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dca2: add ttl for persistence and nextRoundPaused flag

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This commit is contained in:
kbearXD 2024-03-18 16:09:22 +08:00
parent 3f44092ff4
commit bcc29bd056
2 changed files with 36 additions and 11 deletions
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7
pkg/strategy/dca2/state.go
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@ -137,8 +137,13 @@ func (s *Strategy) triggerNextState() {
}
func (s *Strategy) runWaitToOpenPositionState(ctx context.Context, next State) {
s.logger.Info("[State] WaitToOpenPosition - check startTimeOfNextRound")
if s.nextRoundPaused {
s.logger.Info("[State] WaitToOpenPosition - nextRoundPaused is set")
return
}
if time.Now().Before(s.startTimeOfNextRound) {
s.logger.Infof("[State] WaitToOpenPosition - before the startTimeOfNextRound %s", s.startTimeOfNextRound.String())
return
}

40
pkg/strategy/dca2/strategy.go
View File

@ -44,8 +44,9 @@ type advancedOrderCancelApi interface {
//go:generate callbackgen -type Strateg
type Strategy struct {
Position *types.Position `json:"position,omitempty" persistence:"position"`
ProfitStats *ProfitStats `json:"profitStats,omitempty" persistence:"profit_stats"`
Position *types.Position `json:"position,omitempty" persistence:"position"`
ProfitStats *ProfitStats `json:"profitStats,omitempty" persistence:"profit_stats"`
PersistenceTTL types.Duration `json:"persistenceTTL"`
Environment *bbgo.Environment
ExchangeSession *bbgo.ExchangeSession
@ -87,11 +88,12 @@ type Strategy struct {
// private field
mu sync.Mutex
takeProfitPrice fixedpoint.Value
startTimeOfNextRound time.Time
nextStateC chan State
state State
roundCollector *RoundCollector
takeProfitPrice fixedpoint.Value
startTimeOfNextRound time.Time
nextRoundPaused bool
// callbacks
common.StatusCallbacks
@ -164,6 +166,8 @@ func (s *Strategy) newPrometheusLabels() prometheus.Labels {
func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
instanceID := s.InstanceID()
s.ExchangeSession = session
s.logger.Infof("persistence ttl: %s", s.PersistenceTTL.Duration())
if s.ProfitStats == nil {
s.ProfitStats = newProfitStats(s.Market, s.QuoteInvestment)
}
@ -172,6 +176,16 @@ func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.
s.Position = types.NewPositionFromMarket(s.Market)
}
// if dev mode is on and it's not a new strategy
if s.DevMode != nil && s.DevMode.Enabled && !s.DevMode.IsNewAccount {
s.ProfitStats = newProfitStats(s.Market, s.QuoteInvestment)
s.Position = types.NewPositionFromMarket(s.Market)
}
// set ttl for persistence
s.Position.SetTTL(s.PersistenceTTL.Duration())
s.ProfitStats.SetTTL(s.PersistenceTTL.Duration())
// round collector
s.roundCollector = NewRoundCollector(s.logger, s.Symbol, s.OrderGroupID, s.ExchangeSession.Exchange)
if s.roundCollector == nil {
@ -187,12 +201,6 @@ func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.
// prometheus labels
baseLabels = s.newPrometheusLabels()
// if dev mode is on and it's not a new strategy
if s.DevMode != nil && s.DevMode.Enabled && !s.DevMode.IsNewAccount {
s.ProfitStats = newProfitStats(s.Market, s.QuoteInvestment)
s.Position = types.NewPositionFromMarket(s.Market)
}
s.Position.Strategy = ID
s.Position.StrategyInstanceID = instanceID
@ -380,6 +388,15 @@ func (s *Strategy) CleanUp(ctx context.Context) error {
return werr
}
// PauseNextRound will stop openning open-position orders at the next round
func (s *Strategy) PauseNextRound() {
s.nextRoundPaused = true
}
func (s *Strategy) ContinueNextRound() {
s.nextRoundPaused = false
}
func (s *Strategy) UpdateProfitStatsUntilSuccessful(ctx context.Context) error {
var op = func() error {
if updated, err := s.UpdateProfitStats(ctx); err != nil {
@ -456,4 +473,7 @@ func (s *Strategy) updateNumOfOrdersMetrics(ctx context.Context) {
// update active orders metrics
metricsNumOfActiveOrders.With(baseLabels).Set(float64(s.OrderExecutor.ActiveMakerOrders().NumOfOrders()))
// set persistence
bbgo.Sync(ctx, s)
}