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use retry package
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parent
4aa6ea3a46
commit
c67737a6d6
17
pkg/exchange/retry/ticker.go
Normal file
17
pkg/exchange/retry/ticker.go
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@ -0,0 +1,17 @@
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package retry
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import (
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"context"
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"github.com/c9s/bbgo/pkg/types"
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)
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func QueryTickerUntilSuccessful(ctx context.Context, ex types.Exchange, symbol string) (ticker *types.Ticker, err error) {
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var op = func() (err2 error) {
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ticker, err2 = ex.QueryTicker(ctx, symbol)
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return err2
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}
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err = GeneralBackoff(ctx, op)
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return ticker, err
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}
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@ -3,15 +3,15 @@ package dca2
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import (
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import (
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"context"
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"context"
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"fmt"
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"fmt"
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"time"
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"github.com/c9s/bbgo/pkg/exchange/retry"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/types"
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"github.com/c9s/bbgo/pkg/types"
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)
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)
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func (s *Strategy) placeDCAOrders(ctx context.Context) error {
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func (s *Strategy) placeDCAOrders(ctx context.Context) error {
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s.logger.Infof("[DCA] start placing maker orders")
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s.logger.Infof("[DCA] start placing maker orders")
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price, err := s.getBestPriceUntilSuccess(ctx, s.Short)
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price, err := getBestPriceUntilSuccess(ctx, s.Session.Exchange, s.Symbol, s.Short)
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if err != nil {
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if err != nil {
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return err
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return err
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}
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}
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@ -31,23 +31,17 @@ func (s *Strategy) placeDCAOrders(ctx context.Context) error {
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return nil
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return nil
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}
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}
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func (s *Strategy) getBestPriceUntilSuccess(ctx context.Context, short bool) (fixedpoint.Value, error) {
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func getBestPriceUntilSuccess(ctx context.Context, ex types.Exchange, symbol string, short bool) (fixedpoint.Value, error) {
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var err error
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ticker, err := retry.QueryTickerUntilSuccessful(ctx, ex, symbol)
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var ticker *types.Ticker
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if err != nil {
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for try := 1; try <= 100; try++ {
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return fixedpoint.Zero, err
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ticker, err = s.Session.Exchange.QueryTicker(ctx, s.Symbol)
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if err == nil && ticker != nil {
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s.logger.Infof("ticker: %s", ticker.String())
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if short {
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return ticker.Buy, nil
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}
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return ticker.Sell, nil
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}
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time.Sleep(1 * time.Second)
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}
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}
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return fixedpoint.Zero, err
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if short {
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return ticker.Buy, nil
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} else {
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return ticker.Sell, nil
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}
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}
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}
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func (s *Strategy) generateDCAOrders(short bool, budget, price, priceDeviation fixedpoint.Value, maxOrderNum int64) ([]types.SubmitOrder, error) {
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func (s *Strategy) generateDCAOrders(short bool, budget, price, priceDeviation fixedpoint.Value, maxOrderNum int64) ([]types.SubmitOrder, error) {
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