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grid2: use initial grid order id to query closed order history

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c9s 2022-12-26 01:35:37 +08:00
parent 6444fd5e03
commit 8af7d6f457
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2 changed files with 26 additions and 7 deletions
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1
pkg/strategy/grid2/profit_stats.go
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@ -24,6 +24,7 @@ type GridProfitStats struct {
Market types.Market `json:"market,omitempty"` Market types.Market `json:"market,omitempty"`
ProfitEntries []*GridProfit `json:"profitEntries,omitempty"` ProfitEntries []*GridProfit `json:"profitEntries,omitempty"`
Since *time.Time `json:"since,omitempty"` Since *time.Time `json:"since,omitempty"`
InitialOrderID uint64 `json:"initialOrderID"`
} }
func newGridProfitStats(market types.Market) *GridProfitStats { func newGridProfitStats(market types.Market) *GridProfitStats {

24
pkg/strategy/grid2/strategy.go
View File

@ -3,6 +3,7 @@ package grid2
import ( import (
"context" "context"
"fmt" "fmt"
"sort"
"strconv" "strconv"
"sync" "sync"
"time" "time"
@ -819,10 +820,23 @@ func (s *Strategy) openGrid(ctx context.Context, session *bbgo.ExchangeSession)
return err return err
} }
var orderIds []uint64
for _, order := range createdOrders { for _, order := range createdOrders {
orderIds = append(orderIds, order.OrderID)
s.logger.Info(order.String()) s.logger.Info(order.String())
} }
sort.Slice(orderIds, func(i, j int) bool {
return orderIds[i] < orderIds[j]
})
if len(orderIds) > 0 {
s.GridProfitStats.InitialOrderID = orderIds[0]
bbgo.Sync(ctx, s)
}
s.logger.Infof("ALL GRID ORDERS SUBMITTED") s.logger.Infof("ALL GRID ORDERS SUBMITTED")
return nil return nil
} }
@ -997,9 +1011,13 @@ func (s *Strategy) recoverGrid(ctx context.Context, historyService types.Exchang
_ = lastOrderTime _ = lastOrderTime
// for MAX exchange we need the order ID to query the closed order history // for MAX exchange we need the order ID to query the closed order history
if s.GridProfitStats != nil && s.GridProfitStats.InitialOrderID > 0 {
lastOrderID = s.GridProfitStats.InitialOrderID
} else {
if oid, ok := findEarliestOrderID(openOrders); ok { if oid, ok := findEarliestOrderID(openOrders); ok {
lastOrderID = oid lastOrderID = oid
} }
}
activeOrderBook := s.orderExecutor.ActiveMakerOrders() activeOrderBook := s.orderExecutor.ActiveMakerOrders()
@ -1332,14 +1350,14 @@ func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.
session.MarketDataStream.OnKLineClosed(s.newTakeProfitHandler(ctx, session)) session.MarketDataStream.OnKLineClosed(s.newTakeProfitHandler(ctx, session))
} }
session.UserDataStream.OnStart(func() { // if TriggerPrice is zero, that means we need to open the grid when start up
if s.TriggerPrice.IsZero() { if s.TriggerPrice.IsZero() {
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") s.logger.WithError(err).Errorf("failed to setup grid orders")
} }
return
}
}) })
}
return nil return nil
} }