Merge pull request #1899 from c9s/c9s/xmaker/improve-reverse-signal-chk

FIX: improve order store prune chk

pkg/core/orderstore.go

@@ -141,9 +141,23 @@ func (s *OrderStore) BindStream(stream types.Stream) {
 	})
 }
 
+func (s *OrderStore) Size() (l int) {
+	s.mu.Lock()
+	l = len(s.orders)
+	s.mu.Unlock()
+	return l
+}
+
 func (s *OrderStore) Prune(expiryDuration time.Duration) {
+	size := s.Size()
+
+	// skip prune if the size is less than 100
+	if size < 100 {
+		return
+	}
+
 	cutOffTime := time.Now().Add(-expiryDuration)
-	orders := make(map[uint64]types.Order, len(s.orders))
+	orders := make(map[uint64]types.Order, size)
 
 	s.mu.Lock()
 	defer s.mu.Unlock()

pkg/strategy/xmaker/strategy.go

@@ -1555,6 +1555,7 @@ func (s *Strategy) Hedge(ctx context.Context, pos fixedpoint.Value) {
 						s.logger.WithError(err).Errorf("unable to place spread maker order")
 					} else if retOrder != nil {
 						s.orderStore.Add(*retOrder)
+						s.orderStore.Prune(8 * time.Hour)
 
 						s.logger.Infof("spread maker order placed: #%d %f@%f (%s)", retOrder.OrderID, retOrder.Quantity.Float64(), retOrder.Price.Float64(), retOrder.Status)
 
@@ -1570,8 +1571,10 @@ func (s *Strategy) Hedge(ctx context.Context, pos fixedpoint.Value) {
 					}
 				}
 			} else if s.SpreadMaker.ReverseSignalOrderCancel {
-				if _, hasOrder := s.SpreadMaker.getOrder(); hasOrder {
-					s.cancelSpreadMakerOrderAndReturnCoveredPos(ctx, &s.coveredPosition)
+				if !isSignalSidePosition(signal, s.Position.Side()) {
+					if _, hasOrder := s.SpreadMaker.getOrder(); hasOrder {
+						s.cancelSpreadMakerOrderAndReturnCoveredPos(ctx, &s.coveredPosition)
+					}
 				}
 			}
 		}

pkg/types/position.go

@@ -385,9 +385,10 @@ func (p *Position) Type() PositionType {
 }
 
 func (p *Position) Side() SideType {
-	if p.Base.Sign() > 0 {
+	b := p.GetBase()
+	if b.Sign() > 0 {
 		return SideTypeBuy
-	} else if p.Base.Sign() < 0 {
+	} else if b.Sign() < 0 {
 		return SideTypeSell
 	}