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FIX: [grid2] fix active orderbook at recovering
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45da0bd4c7
commit
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@ -1341,8 +1341,11 @@ func (s *Strategy) recoverGridWithOpenOrders(ctx context.Context, historyService
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missingPrices := scanMissingPinPrices(orderBook, grid.Pins)
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if numMissing := len(missingPrices); numMissing <= 1 {
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s.logger.Infof("GRID RECOVER: no missing grid prices, stop re-playing order history")
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s.addOrdersToActiveOrderBook(gridOrders)
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s.setGrid(grid)
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s.EmitGridReady()
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s.updateGridNumOfOrdersMetrics()
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s.updateOpenOrderPricesMetrics(s.orderExecutor.ActiveMakerOrders().Orders())
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return nil
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} else {
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s.logger.Infof("GRID RECOVER: found missing prices: %v", missingPrices)
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@ -1384,8 +1387,11 @@ func (s *Strategy) recoverGridWithOpenOrders(ctx context.Context, historyService
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// if all orders on the order book are active orders, we don't need to recover.
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if isCompleteGridOrderBook(orderBook, s.GridNum) {
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s.logger.Infof("GRID RECOVER: all orders are active orders, do not need recover")
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s.addOrdersToActiveOrderBook(gridOrders)
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s.setGrid(grid)
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s.EmitGridReady()
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s.updateGridNumOfOrdersMetrics()
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s.updateOpenOrderPricesMetrics(s.orderExecutor.ActiveMakerOrders().Orders())
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return nil
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}
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@ -1407,11 +1413,7 @@ func (s *Strategy) recoverGridWithOpenOrders(ctx context.Context, historyService
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// before we re-play the orders,
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// we need to add these open orders to the active order book
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activeOrderBook := s.orderExecutor.ActiveMakerOrders()
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for _, gridOrder := range gridOrders {
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// put the order back to the active order book so that we can receive order update
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activeOrderBook.Add(gridOrder)
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}
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s.addOrdersToActiveOrderBook(gridOrders)
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s.setGrid(grid)
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s.EmitGridReady()
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@ -1435,6 +1437,14 @@ func (s *Strategy) recoverGridWithOpenOrders(ctx context.Context, historyService
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return nil
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}
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func (s *Strategy) addOrdersToActiveOrderBook(gridOrders []types.Order) {
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activeOrderBook := s.orderExecutor.ActiveMakerOrders()
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for _, gridOrder := range gridOrders {
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// put the order back to the active order book so that we can receive order update
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activeOrderBook.Add(gridOrder)
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}
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}
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func (s *Strategy) setGrid(grid *Grid) {
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s.mu.Lock()
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s.grid = grid
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@ -1857,4 +1867,4 @@ func roundUpMarketQuantity(market types.Market, v fixedpoint.Value, c string) (f
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}
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return v.Round(prec, fixedpoint.Up), prec
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}
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}
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