72 lines
2.0 KiB
Go
72 lines
2.0 KiB
Go
|
package dca2
|
||
|
|
|
||
|
|
import (
|
||
|
|
"context"
|
||
|
|
"time"
|
||
|
|
|
||
|
|
"git.qtrade.icu/lychiyu/qbtrade/pkg/exchange/retry"
|
||
|
|
"git.qtrade.icu/lychiyu/qbtrade/pkg/qbtrade"
|
||
|
|
"git.qtrade.icu/lychiyu/qbtrade/pkg/strategy/common"
|
||
|
|
"git.qtrade.icu/lychiyu/qbtrade/pkg/util"
|
||
|
|
)
|
||
|
|
|
||
|
|
func (s *Strategy) syncPeriodically(ctx context.Context) {
|
||
|
|
s.logger.Info("sync periodically")
|
||
|
|
|
||
|
|
// sync persistence
|
||
|
|
syncPersistenceTicker := time.NewTicker(1 * time.Hour)
|
||
|
|
defer syncPersistenceTicker.Stop()
|
||
|
|
|
||
|
|
// sync active orders
|
||
|
|
syncActiveOrdersTicker := time.NewTicker(util.MillisecondsJitter(10*time.Minute, 5*60*1000))
|
||
|
|
defer syncActiveOrdersTicker.Stop()
|
||
|
|
|
||
|
|
for {
|
||
|
|
select {
|
||
|
|
case <-ctx.Done():
|
||
|
|
return
|
||
|
|
case <-syncPersistenceTicker.C:
|
||
|
|
qbtrade.Sync(ctx, s)
|
||
|
|
case <-syncActiveOrdersTicker.C:
|
||
|
|
if err := s.syncActiveOrders(ctx); err != nil {
|
||
|
|
s.logger.WithError(err).Warn(err, "failed to sync active orders")
|
||
|
|
}
|
||
|
|
}
|
||
|
|
}
|
||
|
|
}
|
||
|
|
|
||
|
|
func (s *Strategy) syncActiveOrders(ctx context.Context) error {
|
||
|
|
s.logger.Info("recover active orders...")
|
||
|
|
openOrders, err := retry.QueryOpenOrdersUntilSuccessfulLite(ctx, s.ExchangeSession.Exchange, s.Symbol)
|
||
|
|
if err != nil {
|
||
|
|
s.logger.WithError(err).Warn("failed to query open orders")
|
||
|
|
return err
|
||
|
|
}
|
||
|
|
|
||
|
|
activeOrders := s.OrderExecutor.ActiveMakerOrders()
|
||
|
|
|
||
|
|
// update num of open orders metrics
|
||
|
|
if metricsNumOfOpenOrders != nil {
|
||
|
|
metricsNumOfOpenOrders.With(baseLabels).Set(float64(len(openOrders)))
|
||
|
|
}
|
||
|
|
|
||
|
|
// update num of active orders metrics
|
||
|
|
if metricsNumOfActiveOrders != nil {
|
||
|
|
metricsNumOfActiveOrders.With(baseLabels).Set(float64(activeOrders.NumOfOrders()))
|
||
|
|
}
|
||
|
|
|
||
|
|
if len(openOrders) != activeOrders.NumOfOrders() {
|
||
|
|
s.logger.Warnf("num of open orders (%d) and active orders (%d) is different before active orders recovery, please check it.", len(openOrders), activeOrders.NumOfOrders())
|
||
|
|
}
|
||
|
|
|
||
|
|
opts := common.SyncActiveOrdersOpts{
|
||
|
|
Logger: s.logger,
|
||
|
|
Exchange: s.ExchangeSession.Exchange,
|
||
|
|
OrderQueryService: s.collector.queryService,
|
||
|
|
ActiveOrderBook: activeOrders,
|
||
|
|
OpenOrders: openOrders,
|
||
|
|
}
|
||
|
|
|
||
|
|
return common.SyncActiveOrders(ctx, opts)
|
||
|
|
}
|