From a11cddbc6063ca84e1905edd74b9aecd81493d31 Mon Sep 17 00:00:00 2001 From: kbearXD Date: Mon, 18 Mar 2024 16:09:22 +0800 Subject: [PATCH] dca2: add ttl for persistence and nextRoundPaused flag --- pkg/strategy/dca2/state.go | 7 +++++- pkg/strategy/dca2/strategy.go | 40 ++++++++++++++++++++++++++--------- 2 files changed, 36 insertions(+), 11 deletions(-) diff --git a/pkg/strategy/dca2/state.go b/pkg/strategy/dca2/state.go index dac5c5d8ea..4400e2f5c7 100644 --- a/pkg/strategy/dca2/state.go +++ b/pkg/strategy/dca2/state.go @@ -137,8 +137,13 @@ func (s *Strategy) triggerNextState() { } func (s *Strategy) runWaitToOpenPositionState(ctx context.Context, next State) { - s.logger.Info("[State] WaitToOpenPosition - check startTimeOfNextRound") + if s.nextRoundPaused { + s.logger.Info("[State] WaitToOpenPosition - nextRoundPaused is set") + return + } + if time.Now().Before(s.startTimeOfNextRound) { + s.logger.Infof("[State] WaitToOpenPosition - before the startTimeOfNextRound %s", s.startTimeOfNextRound.String()) return } diff --git a/pkg/strategy/dca2/strategy.go b/pkg/strategy/dca2/strategy.go index 89307f98ab..85584cdebd 100644 --- a/pkg/strategy/dca2/strategy.go +++ b/pkg/strategy/dca2/strategy.go @@ -44,8 +44,9 @@ type advancedOrderCancelApi interface { //go:generate callbackgen -type Strateg type Strategy struct { - Position *types.Position `json:"position,omitempty" persistence:"position"` - ProfitStats *ProfitStats `json:"profitStats,omitempty" persistence:"profit_stats"` + Position *types.Position `json:"position,omitempty" persistence:"position"` + ProfitStats *ProfitStats `json:"profitStats,omitempty" persistence:"profit_stats"` + PersistenceTTL types.Duration `json:"persistenceTTL"` Environment *bbgo.Environment ExchangeSession *bbgo.ExchangeSession @@ -87,11 +88,12 @@ type Strategy struct { // private field mu sync.Mutex - takeProfitPrice fixedpoint.Value - startTimeOfNextRound time.Time nextStateC chan State state State roundCollector *RoundCollector + takeProfitPrice fixedpoint.Value + startTimeOfNextRound time.Time + nextRoundPaused bool // callbacks common.StatusCallbacks @@ -164,6 +166,8 @@ func (s *Strategy) newPrometheusLabels() prometheus.Labels { func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.ExchangeSession) error { instanceID := s.InstanceID() s.ExchangeSession = session + + s.logger.Infof("persistence ttl: %s", s.PersistenceTTL.Duration()) if s.ProfitStats == nil { s.ProfitStats = newProfitStats(s.Market, s.QuoteInvestment) } @@ -172,6 +176,16 @@ func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo. s.Position = types.NewPositionFromMarket(s.Market) } + // if dev mode is on and it's not a new strategy + if s.DevMode != nil && s.DevMode.Enabled && !s.DevMode.IsNewAccount { + s.ProfitStats = newProfitStats(s.Market, s.QuoteInvestment) + s.Position = types.NewPositionFromMarket(s.Market) + } + + // set ttl for persistence + s.Position.SetTTL(s.PersistenceTTL.Duration()) + s.ProfitStats.SetTTL(s.PersistenceTTL.Duration()) + // round collector s.roundCollector = NewRoundCollector(s.logger, s.Symbol, s.OrderGroupID, s.ExchangeSession.Exchange) if s.roundCollector == nil { @@ -187,12 +201,6 @@ func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo. // prometheus labels baseLabels = s.newPrometheusLabels() - // if dev mode is on and it's not a new strategy - if s.DevMode != nil && s.DevMode.Enabled && !s.DevMode.IsNewAccount { - s.ProfitStats = newProfitStats(s.Market, s.QuoteInvestment) - s.Position = types.NewPositionFromMarket(s.Market) - } - s.Position.Strategy = ID s.Position.StrategyInstanceID = instanceID @@ -380,6 +388,15 @@ func (s *Strategy) CleanUp(ctx context.Context) error { return werr } +// PauseNextRound will stop openning open-position orders at the next round +func (s *Strategy) PauseNextRound() { + s.nextRoundPaused = true +} + +func (s *Strategy) ContinueNextRound() { + s.nextRoundPaused = false +} + func (s *Strategy) UpdateProfitStatsUntilSuccessful(ctx context.Context) error { var op = func() error { if updated, err := s.UpdateProfitStats(ctx); err != nil { @@ -456,4 +473,7 @@ func (s *Strategy) updateNumOfOrdersMetrics(ctx context.Context) { // update active orders metrics metricsNumOfActiveOrders.With(baseLabels).Set(float64(s.OrderExecutor.ActiveMakerOrders().NumOfOrders())) + + // set persistence + bbgo.Sync(ctx, s) }