lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-21 22:43:52 +00:00
Code Issues Actions 2 Packages Projects Releases Wiki Activity

FEATURE: [grid2] use feeProcessing field to make sure the trading fee is ready

Browse Source
This commit is contained in:
kbearXD 2024-04-29 17:16:04 +08:00
parent 150366c2f3
commit a7af2b7002
5 changed files with 46 additions and 44 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

14
pkg/exchange/retry/order.go
View File

@ -9,8 +9,6 @@ import (
"github.com/cenkalti/backoff/v4"
"github.com/c9s/bbgo/pkg/exchange/max"
maxapi "github.com/c9s/bbgo/pkg/exchange/max/maxapi"
"github.com/c9s/bbgo/pkg/types"
)
@ -53,7 +51,6 @@ func QueryOrderUntilCanceled(
func QueryOrderUntilFilled(
ctx context.Context, queryOrderService types.ExchangeOrderQueryService, symbol string, orderId uint64,
) (o *types.Order, err error) {
_, isMax := queryOrderService.(*max.Exchange)
var op = func() (err2 error) {
o, err2 = queryOrderService.QueryOrder(ctx, types.OrderQuery{
Symbol: symbol,
@ -70,16 +67,7 @@ func QueryOrderUntilFilled(
// for final status return nil error to stop the retry
switch o.Status {
case types.OrderStatusFilled:
if isMax {
// for MAX exchange, the order state done is filled but finalizing is not filled
if o.OriginalStatus == string(maxapi.OrderStateDone) {
return nil
}
} else {
return nil
}
case types.OrderStatusCanceled:
case types.OrderStatusFilled, types.OrderStatusCanceled:
return nil
}

42
pkg/exchange/retry/trade.go Normal file
View File

@ -0,0 +1,42 @@
package retry
import (
"context"
"fmt"
"github.com/c9s/bbgo/pkg/types"
)
func QueryTradesUntilSuccessful(
ctx context.Context, ex types.ExchangeTradeHistoryService, symbol string, q *types.TradeQueryOptions,
) (trades []types.Trade, err error) {
var op = func() (err2 error) {
trades, err2 = ex.QueryTrades(ctx, symbol, q)
for _, trade := range trades {
if trade.FeeProcessing {
return fmt.Errorf("there are some trades which trading fee is not ready")
}
}
return err2
}
err = GeneralBackoff(ctx, op)
return trades, err
}
func QueryTradesUntilSuccessfulLite(
ctx context.Context, ex types.ExchangeTradeHistoryService, symbol string, q *types.TradeQueryOptions,
) (trades []types.Trade, err error) {
var op = func() (err2 error) {
trades, err2 = ex.QueryTrades(ctx, symbol, q)
for _, trade := range trades {
if trade.FeeProcessing {
return fmt.Errorf("there are some trades which trading fee is not ready")
}
}
return err2
}
err = GeneralLiteBackoff(ctx, op)
return trades, err
}

30
pkg/strategy/grid2/grid_recover.go
View File

@ -10,7 +10,6 @@ import (
"github.com/c9s/bbgo/pkg/bbgo"
"github.com/c9s/bbgo/pkg/exchange"
maxapi "github.com/c9s/bbgo/pkg/exchange/max/maxapi"
"github.com/c9s/bbgo/pkg/exchange/retry"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types"
@ -72,33 +71,6 @@ func (s *Strategy) recoverByScanningTrades(ctx context.Context, session *bbgo.Ex
// add open orders into avtive maker orders
s.addOrdersToActiveOrderBook(openOrders)
// following is for MAX
if isMax {
var doneOrders []types.Order
for _, filledOrder := range filledOrders {
if filledOrder.OriginalStatus != string(maxapi.OrderStateDone) {
order, err := retry.QueryOrderUntilFilled(ctx, s.orderQueryService, filledOrder.Symbol, filledOrder.OrderID)
if err != nil {
return errors.Wrap(err, "unable to query orders until filled, please check it")
}
if order == nil {
return fmt.Errorf("after QueryOrderUntilFilled, order and error are both nil. Please check it")
}
doneOrders = append(doneOrders, *order)
} else {
doneOrders = append(doneOrders, filledOrder)
}
}
if len(filledOrders) != len(doneOrders) {
return fmt.Errorf("num of filled orders (%d) and num of done orders (%d) should be the same", len(filledOrders), len(doneOrders))
}
filledOrders = doneOrders
}
// emit the filled orders
activeOrderBook := s.orderExecutor.ActiveMakerOrders()
for _, filledOrder := range filledOrders {
@ -298,7 +270,7 @@ func (s *Strategy) queryTradesToUpdateTwinOrdersMap(ctx context.Context, queryTr
var fromTradeID uint64 = 0
var limit int64 = 1000
for {
trades, err := queryTradesService.QueryTrades(ctx, s.Symbol, &types.TradeQueryOptions{
trades, err := retry.QueryTradesUntilSuccessful(ctx, queryTradesService, s.Symbol, &types.TradeQueryOptions{
StartTime: &since,
EndTime: &until,
LastTradeID: fromTradeID,

2
pkg/strategy/grid2/recover.go
View File

@ -317,7 +317,7 @@ func queryTradesToUpdateTwinOrderBook(
var fromTradeID uint64 = 0
var limit int64 = 1000
for {
trades, err := queryTradesService.QueryTrades(ctx, symbol, &types.TradeQueryOptions{
trades, err := retry.QueryTradesUntilSuccessful(ctx, queryTradesService, symbol, &types.TradeQueryOptions{
StartTime: &since,
EndTime: &until,
LastTradeID: fromTradeID,

2
pkg/strategy/grid2/strategy.go
View File

@ -417,7 +417,7 @@ func (s *Strategy) aggregateOrderQuoteAmountAndFee(o types.Order) (fixedpoint.Va
s.logger.Warnf("GRID: missing #%d order trades or missing trade fee, pulling order trades from API", o.OrderID)
// if orderQueryService is supported, use it to query the trades of the filled order
apiOrderTrades, err := s.orderQueryService.QueryOrderTrades(context.Background(), types.OrderQuery{
apiOrderTrades, err := retry.QueryOrderTradesUntilSuccessful(context.Background(), s.orderQueryService, types.OrderQuery{
Symbol: o.Symbol,
OrderID: strconv.FormatUint(o.OrderID, 10),
})