FEATURE: [dca2] UpdateProfitStatsUntilSuccess -> UpdateProfitStatsUnt…

pkg/strategy/dca2/profit_stats.go

@@ -38,6 +38,7 @@ func newProfitStats(market types.Market, quoteInvestment fixedpoint.Value) *Prof
 	}
 }
 
+// AddTrade adds a trade to the profit stats and updates the current round profit and total profit.
 func (s *ProfitStats) AddTrade(trade types.Trade) {
 	if s.CurrentRoundFee == nil {
 		s.CurrentRoundFee = make(map[string]fixedpoint.Value)

pkg/strategy/dca2/state.go

@@ -10,6 +10,10 @@ import (
 
 type State int64
 
+const (
+	MaxRetryDurationToUpdateProfitStats time.Duration = 30 * time.Minute
+)
+
 const (
 	None State = iota
 	IdleWaiting
@@ -243,8 +247,9 @@ func (s *Strategy) finishTakeProfitStage(ctx context.Context, next State) bool {
 	s.logger.Info("[State] finishTakeProfitStage - start resetting position and calculate quote investment for next round")
 
 	// update profit stats
-	if err := s.UpdateProfitStatsUntilSuccessful(ctx); err != nil {
-		s.logger.WithError(err).Warn("failed to calculate and emit profit")
+	// it will try to update profit stats for 30 minutes
+	if err := s.UpdateProfitStatsUntilDuration(ctx, MaxRetryDurationToUpdateProfitStats); err != nil {
+		s.logger.WithError(err).Error("failed to calculate and emit profit, please check it")
 	}
 
 	// reset position and open new round for profit stats before position opening

pkg/strategy/dca2/strategy.go

@@ -366,6 +366,7 @@ func (s *Strategy) Close(ctx context.Context) error {
 
 	var err error
 	if s.UseCancelAllOrdersApiWhenClose {
+		s.logger.Info("UseCancelAllOrdersApiWhenClose is set, will cancel all orders by cancel all orders API")
 		err = tradingutil.UniversalCancelAllOrders(ctx, s.ExchangeSession.Exchange, s.Symbol, nil)
 	} else {
 		err = s.OrderExecutor.GracefulCancel(ctx)
@@ -429,7 +430,10 @@ func (s *Strategy) ContinueNextRound() {
 	s.nextRoundPaused = false
 }
 
-func (s *Strategy) UpdateProfitStatsUntilSuccessful(ctx context.Context) error {
+// UpdateProfitStatsUntilSuccessful will update the profit stats until duration (duration == 0 means no stop)
+// it will retry for 30 minutes with exponential backoff
+// if it is not successful, it will return an error and the ProfitStats will not be updated into persistence
+func (s *Strategy) UpdateProfitStatsUntilDuration(ctx context.Context, duration time.Duration) error {
 	var op = func() error {
 		if updated, err := s.UpdateProfitStats(ctx); err != nil {
 			return errors.Wrapf(err, "failed to update profit stats, please check it")
@@ -443,8 +447,8 @@ func (s *Strategy) UpdateProfitStatsUntilSuccessful(ctx context.Context) error {
 	// exponential increased interval retry until success
 	bo := backoff.NewExponentialBackOff()
 	bo.InitialInterval = 5 * time.Second
-	bo.MaxInterval = 20 * time.Minute
-	bo.MaxElapsedTime = 0
+	bo.MaxInterval = 5 * time.Minute
+	bo.MaxElapsedTime = duration
 
 	return backoff.Retry(op, backoff.WithContext(bo, ctx))
 }
@@ -460,6 +464,8 @@ func (s *Strategy) UpdateProfitStats(ctx context.Context) (bool, error) {
 		return false, errors.Wrapf(err, "failed to collect finish rounds from #%d", s.ProfitStats.FromOrderID)
 	}
 
+	s.logger.Infof("there are %d finished rounds from #%d", len(rounds), s.ProfitStats.FromOrderID)
+
 	var updated bool = false
 	for _, round := range rounds {
 		trades, err := s.collector.CollectRoundTrades(ctx, round)
@@ -472,6 +478,11 @@ func (s *Strategy) UpdateProfitStats(ctx context.Context) (bool, error) {
 			s.ProfitStats.AddTrade(trade)
 		}
 
+		s.logger.Infof("profit stats:\n%s", s.ProfitStats.String())
+
+		// emit profit
+		s.EmitProfit(s.ProfitStats)
+
 		// update profit stats FromOrderID to make sure we will not collect duplicated rounds
 		for _, order := range round.TakeProfitOrders {
 			if order.OrderID >= s.ProfitStats.FromOrderID {
@@ -486,11 +497,6 @@ func (s *Strategy) UpdateProfitStats(ctx context.Context) (bool, error) {
 		bbgo.Sync(ctx, s)
 		updated = true
 
-		s.logger.Infof("profit stats:\n%s", s.ProfitStats.String())
-
-		// emit profit
-		s.EmitProfit(s.ProfitStats)
-
 		// make profit stats forward to new round
 		s.ProfitStats.NewRound()
 	}

pkg/strategy/grid2/strategy.go

@@ -980,6 +980,7 @@ func (s *Strategy) cancelAll(ctx context.Context) error {
 
 	var err error
 	if s.UseCancelAllOrdersApiWhenClose {
+		s.logger.Info("UseCancelAllOrdersApiWhenClose is set, will cancel all orders by cancel all orders API")
 		err = tradingutil.UniversalCancelAllOrders(ctx, session.Exchange, s.Symbol, nil)
 	} else {
 		err = s.orderExecutor.GracefulCancel(ctx)