fix

config/dca2.yaml

@@ -22,9 +22,10 @@ exchangeStrategies:
 - on: max
   dca2:
     symbol: ETHUSDT
-    short: false
     quoteInvestment: "200"
     maxOrderCount: 5
     priceDeviation: "0.01"
     takeProfitRatio: "0.002"
     coolDownInterval: 180
+    recoverWhenStart: true
+    keepOrdersWhenShutdown: true

pkg/strategy/common/callbacks.go

@@ -1,36 +1,37 @@
-package types
+package common
 
-type CommonCallback struct {
+//go:generate callbackgen -type StatusCallbacks
+type StatusCallbacks struct {
 	readyCallbacks  []func()
 	closedCallbacks []func()
 	errorCallbacks  []func(error)
 }
 
-func (c *CommonCallback) OnReady(cb func()) {
+func (c *StatusCallbacks) OnReady(cb func()) {
 	c.readyCallbacks = append(c.readyCallbacks, cb)
 }
 
-func (c *CommonCallback) EmitReady() {
+func (c *StatusCallbacks) EmitReady() {
 	for _, cb := range c.readyCallbacks {
 		cb()
 	}
 }
 
-func (c *CommonCallback) OnClosed(cb func()) {
+func (c *StatusCallbacks) OnClosed(cb func()) {
 	c.closedCallbacks = append(c.closedCallbacks, cb)
 }
 
-func (c *CommonCallback) EmitClosed() {
+func (c *StatusCallbacks) EmitClosed() {
 	for _, cb := range c.closedCallbacks {
 		cb()
 	}
 }
 
-func (c *CommonCallback) OnError(cb func(err error)) {
+func (c *StatusCallbacks) OnError(cb func(err error)) {
 	c.errorCallbacks = append(c.errorCallbacks, cb)
 }
 
-func (c *CommonCallback) EmitError(err error) {
+func (c *StatusCallbacks) EmitError(err error) {
 	for _, cb := range c.errorCallbacks {
 		cb(err)
 	}

pkg/strategy/dca2/profit_stats.go

@@ -3,27 +3,11 @@ package dca2
 import (
 	"fmt"
 	"strings"
-	"time"
 
 	"github.com/c9s/bbgo/pkg/fixedpoint"
 	"github.com/c9s/bbgo/pkg/types"
 )
 
-type PersistenceTTL struct {
-	ttl time.Duration
-}
-
-func (p *PersistenceTTL) SetTTL(ttl time.Duration) {
-	if ttl.Nanoseconds() <= 0 {
-		return
-	}
-	p.ttl = ttl
-}
-
-func (p *PersistenceTTL) Expiration() time.Duration {
-	return p.ttl
-}
-
 type ProfitStats struct {
 	Symbol string       `json:"symbol"`
 	Market types.Market `json:"market,omitempty"`
@@ -37,7 +21,7 @@ type ProfitStats struct {
 	TotalProfit        fixedpoint.Value            `json:"totalProfit,omitempty"`
 	TotalFee           map[string]fixedpoint.Value `json:"totalFee,omitempty"`
 
-	PersistenceTTL
+	types.PersistenceTTL
 }
 
 func newProfitStats(market types.Market, quoteInvestment fixedpoint.Value) *ProfitStats {

pkg/strategy/dca2/strategy.go

@@ -10,6 +10,7 @@ import (
 
 	"github.com/c9s/bbgo/pkg/bbgo"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/strategy/common"
 	"github.com/c9s/bbgo/pkg/types"
 	"github.com/c9s/bbgo/pkg/util"
 	"github.com/prometheus/client_golang/prometheus"
@@ -69,7 +70,7 @@ type Strategy struct {
 	state                State
 
 	// callbacks
-	types.CommonCallback
+	common.StatusCallbacks
 	positionCallbacks []func(*types.Position)
 	profitCallbacks   []func(*ProfitStats)
 }
@@ -297,11 +298,22 @@ func (s *Strategy) CalculateProfitOfCurrentRound(ctx context.Context) error {
 
 	// query the trades of this round
 	for _, order := range orders {
+		if order.OrderID > s.ProfitStats.FromOrderID {
+			s.ProfitStats.FromOrderID = order.OrderID
+		}
+
+		// skip not this strategy order
+		if order.GroupID != s.OrderGroupID {
+			continue
+		}
+
 		if order.ExecutedQuantity.Sign() == 0 {
 			// skip no trade orders
 			continue
 		}
 
+		s.logger.Infof("[DCA] calculate profit stats from order: %s", order.String())
+
 		trades, err := queryService.QueryOrderTrades(ctx, types.OrderQuery{
 			Symbol:  order.Symbol,
 			OrderID: strconv.FormatUint(order.OrderID, 10),
@@ -312,6 +324,7 @@ func (s *Strategy) CalculateProfitOfCurrentRound(ctx context.Context) error {
 		}
 
 		for _, trade := range trades {
+			s.logger.Infof("[DCA] calculate profit stats from trade: %s", trade.String())
 			s.ProfitStats.AddTrade(trade)
 		}
 	}

pkg/types/persistence_ttl.go

@@ -0,0 +1,18 @@
+package types
+
+import "time"
+
+type PersistenceTTL struct {
+	ttl time.Duration
+}
+
+func (p *PersistenceTTL) SetTTL(ttl time.Duration) {
+	if ttl.Nanoseconds() <= 0 {
+		return
+	}
+	p.ttl = ttl
+}
+
+func (p *PersistenceTTL) Expiration() time.Duration {
+	return p.ttl
+}