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grid2: add a simple order poller
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parent
b7680a750b
commit
6fe4f7ca90
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@ -258,6 +258,7 @@ func (s *Strategy) buildFilledPinOrderMapFromTrades(ctx context.Context, history
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continue
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}
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// TODO: replace this with queryOrderUntilSuccessful
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order, err := s.orderQueryService.QueryOrder(ctx, types.OrderQuery{
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OrderID: strconv.FormatUint(trade.OrderID, 10),
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})
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@ -1800,6 +1800,57 @@ func (s *Strategy) getWriteContext(fallbackCtxList ...context.Context) context.C
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return context.Background()
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}
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type orderPollerRequirement interface {
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types.ExchangeOrderQueryService
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types.ExchangeTradeHistoryService
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}
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type OrderPoller struct {
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filledOrders *bbgo.OrderStore
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lastSyncTime time.Time
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service orderPollerRequirement
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}
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func newOrderPoller(symbol string, service orderPollerRequirement) *OrderPoller {
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orderStore := bbgo.NewOrderStore(symbol)
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orderStore.AddOrderUpdate = true
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orderStore.RemoveFilled = false
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return &OrderPoller{
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filledOrders: orderStore,
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}
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}
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func (p *OrderPoller) Bind(stream types.Stream) {
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p.filledOrders.BindStream(stream)
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}
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func (p *OrderPoller) Run(ctx context.Context, interval time.Duration) {
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ticker := time.NewTicker(interval)
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defer ticker.Stop()
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for {
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select {
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case <-ctx.Done():
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return
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case <-ticker.C:
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}
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}
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}
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func (p *OrderPoller) Start(ctx context.Context) {
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go p.Run(ctx, 5*time.Minute)
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}
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func (s *Strategy) bindOrderPoller(session *bbgo.ExchangeSession) {
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service, support := session.Exchange.(orderPollerRequirement)
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if !support {
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return
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}
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poller := newOrderPoller(s.Symbol, service)
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poller.Bind(session.UserDataStream)
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}
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func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
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instanceID := s.InstanceID()
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@ -2155,3 +2206,22 @@ func queryOpenOrdersUntilSuccessful(ctx context.Context, ex types.Exchange, symb
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err = generalBackoff(ctx, op)
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return openOrders, err
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}
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func queryOrderUntilSuccessful(ctx context.Context, service types.ExchangeOrderQueryService, orderId uint64) (*types.Order, error) {
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var retOrder *types.Order
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id := strconv.FormatUint(orderId, 10)
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var op = func() (err2 error) {
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order, err2 := service.QueryOrder(ctx, types.OrderQuery{OrderID: id})
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if err2 != nil {
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return err2
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} else if order != nil {
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retOrder = order
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}
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return nil
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}
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err := generalBackoff(ctx, op)
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return retOrder, err
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}
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