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grid: adjust callback registration ordering

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This commit is contained in:
c9s 2021-05-07 02:14:35 +08:00
parent 494a270c54
commit 858d6bdf05
1 changed files with 25 additions and 22 deletions
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47
pkg/strategy/grid/strategy.go
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@ -315,15 +315,14 @@ func (s *Strategy) placeGridSellOrders(orderExecutor bbgo.OrderExecutor, session
return err
}
if len(orderForms) > 0 {
createdOrders, err := orderExecutor.SubmitOrders(context.Background(), orderForms...)
s.activeOrders.Add(createdOrders...)
if err != nil {
return err
}
if len(orderForms) == 0 {
return errors.New("none of sell order is generated")
}
return nil
log.Infof("submitting %d sell orders...", len(orderForms))
createdOrders, err := orderExecutor.SubmitOrders(context.Background(), orderForms...)
s.activeOrders.Add(createdOrders...)
return err
}
func (s *Strategy) placeGridBuyOrders(orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
@ -332,15 +331,15 @@ func (s *Strategy) placeGridBuyOrders(orderExecutor bbgo.OrderExecutor, session
return err
}
if len(orderForms) > 0 {
createdOrders, err := orderExecutor.SubmitOrders(context.Background(), orderForms...)
s.activeOrders.Add(createdOrders...)
if err != nil {
return err
}
if len(orderForms) == 0 {
return errors.New("none of buy order is generated")
}
return nil
log.Infof("submitting %d buy orders...", len(orderForms))
createdOrders, err := orderExecutor.SubmitOrders(context.Background(), orderForms...)
s.activeOrders.Add(createdOrders...)
return err
}
func (s *Strategy) placeGridOrders(orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) {
@ -366,6 +365,9 @@ func (s *Strategy) placeGridOrders(orderExecutor bbgo.OrderExecutor, session *bb
if err := s.placeGridBuyOrders(orderExecutor, session); err != nil {
log.Warn(err.Error())
}
default:
log.Errorf("invalid side %s", s.Side)
}
}
@ -575,15 +577,8 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
}
})
if s.CatchUp {
session.Stream.OnKLineClosed(func(kline types.KLine) {
log.Infof("catchUp mode is enabled, updating grid orders...")
// update grid
s.placeGridOrders(orderExecutor, session)
})
}
session.Stream.OnTradeUpdate(s.tradeUpdateHandler)
session.Stream.OnStart(func() {
if stateLoaded && len(s.state.Orders) > 0 {
createdOrders, err := orderExecutor.SubmitOrders(ctx, s.state.Orders...)
@ -597,5 +592,13 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
}
})
if s.CatchUp {
session.Stream.OnKLineClosed(func(kline types.KLine) {
log.Infof("catchUp mode is enabled, updating grid orders...")
// update grid
s.placeGridOrders(orderExecutor, session)
})
}
return nil
}