feat: fixbug for position update

yubing744 · Apr 20, 2024 · 9a2e2b9 · 9a2e2b9
1 parent 7d59bbc
commit 9a2e2b9
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Showing 2 changed files with 33 additions and 16 deletions.
diff --git a/pkg/exchange/okex/stream.go b/pkg/exchange/okex/stream.go
@@ -271,7 +271,7 @@ func (e *Stream) QueryAlgoOpenOrders(ctx context.Context, symbol string) (orders
 		params, _ := req.GetQueryParameters()
 		log.WithField("symbol", symbol).
 			WithField("params", params).
-			Info("QueryAlgoOpenOrders_start")
+			Info("Stream#QueryAlgoOpenOrders_start")
 
 		orders, err = req.Do(ctx)
 		if err != nil {
@@ -280,7 +280,7 @@ func (e *Stream) QueryAlgoOpenOrders(ctx context.Context, symbol string) (orders
 
 		log.WithField("symbol", symbol).
 			WithField("openOrders", orders).
-			Info("QueryAlgoOpenOrders_result")
+			Info("Stream#QueryAlgoOpenOrders_result")
 
 		orderLen := len(orders)
 		// a defensive programming to ensure the length of order response is expected.
@@ -313,19 +313,26 @@ func (s *Stream) handlePositionDetailsEvent(positionDetails []PositionUpdateEven
 
 				slTriggerPx, err := fixedpoint.NewFromString(algoOrder.SlTriggerPx)
 				if err != nil {
+					log.WithError(err).Error("handlePositionDetailsEvent_parse_SlTriggerPx_error")
+				} else {
 					position.SlTriggerPxType = algoOrder.SlTriggerPxType
 					position.SlOrdPx = algoOrder.SlOrdPx
 					position.SlTriggerPx = &slTriggerPx
 				}
 
 				tpTriggerPx, err := fixedpoint.NewFromString(algoOrder.TpTriggerPx)
 				if err != nil {
+					log.WithError(err).Error("handlePositionDetailsEvent_parse_TpTriggerPx_error")
+				} else {
 					position.TpTriggerPxType = algoOrder.TpTriggerPxType
 					position.TpOrdPx = algoOrder.TpOrdPx
 					position.TpTriggerPx = &tpTriggerPx
 				}
 			}
 
+			log.WithField("position", position).
+				Info("handlePositionDetailsEvent")
+
 			s.EmitPositionUpdate(position)
 		}
 	}

diff --git a/pkg/types/position.go b/pkg/types/position.go
@@ -272,28 +272,36 @@ func (p *Position) EmitModify(baseQty fixedpoint.Value, quoteQty fixedpoint.Valu
 }
 
 func (p *Position) Update(pos PositionInfo) bool {
+	triggerPxUpdate := false
+
+	if pos.SlTriggerPx != nil &&
+		(p.SlTriggerPx == nil || !p.SlTriggerPx.Eq(*pos.SlTriggerPx)) {
+		p.SlTriggerPx = pos.SlTriggerPx
+		p.SlTriggerPxType = pos.SlTriggerPxType
+		p.SlOrdPx = pos.SlOrdPx
+
+		triggerPxUpdate = true
+	}
+
+	if pos.TpTriggerPx != nil &&
+		(p.TpTriggerPx == nil || !p.TpTriggerPx.Eq(*pos.TpTriggerPx)) {
+		p.TpTriggerPx = pos.TpTriggerPx
+		p.TpTriggerPxType = pos.TpTriggerPxType
+		p.TpOrdPx = pos.TpOrdPx
+
+		triggerPxUpdate = true
+	}
+
 	if p.Base.Compare(pos.Base) != 0 ||
 		p.Quote.Compare(pos.Quote) != 0 ||
 		p.AverageCost.Compare(pos.AverageCost) != 0 ||
-		p.TradeID != pos.TradeID {
+		p.TradeID != pos.TradeID || triggerPxUpdate {
 		p.Base = pos.Base
 		p.Quote = pos.Quote
 		p.AverageCost = pos.AverageCost
 		p.TradeID = pos.TradeID
 		p.ChangedAt = pos.ChangedAt
 
-		if pos.SlTriggerPx != nil {
-			p.SlTriggerPx = pos.SlTriggerPx
-			p.SlTriggerPxType = pos.SlTriggerPxType
-			p.SlOrdPx = pos.SlOrdPx
-		}
-
-		if pos.TpTriggerPx != nil {
-			p.TpTriggerPx = pos.TpTriggerPx
-			p.TpTriggerPxType = pos.TpTriggerPxType
-			p.TpOrdPx = pos.TpOrdPx
-		}
-
 		p.EmitModify(p.Base, p.Quote, p.AverageCost)
 		return true
 	}
@@ -500,11 +508,13 @@ func (p *Position) PlainText() (msg string) {
 }
 
 func (p *Position) String() string {
-	return fmt.Sprintf("POSITION %s: average cost = %v, base = %v, quote = %v",
+	return fmt.Sprintf("POSITION %s: average cost = %v, base = %v, quote = %v, tp = %v, sl = %v",
 		p.Symbol,
 		p.AverageCost,
 		p.Base,
 		p.Quote,
+		p.TpTriggerPx,
+		p.SlTriggerPx,
 	)
 }