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fix(bollgrid): skip canceling profit order on graceful exit

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profit orders shouldn't be canceled on graceful exit unless
properly persisted.

a new strategy parameter `shutdownCancelProfitOrders` is added.

Issue: #220
This commit is contained in:
Frank Chang 2021-05-08 14:48:07 +08:00
parent 3f39131d76
commit da0ea3d390
1 changed files with 9 additions and 2 deletions
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11
pkg/strategy/bollgrid/strategy.go
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@ -83,6 +83,8 @@ type Strategy struct {
// boll is the BOLLINGER indicator we used for predicting the price. // boll is the BOLLINGER indicator we used for predicting the price.
boll *indicator.BOLL boll *indicator.BOLL
CancelProfitOrdersOnShutdown bool `json: "shutdownCancelProfitOrders"`
} }
func (s *Strategy) ID() string { func (s *Strategy) ID() string {
@ -352,8 +354,13 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
log.WithError(err).Errorf("cancel order error") log.WithError(err).Errorf("cancel order error")
} }
if err := session.Exchange.CancelOrders(ctx, s.profitOrders.Orders()...); err != nil { if s.CancelProfitOrdersOnShutdown {
log.WithError(err).Errorf("cancel order error") log.Infof("canceling profit orders...")
err := session.Exchange.CancelOrders(ctx, s.profitOrders.Orders()...)
if err != nil {
log.WithError(err).Errorf("cancel profit order error")
}
} }
}) })