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bbgo: fix active orderbook symbol order grouping
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parent
f03ac52ce5
commit
b8fb2ac478
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@ -178,7 +178,7 @@ func (b *ActiveOrderBook) GracefulCancel(ctx context.Context, ex types.Exchange,
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waitTime := CancelOrderWaitTime
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startTime := time.Now()
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// ensure every order is cancelled
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// ensure every order is canceled
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for {
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// Some orders in the variable are not created on the server side yet,
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// If we cancel these orders directly, we will get an unsent order error
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@ -203,14 +203,18 @@ func (b *ActiveOrderBook) GracefulCancel(ctx context.Context, ex types.Exchange,
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// verify the current open orders via the RESTful API
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log.Warnf("[ActiveOrderBook] using REStful API to verify active orders...")
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var symbols = map[string]struct{}{}
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var symbolOrdersMap = map[string]types.OrderSlice{}
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for _, order := range orders {
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symbols[order.Symbol] = struct{}{}
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symbolOrdersMap[order.Symbol] = append(symbolOrdersMap[order.Symbol], order)
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}
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var leftOrders []types.Order
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for symbol := range symbols {
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var leftOrders []types.Order
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for symbol := range symbolOrdersMap {
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symbolOrders, ok := symbolOrdersMap[symbol]
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if !ok {
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continue
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}
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openOrders, err := ex.QueryOpenOrders(ctx, symbol)
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if err != nil {
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log.WithError(err).Errorf("can not query %s open orders", symbol)
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@ -218,7 +222,7 @@ func (b *ActiveOrderBook) GracefulCancel(ctx context.Context, ex types.Exchange,
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}
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orderMap := types.NewOrderMap(openOrders...)
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for _, o := range orders {
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for _, o := range symbolOrders {
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// if it's not on the order book (open orders), we should remove it from our local side
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if !orderMap.Exists(o.OrderID) {
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b.Remove(o)
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@ -228,6 +232,7 @@ func (b *ActiveOrderBook) GracefulCancel(ctx context.Context, ex types.Exchange,
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}
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}
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// update order slice for the next try
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orders = leftOrders
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}
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