Merge pull request #1064 from c9s/fix/pending-maker-order-handler

fix: emit order update handler from the pending maker order

pkg/bbgo/activeorderbook.go

@@ -307,13 +307,23 @@ func (b *ActiveOrderBook) Add(orders ...types.Order) {
 // add the order to the active order book and check the pending order
 func (b *ActiveOrderBook) add(order types.Order) {
 	if pendingOrder, ok := b.pendingOrderUpdates.Get(order.OrderID); ok {
+		// if the pending order update time is newer than the adding order
+		// we should use the pending order rather than the adding order.
+		// if pending order is older, than we should add the new one, and drop the pending order
 		if pendingOrder.UpdateTime.Time().After(order.UpdateTime.Time()) {
-			b.orders.Add(pendingOrder)
-		} else {
-			b.orders.Add(order)
+			order = pendingOrder
+		}
+
+		b.orders.Add(order)
+		b.pendingOrderUpdates.Remove(pendingOrder.OrderID)
+
+		// when using add(order), it's usually a new maker order on the order book.
+		// so, when it's not status=new, we should trigger order update handler
+		if order.Status != types.OrderStatusNew {
+			// emit the order update handle function to trigger callback
+			b.orderUpdateHandler(order)
 		}
 
-		b.pendingOrderUpdates.Remove(order.OrderID)
 	} else {
 		b.orders.Add(order)
 	}

pkg/bbgo/activeorderbook_test.go

@@ -12,8 +12,14 @@ import (
 
 func TestActiveOrderBook_pendingOrders(t *testing.T) {
 	now := time.Now()
+
 	ob := NewActiveOrderBook("")
 
+	filled := false
+	ob.OnFilled(func(o types.Order) {
+		filled = true
+	})
+
 	// if we received filled order first
 	// should be added to pending orders
 	ob.orderUpdateHandler(types.Order{
@@ -34,6 +40,11 @@ func TestActiveOrderBook_pendingOrders(t *testing.T) {
 
 	assert.Len(t, ob.pendingOrderUpdates.Orders(), 1)
 
+	o99, ok := ob.pendingOrderUpdates.Get(99)
+	if assert.True(t, ok) {
+		assert.Equal(t, types.OrderStatusFilled, o99.Status)
+	}
+
 	// should be added to pending orders
 	ob.Add(types.Order{
 		OrderID: 99,
@@ -51,7 +62,6 @@ func TestActiveOrderBook_pendingOrders(t *testing.T) {
 		UpdateTime:   types.Time(now.Add(-time.Second)),
 	})
 
-	o99, ok := ob.Get(99)
-	assert.True(t, ok)
-	assert.Equal(t, types.OrderStatusFilled, o99.Status)
+	assert.True(t, filled, "filled event should be fired")
+
 }

pkg/strategy/grid2/strategy.go

@@ -1578,6 +1578,7 @@ func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.
 					if err := s.recoverGrid(ctx, session); err != nil {
 						log.WithError(err).Errorf("recover error")
 					}
+
 				}
 
 				if err := s.openGrid(ctx, session); err != nil {
@@ -1596,21 +1597,24 @@ func (s *Strategy) recoverGrid(ctx context.Context, session *bbgo.ExchangeSessio
 		return err
 	}
 
-	s.logger.Infof("found %d open orders left on the %s order book", len(openOrders), s.Symbol)
-
 	// do recover only when openOrders > 0
-	if len(openOrders) > 0 {
-		historyService, implemented := session.Exchange.(types.ExchangeTradeHistoryService)
-		if !implemented {
-			s.logger.Warn("ExchangeTradeHistoryService is not implemented, can not recover grid")
-			return nil
-		}
-
-		if err := s.recoverGridWithOpenOrders(ctx, historyService, openOrders); err != nil {
-			return errors.Wrap(err, "recover grid error")
-		}
+	if len(openOrders) == 0 {
+		return nil
 	}
 
+	s.logger.Infof("found %d open orders left on the %s order book", len(openOrders), s.Symbol)
+
+	historyService, implemented := session.Exchange.(types.ExchangeTradeHistoryService)
+	if !implemented {
+		s.logger.Warn("ExchangeTradeHistoryService is not implemented, can not recover grid")
+		return nil
+	}
+
+	if err := s.recoverGridWithOpenOrders(ctx, historyService, openOrders); err != nil {
+		return errors.Wrap(err, "recover grid error")
+	}
+
+	s.updateOpenOrderPricesMetrics(s.orderExecutor.ActiveMakerOrders().Orders())
 	return nil
 }