mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-22 23:05:15 +00:00
106 lines
2.7 KiB
Go
106 lines
2.7 KiB
Go
package retry
|
|
|
|
import (
|
|
"context"
|
|
"errors"
|
|
"strconv"
|
|
|
|
"github.com/cenkalti/backoff/v4"
|
|
|
|
"github.com/c9s/bbgo/pkg/types"
|
|
)
|
|
|
|
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) {
|
|
var op = 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
|
|
}
|
|
|
|
err = GeneralBackoff(ctx, op)
|
|
return o, err
|
|
}
|
|
|
|
func GeneralBackoff(ctx context.Context, op backoff.Operation) (err error) {
|
|
err = backoff.Retry(op, backoff.WithContext(
|
|
backoff.WithMaxRetries(
|
|
backoff.NewExponentialBackOff(),
|
|
101),
|
|
ctx))
|
|
return err
|
|
}
|
|
|
|
func GeneralLiteBackoff(ctx context.Context, op backoff.Operation) (err error) {
|
|
err = backoff.Retry(op, backoff.WithContext(
|
|
backoff.WithMaxRetries(
|
|
backoff.NewExponentialBackOff(),
|
|
5),
|
|
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 QueryOpenOrdersUntilSuccessfulLite(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 = GeneralLiteBackoff(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)
|
|
}
|