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grid2: only do active order update when grid is recovered

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c9s 2023-09-18 17:57:12 +08:00
parent 1600277ac3
commit b6d0e3ef27
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1 changed files with 13 additions and 1 deletions
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14
pkg/strategy/grid2/strategy.go
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@ -9,6 +9,7 @@ import (
"strconv" "strconv"
"strings" "strings"
"sync" "sync"
"sync/atomic"
"time" "time"
"github.com/google/uuid" "github.com/google/uuid"
@ -205,6 +206,8 @@ type Strategy struct {
tradingCtx, writeCtx context.Context tradingCtx, writeCtx context.Context
cancelWrite context.CancelFunc cancelWrite context.CancelFunc
recovered int32
// this ensures that bbgo.Sync to lock the object // this ensures that bbgo.Sync to lock the object
sync.Mutex sync.Mutex
} }
@ -1982,11 +1985,16 @@ func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.
}) })
} }
session.UserDataStream.OnConnect(func() { session.UserDataStream.OnAuth(func() {
if !bbgo.IsBackTesting { if !bbgo.IsBackTesting {
// callback may block the stream execution, so we spawn the recover function to the background // callback may block the stream execution, so we spawn the recover function to the background
// add (5 seconds + random <10 seconds jitter) delay // add (5 seconds + random <10 seconds jitter) delay
go time.AfterFunc(util.MillisecondsJitter(5*time.Second, 1000*10), func() { go time.AfterFunc(util.MillisecondsJitter(5*time.Second, 1000*10), func() {
recovered := atomic.LoadInt32(&s.recovered)
if recovered == 0 {
return
}
s.recoverActiveOrders(ctx, session) s.recoverActiveOrders(ctx, session)
}) })
} }
@ -2016,6 +2024,10 @@ func (s *Strategy) startProcess(ctx context.Context, session *bbgo.ExchangeSessi
} }
func (s *Strategy) recoverGrid(ctx context.Context, session *bbgo.ExchangeSession) error { func (s *Strategy) recoverGrid(ctx context.Context, session *bbgo.ExchangeSession) error {
defer func() {
atomic.AddInt32(&s.recovered, 1)
}()
if s.RecoverGridByScanningTrades { if s.RecoverGridByScanningTrades {
s.debugLog("recovering grid by scanning trades") s.debugLog("recovering grid by scanning trades")
return s.recoverByScanningTrades(ctx, session) return s.recoverByScanningTrades(ctx, session)