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bbgo: reformat order executor

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c9s 2023-09-26 20:42:38 +08:00
parent bc7f2687f8
commit 9a7b70d367
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GPG Key ID: 7385E7E464CB0A54
1 changed files with 21 additions and 7 deletions
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28
pkg/bbgo/order_executor_general.go
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@ -68,7 +68,9 @@ type GeneralOrderExecutor struct {
disableNotify bool
}
func NewGeneralOrderExecutor(session *ExchangeSession, symbol, strategy, strategyInstanceID string, position *types.Position) *GeneralOrderExecutor {
func NewGeneralOrderExecutor(
session *ExchangeSession, symbol, strategy, strategyInstanceID string, position *types.Position,
) *GeneralOrderExecutor {
// Always update the position fields
position.Strategy = strategy
position.StrategyInstanceID = strategyInstanceID
@ -114,7 +116,9 @@ func (e *GeneralOrderExecutor) startMarginAssetUpdater(ctx context.Context) {
go e.marginAssetMaxBorrowableUpdater(ctx, 30*time.Minute, marginService, e.position.Market)
}
func (e *GeneralOrderExecutor) updateMarginAssetMaxBorrowable(ctx context.Context, marginService types.MarginBorrowRepayService, market types.Market) {
func (e *GeneralOrderExecutor) updateMarginAssetMaxBorrowable(
ctx context.Context, marginService types.MarginBorrowRepayService, market types.Market,
) {
maxBorrowable, err := marginService.QueryMarginAssetMaxBorrowable(ctx, market.BaseCurrency)
if err != nil {
log.WithError(err).Errorf("can not query margin base asset %s max borrowable", market.BaseCurrency)
@ -132,7 +136,9 @@ func (e *GeneralOrderExecutor) updateMarginAssetMaxBorrowable(ctx context.Contex
}
}
func (e *GeneralOrderExecutor) marginAssetMaxBorrowableUpdater(ctx context.Context, interval time.Duration, marginService types.MarginBorrowRepayService, market types.Market) {
func (e *GeneralOrderExecutor) marginAssetMaxBorrowableUpdater(
ctx context.Context, interval time.Duration, marginService types.MarginBorrowRepayService, market types.Market,
) {
t := time.NewTicker(util.MillisecondsJitter(interval, 500))
defer t.Stop()
@ -212,7 +218,9 @@ func (e *GeneralOrderExecutor) SetLogger(logger log.FieldLogger) {
e.logger = logger
}
func (e *GeneralOrderExecutor) SubmitOrders(ctx context.Context, submitOrders ...types.SubmitOrder) (types.OrderSlice, error) {
func (e *GeneralOrderExecutor) SubmitOrders(
ctx context.Context, submitOrders ...types.SubmitOrder,
) (types.OrderSlice, error) {
formattedOrders, err := e.session.FormatOrders(submitOrders)
if err != nil {
return nil, err
@ -268,7 +276,9 @@ type OpenPositionOptions struct {
Tags []string `json:"-" yaml:"-"`
}
func (e *GeneralOrderExecutor) reduceQuantityAndSubmitOrder(ctx context.Context, price fixedpoint.Value, submitOrder types.SubmitOrder) (types.OrderSlice, error) {
func (e *GeneralOrderExecutor) reduceQuantityAndSubmitOrder(
ctx context.Context, price fixedpoint.Value, submitOrder types.SubmitOrder,
) (types.OrderSlice, error) {
var err error
for i := 0; i < submitOrderRetryLimit; i++ {
q := submitOrder.Quantity.Mul(fixedpoint.One.Sub(quantityReduceDelta))
@ -309,7 +319,9 @@ func (e *GeneralOrderExecutor) reduceQuantityAndSubmitOrder(ctx context.Context,
// @param options: OpenPositionOptions to control the generated SubmitOrder in a higher level way. Notice that the Price in options will be updated as the submitOrder price.
// @return *types.SubmitOrder: SubmitOrder with calculated quantity and price.
// @return error: Error message.
func (e *GeneralOrderExecutor) NewOrderFromOpenPosition(ctx context.Context, options *OpenPositionOptions) (*types.SubmitOrder, error) {
func (e *GeneralOrderExecutor) NewOrderFromOpenPosition(
ctx context.Context, options *OpenPositionOptions,
) (*types.SubmitOrder, error) {
price := options.Price
submitOrder := types.SubmitOrder{
Symbol: e.position.Symbol,
@ -408,7 +420,9 @@ func (e *GeneralOrderExecutor) NewOrderFromOpenPosition(ctx context.Context, opt
// @param options: OpenPositionOptions to control the generated SubmitOrder in a higher level way. Notice that the Price in options will be updated as the submitOrder price.
// @return types.OrderSlice: Created orders with information from exchange.
// @return error: Error message.
func (e *GeneralOrderExecutor) OpenPosition(ctx context.Context, options OpenPositionOptions) (types.OrderSlice, error) {
func (e *GeneralOrderExecutor) OpenPosition(
ctx context.Context, options OpenPositionOptions,
) (types.OrderSlice, error) {
if e.position.IsClosing() {
return nil, errors.Wrap(ErrPositionAlreadyClosing, "unable to open position")
}