grid2: check order's original status for updating

pkg/strategy/grid2/active_order_recover.go

@@ -4,14 +4,16 @@ import (
 	"context"
 	"time"
 
-	"github.com/c9s/bbgo/pkg/bbgo"
-	"github.com/c9s/bbgo/pkg/exchange/retry"
-	"github.com/c9s/bbgo/pkg/types"
-	"github.com/c9s/bbgo/pkg/util"
 	"github.com/pkg/errors"
 	"github.com/prometheus/client_golang/prometheus"
 	"github.com/sirupsen/logrus"
 	"go.uber.org/multierr"
+
+	"github.com/c9s/bbgo/pkg/bbgo"
+	"github.com/c9s/bbgo/pkg/exchange/max"
+	"github.com/c9s/bbgo/pkg/exchange/retry"
+	"github.com/c9s/bbgo/pkg/types"
+	"github.com/c9s/bbgo/pkg/util"
 )
 
 type SyncActiveOrdersOpts struct {
@@ -89,6 +91,11 @@ func (s *Strategy) recoverActiveOrdersPeriodically(ctx context.Context) {
 	}
 }
 
+func isMaxExchange(ex interface{}) bool {
+	_, yes := ex.(*max.Exchange)
+	return yes
+}
+
 func syncActiveOrders(ctx context.Context, opts SyncActiveOrdersOpts) error {
 	opts.logger.Infof("[ActiveOrderRecover] syncActiveOrders")
 
@@ -115,6 +122,7 @@ func syncActiveOrders(ctx context.Context, opts SyncActiveOrdersOpts) error {
 	var errs error
 	// update active orders not in open orders
 	for _, activeOrder := range activeOrders {
+
 		if _, exist := openOrdersMap[activeOrder.OrderID]; exist {
 			// no need to sync active order already in active orderbook, because we only need to know if it filled or not.
 			delete(openOrdersMap, activeOrder.OrderID)

pkg/strategy/grid2/recover.go

@@ -6,11 +6,13 @@ import (
 	"strconv"
 	"time"
 
+	"github.com/pkg/errors"
+
 	"github.com/c9s/bbgo/pkg/bbgo"
+	maxapi "github.com/c9s/bbgo/pkg/exchange/max/maxapi"
 	"github.com/c9s/bbgo/pkg/exchange/retry"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
 	"github.com/c9s/bbgo/pkg/types"
-	"github.com/pkg/errors"
 )
 
 var syncWindow = -3 * time.Minute
@@ -267,24 +269,34 @@ func buildTwinOrderBook(pins []Pin, orders []types.Order) (*TwinOrderBook, error
 	return book, nil
 }
 
-func syncActiveOrder(ctx context.Context, activeOrderBook *bbgo.ActiveOrderBook, orderQueryService types.ExchangeOrderQueryService, orderID uint64, syncBefore time.Time) (bool, error) {
+func syncActiveOrder(
+	ctx context.Context, activeOrderBook *bbgo.ActiveOrderBook, orderQueryService types.ExchangeOrderQueryService,
+	orderID uint64, syncBefore time.Time,
+) (isOrderUpdated bool, err error) {
+	isMax := isMaxExchange(orderQueryService)
+
 	updatedOrder, err := retry.QueryOrderUntilSuccessful(ctx, orderQueryService, types.OrderQuery{
 		Symbol:  activeOrderBook.Symbol,
 		OrderID: strconv.FormatUint(orderID, 10),
 	})
 
-	isActiveOrderBookUpdated := false
-
 	if err != nil {
-		return isActiveOrderBookUpdated, err
+		return isOrderUpdated, err
 	}
 
-	isActiveOrderBookUpdated = updatedOrder.UpdateTime.Before(syncBefore)
-	if isActiveOrderBookUpdated {
+	// maxapi.OrderStateFinalizing does not mean the fee is calculated
+	// we should only consider order state done for MAX
+	if isMax && updatedOrder.OriginalStatus != string(maxapi.OrderStateDone) {
+		return isOrderUpdated, nil
+	}
+
+	// should only trigger order update when the updated time is old enough
+	isOrderUpdated = updatedOrder.UpdateTime.Before(syncBefore)
+	if isOrderUpdated {
 		activeOrderBook.Update(*updatedOrder)
 	}
 
-	return isActiveOrderBookUpdated, nil
+	return isOrderUpdated, nil
 }
 
 func queryTradesToUpdateTwinOrderBook(