From 9d2e61dc6e46700af49cf430ae496d7538f26ed1 Mon Sep 17 00:00:00 2001
From: c9s <yoanlin93@gmail.com>
Date: Fri, 15 Nov 2024 23:35:18 +0800
Subject: [PATCH] tradingutil: improve UniversalCancelAllOrders by querying
 open orders

---
 pkg/strategy/xdepthmaker/strategy.go |  7 ++---
 pkg/util/tradingutil/cancel.go       | 39 ++++++++++++++++++----------
 2 files changed, 30 insertions(+), 16 deletions(-)

diff --git a/pkg/strategy/xdepthmaker/strategy.go b/pkg/strategy/xdepthmaker/strategy.go
index e18f4ab0b..ce36e4afa 100644
--- a/pkg/strategy/xdepthmaker/strategy.go
+++ b/pkg/strategy/xdepthmaker/strategy.go
@@ -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())
diff --git a/pkg/util/tradingutil/cancel.go b/pkg/util/tradingutil/cancel.go
index 2c24a71ec..459e8b8e6 100644
--- a/pkg/util/tradingutil/cancel.go
+++ b/pkg/util/tradingutil/cancel.go
@@ -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)