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grid2: add queryOrderTradesRetryDelay
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commit
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@ -34,6 +34,8 @@ const maxNumberOfOrderTradesQueryTries = 10
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const historyRollbackDuration = 3 * 24 * time.Hour
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const historyRollbackDuration = 3 * 24 * time.Hour
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const historyRollbackOrderIdRange = 1000
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const historyRollbackOrderIdRange = 1000
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const queryOrderTradesRetryDelay = 500 * time.Millisecond
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func init() {
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func init() {
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// Register the pointer of the strategy struct,
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// Register the pointer of the strategy struct,
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// so that bbgo knows what struct to be used to unmarshal the configs (YAML or JSON)
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// so that bbgo knows what struct to be used to unmarshal the configs (YAML or JSON)
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@ -422,7 +424,10 @@ func (s *Strategy) processFilledOrder(o types.Order) {
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o.OrderID, o.Side,
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o.OrderID, o.Side,
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fee.String(), feeCurrency)
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fee.String(), feeCurrency)
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// do 1 time retry
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if fee.IsZero() || feeCurrency == "" {
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if fee.IsZero() || feeCurrency == "" {
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time.Sleep(queryOrderTradesRetryDelay)
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fee, feeCurrency = s.aggregateOrderFee(o)
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fee, feeCurrency = s.aggregateOrderFee(o)
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if !fee.IsZero() {
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if !fee.IsZero() {
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s.logger.Infof("FIXED GRID ORDER #%d %s FEE: %s %s",
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s.logger.Infof("FIXED GRID ORDER #%d %s FEE: %s %s",
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