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new config 'recoverGridByScanningTrades'

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This commit is contained in:
chiahung 2023-03-09 17:42:37 +08:00
parent 4288c82e25
commit 67001fcbb7
1 changed files with 13 additions and 4 deletions
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17
pkg/strategy/grid2/strategy.go
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@ -157,7 +157,8 @@ type Strategy struct {
// it makes sure that your grid configuration is profitable.
FeeRate fixedpoint.Value `json:"feeRate"`
SkipSpreadCheck bool `json:"skipSpreadCheck"`
SkipSpreadCheck bool `json:"skipSpreadCheck"`
RecoverGridByScanningTrades bool `json:"recoverGridByScanningTrades"`
GridProfitStats *GridProfitStats `persistence:"grid_profit_stats"`
Position *types.Position `persistence:"position"`
@ -1369,7 +1370,7 @@ func (s *Strategy) recoverGridWithOpenOrdersByScanningTrades(ctx context.Context
// 6. debug and send metrics
debugGrid(s.logger, grid, s.orderExecutor.ActiveMakerOrders())
s.updateGridNumOfOrdersMetrics()
s.updateGridNumOfOrdersMetricsWithLock()
s.updateOpenOrderPricesMetrics(s.orderExecutor.ActiveMakerOrders().Orders())
return nil
@ -1910,7 +1911,7 @@ func (s *Strategy) startProcess(ctx context.Context, session *bbgo.ExchangeSessi
if s.RecoverOrdersWhenStart {
// do recover only when triggerPrice is not set and not in the back-test mode
s.logger.Infof("recoverWhenStart is set, trying to recover grid orders...")
if err := s.recoverGridByScanningOrders(ctx, session); err != nil {
if err := s.recoverGrid(ctx, session); err != nil {
s.logger.WithError(err).Errorf("recover error")
}
}
@ -1921,6 +1922,14 @@ func (s *Strategy) startProcess(ctx context.Context, session *bbgo.ExchangeSessi
}
}
func (s *Strategy) recoverGrid(ctx context.Context, session *bbgo.ExchangeSession) error {
if s.RecoverGridByScanningTrades {
return s.recoverGridByScanningTrades(ctx, session)
}
return s.recoverGridByScanningOrders(ctx, session)
}
func (s *Strategy) recoverGridByScanningOrders(ctx context.Context, session *bbgo.ExchangeSession) error {
openOrders, err := session.Exchange.QueryOpenOrders(ctx, s.Symbol)
if err != nil {
@ -2018,4 +2027,4 @@ func roundUpMarketQuantity(market types.Market, v fixedpoint.Value, c string) (f
}
return v.Round(prec, fixedpoint.Up), prec
}
}