lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-22 06:53:52 +00:00
Code Issues Actions 2 Packages Projects Releases Wiki Activity

bbgo: fix active orderbook symbol order grouping

Browse Source
This commit is contained in:
c9s 2023-12-06 18:01:30 +08:00
parent f03ac52ce5
commit b8fb2ac478
No known key found for this signature in database
GPG Key ID: 7385E7E464CB0A54
1 changed files with 12 additions and 7 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

19
pkg/bbgo/activeorderbook.go
View File

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