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

pkg/exchange/retry/order.go

@@ -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
 		}
 

pkg/exchange/retry/trade.go

@@ -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
+}

pkg/strategy/grid2/grid_recover.go

@@ -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,

pkg/strategy/grid2/recover.go

@@ -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,

pkg/strategy/grid2/strategy.go

@@ -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),
 		})