mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-13 23:16:45 +00:00
* orders: Add derive modify struct method to order.Detail and then subsequent method to derive and standardize response details * exchanges: call modify method in wrappers * linter: fixes * engine/wsroutineman: remove print summary * glorious: nits, removed modifyOrder functionality for Bithumb. There are not docs to support this. * Update exchanges/order/orders.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
1074 lines
31 KiB
Go
1074 lines
31 KiB
Go
package engine
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import (
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"context"
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"errors"
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"fmt"
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"strings"
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"sync"
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"sync/atomic"
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"time"
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"github.com/gofrs/uuid"
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"github.com/shopspring/decimal"
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"github.com/thrasher-corp/gocryptotrader/common"
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"github.com/thrasher-corp/gocryptotrader/communications/base"
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"github.com/thrasher-corp/gocryptotrader/currency"
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exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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"github.com/thrasher-corp/gocryptotrader/exchanges/order"
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"github.com/thrasher-corp/gocryptotrader/log"
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)
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// SetupOrderManager will boot up the OrderManager
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func SetupOrderManager(exchangeManager iExchangeManager, communicationsManager iCommsManager, wg *sync.WaitGroup, verbose bool) (*OrderManager, error) {
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if exchangeManager == nil {
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return nil, errNilExchangeManager
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}
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if communicationsManager == nil {
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return nil, errNilCommunicationsManager
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}
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if wg == nil {
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return nil, errNilWaitGroup
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}
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return &OrderManager{
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shutdown: make(chan struct{}),
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orderStore: store{
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Orders: make(map[string][]*order.Detail),
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exchangeManager: exchangeManager,
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commsManager: communicationsManager,
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wg: wg,
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futuresPositionController: order.SetupPositionController(),
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},
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verbose: verbose,
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}, nil
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}
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// IsRunning safely checks whether the subsystem is running
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func (m *OrderManager) IsRunning() bool {
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return m != nil && atomic.LoadInt32(&m.started) == 1
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}
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// Start runs the subsystem
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func (m *OrderManager) Start() error {
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if m == nil {
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return fmt.Errorf("order manager %w", ErrNilSubsystem)
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}
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if !atomic.CompareAndSwapInt32(&m.started, 0, 1) {
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return fmt.Errorf("order manager %w", ErrSubSystemAlreadyStarted)
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}
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log.Debugln(log.OrderMgr, "Order manager starting...")
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m.shutdown = make(chan struct{})
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m.orderStore.wg.Add(1)
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go m.run()
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return nil
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}
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// Stop attempts to shutdown the subsystem
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func (m *OrderManager) Stop() error {
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if m == nil {
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return fmt.Errorf("order manager %w", ErrNilSubsystem)
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}
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if atomic.LoadInt32(&m.started) == 0 {
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return fmt.Errorf("order manager %w", ErrSubSystemNotStarted)
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}
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log.Debugln(log.OrderMgr, "Order manager shutting down...")
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close(m.shutdown)
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atomic.CompareAndSwapInt32(&m.started, 1, 0)
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return nil
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}
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// gracefulShutdown cancels all orders (if enabled) before shutting down
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func (m *OrderManager) gracefulShutdown() {
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if !m.cfg.CancelOrdersOnShutdown {
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return
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}
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log.Debugln(log.OrderMgr, "Order manager: Cancelling any open orders...")
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exchanges, err := m.orderStore.exchangeManager.GetExchanges()
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if err != nil {
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log.Errorf(log.OrderMgr, "Order manager cannot get exchanges: %v", err)
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return
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}
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m.CancelAllOrders(context.TODO(), exchanges)
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}
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// run will periodically process orders
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func (m *OrderManager) run() {
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log.Debugln(log.OrderMgr, "Order manager started.")
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timer := time.NewTimer(orderManagerDelay)
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for {
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select {
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case <-m.shutdown:
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m.gracefulShutdown()
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if !timer.Stop() {
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<-timer.C
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}
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m.orderStore.wg.Done()
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log.Debugln(log.OrderMgr, "Order manager shutdown.")
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return
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case <-timer.C:
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// Process orders go routine allows shutdown procedures to continue
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go m.processOrders()
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timer.Reset(orderManagerDelay)
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}
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}
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}
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// CancelAllOrders iterates and cancels all orders for each exchange provided
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func (m *OrderManager) CancelAllOrders(ctx context.Context, exchanges []exchange.IBotExchange) {
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if m == nil || atomic.LoadInt32(&m.started) == 0 {
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return
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}
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allOrders := m.orderStore.get()
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if len(allOrders) == 0 {
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return
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}
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for i := range exchanges {
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orders, ok := allOrders[strings.ToLower(exchanges[i].GetName())]
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if !ok {
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continue
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}
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for j := range orders {
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log.Debugf(log.OrderMgr, "Order manager: Cancelling order(s) for exchange %s.", exchanges[i].GetName())
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cancel, err := orders[j].DeriveCancel()
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if err != nil {
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log.Error(log.OrderMgr, err)
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continue
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}
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err = m.Cancel(ctx, cancel)
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if err != nil {
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log.Error(log.OrderMgr, err)
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}
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}
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}
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}
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// Cancel will find the order in the OrderManager, send a cancel request
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// to the exchange and if successful, update the status of the order
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func (m *OrderManager) Cancel(ctx context.Context, cancel *order.Cancel) error {
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if m == nil {
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return fmt.Errorf("order manager %w", ErrNilSubsystem)
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}
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if atomic.LoadInt32(&m.started) == 0 {
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return fmt.Errorf("order manager %w", ErrSubSystemNotStarted)
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}
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var err error
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defer func() {
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if err != nil {
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m.orderStore.commsManager.PushEvent(base.Event{
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Type: "order",
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Message: err.Error(),
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})
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}
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}()
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if cancel == nil {
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err = errors.New("order cancel param is nil")
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return err
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}
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if cancel.Exchange == "" {
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err = errors.New("order exchange name is empty")
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return err
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}
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if cancel.ID == "" {
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err = errors.New("order id is empty")
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return err
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}
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exch, err := m.orderStore.exchangeManager.GetExchangeByName(cancel.Exchange)
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if err != nil {
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return err
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}
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if cancel.AssetType.String() != "" && !exch.GetAssetTypes(false).Contains(cancel.AssetType) {
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err = errors.New("order asset type not supported by exchange")
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return err
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}
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log.Debugf(log.OrderMgr, "Order manager: Cancelling order ID %v [%+v]",
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cancel.ID, cancel)
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err = exch.CancelOrder(ctx, cancel)
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if err != nil {
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err = fmt.Errorf("%v - Failed to cancel order: %w", cancel.Exchange, err)
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return err
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}
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od, err := m.orderStore.getByExchangeAndID(cancel.Exchange, cancel.ID)
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if err != nil {
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err = fmt.Errorf("%v - Failed to retrieve order %v to update cancelled status: %w", cancel.Exchange, cancel.ID, err)
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return err
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}
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od.Status = order.Cancelled
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err = m.orderStore.updateExisting(od)
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if err != nil {
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err = fmt.Errorf("%v - Failed to update existing order when cancelled: %w", cancel.Exchange, err)
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return err
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}
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msg := fmt.Sprintf("Order manager: Exchange %s order ID=%v cancelled.",
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od.Exchange, od.ID)
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log.Debugln(log.OrderMgr, msg)
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m.orderStore.commsManager.PushEvent(base.Event{Type: "order", Message: msg})
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return nil
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}
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// GetFuturesPositionsForExchange returns futures positions stored within
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// the order manager's futures position tracker that match the provided params
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func (m *OrderManager) GetFuturesPositionsForExchange(exch string, item asset.Item, pair currency.Pair) ([]order.PositionStats, error) {
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if m == nil {
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return nil, fmt.Errorf("order manager %w", ErrNilSubsystem)
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}
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if atomic.LoadInt32(&m.started) == 0 {
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return nil, fmt.Errorf("order manager %w", ErrSubSystemNotStarted)
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}
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if m.orderStore.futuresPositionController == nil {
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return nil, errFuturesTrackerNotSetup
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}
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if !item.IsFutures() {
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return nil, fmt.Errorf("%v %w", item, order.ErrNotFuturesAsset)
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}
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return m.orderStore.futuresPositionController.GetPositionsForExchange(exch, item, pair)
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}
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// ClearFuturesTracking will clear existing futures positions for a given exchange,
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// asset, pair for the event that positions have not been tracked accurately
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func (m *OrderManager) ClearFuturesTracking(exch string, item asset.Item, pair currency.Pair) error {
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if m == nil {
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return fmt.Errorf("order manager %w", ErrNilSubsystem)
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}
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if atomic.LoadInt32(&m.started) == 0 {
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return fmt.Errorf("order manager %w", ErrSubSystemNotStarted)
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}
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if m.orderStore.futuresPositionController == nil {
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return errFuturesTrackerNotSetup
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}
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if !item.IsFutures() {
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return fmt.Errorf("%v %w", item, order.ErrNotFuturesAsset)
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}
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return m.orderStore.futuresPositionController.ClearPositionsForExchange(exch, item, pair)
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}
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// UpdateOpenPositionUnrealisedPNL finds an open position from
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// an exchange asset pair, then calculates the unrealisedPNL
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// using the latest ticker data
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func (m *OrderManager) UpdateOpenPositionUnrealisedPNL(e string, item asset.Item, pair currency.Pair, last float64, updated time.Time) (decimal.Decimal, error) {
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if m == nil {
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return decimal.Zero, fmt.Errorf("order manager %w", ErrNilSubsystem)
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}
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if atomic.LoadInt32(&m.started) == 0 {
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return decimal.Zero, fmt.Errorf("order manager %w", ErrSubSystemNotStarted)
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}
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if m.orderStore.futuresPositionController == nil {
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return decimal.Zero, errFuturesTrackerNotSetup
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}
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if !item.IsFutures() {
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return decimal.Zero, fmt.Errorf("%v %w", item, order.ErrNotFuturesAsset)
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}
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return m.orderStore.futuresPositionController.UpdateOpenPositionUnrealisedPNL(e, item, pair, last, updated)
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}
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// GetOrderInfo calls the exchange's wrapper GetOrderInfo function
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// and stores the result in the order manager
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func (m *OrderManager) GetOrderInfo(ctx context.Context, exchangeName, orderID string, cp currency.Pair, a asset.Item) (order.Detail, error) {
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if m == nil {
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return order.Detail{}, fmt.Errorf("order manager %w", ErrNilSubsystem)
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}
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if atomic.LoadInt32(&m.started) == 0 {
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return order.Detail{}, fmt.Errorf("order manager %w", ErrSubSystemNotStarted)
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}
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if orderID == "" {
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return order.Detail{}, ErrOrderIDCannotBeEmpty
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}
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exch, err := m.orderStore.exchangeManager.GetExchangeByName(exchangeName)
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if err != nil {
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return order.Detail{}, err
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}
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result, err := exch.GetOrderInfo(ctx, orderID, cp, a)
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if err != nil {
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return order.Detail{}, err
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}
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upsertResponse, err := m.orderStore.upsert(&result)
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if err != nil {
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return order.Detail{}, err
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}
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return upsertResponse.OrderDetails, nil
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}
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// validate ensures a submitted order is valid before adding to the manager
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func (m *OrderManager) validate(newOrder *order.Submit) error {
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if newOrder == nil {
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return errNilOrder
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}
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if newOrder.Exchange == "" {
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return ErrExchangeNameIsEmpty
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}
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if err := newOrder.Validate(); err != nil {
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return fmt.Errorf("order manager: %w", err)
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}
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if m.cfg.EnforceLimitConfig {
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if !m.cfg.AllowMarketOrders && newOrder.Type == order.Market {
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return errors.New("order market type is not allowed")
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}
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if m.cfg.LimitAmount > 0 && newOrder.Amount > m.cfg.LimitAmount {
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return errors.New("order limit exceeds allowed limit")
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}
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if len(m.cfg.AllowedExchanges) > 0 &&
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!common.StringDataCompareInsensitive(m.cfg.AllowedExchanges, newOrder.Exchange) {
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return errors.New("order exchange not found in allowed list")
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}
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if len(m.cfg.AllowedPairs) > 0 && !m.cfg.AllowedPairs.Contains(newOrder.Pair, true) {
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return errors.New("order pair not found in allowed list")
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}
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}
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return nil
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}
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// Modify depends on the order.Modify.ID and order.Modify.Exchange fields to uniquely
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// identify an order to modify.
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func (m *OrderManager) Modify(ctx context.Context, mod *order.Modify) (*order.ModifyResponse, error) {
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if m == nil {
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return nil, fmt.Errorf("order manager %w", ErrNilSubsystem)
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}
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if atomic.LoadInt32(&m.started) == 0 {
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return nil, fmt.Errorf("order manager %w", ErrSubSystemNotStarted)
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}
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// Fetch details from locally managed order store.
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det, err := m.orderStore.getByExchangeAndID(mod.Exchange, mod.ID)
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if det == nil || err != nil {
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return nil, fmt.Errorf("order does not exist: %w", err)
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}
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// Populate additional Modify fields as some of them are required by various
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// exchange implementations.
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mod.Pair = det.Pair // Used by Bithumb.
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mod.Side = det.Side // Used by Bithumb.
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mod.PostOnly = det.PostOnly // Used by Poloniex.
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mod.ImmediateOrCancel = det.ImmediateOrCancel // Used by Poloniex.
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// Following is just a precaution to not modify orders by mistake if exchange
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// implementations do not check fields of the Modify struct for zero values.
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if mod.Amount == 0 {
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mod.Amount = det.Amount
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}
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if mod.Price == 0 {
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mod.Price = det.Price
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}
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// Get exchange instance and submit order modification request.
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exch, err := m.orderStore.exchangeManager.GetExchangeByName(mod.Exchange)
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if err != nil {
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return nil, err
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}
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res, err := exch.ModifyOrder(ctx, mod)
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if err != nil {
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message := fmt.Sprintf(
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"Order manager: Exchange %s order ID=%v: failed to modify",
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mod.Exchange,
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mod.ID,
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)
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m.orderStore.commsManager.PushEvent(base.Event{
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Type: "order",
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Message: message,
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})
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return nil, err
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}
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// If modification is successful, apply changes to local order store.
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//
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// XXX: This comes with a race condition, because [request -> changes] are not
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// atomic.
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err = m.orderStore.modifyExisting(mod.ID, res)
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// Notify observers.
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var message string
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if err != nil {
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message = "Order manager: Exchange %s order ID=%v: modified on exchange, but failed to modify locally"
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} else {
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message = "Order manager: Exchange %s order ID=%v: modified successfully"
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}
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m.orderStore.commsManager.PushEvent(base.Event{
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Type: "order",
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Message: fmt.Sprintf(message, mod.Exchange, res.OrderID),
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})
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return &order.ModifyResponse{OrderID: res.OrderID}, err
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}
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// Submit will take in an order struct, send it to the exchange and
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// populate it in the OrderManager if successful
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func (m *OrderManager) Submit(ctx context.Context, newOrder *order.Submit) (*OrderSubmitResponse, error) {
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if m == nil {
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return nil, fmt.Errorf("order manager %w", ErrNilSubsystem)
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}
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if atomic.LoadInt32(&m.started) == 0 {
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return nil, fmt.Errorf("order manager %w", ErrSubSystemNotStarted)
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}
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err := m.validate(newOrder)
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if err != nil {
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return nil, err
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}
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exch, err := m.orderStore.exchangeManager.GetExchangeByName(newOrder.Exchange)
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if err != nil {
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return nil, err
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}
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// Checks for exchange min max limits for order amounts before order
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// execution can occur
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err = exch.CheckOrderExecutionLimits(newOrder.AssetType,
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newOrder.Pair,
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newOrder.Price,
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newOrder.Amount,
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newOrder.Type)
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if err != nil {
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return nil, fmt.Errorf("order manager: exchange %s unable to place order: %w",
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newOrder.Exchange,
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err)
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}
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// Determines if current trading activity is turned off by the exchange for
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// the currency pair
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err = exch.CanTradePair(newOrder.Pair, newOrder.AssetType)
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if err != nil {
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return nil, fmt.Errorf("order manager: exchange %s cannot trade pair %s %s: %w",
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newOrder.Exchange,
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newOrder.Pair,
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newOrder.AssetType,
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err)
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}
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result, err := exch.SubmitOrder(ctx, newOrder)
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if err != nil {
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return nil, err
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}
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return m.processSubmittedOrder(newOrder, result)
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}
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// SubmitFakeOrder runs through the same process as order submission
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// but does not touch live endpoints
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func (m *OrderManager) SubmitFakeOrder(newOrder *order.Submit, resultingOrder order.SubmitResponse, checkExchangeLimits bool) (*OrderSubmitResponse, error) {
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if m == nil {
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return nil, fmt.Errorf("order manager %w", ErrNilSubsystem)
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}
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if atomic.LoadInt32(&m.started) == 0 {
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return nil, fmt.Errorf("order manager %w", ErrSubSystemNotStarted)
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}
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err := m.validate(newOrder)
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if err != nil {
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return nil, err
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}
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exch, err := m.orderStore.exchangeManager.GetExchangeByName(newOrder.Exchange)
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if err != nil {
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return nil, err
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}
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if checkExchangeLimits {
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// Checks for exchange min max limits for order amounts before order
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// execution can occur
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err = exch.CheckOrderExecutionLimits(newOrder.AssetType,
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newOrder.Pair,
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newOrder.Price,
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newOrder.Amount,
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newOrder.Type)
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if err != nil {
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return nil, fmt.Errorf("order manager: exchange %s unable to place order: %w",
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newOrder.Exchange,
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err)
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}
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}
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return m.processSubmittedOrder(newOrder, resultingOrder)
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}
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|
|
// GetOrdersSnapshot returns a snapshot of all orders in the orderstore. It optionally filters any orders that do not match the status
|
|
// but a status of "" or ANY will include all
|
|
// the time adds contexts for when the snapshot is relevant for
|
|
func (m *OrderManager) GetOrdersSnapshot(s order.Status) []order.Detail {
|
|
if m == nil || atomic.LoadInt32(&m.started) == 0 {
|
|
return nil
|
|
}
|
|
var os []order.Detail
|
|
for _, v := range m.orderStore.Orders {
|
|
for i := range v {
|
|
if s != v[i].Status && s != order.AnyStatus && s != order.UnknownStatus {
|
|
continue
|
|
}
|
|
os = append(os, *v[i])
|
|
}
|
|
}
|
|
|
|
return os
|
|
}
|
|
|
|
// GetOrdersFiltered returns a snapshot of all orders in the order store.
|
|
// Filtering is applied based on the order.Filter unless entries are empty
|
|
func (m *OrderManager) GetOrdersFiltered(f *order.Filter) ([]order.Detail, error) {
|
|
if m == nil {
|
|
return nil, fmt.Errorf("order manager %w", ErrNilSubsystem)
|
|
}
|
|
if atomic.LoadInt32(&m.started) == 0 {
|
|
return nil, fmt.Errorf("order manager %w", ErrSubSystemNotStarted)
|
|
}
|
|
return m.orderStore.getFilteredOrders(f)
|
|
}
|
|
|
|
// GetOrdersActive returns a snapshot of all orders in the order store
|
|
// that have a status that indicates it's currently tradable
|
|
func (m *OrderManager) GetOrdersActive(f *order.Filter) ([]order.Detail, error) {
|
|
if m == nil {
|
|
return nil, fmt.Errorf("order manager %w", ErrNilSubsystem)
|
|
}
|
|
if atomic.LoadInt32(&m.started) == 0 {
|
|
return nil, fmt.Errorf("order manager %w", ErrSubSystemNotStarted)
|
|
}
|
|
return m.orderStore.getActiveOrders(f), nil
|
|
}
|
|
|
|
// processSubmittedOrder adds a new order to the manager
|
|
func (m *OrderManager) processSubmittedOrder(newOrder *order.Submit, result order.SubmitResponse) (*OrderSubmitResponse, error) {
|
|
if !result.IsOrderPlaced {
|
|
return nil, errUnableToPlaceOrder
|
|
}
|
|
|
|
id, err := uuid.NewV4()
|
|
if err != nil {
|
|
log.Warnf(log.OrderMgr,
|
|
"Order manager: Unable to generate UUID. Err: %s",
|
|
err)
|
|
}
|
|
if newOrder.Date.IsZero() {
|
|
newOrder.Date = time.Now()
|
|
}
|
|
msg := fmt.Sprintf("Order manager: Exchange %s submitted order ID=%v [Ours: %v] pair=%v price=%v amount=%v quoteAmount=%v side=%v type=%v for time %v.",
|
|
newOrder.Exchange,
|
|
result.OrderID,
|
|
id.String(),
|
|
newOrder.Pair,
|
|
newOrder.Price,
|
|
newOrder.Amount,
|
|
newOrder.QuoteAmount,
|
|
newOrder.Side,
|
|
newOrder.Type,
|
|
newOrder.Date)
|
|
|
|
log.Debugln(log.OrderMgr, msg)
|
|
m.orderStore.commsManager.PushEvent(base.Event{
|
|
Type: "order",
|
|
Message: msg,
|
|
})
|
|
status := order.New
|
|
if result.FullyMatched {
|
|
status = order.Filled
|
|
}
|
|
err = m.orderStore.add(&order.Detail{
|
|
ImmediateOrCancel: newOrder.ImmediateOrCancel,
|
|
HiddenOrder: newOrder.HiddenOrder,
|
|
FillOrKill: newOrder.FillOrKill,
|
|
PostOnly: newOrder.PostOnly,
|
|
Price: newOrder.Price,
|
|
Amount: newOrder.Amount,
|
|
LimitPriceUpper: newOrder.LimitPriceUpper,
|
|
LimitPriceLower: newOrder.LimitPriceLower,
|
|
TriggerPrice: newOrder.TriggerPrice,
|
|
QuoteAmount: newOrder.QuoteAmount,
|
|
ExecutedAmount: newOrder.ExecutedAmount,
|
|
RemainingAmount: newOrder.RemainingAmount,
|
|
Fee: newOrder.Fee,
|
|
Exchange: newOrder.Exchange,
|
|
InternalOrderID: id.String(),
|
|
ID: result.OrderID,
|
|
AccountID: newOrder.AccountID,
|
|
ClientID: newOrder.ClientID,
|
|
ClientOrderID: newOrder.ClientOrderID,
|
|
WalletAddress: newOrder.WalletAddress,
|
|
Type: newOrder.Type,
|
|
Side: newOrder.Side,
|
|
Status: status,
|
|
AssetType: newOrder.AssetType,
|
|
Date: time.Now(),
|
|
LastUpdated: time.Now(),
|
|
Pair: newOrder.Pair,
|
|
Leverage: newOrder.Leverage,
|
|
})
|
|
if err != nil {
|
|
return nil, fmt.Errorf("unable to add %v order %v to orderStore: %s", newOrder.Exchange, result.OrderID, err)
|
|
}
|
|
|
|
return &OrderSubmitResponse{
|
|
SubmitResponse: order.SubmitResponse{
|
|
IsOrderPlaced: result.IsOrderPlaced,
|
|
OrderID: result.OrderID,
|
|
},
|
|
InternalOrderID: id.String(),
|
|
}, nil
|
|
}
|
|
|
|
// processOrders iterates over all exchange orders via API
|
|
// and adds them to the internal order store
|
|
func (m *OrderManager) processOrders() {
|
|
if !atomic.CompareAndSwapInt32(&m.processingOrders, 0, 1) {
|
|
return
|
|
}
|
|
defer atomic.StoreInt32(&m.processingOrders, 0)
|
|
|
|
exchanges, err := m.orderStore.exchangeManager.GetExchanges()
|
|
if err != nil {
|
|
log.Errorf(log.OrderMgr, "Order manager cannot get exchanges: %v", err)
|
|
return
|
|
}
|
|
var wg sync.WaitGroup
|
|
for i := range exchanges {
|
|
if !exchanges[i].IsRESTAuthenticationSupported() {
|
|
continue
|
|
}
|
|
log.Debugf(log.OrderMgr,
|
|
"Order manager: Processing orders for exchange %v.",
|
|
exchanges[i].GetName())
|
|
|
|
enabledAssets := exchanges[i].GetAssetTypes(true)
|
|
for y := range enabledAssets {
|
|
pairs, err := exchanges[i].GetEnabledPairs(enabledAssets[y])
|
|
if err != nil {
|
|
log.Errorf(log.OrderMgr,
|
|
"Order manager: Unable to get enabled pairs for %s and asset type %s: %s",
|
|
exchanges[i].GetName(),
|
|
enabledAssets[y],
|
|
err)
|
|
continue
|
|
}
|
|
|
|
if len(pairs) == 0 {
|
|
if m.verbose {
|
|
log.Debugf(log.OrderMgr,
|
|
"Order manager: No pairs enabled for %s and asset type %s, skipping...",
|
|
exchanges[i].GetName(),
|
|
enabledAssets[y])
|
|
}
|
|
continue
|
|
}
|
|
|
|
filter := &order.Filter{Exchange: exchanges[i].GetName()}
|
|
orders := m.orderStore.getActiveOrders(filter)
|
|
order.FilterOrdersByPairs(&orders, pairs)
|
|
|
|
result, err := exchanges[i].GetActiveOrders(context.TODO(), &order.GetOrdersRequest{
|
|
Side: order.AnySide,
|
|
Type: order.AnyType,
|
|
Pairs: pairs,
|
|
AssetType: enabledAssets[y],
|
|
})
|
|
if err != nil {
|
|
log.Errorf(log.OrderMgr,
|
|
"Order manager: Unable to get active orders for %s and asset type %s: %s",
|
|
exchanges[i].GetName(),
|
|
enabledAssets[y],
|
|
err)
|
|
continue
|
|
}
|
|
if len(orders) == 0 && len(result) == 0 {
|
|
continue
|
|
}
|
|
|
|
for z := range result {
|
|
upsertResponse, err := m.UpsertOrder(&result[z])
|
|
if err != nil {
|
|
log.Error(log.OrderMgr, err)
|
|
} else {
|
|
for i := range orders {
|
|
if orders[i].InternalOrderID != upsertResponse.OrderDetails.InternalOrderID {
|
|
continue
|
|
}
|
|
orders[i] = orders[len(orders)-1]
|
|
orders = orders[:len(orders)-1]
|
|
}
|
|
}
|
|
}
|
|
if !exchanges[i].GetBase().GetSupportedFeatures().RESTCapabilities.GetOrder {
|
|
continue
|
|
}
|
|
wg.Add(1)
|
|
go m.processMatchingOrders(exchanges[i], orders, &wg)
|
|
}
|
|
}
|
|
wg.Wait()
|
|
}
|
|
|
|
func (m *OrderManager) processMatchingOrders(exch exchange.IBotExchange, orders []order.Detail, wg *sync.WaitGroup) {
|
|
for x := range orders {
|
|
if time.Since(orders[x].LastUpdated) < time.Minute {
|
|
continue
|
|
}
|
|
err := m.FetchAndUpdateExchangeOrder(exch, &orders[x], orders[x].AssetType)
|
|
if err != nil {
|
|
log.Error(log.OrderMgr, err)
|
|
}
|
|
}
|
|
if wg != nil {
|
|
wg.Done()
|
|
}
|
|
}
|
|
|
|
// FetchAndUpdateExchangeOrder calls the exchange to upsert an order to the order store
|
|
func (m *OrderManager) FetchAndUpdateExchangeOrder(exch exchange.IBotExchange, ord *order.Detail, assetType asset.Item) error {
|
|
if ord == nil {
|
|
return errors.New("order manager: Order is nil")
|
|
}
|
|
fetchedOrder, err := exch.GetOrderInfo(context.TODO(), ord.ID, ord.Pair, assetType)
|
|
if err != nil {
|
|
ord.Status = order.UnknownStatus
|
|
return err
|
|
}
|
|
fetchedOrder.LastUpdated = time.Now()
|
|
_, err = m.UpsertOrder(&fetchedOrder)
|
|
return err
|
|
}
|
|
|
|
// Exists checks whether an order exists in the order store
|
|
func (m *OrderManager) Exists(o *order.Detail) bool {
|
|
return m != nil && atomic.LoadInt32(&m.started) != 0 && m.orderStore.exists(o)
|
|
}
|
|
|
|
// Add adds an order to the orderstore
|
|
func (m *OrderManager) Add(o *order.Detail) error {
|
|
if m == nil {
|
|
return fmt.Errorf("order manager %w", ErrNilSubsystem)
|
|
}
|
|
if atomic.LoadInt32(&m.started) == 0 {
|
|
return fmt.Errorf("order manager %w", ErrSubSystemNotStarted)
|
|
}
|
|
|
|
return m.orderStore.add(o)
|
|
}
|
|
|
|
// GetByExchangeAndID returns a copy of an order from an exchange if it matches the ID
|
|
func (m *OrderManager) GetByExchangeAndID(exchangeName, id string) (*order.Detail, error) {
|
|
if m == nil {
|
|
return nil, fmt.Errorf("order manager %w", ErrNilSubsystem)
|
|
}
|
|
if atomic.LoadInt32(&m.started) == 0 {
|
|
return nil, fmt.Errorf("order manager %w", ErrSubSystemNotStarted)
|
|
}
|
|
|
|
o, err := m.orderStore.getByExchangeAndID(exchangeName, id)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var cpy order.Detail
|
|
cpy.UpdateOrderFromDetail(o)
|
|
return &cpy, nil
|
|
}
|
|
|
|
// UpdateExistingOrder will update an existing order in the orderstore
|
|
func (m *OrderManager) UpdateExistingOrder(od *order.Detail) error {
|
|
if m == nil {
|
|
return fmt.Errorf("order manager %w", ErrNilSubsystem)
|
|
}
|
|
if atomic.LoadInt32(&m.started) == 0 {
|
|
return fmt.Errorf("order manager %w", ErrSubSystemNotStarted)
|
|
}
|
|
return m.orderStore.updateExisting(od)
|
|
}
|
|
|
|
// UpsertOrder updates an existing order or adds a new one to the orderstore
|
|
func (m *OrderManager) UpsertOrder(od *order.Detail) (resp *OrderUpsertResponse, err error) {
|
|
if m == nil {
|
|
return nil, fmt.Errorf("order manager %w", ErrNilSubsystem)
|
|
}
|
|
if atomic.LoadInt32(&m.started) == 0 {
|
|
return nil, fmt.Errorf("order manager %w", ErrSubSystemNotStarted)
|
|
}
|
|
if od == nil {
|
|
return nil, errNilOrder
|
|
}
|
|
var msg string
|
|
defer func(message *string) {
|
|
if message == nil {
|
|
log.Errorf(log.OrderMgr, "UpsertOrder: produced nil order event message\n")
|
|
return
|
|
}
|
|
m.orderStore.commsManager.PushEvent(base.Event{
|
|
Type: "order",
|
|
Message: *message,
|
|
})
|
|
}(&msg)
|
|
|
|
upsertResponse, err := m.orderStore.upsert(od)
|
|
if err != nil {
|
|
msg = fmt.Sprintf(
|
|
"Order manager: Exchange %s unable to upsert order ID=%v internal ID=%v pair=%v price=%.8f amount=%.8f side=%v type=%v status=%v: %s",
|
|
od.Exchange, od.ID, od.InternalOrderID, od.Pair, od.Price, od.Amount, od.Side, od.Type, od.Status, err)
|
|
return nil, err
|
|
}
|
|
|
|
status := "updated"
|
|
if upsertResponse.IsNewOrder {
|
|
status = "added"
|
|
}
|
|
msg = fmt.Sprintf("Order manager: Exchange %s %s order ID=%v internal ID=%v pair=%v price=%.8f amount=%.8f side=%v type=%v status=%v.",
|
|
upsertResponse.OrderDetails.Exchange, status, upsertResponse.OrderDetails.ID, upsertResponse.OrderDetails.InternalOrderID,
|
|
upsertResponse.OrderDetails.Pair, upsertResponse.OrderDetails.Price, upsertResponse.OrderDetails.Amount,
|
|
upsertResponse.OrderDetails.Side, upsertResponse.OrderDetails.Type, upsertResponse.OrderDetails.Status)
|
|
if upsertResponse.IsNewOrder {
|
|
log.Info(log.OrderMgr, msg)
|
|
return upsertResponse, nil
|
|
}
|
|
log.Debug(log.OrderMgr, msg)
|
|
return upsertResponse, nil
|
|
}
|
|
|
|
// get returns a copy of all orders for all exchanges.
|
|
func (s *store) get() map[string][]*order.Detail {
|
|
orders := make(map[string][]*order.Detail)
|
|
s.m.Lock()
|
|
for k, val := range s.Orders {
|
|
orders[k] = order.CopyPointerOrderSlice(val)
|
|
}
|
|
s.m.Unlock()
|
|
return orders
|
|
}
|
|
|
|
// getByExchangeAndID returns a specific order by exchange and id
|
|
func (s *store) getByExchangeAndID(exchange, id string) (*order.Detail, error) {
|
|
s.m.Lock()
|
|
defer s.m.Unlock()
|
|
r, ok := s.Orders[strings.ToLower(exchange)]
|
|
if !ok {
|
|
return nil, ErrExchangeNotFound
|
|
}
|
|
|
|
for x := range r {
|
|
if r[x].ID == id {
|
|
return r[x].CopyToPointer(), nil
|
|
}
|
|
}
|
|
return nil, ErrOrderNotFound
|
|
}
|
|
|
|
// updateExisting checks if an order exists in the orderstore
|
|
// and then updates it
|
|
func (s *store) updateExisting(od *order.Detail) error {
|
|
if od == nil {
|
|
return errNilOrder
|
|
}
|
|
s.m.Lock()
|
|
defer s.m.Unlock()
|
|
r, ok := s.Orders[strings.ToLower(od.Exchange)]
|
|
if !ok {
|
|
return ErrExchangeNotFound
|
|
}
|
|
for x := range r {
|
|
if r[x].ID != od.ID {
|
|
continue
|
|
}
|
|
r[x].UpdateOrderFromDetail(od)
|
|
if !r[x].AssetType.IsFutures() {
|
|
return nil
|
|
}
|
|
err := s.futuresPositionController.TrackNewOrder(r[x])
|
|
if err != nil && !errors.Is(err, order.ErrPositionClosed) {
|
|
return err
|
|
}
|
|
return nil
|
|
}
|
|
return ErrOrderNotFound
|
|
}
|
|
|
|
// modifyExisting depends on mod.Exchange and given ID to uniquely identify an order and
|
|
// modify it.
|
|
func (s *store) modifyExisting(id string, mod *order.ModifyResponse) error {
|
|
s.m.Lock()
|
|
defer s.m.Unlock()
|
|
r, ok := s.Orders[strings.ToLower(mod.Exchange)]
|
|
if !ok {
|
|
return ErrExchangeNotFound
|
|
}
|
|
for x := range r {
|
|
if r[x].ID != id {
|
|
continue
|
|
}
|
|
r[x].UpdateOrderFromModifyResponse(mod)
|
|
if !r[x].AssetType.IsFutures() {
|
|
return nil
|
|
}
|
|
err := s.futuresPositionController.TrackNewOrder(r[x])
|
|
if err != nil && !errors.Is(err, order.ErrPositionClosed) {
|
|
return err
|
|
}
|
|
return nil
|
|
}
|
|
return ErrOrderNotFound
|
|
}
|
|
|
|
// upsert (1) checks if such an exchange exists in the exchangeManager, (2) checks if
|
|
// order exists and updates/creates it.
|
|
func (s *store) upsert(od *order.Detail) (*OrderUpsertResponse, error) {
|
|
if od == nil {
|
|
return nil, errNilOrder
|
|
}
|
|
lName := strings.ToLower(od.Exchange)
|
|
_, err := s.exchangeManager.GetExchangeByName(lName)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
s.m.Lock()
|
|
defer s.m.Unlock()
|
|
if od.AssetType.IsFutures() {
|
|
err = s.futuresPositionController.TrackNewOrder(od)
|
|
if err != nil && !errors.Is(err, order.ErrPositionClosed) {
|
|
return nil, err
|
|
}
|
|
}
|
|
r, ok := s.Orders[lName]
|
|
if !ok {
|
|
od.GenerateInternalOrderID()
|
|
s.Orders[lName] = []*order.Detail{od}
|
|
return &OrderUpsertResponse{OrderDetails: od.Copy(), IsNewOrder: true}, nil
|
|
}
|
|
for x := range r {
|
|
if r[x].ID != od.ID {
|
|
continue
|
|
}
|
|
r[x].UpdateOrderFromDetail(od)
|
|
return &OrderUpsertResponse{OrderDetails: r[x].Copy(), IsNewOrder: false}, nil
|
|
}
|
|
// Untracked websocket orders will not have internalIDs yet
|
|
od.GenerateInternalOrderID()
|
|
s.Orders[lName] = append(s.Orders[lName], od)
|
|
return &OrderUpsertResponse{OrderDetails: od.Copy(), IsNewOrder: true}, nil
|
|
}
|
|
|
|
// exists verifies if the orderstore contains the provided order
|
|
func (s *store) exists(det *order.Detail) bool {
|
|
if det == nil {
|
|
return false
|
|
}
|
|
s.m.RLock()
|
|
defer s.m.RUnlock()
|
|
r, ok := s.Orders[strings.ToLower(det.Exchange)]
|
|
if !ok {
|
|
return false
|
|
}
|
|
|
|
for x := range r {
|
|
if r[x].ID == det.ID {
|
|
return true
|
|
}
|
|
}
|
|
return false
|
|
}
|
|
|
|
// Add Adds an order to the orderStore for tracking the lifecycle
|
|
func (s *store) add(det *order.Detail) error {
|
|
if det == nil {
|
|
return errNilOrder
|
|
}
|
|
_, err := s.exchangeManager.GetExchangeByName(det.Exchange)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
if s.exists(det) {
|
|
return ErrOrdersAlreadyExists
|
|
}
|
|
// Untracked websocket orders will not have internalIDs yet
|
|
det.GenerateInternalOrderID()
|
|
s.m.Lock()
|
|
defer s.m.Unlock()
|
|
orders := s.Orders[strings.ToLower(det.Exchange)]
|
|
orders = append(orders, det)
|
|
s.Orders[strings.ToLower(det.Exchange)] = orders
|
|
|
|
if !det.AssetType.IsFutures() {
|
|
return nil
|
|
}
|
|
return s.futuresPositionController.TrackNewOrder(det)
|
|
}
|
|
|
|
// getFilteredOrders returns a filtered copy of the orders
|
|
func (s *store) getFilteredOrders(f *order.Filter) ([]order.Detail, error) {
|
|
if f == nil {
|
|
return nil, errors.New("filter is nil")
|
|
}
|
|
s.m.RLock()
|
|
defer s.m.RUnlock()
|
|
|
|
var os []order.Detail
|
|
// optimization if Exchange is filtered
|
|
if f.Exchange != "" {
|
|
if e, ok := s.Orders[strings.ToLower(f.Exchange)]; ok {
|
|
for i := range e {
|
|
if !e[i].MatchFilter(f) {
|
|
continue
|
|
}
|
|
os = append(os, e[i].Copy())
|
|
}
|
|
}
|
|
} else {
|
|
for _, e := range s.Orders {
|
|
for i := range e {
|
|
if !e[i].MatchFilter(f) {
|
|
continue
|
|
}
|
|
os = append(os, e[i].Copy())
|
|
}
|
|
}
|
|
}
|
|
return os, nil
|
|
}
|
|
|
|
// getActiveOrders returns copy of the orders that are active
|
|
func (s *store) getActiveOrders(f *order.Filter) []order.Detail {
|
|
s.m.RLock()
|
|
defer s.m.RUnlock()
|
|
|
|
var orders []order.Detail
|
|
switch {
|
|
case f == nil:
|
|
for _, e := range s.Orders {
|
|
for i := range e {
|
|
if e[i].Status != order.UnknownStatus && !e[i].IsActive() {
|
|
continue
|
|
}
|
|
orders = append(orders, e[i].Copy())
|
|
}
|
|
}
|
|
case f.Exchange != "":
|
|
// optimization if Exchange is filtered
|
|
if e, ok := s.Orders[strings.ToLower(f.Exchange)]; ok {
|
|
for i := range e {
|
|
if e[i].Status != order.UnknownStatus && (!e[i].IsActive() || !e[i].MatchFilter(f)) {
|
|
continue
|
|
}
|
|
orders = append(orders, e[i].Copy())
|
|
}
|
|
}
|
|
default:
|
|
for _, e := range s.Orders {
|
|
for i := range e {
|
|
if e[i].Status != order.UnknownStatus && (!e[i].IsActive() || !e[i].MatchFilter(f)) {
|
|
continue
|
|
}
|
|
orders = append(orders, e[i].Copy())
|
|
}
|
|
}
|
|
}
|
|
|
|
return orders
|
|
}
|