lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-10 09:11:55 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity

grid: add field guards

Browse Source
This commit is contained in:
c9s 2021-11-05 01:04:04 +08:00
parent 7db7596abe
commit 6851d8d254
1 changed files with 11 additions and 3 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

14
pkg/strategy/grid/strategy.go
View File

@ -528,9 +528,16 @@ func (s *Strategy) LoadState() error {
// init profit stats
s.state.ProfitStats.Init(s.Market)
// field guards
if s.state.ArbitrageOrders == nil {
s.state.ArbitrageOrders = make(map[uint64]types.Order)
}
if s.state.FilledBuyGrids == nil {
s.state.FilledBuyGrids = make(map[fixedpoint.Value]struct{})
}
if s.state.FilledSellGrids == nil {
s.state.FilledSellGrids = make(map[fixedpoint.Value]struct{})
}
return nil
}
@ -545,15 +552,14 @@ func (s *Strategy) SaveState() error {
if err := s.Persistence.Save(s.state, ID, instanceID); err != nil {
return err
} else {
log.Infof("%s state is saved => %+v", ID, s.state)
}
}
return nil
}
// InstanceID returns the instance identifier from the current grid configuration parameters
func (s *Strategy) InstanceID() string {
return fmt.Sprintf("grid-%s-%d-%d-%d", s.Symbol, s.GridNum, s.UpperPrice, s.LowerPrice)
return fmt.Sprintf("%s-%s-%d-%d-%d", ID, s.Symbol, s.GridNum, s.UpperPrice, s.LowerPrice)
}
func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
@ -614,6 +620,8 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
session.UserDataStream.OnStart(func() {
// if we have orders in the state data, we can restore them
if len(s.state.Orders) > 0 {
s.Notifiability.Notify("restoring %s %d grid orders...", s.Symbol, len(s.state.Orders))
createdOrders, err := orderExecutor.SubmitOrders(ctx, s.state.Orders...)
if err != nil {
log.WithError(err).Error("active orders restore error")