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grid2: make openGrid and closeGrid as private method

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c9s 2022-12-04 13:04:14 +08:00
parent c77bb83b95
commit 7abc799da4
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GPG Key ID: 7385E7E464CB0A54
1 changed files with 32 additions and 7 deletions
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39
pkg/strategy/grid2/strategy.go
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@ -80,6 +80,10 @@ type Strategy struct {
// KeepOrdersWhenShutdown option is used for keeping the grid orders when shutting down bbgo
KeepOrdersWhenShutdown bool `json:"keepOrdersWhenShutdown"`
// ClearOpenOrdersWhenStart
// If this is set, when bbgo started, it will clear the open orders in the same market (by symbol)
ClearOpenOrdersWhenStart bool `json:"clearOpenOrdersWhenStart"`
grid *Grid
ProfitStats *types.ProfitStats `persistence:"profit_stats"`
@ -150,7 +154,7 @@ func (s *Strategy) handleOrderCanceled(o types.Order) {
ctx := context.Background()
if s.CloseWhenCancelOrder {
s.logger.Infof("one of the grid orders is canceled, now closing grid...")
if err := s.CloseGrid(ctx); err != nil {
if err := s.closeGrid(ctx); err != nil {
s.logger.WithError(err).Errorf("graceful order cancel error")
}
}
@ -454,8 +458,8 @@ func (s *Strategy) calculateQuoteBaseInvestmentQuantity(quoteInvestment, baseInv
return quoteSideQuantity, nil
}
// CloseGrid closes the grid orders
func (s *Strategy) CloseGrid(ctx context.Context) error {
// closeGrid closes the grid orders
func (s *Strategy) closeGrid(ctx context.Context) error {
bbgo.Sync(ctx, s)
// now we can cancel the open orders
@ -468,10 +472,10 @@ func (s *Strategy) CloseGrid(ctx context.Context) error {
return nil
}
// OpenGrid
// openGrid
// 1) if quantity or amount is set, we should use quantity/amount directly instead of using investment amount to calculate.
// 2) if baseInvestment, quoteInvestment is set, then we should calculate the quantity from the given base investment and quote investment.
func (s *Strategy) OpenGrid(ctx context.Context, session *bbgo.ExchangeSession) error {
func (s *Strategy) openGrid(ctx context.Context, session *bbgo.ExchangeSession) error {
lastPrice, err := s.getLastTradePrice(ctx, session)
if err != nil {
return errors.Wrap(err, "failed to get the last trade price")
@ -613,6 +617,21 @@ func (s *Strategy) OpenGrid(ctx context.Context, session *bbgo.ExchangeSession)
return nil
}
func (s *Strategy) clearOpenOrders(ctx context.Context, session *bbgo.ExchangeSession) error {
// clear open orders when start
openOrders, err := session.Exchange.QueryOpenOrders(ctx, s.Symbol)
if err != nil {
return err
}
err = session.Exchange.CancelOrders(ctx, openOrders...)
if err != nil {
return err
}
return nil
}
func (s *Strategy) getLastTradePrice(ctx context.Context, session *bbgo.ExchangeSession) (fixedpoint.Value, error) {
if bbgo.IsBackTesting {
price, ok := session.LastPrice(s.Symbol)
@ -668,6 +687,12 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
})
s.orderExecutor.ActiveMakerOrders().OnFilled(s.handleOrderFilled)
if s.ClearOpenOrdersWhenStart {
if err := s.clearOpenOrders(ctx, session); err != nil {
return err
}
}
s.grid = NewGrid(s.LowerPrice, s.UpperPrice, fixedpoint.NewFromInt(s.GridNum), s.Market.TickSize)
s.grid.CalculateArithmeticPins()
@ -680,13 +705,13 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
return
}
if err := s.CloseGrid(ctx); err != nil {
if err := s.closeGrid(ctx); err != nil {
s.logger.WithError(err).Errorf("grid graceful order cancel error")
}
})
session.UserDataStream.OnStart(func() {
if err := s.OpenGrid(ctx, session); err != nil {
if err := s.openGrid(ctx, session); err != nil {
s.logger.WithError(err).Errorf("failed to setup grid orders")
}
})