(fix) remove buggy check for multiple filled orders

almost-free · Mar 6, 2021 · e6aacbb · e6aacbb
1 parent 1055c6d
commit e6aacbb
Show file tree

Hide file tree

Showing 2 changed files with 31 additions and 46 deletions.
diff --git a/hummingbot/connector/exchange/binance/binance_exchange.pyx b/hummingbot/connector/exchange/binance/binance_exchange.pyx
@@ -531,43 +531,34 @@ cdef class BinanceExchange(ExchangeBase):
 
                 if tracked_order.is_done:
                     if not tracked_order.is_failure:
-                        exchange_trade_id = next(iter(tracked_order.trade_id_set))
-                        exchange_order_id = tracked_order.exchange_order_id
-                        if self.is_confirmed_new_order_filled_event(str(exchange_trade_id),
-                                                                    str(exchange_order_id),
-                                                                    tracked_order.trading_pair):
-                            if tracked_order.trade_type is TradeType.BUY:
-                                self.logger().info(f"The market buy order {tracked_order.client_order_id} has completed "
-                                                   f"according to order status API.")
-                                self.c_trigger_event(self.MARKET_BUY_ORDER_COMPLETED_EVENT_TAG,
-                                                     BuyOrderCompletedEvent(self._current_timestamp,
-                                                                            client_order_id,
-                                                                            tracked_order.base_asset,
-                                                                            tracked_order.quote_asset,
-                                                                            (tracked_order.fee_asset
-                                                                             or tracked_order.base_asset),
-                                                                            executed_amount_base,
-                                                                            executed_amount_quote,
-                                                                            tracked_order.fee_paid,
-                                                                            order_type))
-                            else:
-                                self.logger().info(f"The market sell order {client_order_id} has completed "
-                                                   f"according to order status API.")
-                                self.c_trigger_event(self.MARKET_SELL_ORDER_COMPLETED_EVENT_TAG,
-                                                     SellOrderCompletedEvent(self._current_timestamp,
-                                                                             client_order_id,
-                                                                             tracked_order.base_asset,
-                                                                             tracked_order.quote_asset,
-                                                                             (tracked_order.fee_asset
-                                                                              or tracked_order.quote_asset),
-                                                                             executed_amount_base,
-                                                                             executed_amount_quote,
-                                                                             tracked_order.fee_paid,
-                                                                             order_type))
+                        if tracked_order.trade_type is TradeType.BUY:
+                            self.logger().info(f"The market buy order {tracked_order.client_order_id} has completed "
+                                               f"according to order status API.")
+                            self.c_trigger_event(self.MARKET_BUY_ORDER_COMPLETED_EVENT_TAG,
+                                                 BuyOrderCompletedEvent(self._current_timestamp,
+                                                                        client_order_id,
+                                                                        tracked_order.base_asset,
+                                                                        tracked_order.quote_asset,
+                                                                        (tracked_order.fee_asset
+                                                                         or tracked_order.base_asset),
+                                                                        executed_amount_base,
+                                                                        executed_amount_quote,
+                                                                        tracked_order.fee_paid,
+                                                                        order_type))
                         else:
-                            self.logger().info(
-                                f"The market order {tracked_order.client_order_id} was already filled, or order was not submitted by hummingbot."
-                                f"Ignoring trade filled event in update_order_status.")
+                            self.logger().info(f"The market sell order {client_order_id} has completed "
+                                               f"according to order status API.")
+                            self.c_trigger_event(self.MARKET_SELL_ORDER_COMPLETED_EVENT_TAG,
+                                                 SellOrderCompletedEvent(self._current_timestamp,
+                                                                         client_order_id,
+                                                                         tracked_order.base_asset,
+                                                                         tracked_order.quote_asset,
+                                                                         (tracked_order.fee_asset
+                                                                          or tracked_order.quote_asset),
+                                                                         executed_amount_base,
+                                                                         executed_amount_quote,
+                                                                         tracked_order.fee_paid,
+                                                                         order_type))
                     else:
                         # check if its a cancelled order
                         # if its a cancelled order, issue cancel and stop tracking order
@@ -646,20 +637,13 @@ cdef class BinanceExchange(ExchangeBase):
                         self.logger().debug(f"Event: {event_message}")
                         continue
 
-                    tracked_order.update_with_execution_report(event_message)
+                    unique_update = tracked_order.update_with_execution_report(event_message)
 
                     if execution_type == "TRADE":
                         order_filled_event = OrderFilledEvent.order_filled_event_from_binance_execution_report(event_message)
                         order_filled_event = order_filled_event._replace(trading_pair=convert_from_exchange_trading_pair(order_filled_event.trading_pair))
-                        exchange_trade_id = next(iter(tracked_order.trade_id_set))
-                        if self.is_confirmed_new_order_filled_event(str(exchange_trade_id), str(tracked_order.exchange_order_id), tracked_order.trading_pair):
+                        if unique_update:
                             self.c_trigger_event(self.MARKET_ORDER_FILLED_EVENT_TAG, order_filled_event)
-                        else:
-                            self.logger().info(
-                                f"The market order {tracked_order.client_order_id} was already filled or order was not submitted by hummingbot."
-                                f"Ignoring trade filled event of exchange trade id {str(exchange_trade_id)} in user stream.")
-                            self.c_stop_tracking_order(tracked_order.client_order_id)
-                            continue
 
                     if tracked_order.is_done:
                         if not tracked_order.is_failure:

diff --git a/hummingbot/connector/exchange/binance/binance_in_flight_order.pyx b/hummingbot/connector/exchange/binance/binance_in_flight_order.pyx
@@ -70,7 +70,7 @@ cdef class BinanceInFlightOrder(InFlightOrderBase):
         trade_id = execution_report["t"]
         if trade_id in self.trade_id_set:
             # trade already recorded
-            return
+            return False
         self.trade_id_set.add(trade_id)
         last_executed_quantity = Decimal(execution_report["l"])
         last_commission_amount = Decimal(execution_report["n"])
@@ -84,6 +84,7 @@ cdef class BinanceInFlightOrder(InFlightOrderBase):
             self.fee_asset = last_commission_asset
         self.fee_paid += last_commission_amount
         self.last_state = last_order_state
+        return True
 
     def update_with_trade_update(self, trade_update: Dict[str, Any]):
         trade_id = trade_update["id"]