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Merge pull request #1458 from c9s/feature/xdepthmaker

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FIX: [xdepthmaker] final fix
This commit is contained in:
c9s 2023-12-18 17:59:38 +08:00 committed by GitHub
commit 98468feb73
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GPG Key ID: 4AEE18F83AFDEB23
5 changed files with 47 additions and 26 deletions
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4
pkg/bbgo/environment.go
View File

@ -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)
}

19
pkg/exchange/bitget/debug.go Normal file
View File

@ -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()
}

17
pkg/exchange/bitget/exchange.go
View File

@ -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

16
pkg/exchange/bitget/stream.go
View File

@ -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)
}
}

17
pkg/strategy/xdepthmaker/strategy.go
View File

@ -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
}