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bbgo: order executor should collect the created orders first before we retry

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c9s 2022-09-09 17:55:51 +08:00
parent 5f2254e2cb
commit 94780b39e6
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GPG Key ID: 7385E7E464CB0A54
1 changed files with 14 additions and 3 deletions
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17
pkg/bbgo/order_executor_general.go
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@ -110,14 +110,25 @@ func (e *GeneralOrderExecutor) SubmitOrders(ctx context.Context, submitOrders ..
return nil, err
}
createdOrders, err := e.session.Exchange.SubmitOrders(ctx, formattedOrders...)
var createdOrders types.OrderSlice
retOrders, err := e.session.Exchange.SubmitOrders(ctx, formattedOrders...)
if len(retOrders) > 0 {
createdOrders = append(createdOrders, retOrders...)
}
if err != nil {
// Retry once
createdOrders, err = e.session.Exchange.SubmitOrders(ctx, formattedOrders...)
// retry once
retOrders, err = e.session.Exchange.SubmitOrders(ctx, formattedOrders...)
if len(retOrders) > 0 {
createdOrders = append(createdOrders, retOrders...)
}
if err != nil {
err = fmt.Errorf("can not place orders: %w", err)
}
}
// FIXME: map by price and volume
for i := 0; i < len(createdOrders); i++ {
createdOrders[i].Tag = formattedOrders[i].Tag