliceQuantity, err := fixedpoint.NewFromString(sliceQuantityS)
if err != nil { if err != nil {
return err 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() environ := bbgo.NewEnvironment()
if err := environ.ConfigureExchangeSessions(userConfig); err != nil { if err := environ.ConfigureExchangeSessions(userConfig); err != nil {
return err return err
@ -179,22 +195,33 @@ var executeOrderCmd = &cobra.Command{
Session: session, 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 { if err != nil {
execCancel()
_ = execution
return err return err
} }
// report execution here... var sigC = make(chan os.Signal, 1)
_ = execution 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...") log.Infof("shutting down order executor...")
execCancel() 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():
}
return nil return nil
}, },
} }
@ -289,6 +316,7 @@ func init() {
executeOrderCmd.Flags().String("side", "", "the trading side: buy or sell") executeOrderCmd.Flags().String("side", "", "the trading side: buy or sell")
executeOrderCmd.Flags().String("target-quantity", "", "target quantity") executeOrderCmd.Flags().String("target-quantity", "", "target quantity")
executeOrderCmd.Flags().String("slice-quantity", "", "slice quantity") executeOrderCmd.Flags().String("slice-quantity", "", "slice quantity")
executeOrderCmd.Flags().String("stop-price", "0", "stop price")
RootCmd.AddCommand(listOrdersCmd) RootCmd.AddCommand(listOrdersCmd)
RootCmd.AddCommand(submitOrderCmd) RootCmd.AddCommand(submitOrderCmd)