package grid2 import ( "context" "strconv" "time" "github.com/c9s/bbgo/pkg/bbgo" "github.com/c9s/bbgo/pkg/exchange/retry" "github.com/c9s/bbgo/pkg/types" "github.com/c9s/bbgo/pkg/util" "github.com/pkg/errors" "github.com/prometheus/client_golang/prometheus" "github.com/sirupsen/logrus" "go.uber.org/multierr" ) type SyncActiveOrdersOpts struct { logger *logrus.Entry metricsLabels prometheus.Labels activeOrderBook *bbgo.ActiveOrderBook orderQueryService types.ExchangeOrderQueryService exchange types.Exchange } func (s *Strategy) initializeRecoverCh() bool { s.mu.Lock() defer s.mu.Unlock() alreadyInitialize := false if s.activeOrdersRecoverCh == nil { s.logger.Info("initialize recover channel") s.activeOrdersRecoverCh = make(chan struct{}, 1) } else { s.logger.Info("already initialize recover channel, trigger active orders recover") alreadyInitialize = true s.activeOrdersRecoverCh <- struct{}{} } return alreadyInitialize } func (s *Strategy) recoverActiveOrdersPeriodically(ctx context.Context) { // every time we activeOrdersRecoverCh receive signal, do active orders recover if alreadyInitialize := s.initializeRecoverCh(); alreadyInitialize { return } // make ticker's interval random in 25 min ~ 35 min interval := util.MillisecondsJitter(25*time.Minute, 10*60*1000) s.logger.Infof("[ActiveOrderRecover] interval: %s", interval) ticker := time.NewTicker(interval) defer ticker.Stop() opts := SyncActiveOrdersOpts{ logger: s.logger, metricsLabels: s.newPrometheusLabels(), activeOrderBook: s.orderExecutor.ActiveMakerOrders(), orderQueryService: s.orderQueryService, exchange: s.session.Exchange, } for { select { case <-ctx.Done(): return case <-ticker.C: if err := syncActiveOrders(ctx, opts); err != nil { log.WithError(err).Errorf("unable to sync active orders") } case <-s.activeOrdersRecoverCh: if err := syncActiveOrders(ctx, opts); err != nil { log.WithError(err).Errorf("unable to sync active orders") } } } } func syncActiveOrders(ctx context.Context, opts SyncActiveOrdersOpts) error { opts.logger.Infof("[ActiveOrderRecover] syncActiveOrders") notAddNonExistingOpenOrdersAfter := time.Now().Add(-5 * time.Minute) openOrders, err := retry.QueryOpenOrdersUntilSuccessful(ctx, opts.exchange, opts.activeOrderBook.Symbol) if err != nil { opts.logger.WithError(err).Error("[ActiveOrderRecover] failed to query open orders, skip this time") return errors.Wrapf(err, "[ActiveOrderRecover] failed to query open orders, skip this time") } metricsNumOfOpenOrders.With(opts.metricsLabels).Set(float64(len(openOrders))) activeOrders := opts.activeOrderBook.Orders() openOrdersMap := make(map[uint64]types.Order) for _, openOrder := range openOrders { openOrdersMap[openOrder.OrderID] = openOrder } var errs error // update active orders not in open orders for _, activeOrder := range activeOrders { if _, exist := openOrdersMap[activeOrder.OrderID]; exist { // no need to sync active order already in active orderbook, because we only need to know if it filled or not. delete(openOrdersMap, activeOrder.OrderID) } else { opts.logger.Infof("found active order #%d is not in the open orders, updating...", activeOrder.OrderID) // sleep 100ms to avoid DDOS time.Sleep(100 * time.Millisecond) if err := syncActiveOrder(ctx, opts.activeOrderBook, opts.orderQueryService, activeOrder.OrderID); err != nil { opts.logger.WithError(err).Errorf("[ActiveOrderRecover] unable to query order #%d", activeOrder.OrderID) errs = multierr.Append(errs, err) continue } } } // update open orders not in active orders for _, openOrder := range openOrdersMap { // we don't add open orders into active orderbook if updated in 5 min if openOrder.UpdateTime.After(notAddNonExistingOpenOrdersAfter) { continue } opts.activeOrderBook.Add(openOrder) // opts.activeOrderBook.Update(openOrder) } return errs } func syncActiveOrder(ctx context.Context, activeOrderBook *bbgo.ActiveOrderBook, orderQueryService types.ExchangeOrderQueryService, orderID uint64) error { updatedOrder, err := retry.QueryOrderUntilSuccessful(ctx, orderQueryService, types.OrderQuery{ Symbol: activeOrderBook.Symbol, OrderID: strconv.FormatUint(orderID, 10), }) if err != nil { return err } activeOrderBook.Update(*updatedOrder) return nil }