Merge pull request #927 from c9s/refactor/submit-order

refactor: simplify submit order

examples/exchange-api/binance-margin/main.go

@@ -94,7 +94,7 @@ var rootCmd = &cobra.Command{
 
 		time.Sleep(time.Second)
 
-		createdOrders, err := exchange.SubmitOrders(ctx, types.SubmitOrder{
+		createdOrder, err := exchange.SubmitOrder(ctx, types.SubmitOrder{
 			Symbol:           symbol,
 			Market:           market,
 			Side:             types.SideTypeBuy,
@@ -108,7 +108,7 @@ var rootCmd = &cobra.Command{
 			return err
 		}
 
-		log.Info(createdOrders)
+		log.Info(createdOrder)
 
 		cmdutil.WaitForSignal(ctx, syscall.SIGINT, syscall.SIGTERM)
 		return nil

pkg/backtest/exchange.go

@@ -169,31 +169,23 @@ func (e *Exchange) QueryOrder(ctx context.Context, q types.OrderQuery) (*types.O
 	return nil, nil
 }
 
-func (e *Exchange) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder) (createdOrders types.OrderSlice, err error) {
+func (e *Exchange) SubmitOrder(ctx context.Context, order types.SubmitOrder) (createdOrder *types.Order, err error) {
-	for _, order := range orders {
 	symbol := order.Symbol
 	matching, ok := e.matchingBook(symbol)
 	if !ok {
 		return nil, fmt.Errorf("matching engine is not initialized for symbol %s", symbol)
 	}
 
-		createdOrder, _, err := matching.PlaceOrder(order)
+	createdOrder, _, err = matching.PlaceOrder(order)
-		if err != nil {
-			return nil, err
-		}
-
 	if createdOrder != nil {
-			createdOrders = append(createdOrders, *createdOrder)
-
 		// market order can be closed immediately.
 		switch createdOrder.Status {
 		case types.OrderStatusFilled, types.OrderStatusCanceled, types.OrderStatusRejected:
 			e.addClosedOrder(*createdOrder)
 		}
 	}
-	}
 
-	return createdOrders, nil
+	return createdOrder, err
 }
 
 func (e *Exchange) QueryOpenOrders(ctx context.Context, symbol string) (orders []types.Order, err error) {

pkg/bbgo/exit_trailing_stop_test.go

@@ -35,7 +35,7 @@ func TestTrailingStop_ShortPosition(t *testing.T) {
 
 	mockEx := mocks.NewMockExchange(mockCtrl)
 	mockEx.EXPECT().NewStream().Return(&types.StandardStream{}).Times(2)
-	mockEx.EXPECT().SubmitOrders(gomock.Any(), types.SubmitOrder{
+	mockEx.EXPECT().SubmitOrder(gomock.Any(), types.SubmitOrder{
 		Symbol:           "BTCUSDT",
 		Side:             types.SideTypeBuy,
 		Type:             types.OrderTypeMarket,
@@ -113,7 +113,7 @@ func TestTrailingStop_LongPosition(t *testing.T) {
 
 	mockEx := mocks.NewMockExchange(mockCtrl)
 	mockEx.EXPECT().NewStream().Return(&types.StandardStream{}).Times(2)
-	mockEx.EXPECT().SubmitOrders(gomock.Any(), types.SubmitOrder{
+	mockEx.EXPECT().SubmitOrder(gomock.Any(), types.SubmitOrder{
 		Symbol:           "BTCUSDT",
 		Side:             types.SideTypeSell,
 		Type:             types.OrderTypeMarket,

pkg/bbgo/interact.go

@@ -18,6 +18,10 @@ type PositionCloser interface {
 	ClosePosition(ctx context.Context, percentage fixedpoint.Value) error
 }
 
+type PositionResetter interface {
+	ResetPosition() error
+}
+
 type PositionReader interface {
 	CurrentPosition() *types.Position
 }
@@ -172,7 +176,7 @@ func (it *CoreInteraction) Commands(i *interact.Interact) {
 			reply.AddMultipleButtons(generateStrategyButtonsForm(strategies))
 			reply.Message("Please choose one strategy")
 		} else {
-			reply.Message("No strategy supports PositionReader")
+			reply.Message("No any strategy supports PositionReader")
 		}
 		return nil
 	}).Cycle(func(signature string, reply interact.Reply) error {
@@ -206,6 +210,47 @@ func (it *CoreInteraction) Commands(i *interact.Interact) {
 		return nil
 	})
 
+	i.PrivateCommand("/resetposition", "Reset position", func(reply interact.Reply) error {
+		// it.trader.exchangeStrategies
+		// send symbol options
+		if strategies, found := filterStrategyByInterface((*PositionResetter)(nil), it.exchangeStrategies); found {
+			reply.AddMultipleButtons(generateStrategyButtonsForm(strategies))
+			reply.Message("Please choose one strategy")
+		} else {
+			reply.Message("No strategy supports PositionResetter interface")
+		}
+		return nil
+	}).Next(func(signature string, reply interact.Reply) error {
+		strategy, ok := it.exchangeStrategies[signature]
+		if !ok {
+			reply.Message("Strategy not found")
+			return fmt.Errorf("strategy %s not found", signature)
+		}
+
+		resetter, implemented := strategy.(PositionResetter)
+		if implemented {
+			return resetter.ResetPosition()
+		}
+
+		reset := false
+		err := dynamic.IterateFields(strategy, func(ft reflect.StructField, fv reflect.Value) error {
+			posType := reflect.TypeOf(&types.Position{})
+			if ft.Type == posType {
+				if pos, typeOk := fv.Interface().(*types.Position); typeOk {
+					pos.Reset()
+					reset = true
+				}
+			}
+			return nil
+		})
+
+		if reset {
+			reply.Message("Position is reset")
+		}
+
+		return err
+	})
+
 	i.PrivateCommand("/closeposition", "Close position", func(reply interact.Reply) error {
 		// it.trader.exchangeStrategies
 		// send symbol options
@@ -213,7 +258,7 @@ func (it *CoreInteraction) Commands(i *interact.Interact) {
 			reply.AddMultipleButtons(generateStrategyButtonsForm(strategies))
 			reply.Message("Please choose one strategy")
 		} else {
-			reply.Message("No strategy supports PositionCloser")
+			reply.Message("No strategy supports PositionCloser interface")
 		}
 		return nil
 	}).Next(func(signature string, reply interact.Reply) error {

pkg/bbgo/order_execution.go

@@ -6,6 +6,7 @@ import (
 
 	"github.com/pkg/errors"
 	log "github.com/sirupsen/logrus"
+	"go.uber.org/multierr"
 
 	"github.com/c9s/bbgo/pkg/fixedpoint"
 	"github.com/c9s/bbgo/pkg/types"
@@ -42,7 +43,42 @@ func (e *ExchangeOrderExecutionRouter) SubmitOrdersTo(ctx context.Context, sessi
 		return nil, err
 	}
 
-	return es.Exchange.SubmitOrders(ctx, formattedOrders...)
+	createdOrders, _, err := BatchPlaceOrder(ctx, es.Exchange, formattedOrders...)
+	return createdOrders, err
+}
+
+func BatchRetryPlaceOrder(ctx context.Context, exchange types.Exchange, errIdx []int, submitOrders ...types.SubmitOrder) (types.OrderSlice, error) {
+	var createdOrders types.OrderSlice
+	var err error
+	for _, idx := range errIdx {
+		createdOrder, err2 := exchange.SubmitOrder(ctx, submitOrders[idx])
+		if err2 != nil {
+			err = multierr.Append(err, err2)
+		} else if createdOrder != nil {
+			createdOrders = append(createdOrders, *createdOrder)
+		}
+	}
+
+	return createdOrders, err
+}
+
+// BatchPlaceOrder
+func BatchPlaceOrder(ctx context.Context, exchange types.Exchange, submitOrders ...types.SubmitOrder) (types.OrderSlice, []int, error) {
+	var createdOrders types.OrderSlice
+	var err error
+	var errIndexes []int
+	for i, submitOrder := range submitOrders {
+		createdOrder, err2 := exchange.SubmitOrder(ctx, submitOrder)
+		if err2 != nil {
+			err = multierr.Append(err, err2)
+			errIndexes = append(errIndexes, i)
+		} else if createdOrder != nil {
+			createdOrder.Tag = submitOrder.Tag
+			createdOrders = append(createdOrders, *createdOrder)
+		}
+	}
+
+	return createdOrders, errIndexes, err
 }
 
 func (e *ExchangeOrderExecutionRouter) CancelOrdersTo(ctx context.Context, session string, orders ...types.Order) error {
@@ -105,7 +141,8 @@ func (e *ExchangeOrderExecutor) SubmitOrders(ctx context.Context, orders ...type
 
 	e.notifySubmitOrders(formattedOrders...)
 
-	return e.Session.Exchange.SubmitOrders(ctx, formattedOrders...)
+	createdOrders, _, err := BatchPlaceOrder(ctx, e.Session.Exchange, formattedOrders...)
+	return createdOrders, err
 }
 
 func (e *ExchangeOrderExecutor) CancelOrders(ctx context.Context, orders ...types.Order) error {

pkg/bbgo/order_executor_general.go

@@ -7,6 +7,7 @@ import (
 	"strings"
 
 	log "github.com/sirupsen/logrus"
+	"go.uber.org/multierr"
 
 	"github.com/c9s/bbgo/pkg/fixedpoint"
 	"github.com/c9s/bbgo/pkg/types"
@@ -110,28 +111,14 @@ func (e *GeneralOrderExecutor) SubmitOrders(ctx context.Context, submitOrders ..
 		return nil, err
 	}
 
-	var createdOrders types.OrderSlice
+	createdOrders, errIdx, err := BatchPlaceOrder(ctx, e.session.Exchange, formattedOrders...)
-
+	if len(errIdx) > 0 {
-	retOrders, err := e.session.Exchange.SubmitOrders(ctx, formattedOrders...)
+		createdOrders2, err2 := BatchRetryPlaceOrder(ctx, e.session.Exchange, errIdx, formattedOrders...)
-	if len(retOrders) > 0 {
+		if err2 != nil {
-		createdOrders = append(createdOrders, retOrders...)
+			err = multierr.Append(err, err2)
+		} else {
+			createdOrders = append(createdOrders, createdOrders2...)
 		}
-
-	if err != nil {
-		// retry once
-		retOrders, err = e.session.Exchange.SubmitOrders(ctx, formattedOrders...)
-		if len(retOrders) > 0 {
-			createdOrders = append(createdOrders, retOrders...)
-		}
-
-		if err != nil {
-			err = fmt.Errorf("can not place orders: %w", err)
-		}
-	}
-
-	// FIXME: map by price and volume
-	for i := 0; i < len(createdOrders); i++ {
-		createdOrders[i].Tag = formattedOrders[i].Tag
 	}
 
 	e.orderStore.Add(createdOrders...)
@@ -156,27 +143,25 @@ type OpenPositionOptions struct {
 	Quantity fixedpoint.Value `json:"quantity,omitempty"`
 
 	// MarketOrder set to true to open a position with a market order
-	MarketOrder bool
+	MarketOrder bool `json:"marketOrder,omitempty"`
 
 	// LimitOrder set to true to open a position with a limit order
-	LimitOrder bool
+	LimitOrder bool `json:"limitOrder,omitempty"`
 
 	// LimitTakerRatio is used when LimitOrder = true, it adjusts the price of the limit order with a ratio.
 	// So you can ensure that the limit order can be a taker order. Higher the ratio, higher the chance it could be a taker order.
-	LimitTakerRatio fixedpoint.Value
+	LimitTakerRatio fixedpoint.Value `json:"limitTakerRatio,omitempty"`
-	CurrentPrice    fixedpoint.Value
+	CurrentPrice    fixedpoint.Value `json:"currentPrice,omitempty"`
-	Tag             string
+	Tags            []string         `json:"tags"`
 }
 
 func (e *GeneralOrderExecutor) OpenPosition(ctx context.Context, options OpenPositionOptions) error {
-	log.Infof("opening %s position: %+v", e.position.Symbol, options)
-
 	price := options.CurrentPrice
 	submitOrder := types.SubmitOrder{
 		Symbol:           e.position.Symbol,
 		Type:             types.OrderTypeMarket,
 		MarginSideEffect: types.SideEffectTypeMarginBuy,
-		Tag:              options.Tag,
+		Tag:              strings.Join(options.Tags, ","),
 	}
 
 	if !options.LimitTakerRatio.IsZero() {
@@ -211,6 +196,7 @@ func (e *GeneralOrderExecutor) OpenPosition(ctx context.Context, options OpenPos
 		submitOrder.Side = types.SideTypeBuy
 		submitOrder.Quantity = quantity
 
+		Notify("Opening %s long position with quantity %f at price %f", e.position.Symbol, quantity.Float64(), price.Float64())
 		createdOrder, err2 := e.SubmitOrders(ctx, submitOrder)
 		if err2 != nil {
 			return err2
@@ -229,6 +215,7 @@ func (e *GeneralOrderExecutor) OpenPosition(ctx context.Context, options OpenPos
 		submitOrder.Side = types.SideTypeSell
 		submitOrder.Quantity = quantity
 
+		Notify("Opening %s short position with quantity %f at price %f", e.position.Symbol, quantity.Float64(), price.Float64())
 		createdOrder, err2 := e.SubmitOrders(ctx, submitOrder)
 		if err2 != nil {
 			return err2
@@ -275,14 +262,20 @@ func (e *GeneralOrderExecutor) GracefulCancel(ctx context.Context) error {
 	return e.GracefulCancelActiveOrderBook(ctx, e.activeMakerOrders)
 }
 
+// ClosePosition closes the current position by a percentage.
+// percentage 0.1 means close 10% position
+// tag is the order tag you want to attach, you may pass multiple tags, the tags will be combined into one tag string by commas.
 func (e *GeneralOrderExecutor) ClosePosition(ctx context.Context, percentage fixedpoint.Value, tags ...string) error {
 	submitOrder := e.position.NewMarketCloseOrder(percentage)
 	if submitOrder == nil {
 		return nil
 	}
 
-	log.Infof("closing %s position with tags: %v", e.symbol, tags)
+	tagStr := strings.Join(tags, ",")
-	submitOrder.Tag = strings.Join(tags, ",")
+	submitOrder.Tag = tagStr
+
+	Notify("closing %s position %s with tags: %v", e.symbol, percentage.Percentage(), tagStr)
+
 	_, err := e.SubmitOrders(ctx, *submitOrder)
 	return err
 }

pkg/cmd/orders.go

@@ -384,12 +384,12 @@ var submitOrderCmd = &cobra.Command{
 			so.TimeInForce = types.TimeInForceGTC
 		}
 
-		co, err := session.Exchange.SubmitOrders(ctx, so)
+		co, err := session.Exchange.SubmitOrder(ctx, so)
 		if err != nil {
 			return err
 		}
 
-		log.Infof("submitted order: %+v\ncreated order: %+v", so, co[0])
+		log.Infof("submitted order: %+v\ncreated order: %+v", so, co)
 		return nil
 	},
 }

pkg/datatype/floats/funcs_test.go

@@ -11,7 +11,6 @@ func TestLower(t *testing.T) {
 	assert.Equal(t, []float64{10.0, 11.0}, out)
 }
 
-
 func TestHigher(t *testing.T) {
 	out := Higher([]float64{10.0, 11.0, 12.0, 13.0, 15.0}, 12.0)
 	assert.Equal(t, []float64{13.0, 15.0}, out)

pkg/exchange/binance/exchange.go

@@ -1251,13 +1251,11 @@ func (e *Exchange) submitSpotOrder(ctx context.Context, order types.SubmitOrder)
 	return createdOrder, err
 }
 
-func (e *Exchange) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder) (createdOrders types.OrderSlice, err error) {
+func (e *Exchange) SubmitOrder(ctx context.Context, order types.SubmitOrder) (createdOrder *types.Order, err error) {
-	for _, order := range orders {
 	if err := orderLimiter.Wait(ctx); err != nil {
 		log.WithError(err).Errorf("order rate limiter wait error")
 	}
 
-		var createdOrder *types.Order
 	if e.IsMargin {
 		createdOrder, err = e.submitMarginOrder(ctx, order)
 	} else if e.IsFutures {
@@ -1266,18 +1264,7 @@ func (e *Exchange) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder
 		createdOrder, err = e.submitSpotOrder(ctx, order)
 	}
 
-		if err != nil {
+	return createdOrder, err
-			return createdOrders, err
-		}
-
-		if createdOrder == nil {
-			return createdOrders, errors.New("nil converted order")
-		}
-
-		createdOrders = append(createdOrders, *createdOrder)
-	}
-
-	return createdOrders, err
 }
 
 // QueryKLines queries the Kline/candlestick bars for a symbol. Klines are uniquely identified by their open time.

pkg/exchange/ftx/exchange.go

@@ -290,7 +290,7 @@ func (e *Exchange) _queryKLines(ctx context.Context, symbol string, interval typ
 		}
 	}
 
-	resp, err := e.newRest().HistoricalPrices(ctx, toLocalSymbol(symbol), interval, int64(options.Limit), options.StartTime, options.EndTime)
+	resp, err := e.newRest().marketRequest.HistoricalPrices(ctx, toLocalSymbol(symbol), interval, int64(options.Limit), options.StartTime, options.EndTime)
 	if err != nil {
 		return nil, err
 	}
@@ -401,11 +401,10 @@ func (e *Exchange) QueryDepositHistory(ctx context.Context, asset string, since,
 	return
 }
 
-func (e *Exchange) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder) (types.OrderSlice, error) {
+func (e *Exchange) SubmitOrder(ctx context.Context, order types.SubmitOrder) (*types.Order, error) {
-	var createdOrders types.OrderSlice
 	// TODO: currently only support limit and market order
 	// TODO: support time in force
-	for _, so := range orders {
+	so := order
 	if err := requestLimit.Wait(ctx); err != nil {
 		logrus.WithError(err).Error("rate limit error")
 	}
@@ -445,17 +444,11 @@ func (e *Exchange) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder
 
 	or, err := req.Do(ctx)
 	if err != nil {
-			return createdOrders, fmt.Errorf("failed to place order %+v: %w", so, err)
+		return nil, fmt.Errorf("failed to place order %+v: %w", so, err)
 	}
 
 	globalOrder, err := toGlobalOrderNew(*or)
-		if err != nil {
+	return &globalOrder, err
-			return createdOrders, fmt.Errorf("failed to convert response to global order")
-		}
-
-		createdOrders = append(createdOrders, globalOrder)
-	}
-	return createdOrders, nil
 }
 
 func (e *Exchange) QueryOrder(ctx context.Context, q types.OrderQuery) (*types.Order, error) {
@@ -470,8 +463,12 @@ func (e *Exchange) QueryOrder(ctx context.Context, q types.OrderQuery) (*types.O
 		return nil, err
 	}
 
-	order, err := toGlobalOrderNew(*ftxOrder)
+	o, err := toGlobalOrderNew(*ftxOrder)
-	return &order, err
+	if err != nil {
+		return nil, err
+	}
+
+	return &o, err
 }
 
 func (e *Exchange) QueryOpenOrders(ctx context.Context, symbol string) (orders []types.Order, err error) {
@@ -572,7 +569,6 @@ func (e *Exchange) QueryTicker(ctx context.Context, symbol string) (*types.Ticke
 }
 
 func (e *Exchange) QueryTickers(ctx context.Context, symbol ...string) (map[string]types.Ticker, error) {
-
 	var tickers = make(map[string]types.Ticker)
 
 	markets, err := e._queryMarkets(ctx)
@@ -586,7 +582,6 @@ func (e *Exchange) QueryTickers(ctx context.Context, symbol ...string) (map[stri
 	}
 
 	rest := e.newRest()
-
 	for k, v := range markets {
 
 		// if we provide symbol as condition then we only query the gieven symbol ,
@@ -603,7 +598,7 @@ func (e *Exchange) QueryTickers(ctx context.Context, symbol ...string) (map[stri
 		now := time.Now()
 		since := now.Add(time.Duration(-1) * time.Hour)
 		until := now
-		prices, err := rest.HistoricalPrices(ctx, v.Market.LocalSymbol, types.Interval1h, 1, &since, &until)
+		prices, err := rest.marketRequest.HistoricalPrices(ctx, v.Market.LocalSymbol, types.Interval1h, 1, &since, &until)
 		if err != nil || !prices.Success || len(prices.Result) == 0 {
 			continue
 		}

pkg/exchange/ftx/exchange_test.go

@@ -34,7 +34,7 @@ func TestExchange_IOCOrder(t *testing.T) {
 	}
 
 	ex := NewExchange(key, secret, "")
-	createdOrder, err := ex.SubmitOrders(context.Background(), types.SubmitOrder{
+	createdOrder, err := ex.SubmitOrder(context.Background(), types.SubmitOrder{
 		Symbol:   "LTCUSDT",
 		Side:     types.SideTypeBuy,
 		Type:     types.OrderTypeLimitMaker,

pkg/exchange/kucoin/exchange.go

@@ -207,8 +207,7 @@ func (e *Exchange) QueryKLines(ctx context.Context, symbol string, interval type
 	return klines, nil
 }
 
-func (e *Exchange) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder) (createdOrders types.OrderSlice, err error) {
+func (e *Exchange) SubmitOrder(ctx context.Context, order types.SubmitOrder) (createdOrder *types.Order, err error) {
-	for _, order := range orders {
 	req := e.client.TradeService.NewPlaceOrderRequest()
 	req.Symbol(toLocalSymbol(order.Symbol))
 	req.Side(toLocalSide(order.Side))
@@ -262,10 +261,10 @@ func (e *Exchange) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder
 
 	orderResponse, err := req.Do(ctx)
 	if err != nil {
-			return createdOrders, err
+		return createdOrder, err
 	}
 
-		createdOrders = append(createdOrders, types.Order{
+	return &types.Order{
 		SubmitOrder:      order,
 		Exchange:         types.ExchangeKucoin,
 		OrderID:          hashStringID(orderResponse.OrderID),
@@ -275,10 +274,7 @@ func (e *Exchange) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder
 		IsWorking:        true,
 		CreationTime:     types.Time(time.Now()),
 		UpdateTime:       types.Time(time.Now()),
-		})
+	}, nil
-	}
-
-	return createdOrders, err
 }
 
 // QueryOpenOrders

pkg/exchange/max/exchange.go

@@ -485,16 +485,16 @@ func (e *Exchange) Withdraw(ctx context.Context, asset string, amount fixedpoint
 	return nil
 }
 
-func (e *Exchange) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder) (createdOrders types.OrderSlice, err error) {
+func (e *Exchange) SubmitOrder(ctx context.Context, order types.SubmitOrder) (createdOrder *types.Order, err error) {
 	walletType := maxapi.WalletTypeSpot
 	if e.MarginSettings.IsMargin {
 		walletType = maxapi.WalletTypeMargin
 	}
 
-	for _, o := range orders {
+	o := order
 	orderType, err := toLocalOrderType(o.Type)
 	if err != nil {
-			return createdOrders, err
+		return createdOrder, err
 	}
 
 	// case IOC type
@@ -543,22 +543,15 @@ func (e *Exchange) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder
 
 	retOrder, err := req.Do(ctx)
 	if err != nil {
-			return createdOrders, err
+		return createdOrder, err
 	}
 
 	if retOrder == nil {
-			return createdOrders, errors.New("returned nil order")
+		return createdOrder, errors.New("returned nil order")
 	}
 
-		createdOrder, err := toGlobalOrder(*retOrder)
+	createdOrder, err = toGlobalOrder(*retOrder)
-		if err != nil {
+	return createdOrder, err
-			return createdOrders, err
-		}
-
-		createdOrders = append(createdOrders, *createdOrder)
-	}
-
-	return createdOrders, err
 }
 
 // PlatformFeeCurrency

pkg/exchange/okex/exchange.go

@@ -159,9 +159,7 @@ func (e *Exchange) QueryAccountBalances(ctx context.Context) (types.BalanceMap,
 	return balanceMap, nil
 }
 
-func (e *Exchange) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder) (createdOrders types.OrderSlice, err error) {
+func (e *Exchange) SubmitOrder(ctx context.Context, order types.SubmitOrder) (*types.Order, error) {
-	var reqs []*okexapi.PlaceOrderRequest
-	for _, order := range orders {
 	orderReq := e.client.TradeService.NewPlaceOrderRequest()
 
 	orderType, err := toLocalOrderType(order.Type)
@@ -199,9 +197,31 @@ func (e *Exchange) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder
 		orderReq.OrderType(orderType)
 	}
 
-		reqs = append(reqs, orderReq)
+	orderHead, err := orderReq.Do(ctx)
+	if err != nil {
+		return nil, err
 	}
 
+	orderID, err := strconv.ParseInt(orderHead.OrderID, 10, 64)
+	if err != nil {
+		return nil, err
+	}
+
+	return &types.Order{
+		SubmitOrder:      order,
+		Exchange:         types.ExchangeOKEx,
+		OrderID:          uint64(orderID),
+		Status:           types.OrderStatusNew,
+		ExecutedQuantity: fixedpoint.Zero,
+		IsWorking:        true,
+		CreationTime:     types.Time(time.Now()),
+		UpdateTime:       types.Time(time.Now()),
+		IsMargin:         false,
+		IsIsolated:       false,
+	}, nil
+
+	// TODO: move this to batch place orders interface
+	/*
 		batchReq := e.client.TradeService.NewBatchPlaceOrderRequest()
 		batchReq.Add(reqs...)
 		orderHeads, err := batchReq.Do(ctx)
@@ -212,11 +232,11 @@ func (e *Exchange) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder
 		for idx, orderHead := range orderHeads {
 			orderID, err := strconv.ParseInt(orderHead.OrderID, 10, 64)
 			if err != nil {
-			return createdOrders, err
+				return createdOrder, err
 			}
 
-		submitOrder := orders[idx]
+			submitOrder := order[idx]
-		createdOrders = append(createdOrders, types.Order{
+			createdOrder = append(createdOrder, types.Order{
 				SubmitOrder:      submitOrder,
 				Exchange:         types.ExchangeOKEx,
 				OrderID:          uint64(orderID),
@@ -229,8 +249,7 @@ func (e *Exchange) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder
 				IsIsolated:       false,
 			})
 		}
-
+	*/
-	return createdOrders, nil
 }
 
 func (e *Exchange) QueryOpenOrders(ctx context.Context, symbol string) (orders []types.Order, err error) {

pkg/grpc/server.go

@@ -9,6 +9,7 @@ import (
 
 	"github.com/pkg/errors"
 	log "github.com/sirupsen/logrus"
+	"go.uber.org/multierr"
 	"google.golang.org/grpc"
 	"google.golang.org/grpc/reflection"
 
@@ -46,20 +47,27 @@ func (s *TradingService) SubmitOrder(ctx context.Context, request *pb.SubmitOrde
 		}
 	}
 
-	createdOrders, err := session.Exchange.SubmitOrders(ctx, submitOrders...)
+	createdOrders, errIdx, err := bbgo.BatchPlaceOrder(ctx, session.Exchange, submitOrders...)
-	if err != nil {
+	if len(errIdx) > 0 {
-		return nil, err
+		createdOrders2, err2 := bbgo.BatchRetryPlaceOrder(ctx, session.Exchange, errIdx, submitOrders...)
+		if err2 != nil {
+			err = multierr.Append(err, err2)
+		} else {
+			createdOrders = append(createdOrders, createdOrders2...)
+		}
 	}
 
+	// convert response
 	resp := &pb.SubmitOrderResponse{
 		Session: sessionName,
 		Orders:  nil,
 	}
+
 	for _, createdOrder := range createdOrders {
 		resp.Orders = append(resp.Orders, transOrder(session, createdOrder))
 	}
 
-	return resp, nil
+	return resp, err
 }
 
 func (s *TradingService) CancelOrder(ctx context.Context, request *pb.CancelOrderRequest) (*pb.CancelOrderResponse, error) {

pkg/strategy/fmaker/strategy.go

@@ -132,13 +132,14 @@ func (s *Strategy) ClosePosition(ctx context.Context, percentage fixedpoint.Valu
 
 	// s.Notify("Submitting %s %s order to close position by %v", s.Symbol, side.String(), percentage, submitOrder)
 
-	createdOrders, err := s.session.Exchange.SubmitOrders(ctx, submitOrder)
+	createdOrder, err := s.session.Exchange.SubmitOrder(ctx, submitOrder)
 	if err != nil {
 		log.WithError(err).Errorf("can not place position close order")
+	} else if createdOrder != nil {
+		s.orderStore.Add(*createdOrder)
+		s.activeMakerOrders.Add(*createdOrder)
 	}
 
-	s.orderStore.Add(createdOrders...)
-	s.activeMakerOrders.Add(createdOrders...)
 	return err
 }
 func (s *Strategy) InstanceID() string {
@@ -464,7 +465,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 			//	Price:    kline.Close.Mul(fixedpoint.One.Add(s.Spread)),
 			//	Quantity: fixedpoint.NewFromFloat(math.Max(math.Min(eq, 0.003), 0.0005)), //0.0005
 			// }
-			// createdOrders, err = orderExecutor.SubmitOrders(ctx, submitOrder)
+			// createdOrders, err = orderExecutor.SubmitOrder(ctx, submitOrder)
 			// if err != nil {
 			//	log.WithError(err).Errorf("can not place orders")
 			// }
@@ -495,7 +496,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 			//	Price:    kline.Close.Mul(fixedpoint.One.Sub(s.Spread)),
 			//	Quantity: fixedpoint.NewFromFloat(math.Max(math.Min(eq, 0.003), 0.0005)), //0.0005
 			// }
-			// createdOrders, err = orderExecutor.SubmitOrders(ctx, submitOrder)
+			// createdOrders, err = orderExecutor.SubmitOrder(ctx, submitOrder)
 			// if err != nil {
 			//	log.WithError(err).Errorf("can not place orders")
 			// }

pkg/strategy/xgap/strategy.go

@@ -350,7 +350,7 @@ func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, se
 						s.tradingMarket.MinNotional.Mul(NotionModifier).Div(price))
 				}
 
-				createdOrders, err := tradingSession.Exchange.SubmitOrders(ctx, types.SubmitOrder{
+				createdOrders, _, err := bbgo.BatchPlaceOrder(ctx, tradingSession.Exchange, types.SubmitOrder{
 					Symbol:   s.Symbol,
 					Side:     types.SideTypeBuy,
 					Type:     types.OrderTypeLimit,
@@ -369,6 +369,7 @@ func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, se
 					// TimeInForce: types.TimeInForceGTC,
 					GroupID: s.groupID,
 				})
+
 				if err != nil {
 					log.WithError(err).Error("order submit error")
 				}

pkg/types/exchange.go

@@ -96,7 +96,7 @@ type ExchangeTradeService interface {
 
 	QueryAccountBalances(ctx context.Context) (BalanceMap, error)
 
-	SubmitOrders(ctx context.Context, orders ...SubmitOrder) (createdOrders OrderSlice, err error)
+	SubmitOrder(ctx context.Context, order SubmitOrder) (createdOrder *Order, err error)
 
 	QueryOpenOrders(ctx context.Context, symbol string) (orders []Order, err error)
 

pkg/types/mocks/mock_exchange.go

@@ -206,22 +206,17 @@ func (mr *MockExchangeMockRecorder) QueryTickers(arg0 interface{}, arg1 ...inter
 	return mr.mock.ctrl.RecordCallWithMethodType(mr.mock, "QueryTickers", reflect.TypeOf((*MockExchange)(nil).QueryTickers), varargs...)
 }
 
-// SubmitOrders mocks base method.
+// SubmitOrder mocks base method.
-func (m *MockExchange) SubmitOrders(arg0 context.Context, arg1 ...types.SubmitOrder) (types.OrderSlice, error) {
+func (m *MockExchange) SubmitOrder(arg0 context.Context, arg1 types.SubmitOrder) (*types.Order, error) {
 	m.ctrl.T.Helper()
-	varargs := []interface{}{arg0}
+	ret := m.ctrl.Call(m, "SubmitOrder", arg0, arg1)
-	for _, a := range arg1 {
+	ret0, _ := ret[0].(*types.Order)
-		varargs = append(varargs, a)
-	}
-	ret := m.ctrl.Call(m, "SubmitOrders", varargs...)
-	ret0, _ := ret[0].(types.OrderSlice)
 	ret1, _ := ret[1].(error)
 	return ret0, ret1
 }
 
-// SubmitOrders indicates an expected call of SubmitOrders.
+// SubmitOrder indicates an expected call of SubmitOrder.
-func (mr *MockExchangeMockRecorder) SubmitOrders(arg0 interface{}, arg1 ...interface{}) *gomock.Call {
+func (mr *MockExchangeMockRecorder) SubmitOrder(arg0, arg1 interface{}) *gomock.Call {
 	mr.mock.ctrl.T.Helper()
-	varargs := append([]interface{}{arg0}, arg1...)
+	return mr.mock.ctrl.RecordCallWithMethodType(mr.mock, "SubmitOrder", reflect.TypeOf((*MockExchange)(nil).SubmitOrder), arg0, arg1)
-	return mr.mock.ctrl.RecordCallWithMethodType(mr.mock, "SubmitOrders", reflect.TypeOf((*MockExchange)(nil).SubmitOrders), varargs...)
 }