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xmaker: use GracefulCancel to cancel active orders

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This commit is contained in:
c9s 2022-01-13 11:01:46 +08:00
parent e91dc5a518
commit 98247385f9
1 changed files with 5 additions and 14 deletions
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19
pkg/strategy/xmaker/strategy.go
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@ -162,22 +162,13 @@ func aggregatePrice(pvs types.PriceVolumeSlice, requiredQuantity fixedpoint.Valu
}
func (s *Strategy) updateQuote(ctx context.Context, orderExecutionRouter bbgo.OrderExecutionRouter) {
if err := s.makerSession.Exchange.CancelOrders(ctx, s.activeMakerOrders.Orders()...); err != nil {
log.WithError(err).Errorf("can not cancel %s orders", s.Symbol)
if err := s.activeMakerOrders.GracefulCancel(ctx, s.makerSession.Exchange); err != nil {
log.Warnf("there are some %s orders not canceled, skipping placing maker orders", s.Symbol)
s.activeMakerOrders.Print()
return
}
// avoid unlock issue and wait for the balance update
if s.OrderCancelWaitTime > 0 {
time.Sleep(s.OrderCancelWaitTime.Duration())
} else {
// use the default wait time
time.Sleep(500 * time.Millisecond)
}
if s.activeMakerOrders.NumOfAsks() > 0 || s.activeMakerOrders.NumOfBids() > 0 {
log.Warnf("there are some %s orders not canceled, skipping placing maker orders", s.Symbol)
s.activeMakerOrders.Print()
return
}
@ -191,14 +182,14 @@ func (s *Strategy) updateQuote(ctx context.Context, orderExecutionRouter bbgo.Or
bookLastUpdateTime := s.book.LastUpdateTime()
if _, err := s.bidPriceHeartBeat.Update(bestBid, priceUpdateTimeout) ; err != nil {
if _, err := s.bidPriceHeartBeat.Update(bestBid, priceUpdateTimeout); err != nil {
log.WithError(err).Errorf("quote update error, %s price not updating, order book last update: %s ago",
s.Symbol,
time.Since(bookLastUpdateTime))
return
}
if _, err := s.askPriceHeartBeat.Update(bestAsk, priceUpdateTimeout) ; err != nil {
if _, err := s.askPriceHeartBeat.Update(bestAsk, priceUpdateTimeout); err != nil {
log.WithError(err).Errorf("quote update error, %s price not updating, order book last update: %s ago",
s.Symbol,
time.Since(bookLastUpdateTime))