package bbgo import ( "context" log "github.com/sirupsen/logrus" "go.uber.org/multierr" "github.com/c9s/bbgo/pkg/core" "github.com/c9s/bbgo/pkg/types" ) // SimpleOrderExecutor implements the minimal order executor // This order executor does not handle position and profit stats update type SimpleOrderExecutor struct { BaseOrderExecutor logger log.FieldLogger } func NewSimpleOrderExecutor(session *ExchangeSession) *SimpleOrderExecutor { return &SimpleOrderExecutor{ BaseOrderExecutor: BaseOrderExecutor{ session: session, exchange: session.Exchange, activeMakerOrders: NewActiveOrderBook(""), orderStore: core.NewOrderStore(""), }, } } func (e *SimpleOrderExecutor) SubmitOrders(ctx context.Context, submitOrders ...types.SubmitOrder) (types.OrderSlice, error) { formattedOrders, err := e.session.FormatOrders(submitOrders) if err != nil { return nil, err } orderCreateCallback := func(createdOrder types.Order) { e.orderStore.Add(createdOrder) e.activeMakerOrders.Add(createdOrder) } createdOrders, _, err := BatchPlaceOrder(ctx, e.session.Exchange, orderCreateCallback, formattedOrders...) return createdOrders, err } // CancelOrders cancels the given order objects directly func (e *SimpleOrderExecutor) CancelOrders(ctx context.Context, orders ...types.Order) error { if len(orders) == 0 { orders = e.activeMakerOrders.Orders() } if len(orders) == 0 { return nil } err := e.session.Exchange.CancelOrders(ctx, orders...) if err != nil { // Retry once err2 := e.session.Exchange.CancelOrders(ctx, orders...) if err2 != nil { return multierr.Append(err, err2) } } return err } func (e *SimpleOrderExecutor) Bind() { e.activeMakerOrders.BindStream(e.session.UserDataStream) e.orderStore.BindStream(e.session.UserDataStream) }