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FEATURE: [xalign] detect active depoit. if found, skip align #1786

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merged 1 commit into from
Oct 21, 2024
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FEATURE: [xalign] detect active depoit. if found, skip align #1786

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48 changes: 46 additions & 2 deletions pkg/strategy/xalign/strategy.go
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Original file line number Diff line number Diff line change
Expand Up @@ -156,6 +156,38 @@ func (s *Strategy) detectActiveWithdraw(
return nil, err2
}

func (s *Strategy) detectActiveDeposit(
ctx context.Context,
sessions map[string]*bbgo.ExchangeSession,
) (*types.Deposit, error) {
var err2 error
until := time.Now()
since := until.Add(-time.Hour * 24)
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Owner

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using 1 hour should be enough?

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I use the same interval as detectActiveWithdraw. I think both it's ok because there will not be too many withdraws and deposits ?

for _, session := range sessions {
transferService, ok := session.Exchange.(types.ExchangeTransferHistoryService)
if !ok {
continue
}

deposits, err := transferService.QueryDepositHistory(ctx, "", since, until)
if err != nil {
log.WithError(err).Errorf("unable to query deposit history")
err2 = err
continue
}

for _, deposit := range deposits {
log.Infof("checking deposit status: %s", deposit.String())
switch deposit.Status {
case types.DepositPending:
return &deposit, nil
}
}
}

return nil, err2
}

func (s *Strategy) selectSessionForCurrency(
ctx context.Context, sessions map[string]*bbgo.ExchangeSession, currency string, changeQuantity fixedpoint.Value,
) (*bbgo.ExchangeSession, *types.SubmitOrder) {
Expand Down Expand Up @@ -439,16 +471,28 @@ func (s *Strategy) align(ctx context.Context, sessions map[string]*bbgo.Exchange

pendingWithdraw, err := s.detectActiveWithdraw(ctx, sessions)
if err != nil {
log.WithError(err).Errorf("unable to check active transfers")
log.WithError(err).Errorf("unable to check active transfers (withdraw)")
} else if pendingWithdraw != nil {
log.Warnf("found active transfer, skip balance align check")
log.Warnf("found active transfer (withdraw), skip balance align check")

if activeTransferNotificationLimiter.Allow() {
bbgo.Notify("Found active withdraw, skip balance align", pendingWithdraw)
}
return
}

pendingDeposit, err := s.detectActiveDeposit(ctx, sessions)
if err != nil {
log.WithError(err).Errorf("unable to check active transfers (deposit)")
} else if pendingDeposit != nil {
log.Warnf("found active transfer (deposit), skip balance align check")

if activeTransferNotificationLimiter.Allow() {
bbgo.Notify("Found active deposit, skip balance align", pendingDeposit)
}
return
}

totalBalances, sessionBalances := s.aggregateBalances(ctx, sessions)
_ = sessionBalances

Expand Down
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