mirror of
https://github.com/c9s/bbgo.git
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106 lines
3.6 KiB
Go
106 lines
3.6 KiB
Go
package common
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import (
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"context"
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"fmt"
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"strconv"
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"time"
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"github.com/c9s/bbgo/pkg/bbgo"
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"github.com/c9s/bbgo/pkg/exchange"
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maxapi "github.com/c9s/bbgo/pkg/exchange/max/maxapi"
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"github.com/c9s/bbgo/pkg/exchange/retry"
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"github.com/c9s/bbgo/pkg/types"
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"github.com/sirupsen/logrus"
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"go.uber.org/multierr"
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)
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func SyncActiveOrder(ctx context.Context, ex types.Exchange, orderQueryService types.ExchangeOrderQueryService, activeOrderBook *bbgo.ActiveOrderBook, orderID uint64, syncBefore time.Time) (isOrderUpdated bool, err error) {
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isMax := exchange.IsMaxExchange(ex)
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updatedOrder, err := retry.QueryOrderUntilSuccessful(ctx, orderQueryService, types.OrderQuery{
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Symbol: activeOrderBook.Symbol,
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OrderID: strconv.FormatUint(orderID, 10),
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})
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if err != nil {
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return isOrderUpdated, err
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}
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if updatedOrder == nil {
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return isOrderUpdated, fmt.Errorf("unexpected error, order object (%d) is a nil pointer, please check common.SyncActiveOrder()", orderID)
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}
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// maxapi.OrderStateFinalizing does not mean the fee is calculated
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// we should only consider order state done for MAX
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if isMax && updatedOrder.OriginalStatus != string(maxapi.OrderStateDone) {
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return isOrderUpdated, nil
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}
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// should only trigger order update when the updated time is old enough
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isOrderUpdated = updatedOrder.UpdateTime.Before(syncBefore)
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if isOrderUpdated {
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activeOrderBook.Update(*updatedOrder)
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}
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return isOrderUpdated, nil
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}
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type SyncActiveOrdersOpts struct {
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Logger *logrus.Entry
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Exchange types.Exchange
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OrderQueryService types.ExchangeOrderQueryService
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ActiveOrderBook *bbgo.ActiveOrderBook
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OpenOrders []types.Order
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}
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func SyncActiveOrders(ctx context.Context, opts SyncActiveOrdersOpts) error {
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opts.Logger.Infof("[ActiveOrderRecover] syncActiveOrders")
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// only sync orders which is updated over 3 min, because we may receive from websocket and handle it twice
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syncBefore := time.Now().Add(-3 * time.Minute)
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activeOrders := opts.ActiveOrderBook.Orders()
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openOrdersMap := make(map[uint64]types.Order)
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for _, openOrder := range opts.OpenOrders {
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openOrdersMap[openOrder.OrderID] = openOrder
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}
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var errs error
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// update active orders not in open orders
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for _, activeOrder := range activeOrders {
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if _, exist := openOrdersMap[activeOrder.OrderID]; exist {
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// no need to sync active order already in active orderbook, because we only need to know if it filled or not.
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delete(openOrdersMap, activeOrder.OrderID)
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} else {
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opts.Logger.Infof("[ActiveOrderRecover] found active order #%d is not in the open orders, updating...", activeOrder.OrderID)
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isActiveOrderBookUpdated, err := SyncActiveOrder(ctx, opts.Exchange, opts.OrderQueryService, opts.ActiveOrderBook, activeOrder.OrderID, syncBefore)
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if err != nil {
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opts.Logger.WithError(err).Errorf("[ActiveOrderRecover] unable to query order #%d", activeOrder.OrderID)
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errs = multierr.Append(errs, err)
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continue
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}
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if !isActiveOrderBookUpdated {
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opts.Logger.Infof("[ActiveOrderRecover] active order #%d is updated in 3 min, skip updating...", activeOrder.OrderID)
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}
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}
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}
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// update open orders not in active orders
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for _, openOrder := range openOrdersMap {
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opts.Logger.Infof("found open order #%d is not in active orderbook, updating...", openOrder.OrderID)
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// we don't add open orders into active orderbook if updated in 3 min, because we may receive message from websocket and add it twice.
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if openOrder.UpdateTime.After(syncBefore) {
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opts.Logger.Infof("open order #%d is updated in 3 min, skip updating...", openOrder.OrderID)
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continue
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}
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opts.ActiveOrderBook.Add(openOrder)
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}
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return errs
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}
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