bbgo_origin/pkg/exchange/retry/order.go

87 lines
2.2 KiB
Go

package retry
import (
"context"
"errors"
"strconv"
backoff2 "github.com/cenkalti/backoff/v4"
"github.com/c9s/bbgo/pkg/types"
"github.com/c9s/bbgo/pkg/util/backoff"
)
type advancedOrderCancelService interface {
CancelAllOrders(ctx context.Context) ([]types.Order, error)
CancelOrdersBySymbol(ctx context.Context, symbol string) ([]types.Order, error)
CancelOrdersByGroupID(ctx context.Context, groupID uint32) ([]types.Order, error)
}
func QueryOrderUntilFilled(ctx context.Context, queryOrderService types.ExchangeOrderQueryService, symbol string, orderId uint64) (o *types.Order, err error) {
err = backoff.RetryGeneral(ctx, func() (err2 error) {
o, err2 = queryOrderService.QueryOrder(ctx, types.OrderQuery{
Symbol: symbol,
OrderID: strconv.FormatUint(orderId, 10),
})
if err2 != nil || o == nil {
return err2
}
if o.Status != types.OrderStatusFilled {
return errors.New("order is not filled yet")
}
return err2
})
return o, err
}
func GeneralBackoff(ctx context.Context, op backoff2.Operation) (err error) {
err = backoff2.Retry(op, backoff2.WithContext(
backoff2.WithMaxRetries(
backoff2.NewExponentialBackOff(),
101),
ctx))
return err
}
func QueryOpenOrdersUntilSuccessful(ctx context.Context, ex types.Exchange, symbol string) (openOrders []types.Order, err error) {
var op = func() (err2 error) {
openOrders, err2 = ex.QueryOpenOrders(ctx, symbol)
return err2
}
err = GeneralBackoff(ctx, op)
return openOrders, err
}
func QueryOrderUntilSuccessful(ctx context.Context, query types.ExchangeOrderQueryService, opts types.OrderQuery) (order *types.Order, err error) {
var op = func() (err2 error) {
order, err2 = query.QueryOrder(ctx, opts)
return err2
}
err = GeneralBackoff(ctx, op)
return order, err
}
func CancelAllOrdersUntilSuccessful(ctx context.Context, service advancedOrderCancelService) error {
var op = func() (err2 error) {
_, err2 = service.CancelAllOrders(ctx)
return err2
}
return GeneralBackoff(ctx, op)
}
func CancelOrdersUntilSuccessful(ctx context.Context, ex types.Exchange, orders ...types.Order) error {
var op = func() (err2 error) {
err2 = ex.CancelOrders(ctx, orders...)
return err2
}
return GeneralBackoff(ctx, op)
}