FIX: Fix duplicate orders caused by position risk control #1327
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Codecov Report
@@ Coverage Diff @@
## main #1327 +/- ##
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- Coverage 20.78% 20.74% -0.04%
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Files 558 558
Lines 39790 39800 +10
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- Hits 8269 8257 -12
- Misses 30921 30944 +23
+ Partials 600 599 -1
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pkg/risk/riskcontrol/position.go
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| p.activeOrderBook.BindStream(session.UserDataStream) | ||
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| p.OnReleasePosition(func(quantity fixedpoint.Value, side types.SideType) { | ||
| if err := p.orderExecutor.CancelOrders(ctx, p.activeOrderBook.Orders()...); err != nil { |
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I think p.activeOrderBook also provides the cancel api
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| @@ -45,27 +72,16 @@ func NewPositionRiskControl(orderExecutor bbgo.OrderExecutorExtended, hardLimit, | |||
| } | |||
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| log.Infof("RiskControl: position limit exceeded, submitting order to reduce position: %+v", submitOrder) | |||
| createdOrders, err := orderExecutor.SubmitOrders(context.Background(), submitOrder) | |||
| createdOrders, err := p.orderExecutor.SubmitOrders(ctx, submitOrder) | |||
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need to be careful here, the trade collector might get stuck
would better to run a back-test to test this change~
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I will run a back-test later
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the trade collector didn't get stuck
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Hi @narumiruna, Well done! 349 BBG has been sent to your polygon wallet. Please check the following tx: https://polygonscan.com/tx/0xccce679d8e1eee717e0ec0904a92b66a08d0ab3038774e7a5f365d5ed3e67ae4 Thank you for your contribution! |
cancel previous order before submitting position release order to prevent duplicate orders