Merge pull request #1622 from c9s/kbearXD/dca2/emit-position-after-re…

…covery FEATURE: [dca2] emit position after recovery and refactor
c9s · Apr 22, 2024 · 8fc7c38 · 8fc7c38
2 parents 845bc7a + 27ff44b
commit 8fc7c38
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Showing 4 changed files with 25 additions and 45 deletions.
diff --git a/pkg/strategy/dca2/background_runner.go b/pkg/strategy/dca2/background_runner.go
diff --git a/pkg/strategy/dca2/strategy.go b/pkg/strategy/dca2/strategy.go
@@ -326,6 +326,9 @@ func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.
  s.logger.Infof("profit stats %s", s.ProfitStats.String())
  s.logger.Infof("startTimeOfNextRound %s", s.startTimeOfNextRound)
 
+ // emit position after recovery
+ s.OrderExecutor.TradeCollector().EmitPositionUpdate(s.Position)
+
  s.updateTakeProfitPrice()
 
  // store persistence
@@ -340,7 +343,7 @@ func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.
  })
  })
 
- go s.runBackgroundTask(ctx)
+ go s.syncPeriodically(ctx)
 
  bbgo.OnShutdown(ctx, func(ctx context.Context, wg *sync.WaitGroup) {
  defer wg.Done()

diff --git a/pkg/strategy/dca2/active_order_recover.go → pkg/strategy/dca2/sync.go b/pkg/strategy/dca2/active_order_recover.go → pkg/strategy/dca2/sync.go
@@ -4,30 +4,38 @@ import (
  "context"
  "time"
 
+ "github.com/c9s/bbgo/pkg/bbgo"
  "github.com/c9s/bbgo/pkg/exchange/retry"
  "github.com/c9s/bbgo/pkg/strategy/common"
  "github.com/c9s/bbgo/pkg/util"
 )
 
-func (s *Strategy) recoverPeriodically(ctx context.Context) {
- s.logger.Info("monitor and recover periodically")
- interval := util.MillisecondsJitter(10*time.Minute, 5*60*1000)
- ticker := time.NewTicker(interval)
- defer ticker.Stop()
+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 <-ticker.C:
- if err := s.recoverActiveOrders(ctx); err != nil {
- s.logger.WithError(err).Warn(err, "failed to recover active orders")
+ case <-syncPersistenceTicker.C:
+ bbgo.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) recoverActiveOrders(ctx context.Context) error {
+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 {

diff --git a/pkg/strategy/dca2/take_profit.go b/pkg/strategy/dca2/take_profit.go
@@ -12,6 +12,10 @@ import (
 func (s *Strategy) placeTakeProfitOrders(ctx context.Context) error {
  s.logger.Info("start placing take profit orders")
  currentRound, err := s.collector.CollectCurrentRound(ctx)
+ if err != nil {
+ return errors.Wrap(err, "failed to place the take-profit order when collecting current round")
+ }
+
  if currentRound.TakeProfitOrder.OrderID != 0 {
  return fmt.Errorf("there is a take-profit order before placing the take-profit order, please check it")
  }