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chiahung 2023-04-06 17:53:01 +08:00
parent 9fa647ed65
commit c54507e07f
1 changed files with 21 additions and 12 deletions
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33
pkg/strategy/grid2/recover.go
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@ -24,26 +24,22 @@ func (s *Strategy) recoverByScanningTrades(ctx context.Context, session *bbgo.Ex
openOrders, err := session.Exchange.QueryOpenOrders(ctx, s.Symbol) openOrders, err := session.Exchange.QueryOpenOrders(ctx, s.Symbol)
if err != nil { if err != nil {
return errors.Wrapf(err, "check if strategy exists error when query open orders") return errors.Wrapf(err, "unable to query open orders when recovering")
} }
s.logger.Infof("found %d open orders left on the %s order book", len(openOrders), s.Symbol) s.logger.Infof("found %d open orders left on the %s order book", len(openOrders), s.Symbol)
// filter out the order with the group id belongs to this grid // filter out the order with the group id belongs to this grid
var openOrdersOnGrid []types.Order openOrdersOnGrid := filterOrdersOnGrid(s.OrderGroupID, openOrders)
for _, order := range openOrders {
if order.GroupID == s.OrderGroupID {
openOrdersOnGrid = append(openOrdersOnGrid, order)
}
}
s.logger.Infof("found %d open orders belong to this grid on the %s order book", len(openOrdersOnGrid), s.Symbol) s.logger.Infof("found %d open orders belong to this grid on the %s order book", len(openOrdersOnGrid), s.Symbol)
if s.GridProfitStats.InitialOrderID != 0 { if s.GridProfitStats.InitialOrderID != 0 {
// existiting strategy, need recover s.logger.Info("InitialOrderID is already there, need to recover")
} else if len(openOrdersOnGrid) != 0 { } else if len(openOrdersOnGrid) != 0 {
// open orders on grid is not 0. this strategy is existing, need recover s.logger.Info("even though InitialOrderID is 0, there are open orders on grid so need to recover")
} else { } else {
s.logger.Info("InitialOrderID is 0 and there is no open orders on grid, query trades to check it")
// initial order id may be new strategy or lost data in redis, so we need to check trades + open orders // initial order id may be new strategy or lost data in redis, so we need to check trades + open orders
// if there are open orders or trades, we need to recover // if there are open orders or trades, we need to recover
trades, err := historyService.QueryTrades(ctx, s.Symbol, &types.TradeQueryOptions{ trades, err := historyService.QueryTrades(ctx, s.Symbol, &types.TradeQueryOptions{
@ -54,16 +50,16 @@ func (s *Strategy) recoverByScanningTrades(ctx context.Context, session *bbgo.Ex
}) })
if err != nil { if err != nil {
return errors.Wrapf(err, "check if strategy exists error when query trades") return errors.Wrapf(err, "unable to query trades when recovering")
} }
if len(trades) == 0 { if len(trades) == 0 {
s.logger.Info("new strategy, no need to recover") s.logger.Info("0 trades found, it's a new strategy so no need to recover")
return nil return nil
} }
} }
s.logger.Infof("start to recover") s.logger.Infof("start recovering")
if err := s.recoverWithOpenOrdersByScanningTrades(ctx, historyService, openOrdersOnGrid); err != nil { if err := s.recoverWithOpenOrdersByScanningTrades(ctx, historyService, openOrdersOnGrid); err != nil {
return errors.Wrap(err, "grid recover error") return errors.Wrap(err, "grid recover error")
} }
@ -303,3 +299,16 @@ func (s *Strategy) buildFilledPinOrderMapFromTrades(ctx context.Context, history
return pinOrdersFilled, nil return pinOrdersFilled, nil
} }
func filterOrdersOnGrid(groupID uint32, orders []types.Order) []types.Order {
var filteredOrders []types.Order
for _, order := range orders {
if order.GroupID != groupID {
continue
}
filteredOrders = append(filteredOrders, order)
}
return filteredOrders
}