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https://github.com/c9s/bbgo.git
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FIX: [dca2] fix triggerNextState loop side effect
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parent
62e236edf1
commit
73c467a06b
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@ -104,24 +104,9 @@ func (s *Strategy) runState(ctx context.Context) {
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}
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}
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// move to next state
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// move to next state
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switch s.state {
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if triggerImmediately := s.moveToNextState(ctx, nextState); triggerImmediately {
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case WaitToOpenPosition:
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s.triggerNextState()
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s.runWaitToOpenPositionState(ctx, nextState)
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case PositionOpening:
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s.runPositionOpening(ctx, nextState)
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case OpenPositionReady:
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s.runOpenPositionReady(ctx, nextState)
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case OpenPositionOrderFilled:
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s.runOpenPositionOrderFilled(ctx, nextState)
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case OpenPositionOrdersCancelling:
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s.runOpenPositionOrdersCancelling(ctx, nextState)
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case OpenPositionOrdersCancelled:
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s.runOpenPositionOrdersCancelled(ctx, nextState)
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case TakeProfitReady:
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s.runTakeProfitReady(ctx, nextState)
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}
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}
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s.triggerNextState()
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}
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}
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}
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}
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}
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}
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@ -141,68 +126,96 @@ func (s *Strategy) triggerNextState() {
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}
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}
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}
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}
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func (s *Strategy) runWaitToOpenPositionState(ctx context.Context, next State) {
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// moveToNextState will run the process when moving current state to next state
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// it will return true if we want it trigger the next state immediately
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func (s *Strategy) moveToNextState(ctx context.Context, nextState State) bool {
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switch s.state {
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case WaitToOpenPosition:
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return s.runWaitToOpenPositionState(ctx, nextState)
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case PositionOpening:
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return s.runPositionOpening(ctx, nextState)
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case OpenPositionReady:
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return s.runOpenPositionReady(ctx, nextState)
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case OpenPositionOrderFilled:
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return s.runOpenPositionOrderFilled(ctx, nextState)
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case OpenPositionOrdersCancelling:
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return s.runOpenPositionOrdersCancelling(ctx, nextState)
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case OpenPositionOrdersCancelled:
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return s.runOpenPositionOrdersCancelled(ctx, nextState)
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case TakeProfitReady:
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return s.runTakeProfitReady(ctx, nextState)
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}
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s.logger.Errorf("unexpected state: %d, please check it", s.state)
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return false
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}
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func (s *Strategy) runWaitToOpenPositionState(ctx context.Context, next State) bool {
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if s.nextRoundPaused {
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if s.nextRoundPaused {
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s.logger.Info("[State] WaitToOpenPosition - nextRoundPaused is set")
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s.logger.Info("[State] WaitToOpenPosition - nextRoundPaused is set")
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return
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return false
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}
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}
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if time.Now().Before(s.startTimeOfNextRound) {
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if time.Now().Before(s.startTimeOfNextRound) {
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return
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return false
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}
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}
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s.updateState(PositionOpening)
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s.updateState(PositionOpening)
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s.logger.Info("[State] WaitToOpenPosition -> PositionOpening")
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s.logger.Info("[State] WaitToOpenPosition -> PositionOpening")
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return true
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}
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}
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func (s *Strategy) runPositionOpening(ctx context.Context, next State) {
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func (s *Strategy) runPositionOpening(ctx context.Context, next State) bool {
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s.logger.Info("[State] PositionOpening - start placing open-position orders")
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s.logger.Info("[State] PositionOpening - start placing open-position orders")
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if err := s.placeOpenPositionOrders(ctx); err != nil {
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if err := s.placeOpenPositionOrders(ctx); err != nil {
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s.logger.WithError(err).Error("failed to place open-position orders, please check it.")
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s.logger.WithError(err).Error("failed to place open-position orders, please check it.")
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return false
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// try after 1 minute when failed to placing orders
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s.startTimeOfNextRound = s.startTimeOfNextRound.Add(openPositionRetryInterval)
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s.logger.Infof("reset startTimeOfNextRound to %s", s.startTimeOfNextRound.String())
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s.updateState(WaitToOpenPosition)
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return
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}
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}
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s.updateState(OpenPositionReady)
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s.updateState(OpenPositionReady)
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s.logger.Info("[State] PositionOpening -> OpenPositionReady")
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s.logger.Info("[State] PositionOpening -> OpenPositionReady")
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// do not trigger next state immediately, because OpenPositionReady state only trigger by kline to move to the next state
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return false
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}
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}
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func (s *Strategy) runOpenPositionReady(_ context.Context, next State) {
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func (s *Strategy) runOpenPositionReady(_ context.Context, next State) bool {
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s.updateState(OpenPositionOrderFilled)
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s.updateState(OpenPositionOrderFilled)
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s.logger.Info("[State] OpenPositionReady -> OpenPositionOrderFilled")
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s.logger.Info("[State] OpenPositionReady -> OpenPositionOrderFilled")
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// do not trigger next state immediately, because OpenPositionOrderFilled state only trigger by kline to move to the next state
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return false
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}
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}
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func (s *Strategy) runOpenPositionOrderFilled(_ context.Context, next State) {
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func (s *Strategy) runOpenPositionOrderFilled(_ context.Context, next State) bool {
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s.updateState(OpenPositionOrdersCancelling)
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s.updateState(OpenPositionOrdersCancelling)
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s.logger.Info("[State] OpenPositionOrderFilled -> OpenPositionOrdersCancelling")
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s.logger.Info("[State] OpenPositionOrderFilled -> OpenPositionOrdersCancelling")
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return true
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}
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}
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func (s *Strategy) runOpenPositionOrdersCancelling(ctx context.Context, next State) {
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func (s *Strategy) runOpenPositionOrdersCancelling(ctx context.Context, next State) bool {
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s.logger.Info("[State] OpenPositionOrdersCancelling - start cancelling open-position orders")
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s.logger.Info("[State] OpenPositionOrdersCancelling - start cancelling open-position orders")
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if err := s.OrderExecutor.GracefulCancel(ctx); err != nil {
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if err := s.OrderExecutor.GracefulCancel(ctx); err != nil {
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s.logger.WithError(err).Error("failed to cancel maker orders")
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s.logger.WithError(err).Error("failed to cancel maker orders")
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return
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return false
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}
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}
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s.updateState(OpenPositionOrdersCancelled)
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s.updateState(OpenPositionOrdersCancelled)
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s.logger.Info("[State] OpenPositionOrdersCancelling -> OpenPositionOrdersCancelled")
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s.logger.Info("[State] OpenPositionOrdersCancelling -> OpenPositionOrdersCancelled")
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return true
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}
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}
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func (s *Strategy) runOpenPositionOrdersCancelled(ctx context.Context, next State) {
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func (s *Strategy) runOpenPositionOrdersCancelled(ctx context.Context, next State) bool {
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s.logger.Info("[State] OpenPositionOrdersCancelled - start placing take-profit orders")
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s.logger.Info("[State] OpenPositionOrdersCancelled - start placing take-profit orders")
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if err := s.placeTakeProfitOrders(ctx); err != nil {
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if err := s.placeTakeProfitOrders(ctx); err != nil {
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s.logger.WithError(err).Error("failed to open take profit orders")
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s.logger.WithError(err).Error("failed to open take profit orders")
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return
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return false
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}
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}
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s.updateState(TakeProfitReady)
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s.updateState(TakeProfitReady)
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s.logger.Info("[State] OpenPositionOrdersCancelled -> TakeProfitReady")
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s.logger.Info("[State] OpenPositionOrdersCancelled -> TakeProfitReady")
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// do not trigger next state immediately, because TakeProfitReady state only trigger by kline to move to the next state
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return false
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}
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}
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func (s *Strategy) runTakeProfitReady(ctx context.Context, next State) {
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func (s *Strategy) runTakeProfitReady(ctx context.Context, next State) bool {
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// wait 3 seconds to avoid position not update
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// wait 3 seconds to avoid position not update
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time.Sleep(3 * time.Second)
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time.Sleep(3 * time.Second)
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@ -226,4 +239,6 @@ func (s *Strategy) runTakeProfitReady(ctx context.Context, next State) {
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s.startTimeOfNextRound = time.Now().Add(s.CoolDownInterval.Duration())
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s.startTimeOfNextRound = time.Now().Add(s.CoolDownInterval.Duration())
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s.updateState(WaitToOpenPosition)
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s.updateState(WaitToOpenPosition)
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s.logger.Infof("[State] TakeProfitReady -> WaitToOpenPosition (startTimeOfNextRound: %s)", s.startTimeOfNextRound.String())
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s.logger.Infof("[State] TakeProfitReady -> WaitToOpenPosition (startTimeOfNextRound: %s)", s.startTimeOfNextRound.String())
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return false
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}
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}
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