From 9b9d7455ec2b7198041dc29fdf136624c3c54a03 Mon Sep 17 00:00:00 2001
From: c9s <yoanlin93@gmail.com>
Date: Mon, 24 Apr 2023 16:02:03 +0800
Subject: [PATCH] bbgo: move Fast* methods to the FastOrderExecutor

---
 pkg/bbgo/order_executor_fast.go    | 67 ++++++++++++++++++++++++++++++
 pkg/bbgo/order_executor_general.go | 45 --------------------
 2 files changed, 67 insertions(+), 45 deletions(-)
 create mode 100644 pkg/bbgo/order_executor_fast.go

diff --git a/pkg/bbgo/order_executor_fast.go b/pkg/bbgo/order_executor_fast.go
new file mode 100644
index 000000000..ef8d40762
--- /dev/null
+++ b/pkg/bbgo/order_executor_fast.go
@@ -0,0 +1,67 @@
+package bbgo
+
+import (
+	"context"
+
+	"github.com/pkg/errors"
+
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+// FastOrderExecutor provides shorter submit order / cancel order round-trip time
+// for strategies that need to response more faster, e.g. 1s kline or market trades related strategies.
+type FastOrderExecutor struct {
+	*GeneralOrderExecutor
+}
+
+func NewFastOrderExecutor(session *ExchangeSession, symbol, strategy, strategyInstanceID string, position *types.Position) *FastOrderExecutor {
+	oe := NewGeneralOrderExecutor(session, symbol, strategy, strategyInstanceID, position)
+	return &FastOrderExecutor{
+		GeneralOrderExecutor: oe,
+	}
+}
+
+// SubmitOrders sends []types.SubmitOrder directly to the exchange without blocking wait on the status update.
+// This is a faster version of GeneralOrderExecutor.SubmitOrders(). Created orders will be consumed in newly created goroutine (in non-backteset session).
+// @param ctx: golang context type.
+// @param submitOrders: Lists of types.SubmitOrder to be sent to the exchange.
+// @return *types.SubmitOrder: SubmitOrder with calculated quantity and price.
+// @return error: Error message.
+func (e *FastOrderExecutor) SubmitOrders(ctx context.Context, submitOrders ...types.SubmitOrder) (types.OrderSlice, error) {
+	formattedOrders, err := e.session.FormatOrders(submitOrders)
+	if err != nil {
+		return nil, err
+	}
+
+	createdOrders, errIdx, err := BatchPlaceOrder(ctx, e.session.Exchange, nil, formattedOrders...)
+	if len(errIdx) > 0 {
+		return nil, err
+	}
+
+	if IsBackTesting {
+		e.orderStore.Add(createdOrders...)
+		e.activeMakerOrders.Add(createdOrders...)
+		e.tradeCollector.Process()
+	} else {
+		go func() {
+			e.orderStore.Add(createdOrders...)
+			e.activeMakerOrders.Add(createdOrders...)
+			e.tradeCollector.Process()
+		}()
+	}
+	return createdOrders, err
+
+}
+
+// Cancel cancels all active maker orders if orders is not given, otherwise cancel the given orders
+func (e *FastOrderExecutor) Cancel(ctx context.Context, orders ...types.Order) error {
+	if e.activeMakerOrders.NumOfOrders() == 0 {
+		return nil
+	}
+
+	if err := e.activeMakerOrders.FastCancel(ctx, e.session.Exchange, orders...); err != nil {
+		return errors.Wrap(err, "fast cancel order error")
+	}
+
+	return nil
+}
diff --git a/pkg/bbgo/order_executor_general.go b/pkg/bbgo/order_executor_general.go
index a845ef499..8faaaaa1f 100644
--- a/pkg/bbgo/order_executor_general.go
+++ b/pkg/bbgo/order_executor_general.go
@@ -190,38 +190,6 @@ func (e *GeneralOrderExecutor) CancelOrders(ctx context.Context, orders ...types
 	return err
 }
 
-// FastSubmitOrders send []types.SubmitOrder directly to the exchange without blocking wait on the status update.
-// This is a faster version of SubmitOrders(). Created orders will be consumed in newly created goroutine (in non-backteset session).
-// @param ctx: golang context type.
-// @param submitOrders: Lists of types.SubmitOrder to be sent to the exchange.
-// @return *types.SubmitOrder: SubmitOrder with calculated quantity and price.
-// @return error: Error message.
-func (e *GeneralOrderExecutor) FastSubmitOrders(ctx context.Context, submitOrders ...types.SubmitOrder) (types.OrderSlice, error) {
-	formattedOrders, err := e.session.FormatOrders(submitOrders)
-	if err != nil {
-		return nil, err
-	}
-
-	createdOrders, errIdx, err := BatchPlaceOrder(ctx, e.session.Exchange, nil, formattedOrders...)
-	if len(errIdx) > 0 {
-		return nil, err
-	}
-
-	if IsBackTesting {
-		e.orderStore.Add(createdOrders...)
-		e.activeMakerOrders.Add(createdOrders...)
-		e.tradeCollector.Process()
-	} else {
-		go func() {
-			e.orderStore.Add(createdOrders...)
-			e.activeMakerOrders.Add(createdOrders...)
-			e.tradeCollector.Process()
-		}()
-	}
-	return createdOrders, err
-
-}
-
 func (e *GeneralOrderExecutor) SetLogger(logger log.FieldLogger) {
 	e.logger = logger
 }
@@ -467,19 +435,6 @@ func (e *GeneralOrderExecutor) GracefulCancel(ctx context.Context, orders ...typ
 	return nil
 }
 
-// FastCancel cancels all active maker orders if orders is not given, otherwise cancel the given orders
-func (e *GeneralOrderExecutor) FastCancel(ctx context.Context, orders ...types.Order) error {
-	if e.activeMakerOrders.NumOfOrders() == 0 {
-		return nil
-	}
-
-	if err := e.activeMakerOrders.FastCancel(ctx, e.session.Exchange, orders...); err != nil {
-		return errors.Wrap(err, "fast cancel order error")
-	}
-
-	return nil
-}
-
 // ClosePosition closes the current position by a percentage.
 // percentage 0.1 means close 10% position
 // tag is the order tag you want to attach, you may pass multiple tags, the tags will be combined into one tag string by commas.