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grid2: replace all openOrders query to queryOpenOrdersUntilSuccessful

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c9s 2023-03-10 13:08:29 +08:00
parent 89abbeb2d1
commit df6e58d654
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GPG Key ID: 7385E7E464CB0A54
1 changed files with 26 additions and 21 deletions
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47
pkg/strategy/grid2/strategy.go
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@ -897,12 +897,8 @@ func (s *Strategy) cancelAll(ctx context.Context) error {
for { for {
s.logger.Infof("checking %s open orders...", s.Symbol) s.logger.Infof("checking %s open orders...", s.Symbol)
var openOrders []types.Order openOrders, err := queryOpenOrdersUntilSuccessful(ctx, session.Exchange, s.Symbol)
if err := backoff.Retry(func() error { if err != nil {
var err error
openOrders, err = session.Exchange.QueryOpenOrders(ctx, s.Symbol)
return err
}, backoff.WithMaxRetries(backoff.NewExponentialBackOff(), 101)); err != nil {
s.logger.WithError(err).Errorf("CancelOrdersByGroupID api call error") s.logger.WithError(err).Errorf("CancelOrdersByGroupID api call error")
werr = multierr.Append(werr, err) werr = multierr.Append(werr, err)
} }
@ -919,8 +915,7 @@ func (s *Strategy) cancelAll(ctx context.Context) error {
return cancelErr return cancelErr
} }
err := backoff.Retry(op, backoff.WithMaxRetries(backoff.NewExponentialBackOff(), 101)) if err := backoff.Retry(op, backoff.WithMaxRetries(backoff.NewExponentialBackOff(), 101)); err != nil {
if err != nil {
s.logger.WithError(err).Errorf("CancelAllOrders api call error") s.logger.WithError(err).Errorf("CancelAllOrders api call error")
werr = multierr.Append(werr, err) werr = multierr.Append(werr, err)
} }
@ -1306,17 +1301,12 @@ func (s *Strategy) generateGridOrders(totalQuote, totalBase, lastPrice fixedpoin
func (s *Strategy) clearOpenOrders(ctx context.Context, session *bbgo.ExchangeSession) error { func (s *Strategy) clearOpenOrders(ctx context.Context, session *bbgo.ExchangeSession) error {
// clear open orders when start // clear open orders when start
openOrders, err := session.Exchange.QueryOpenOrders(ctx, s.Symbol) openOrders, err := queryOpenOrdersUntilSuccessful(ctx, session.Exchange, s.Symbol)
if err != nil { if err != nil {
return err return err
} }
err = session.Exchange.CancelOrders(ctx, openOrders...) return cancelOrdersUntilSuccessful(ctx, session.Exchange, openOrders...)
if err != nil {
return err
}
return nil
} }
func (s *Strategy) getLastTradePrice(ctx context.Context, session *bbgo.ExchangeSession) (fixedpoint.Value, error) { func (s *Strategy) getLastTradePrice(ctx context.Context, session *bbgo.ExchangeSession) (fixedpoint.Value, error) {
@ -1972,7 +1962,7 @@ func (s *Strategy) recoverGrid(ctx context.Context, session *bbgo.ExchangeSessio
} }
func (s *Strategy) recoverGridByScanningOrders(ctx context.Context, session *bbgo.ExchangeSession) error { func (s *Strategy) recoverGridByScanningOrders(ctx context.Context, session *bbgo.ExchangeSession) error {
openOrders, err := session.Exchange.QueryOpenOrders(ctx, s.Symbol) openOrders, err := queryOpenOrdersUntilSuccessful(ctx, session.Exchange, s.Symbol)
if err != nil { if err != nil {
return err return err
} }
@ -2114,15 +2104,30 @@ func (s *Strategy) findDuplicatedPriceOpenOrders(openOrders []types.Order) (dupO
return dupOrders return dupOrders
} }
func queryOpenOrdersUntilSuccessful(ctx context.Context, ex types.Exchange, symbol string) (openOrders []types.Order, err error) { func generalBackoff(ctx context.Context, op backoff.Operation) (err error) {
var op = func() (err2 error) {
openOrders, err2 = ex.QueryOpenOrders(ctx, symbol)
return err2
}
err = backoff.Retry(op, backoff.WithContext( err = backoff.Retry(op, backoff.WithContext(
backoff.WithMaxRetries( backoff.WithMaxRetries(
backoff.NewExponentialBackOff(), backoff.NewExponentialBackOff(),
101), 101),
ctx)) ctx))
return err
}
func cancelOrdersUntilSuccessful(ctx context.Context, ex types.Exchange, orders ...types.Order) error {
var op = func() (err2 error) {
err2 = ex.CancelOrders(ctx, orders...)
return err2
}
return generalBackoff(ctx, op)
}
func queryOpenOrdersUntilSuccessful(ctx context.Context, ex types.Exchange, symbol string) (openOrders []types.Order, err error) {
var op = func() (err2 error) {
openOrders, err2 = ex.QueryOpenOrders(ctx, symbol)
return err2
}
err = generalBackoff(ctx, op)
return openOrders, err return openOrders, err
} }