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tradingutil: improve UniversalCancelAllOrders by querying open orders

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This commit is contained in:
c9s 2024-11-15 23:35:18 +08:00
parent 8dcd6f2f72
commit 9d2e61dc6e
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GPG Key ID: 7385E7E464CB0A54
2 changed files with 30 additions and 16 deletions
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7
pkg/strategy/xdepthmaker/strategy.go
View File

@ -607,8 +607,7 @@ func (s *Strategy) CrossRun(
s.hedgerConnectivity = types.NewConnectivity()
s.hedgerConnectivity.Bind(s.hedgeSession.UserDataStream)
connGroup := types.NewConnectivityGroup(s.makerConnectivity, s.hedgerConnectivity)
s.connectivityGroup = connGroup
s.connectivityGroup = types.NewConnectivityGroup(s.makerConnectivity, s.hedgerConnectivity)
if s.RecoverTrade {
go s.runTradeRecover(ctx)
@ -622,7 +621,7 @@ func (s *Strategy) CrossRun(
return
case <-time.After(3 * time.Minute):
log.Panicf("authentication timeout, exiting...")
case <-connGroup.AllAuthedC(ctx):
case <-s.connectivityGroup.AllAuthedC(ctx):
}
log.Infof("user data stream authenticated, start placing orders...")
@ -1192,6 +1191,8 @@ func (s *Strategy) updateQuote(ctx context.Context, maxLayer int) {
return
}
s.logger.Infof("%d orders are generated, placing...", len(submitOrders))
_, err = s.MakerOrderExecutor.SubmitOrders(ctx, submitOrders...)
if err != nil {
s.logger.WithError(err).Errorf("submit order error: %s", err.Error())

39
pkg/util/tradingutil/cancel.go
View File

@ -55,26 +55,39 @@ func UniversalCancelAllOrders(ctx context.Context, exchange types.Exchange, symb
}
}
if len(openOrders) == 0 {
log.Warnf("empty open orders, unable to call specific cancel all orders api, skip")
return nil
}
if len(openOrders) > 0 {
if service, ok := exchange.(CancelAllOrdersByGroupIDService); ok {
var groupIds = CollectOrderGroupIds(openOrders)
for _, groupId := range groupIds {
if _, err := service.CancelOrdersByGroupID(ctx, groupId); err != nil {
anyErr = err
}
}
if service, ok := exchange.(CancelAllOrdersByGroupIDService); ok {
var groupIds = CollectOrderGroupIds(openOrders)
for _, groupId := range groupIds {
if _, err := service.CancelOrdersByGroupID(ctx, groupId); err != nil {
anyErr = err
if anyErr == nil {
return nil
}
}
if anyErr == nil {
return nil
if anyErr != nil {
return anyErr
}
}
if anyErr != nil {
return anyErr
// if we have no open order, then use the exchange service query to get the open orders and then cancel them all
if len(openOrders) == 0 {
if len(symbol) == 0 {
log.Warnf("empty open orders, unable to call specific cancel all orders api, skip")
return nil
}
var err error
openOrders, err = retry.QueryOpenOrdersUntilSuccessful(ctx, exchange, symbol)
if err != nil {
return err
}
return retry.CancelOrdersUntilSuccessful(ctx, exchange, openOrders...)
}
return fmt.Errorf("unable to cancel all orders, openOrders:%+v", openOrders)