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

grid2: improve log and try best to return the order fee

Browse Source
This commit is contained in:
c9s 2023-04-28 16:07:03 +08:00
parent 5a901e929c
commit 717de67d5a
No known key found for this signature in database
GPG Key ID: 7385E7E464CB0A54
1 changed files with 14 additions and 6 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

20
pkg/strategy/grid2/strategy.go
View File

@ -361,11 +361,11 @@ func (s *Strategy) verifyOrderTrades(o types.Order, trades []types.Trade) bool {
if c < 0 {
s.logger.Warnf("order trades missing. expected: %s got: %s",
o.Quantity.String(),
executedQuantity.String(),
tq.String())
return false
} else if c > 0 {
s.logger.Errorf("aggregated trade quantity > order.quantity, something is wrong, please check")
s.logger.Errorf("aggregated trade quantity %s > order executed quantity %s, something is wrong, please check", tq.String(), executedQuantity.String())
return true
}
@ -379,7 +379,7 @@ func (s *Strategy) aggregateOrderFee(o types.Order) (fixedpoint.Value, string) {
// try to get the received trades (websocket trades)
orderTrades := s.historicalTrades.GetOrderTrades(o)
if len(orderTrades) > 0 {
s.logger.Infof("found filled order trades: %+v", orderTrades)
s.logger.Infof("GRID: found filled order trades: %+v", orderTrades)
}
feeCurrency := s.Market.BaseCurrency
@ -403,7 +403,7 @@ func (s *Strategy) aggregateOrderFee(o types.Order) (fixedpoint.Value, string) {
return fixedpoint.Zero, feeCurrency
}
s.logger.Warnf("missing order trades or missing trade fee, pulling order trades from API")
s.logger.Warnf("GRID: missing #%d order trades or missing trade fee, pulling order trades from API", o.OrderID)
// if orderQueryService is supported, use it to query the trades of the filled order
apiOrderTrades, err := s.orderQueryService.QueryOrderTrades(context.Background(), types.OrderQuery{
@ -411,13 +411,21 @@ func (s *Strategy) aggregateOrderFee(o types.Order) (fixedpoint.Value, string) {
OrderID: strconv.FormatUint(o.OrderID, 10),
})
if err != nil {
s.logger.WithError(err).Errorf("query order trades error")
s.logger.WithError(err).Errorf("query #%d order trades error", o.OrderID)
} else {
s.logger.Infof("fetched api trades: %+v", apiOrderTrades)
s.logger.Infof("GRID: fetched api #%d order trades: %+v", o.OrderID, apiOrderTrades)
orderTrades = apiOrderTrades
}
}
// still try to aggregate the trades quantity if we can:
if len(orderTrades) > 0 {
fees := collectTradeFee(orderTrades)
if fee, ok := fees[feeCurrency]; ok {
return fee, feeCurrency
}
}
return fixedpoint.Zero, feeCurrency
}