Merge pull request #1458 from c9s/feature/xdepthmaker

FIX: [xdepthmaker] final fix

pkg/bbgo/environment.go

@@ -565,7 +565,7 @@ func (environ *Environment) RecordPosition(position *types.Position, trade types
 		return
 	}
 
-	// set profit info to position
+	// guard: set profit info to position if the strategy info is empty
 	if profit != nil {
 		if position.Strategy == "" && profit.Strategy != "" {
 			position.Strategy = profit.Strategy
@@ -576,10 +576,12 @@ func (environ *Environment) RecordPosition(position *types.Position, trade types
 		}
 	}
 
+	log.Infof("recordPosition: position = %s, trade = %+v, profit = %+v", position.Base.String(), trade, profit)
 	if profit != nil {
 		if err := environ.PositionService.Insert(position, trade, profit.Profit); err != nil {
 			log.WithError(err).Errorf("can not insert position record")
 		}
+
 		if err := environ.ProfitService.Insert(*profit); err != nil {
 			log.WithError(err).Errorf("can not insert profit record: %+v", profit)
 		}

pkg/exchange/bitget/debug.go

@@ -0,0 +1,19 @@
+package bitget
+
+import "github.com/c9s/bbgo/pkg/util"
+
+type LogFunction func(msg string, args ...interface{})
+
+var debugf LogFunction
+
+func getDebugFunction() LogFunction {
+	if v, ok := util.GetEnvVarBool("DEBUG_BITGET"); ok && v {
+		return log.Infof
+	}
+
+	return func(msg string, args ...interface{}) {}
+}
+
+func init() {
+	debugf = getDebugFunction()
+}

pkg/exchange/bitget/exchange.go

@@ -14,7 +14,6 @@ import (
 	"github.com/c9s/bbgo/pkg/exchange/bitget/bitgetapi"
 	v2 "github.com/c9s/bbgo/pkg/exchange/bitget/bitgetapi/v2"
 	"github.com/c9s/bbgo/pkg/types"
-	"github.com/c9s/bbgo/pkg/util"
 )
 
 const (
@@ -64,22 +63,6 @@ var (
 	kLineRateLimiter = rate.NewLimiter(rate.Every(time.Second/10), 5)
 )
 
-type LogFunction func(msg string, args ...interface{})
-
-var debugf LogFunction
-
-func getDebugFunction() LogFunction {
-	if v, ok := util.GetEnvVarBool("DEBUG_BITGET"); ok && v {
-		return log.Infof
-	}
-
-	return func(msg string, args ...interface{}) {}
-}
-
-func init() {
-	debugf = getDebugFunction()
-}
-
 type Exchange struct {
 	key, secret, passphrase string
 

pkg/exchange/bitget/stream.go

@@ -424,7 +424,11 @@ func (s *Stream) handleOrderTradeEvent(m OrderTradeEvent) {
 		return
 	}
 
+	debugf("received OrderTradeEvent: %+v", m)
+
 	for _, order := range m.Orders {
+		debugf("received Order: %+v", order)
+
 		globalOrder, err := order.toGlobalOrder()
 		if err != nil {
 			if orderLogLimiter.Allow() {
@@ -432,13 +436,22 @@ func (s *Stream) handleOrderTradeEvent(m OrderTradeEvent) {
 			}
 			continue
 		}
+
 		// The bitget support only snapshot on orders channel, so we use snapshot as update to emit data.
 		if m.actionType != ActionTypeSnapshot {
 			continue
 		}
+
 		s.StandardStream.EmitOrderUpdate(globalOrder)
 
-		if globalOrder.Status == types.OrderStatusPartiallyFilled {
+		if order.TradeId == 0 {
+			continue
+		}
+
+		debugf("received Trade: %+v", order.Trade)
+
+		switch globalOrder.Status {
+		case types.OrderStatusPartiallyFilled, types.OrderStatusFilled:
 			trade, err := order.toGlobalTrade()
 			if err != nil {
 				if tradeLogLimiter.Allow() {
@@ -446,6 +459,7 @@ func (s *Stream) handleOrderTradeEvent(m OrderTradeEvent) {
 				}
 				continue
 			}
+
 			s.StandardStream.EmitTradeUpdate(trade)
 		}
 	}

pkg/strategy/xdepthmaker/strategy.go

@@ -249,6 +249,16 @@ func (s *Strategy) InstanceID() string {
 	return fmt.Sprintf("%s:%s", ID, s.Symbol)
 }
 
+func (s *Strategy) Initialize() error {
+	if s.CrossExchangeMarketMakingStrategy == nil {
+		s.CrossExchangeMarketMakingStrategy = &CrossExchangeMarketMakingStrategy{}
+	}
+
+	s.bidPriceHeartBeat = types.NewPriceHeartBeat(priceUpdateTimeout)
+	s.askPriceHeartBeat = types.NewPriceHeartBeat(priceUpdateTimeout)
+	return nil
+}
+
 func (s *Strategy) CrossSubscribe(sessions map[string]*bbgo.ExchangeSession) {
 	makerSession, hedgeSession, err := selectSessions2(sessions, s.MakerExchange, s.HedgeExchange)
 	if err != nil {
@@ -325,12 +335,6 @@ func (s *Strategy) Defaults() error {
 	return nil
 }
 
-func (s *Strategy) Initialize() error {
-	s.bidPriceHeartBeat = types.NewPriceHeartBeat(priceUpdateTimeout)
-	s.askPriceHeartBeat = types.NewPriceHeartBeat(priceUpdateTimeout)
-	return nil
-}
-
 func (s *Strategy) CrossRun(
 	ctx context.Context, _ bbgo.OrderExecutionRouter,
 	sessions map[string]*bbgo.ExchangeSession,
@@ -340,7 +344,6 @@ func (s *Strategy) CrossRun(
 		return err
 	}
 
-	s.CrossExchangeMarketMakingStrategy = &CrossExchangeMarketMakingStrategy{}
 	if err := s.CrossExchangeMarketMakingStrategy.Initialize(ctx, s.Environment, makerSession, hedgeSession, s.Symbol, ID, s.InstanceID()); err != nil {
 		return err
 	}