FIX: [dca2] fix triggerNextState loop side effect

This commit is contained in:
kbearXD 2024-05-16 14:44:39 +08:00
parent 62e236edf1
commit 73c467a06b

View File

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