package dca2 import ( "context" "time" "github.com/c9s/bbgo/pkg/bbgo" ) type State int64 const ( None State = iota WaitToOpenPosition PositionOpening OpenPositionReady OpenPositionOrderFilled OpenPositionOrdersCancelling OpenPositionOrdersCancelled TakeProfitReady ) var stateTransition map[State]State = map[State]State{ WaitToOpenPosition: PositionOpening, PositionOpening: OpenPositionReady, OpenPositionReady: OpenPositionOrderFilled, OpenPositionOrderFilled: OpenPositionOrdersCancelling, OpenPositionOrdersCancelling: OpenPositionOrdersCancelled, OpenPositionOrdersCancelled: TakeProfitReady, TakeProfitReady: WaitToOpenPosition, } func (s *Strategy) initializeNextStateC() bool { s.mu.Lock() defer s.mu.Unlock() isInitialize := false if s.nextStateC == nil { s.logger.Info("[DCA] initializing next state channel") s.nextStateC = make(chan State, 1) } else { s.logger.Info("[DCA] nextStateC is already initialized") isInitialize = true } return isInitialize } func (s *Strategy) updateState(state State) { s.state = state s.logger.Infof("[state] update state to %d", state) metricsState.With(baseLabels).Set(float64(s.state)) } func (s *Strategy) emitNextState(nextState State) { select { case s.nextStateC <- nextState: default: s.logger.Info("[DCA] nextStateC is full or not initialized") } } // runState // WaitToOpenPosition -> after startTimeOfNextRound, place dca orders -> // PositionOpening // OpenPositionReady -> any dca maker order filled -> // OpenPositionOrderFilled -> price hit the take profit ration, start cancelling -> // OpenPositionOrdersCancelled -> place the takeProfit order -> // TakeProfitReady -> the takeProfit order filled -> func (s *Strategy) runState(ctx context.Context) { s.logger.Info("[DCA] runState") stateTriggerTicker := time.NewTicker(5 * time.Second) defer stateTriggerTicker.Stop() monitorTicker := time.NewTicker(10 * time.Minute) defer monitorTicker.Stop() for { select { case <-ctx.Done(): s.logger.Info("[DCA] runState DONE") return case <-stateTriggerTicker.C: // s.logger.Infof("[DCA] triggerNextState current state: %d", s.state) s.triggerNextState() case <-monitorTicker.C: s.updateNumOfOrdersMetrics(ctx) case nextState := <-s.nextStateC: s.logger.Infof("[DCA] currenct state: %d, next state: %d", s.state, nextState) // check the next state is valid validNextState, exist := stateTransition[s.state] if !exist { s.logger.Warnf("[DCA] %d not in stateTransition", s.state) continue } if nextState != validNextState { s.logger.Warnf("[DCA] %d is not valid next state of curreny state %d", nextState, s.state) continue } // move to next state switch s.state { case WaitToOpenPosition: s.runWaitToOpenPositionState(ctx, nextState) case PositionOpening: s.runPositionOpening(ctx, nextState) case OpenPositionReady: s.runOpenPositionReady(ctx, nextState) case OpenPositionOrderFilled: s.runOpenPositionOrderFilled(ctx, nextState) case OpenPositionOrdersCancelling: s.runOpenPositionOrdersCancelling(ctx, nextState) case OpenPositionOrdersCancelled: s.runOpenPositionOrdersCancelled(ctx, nextState) case TakeProfitReady: s.runTakeProfitReady(ctx, nextState) } } } } func (s *Strategy) triggerNextState() { switch s.state { case OpenPositionReady: // only trigger from order filled event case OpenPositionOrderFilled: // only trigger from kline event case TakeProfitReady: // only trigger from order filled event default: if nextState, ok := stateTransition[s.state]; ok { s.emitNextState(nextState) } } } func (s *Strategy) runWaitToOpenPositionState(ctx context.Context, next State) { s.logger.Info("[State] WaitToOpenPosition - check startTimeOfNextRound") if time.Now().Before(s.startTimeOfNextRound) { return } s.updateState(PositionOpening) s.logger.Info("[State] WaitToOpenPosition -> PositionOpening") } func (s *Strategy) runPositionOpening(ctx context.Context, next State) { s.logger.Info("[State] PositionOpening - start placing open-position orders") if err := s.placeOpenPositionOrders(ctx); err != nil { s.logger.WithError(err).Error("failed to place dca orders, please check it.") return } s.updateState(OpenPositionReady) s.logger.Info("[State] PositionOpening -> OpenPositionReady") } func (s *Strategy) runOpenPositionReady(_ context.Context, next State) { s.updateState(OpenPositionOrderFilled) s.logger.Info("[State] OpenPositionReady -> OpenPositionOrderFilled") } func (s *Strategy) runOpenPositionOrderFilled(_ context.Context, next State) { s.updateState(OpenPositionOrdersCancelling) s.logger.Info("[State] OpenPositionOrderFilled -> OpenPositionOrdersCancelling") // after open position cancelling, immediately trigger open position cancelled to cancel the other orders s.emitNextState(OpenPositionOrdersCancelled) } func (s *Strategy) runOpenPositionOrdersCancelling(ctx context.Context, next State) { s.logger.Info("[State] OpenPositionOrdersCancelling - start cancelling open-position orders") if err := s.OrderExecutor.GracefulCancel(ctx); err != nil { s.logger.WithError(err).Error("failed to cancel maker orders") return } s.updateState(OpenPositionOrdersCancelled) s.logger.Info("[State] OpenPositionOrdersCancelling -> OpenPositionOrdersCancelled") // after open position cancelled, immediately trigger take profit ready to open take-profit order s.emitNextState(TakeProfitReady) } func (s *Strategy) runOpenPositionOrdersCancelled(ctx context.Context, next State) { s.logger.Info("[State] OpenPositionOrdersCancelled - start placing take-profit orders") if err := s.placeTakeProfitOrders(ctx); err != nil { s.logger.WithError(err).Error("failed to open take profit orders") return } s.updateState(TakeProfitReady) s.logger.Info("[State] OpenPositionOrdersCancelled -> TakeProfitReady") } func (s *Strategy) runTakeProfitReady(ctx context.Context, next State) { // wait 3 seconds to avoid position not update time.Sleep(3 * time.Second) s.logger.Info("[State] TakeProfitReady - start reseting position and calculate quote investment for next round") // reset position // calculate profit stats s.CalculateAndEmitProfit(ctx) // reset position and open new round for profit stats before position opening s.Position.Reset() // store into redis bbgo.Sync(ctx, s) // set the start time of the next round s.startTimeOfNextRound = time.Now().Add(s.CoolDownInterval.Duration()) s.updateState(WaitToOpenPosition) s.logger.Info("[State] TakeProfitReady -> WaitToOpenPosition") }