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order.go
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order.go
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package retry
import (
"context"
"errors"
"fmt"
"strconv"
"time"
"github.com/cenkalti/backoff/v4"
"github.com/c9s/bbgo/pkg/types"
)
var ErrOrderIsNil = errors.New("order object is nil")
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 QueryOrderUntilCanceled(
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 {
return err2
}
if o == nil {
return fmt.Errorf("order #%d response is nil", orderId)
}
if o.Status == types.OrderStatusCanceled || o.Status == types.OrderStatusFilled {
return nil
}
return fmt.Errorf("order #%d is not canceled yet: %s", o.OrderID, o.Status)
}
err = GeneralBackoff(ctx, op)
return o, err
}
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 {
return err2
}
if o == nil {
return ErrOrderIsNil
}
// for final status return nil error to stop the retry
switch o.Status {
case types.OrderStatusFilled, types.OrderStatusCanceled:
return nil
}
return fmt.Errorf("order is not filled yet: status=%s E/Q=%s/%s", o.Status, o.ExecutedQuantity.String(), o.Quantity.String())
}
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 QueryClosedOrdersUntilSuccessful(
ctx context.Context, ex types.ExchangeTradeHistoryService, symbol string, since, until time.Time, lastOrderID uint64,
) (closedOrders []types.Order, err error) {
var op = func() (err2 error) {
closedOrders, err2 = ex.QueryClosedOrders(ctx, symbol, since, until, lastOrderID)
return err2
}
err = GeneralBackoff(ctx, op)
return closedOrders, err
}
func QueryClosedOrdersUntilSuccessfulLite(
ctx context.Context, ex types.ExchangeTradeHistoryService, symbol string, since, until time.Time, lastOrderID uint64,
) (closedOrders []types.Order, err error) {
var op = func() (err2 error) {
closedOrders, err2 = ex.QueryClosedOrders(ctx, symbol, since, until, lastOrderID)
return err2
}
err = GeneralLiteBackoff(ctx, op)
return closedOrders, err
}
// QueryOrderTradesUntilSuccessful query order's trades until success (include the trading fee is not processing)
func QueryOrderTradesUntilSuccessful(
ctx context.Context, ex types.ExchangeOrderQueryService, q types.OrderQuery,
) (trades []types.Trade, err error) {
var op = func() (err2 error) {
trades, err2 = ex.QueryOrderTrades(ctx, q)
for _, trade := range trades {
if trade.FeeProcessing {
return fmt.Errorf("there are some trades which trading fee is not ready")
}
}
return err2
}
err = GeneralBackoff(ctx, op)
return trades, err
}
// QueryOrderTradesUntilSuccessfulLite query order's trades until success (include the trading fee is not processing)
func QueryOrderTradesUntilSuccessfulLite(
ctx context.Context, ex types.ExchangeOrderQueryService, q types.OrderQuery,
) (trades []types.Trade, err error) {
var op = func() (err2 error) {
trades, err2 = ex.QueryOrderTrades(ctx, q)
for _, trade := range trades {
if trade.FeeProcessing {
return fmt.Errorf("there are some trades which trading fee is not ready")
}
}
return err2
}
err = GeneralLiteBackoff(ctx, op)
return trades, err
}
func QueryAccountUntilSuccessful(
ctx context.Context, ex types.ExchangeAccountService,
) (account *types.Account, err error) {
var op = func() (err2 error) {
account, err2 = ex.QueryAccount(ctx)
return err2
}
err = GeneralBackoff(ctx, op)
return account, 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)
}