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126 lines
2.9 KiB
Go
126 lines
2.9 KiB
Go
package retry
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import (
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"context"
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"errors"
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"strconv"
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"github.com/cenkalti/backoff/v4"
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"github.com/c9s/bbgo/pkg/types"
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)
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type advancedOrderCancelService interface {
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CancelAllOrders(ctx context.Context) ([]types.Order, error)
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CancelOrdersBySymbol(ctx context.Context, symbol string) ([]types.Order, error)
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CancelOrdersByGroupID(ctx context.Context, groupID uint32) ([]types.Order, error)
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}
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func QueryOrderUntilFilled(
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ctx context.Context, queryOrderService types.ExchangeOrderQueryService, symbol string, orderId uint64,
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) (o *types.Order, err error) {
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var op = func() (err2 error) {
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o, err2 = queryOrderService.QueryOrder(ctx, types.OrderQuery{
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Symbol: symbol,
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OrderID: strconv.FormatUint(orderId, 10),
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})
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if err2 != nil || o == nil {
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return err2
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}
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if o.Status != types.OrderStatusFilled {
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return errors.New("order is not filled yet")
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}
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return err2
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}
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err = GeneralBackoff(ctx, op)
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return o, err
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}
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func GeneralBackoff(ctx context.Context, op backoff.Operation) (err error) {
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err = backoff.Retry(op, backoff.WithContext(
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backoff.WithMaxRetries(
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backoff.NewExponentialBackOff(),
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101),
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ctx))
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return err
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}
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func GeneralLiteBackoff(ctx context.Context, op backoff.Operation) (err error) {
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err = backoff.Retry(op, backoff.WithContext(
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backoff.WithMaxRetries(
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backoff.NewExponentialBackOff(),
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5),
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ctx))
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return err
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}
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func QueryOpenOrdersUntilSuccessful(
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ctx context.Context, ex types.Exchange, symbol string,
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) (openOrders []types.Order, err error) {
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var op = func() (err2 error) {
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openOrders, err2 = ex.QueryOpenOrders(ctx, symbol)
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return err2
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}
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err = GeneralBackoff(ctx, op)
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return openOrders, err
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}
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func QueryOpenOrdersUntilSuccessfulLite(
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ctx context.Context, ex types.Exchange, symbol string,
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) (openOrders []types.Order, err error) {
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var op = func() (err2 error) {
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openOrders, err2 = ex.QueryOpenOrders(ctx, symbol)
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return err2
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}
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err = GeneralLiteBackoff(ctx, op)
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return openOrders, err
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}
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func QueryAccountUntilSuccessful(
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ctx context.Context, ex types.ExchangeAccountService,
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) (account *types.Account, err error) {
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var op = func() (err2 error) {
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account, err2 = ex.QueryAccount(ctx)
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return err2
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}
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err = GeneralBackoff(ctx, op)
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return account, err
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}
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func QueryOrderUntilSuccessful(
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ctx context.Context, query types.ExchangeOrderQueryService, opts types.OrderQuery,
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) (order *types.Order, err error) {
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var op = func() (err2 error) {
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order, err2 = query.QueryOrder(ctx, opts)
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return err2
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}
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err = GeneralBackoff(ctx, op)
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return order, err
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}
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func CancelAllOrdersUntilSuccessful(ctx context.Context, service advancedOrderCancelService) error {
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var op = func() (err2 error) {
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_, err2 = service.CancelAllOrders(ctx)
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return err2
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}
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return GeneralBackoff(ctx, op)
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}
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func CancelOrdersUntilSuccessful(ctx context.Context, ex types.Exchange, orders ...types.Order) error {
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var op = func() (err2 error) {
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err2 = ex.CancelOrders(ctx, orders...)
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return err2
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}
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return GeneralBackoff(ctx, op)
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}
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