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bollmaker: remove unused cancelOrders function

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This commit is contained in:
c9s 2022-01-16 01:08:50 +08:00
parent 5d54e6fded
commit fd4a3bb000
1 changed files with 0 additions and 48 deletions
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48
pkg/strategy/bollmaker/strategy.go
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@ -247,54 +247,6 @@ func (s *Strategy) LoadState() error {
return nil
}
// cancelOrders cancels the orders gracefully
func (s *Strategy) cancelOrders(ctx context.Context) {
if err := s.session.Exchange.CancelOrders(ctx, s.activeMakerOrders.Orders()...); err != nil {
log.WithError(err).Errorf("can not cancel %s orders", s.Symbol)
}
for s.activeMakerOrders.NumOfOrders() > 0 {
orders := s.activeMakerOrders.Orders()
log.Warnf("%d orders are not cancelled yet:", len(orders))
s.activeMakerOrders.Print()
if err := s.session.Exchange.CancelOrders(ctx, s.activeMakerOrders.Orders()...); err != nil {
log.WithError(err).Errorf("can not cancel %s orders", s.Symbol)
continue
}
log.Infof("waiting for orders to be cancelled...")
select {
case <-time.After(3 * time.Second):
case <-ctx.Done():
break
}
// verify the current open orders via the RESTful API
if s.activeMakerOrders.NumOfOrders() > 0 {
log.Warnf("there are orders not cancelled, using REStful API to verify...")
openOrders, err := s.session.Exchange.QueryOpenOrders(ctx, s.Symbol)
if err != nil {
log.WithError(err).Errorf("can not query %s open orders", s.Symbol)
continue
}
openOrderStore := bbgo.NewOrderStore(s.Symbol)
openOrderStore.Add(openOrders...)
for _, o := range s.activeMakerOrders.Orders() {
// if it does not exist, we should remove it
if !openOrderStore.Exists(o.OrderID) {
s.activeMakerOrders.Remove(o)
}
}
}
}
}
func (s *Strategy) placeOrders(ctx context.Context, orderExecutor bbgo.OrderExecutor, midPrice fixedpoint.Value) {
askPrice := midPrice.Mul(one + s.Spread)
bidPrice := midPrice.Mul(one - s.Spread)