Merge pull request #1790 from c9s/c9s/xmaker/check-connectivity

FIX: [xmaker] check connectivity before calling updateQuote

Author: c9s

pkg/exchange/binance/binanceapi/transfer_asset_request.go

@@ -17,6 +17,8 @@ const (
 	TransferAssetTypeIsolatedMarginToMain TransferAssetType = "ISOLATED_MARGIN_MAIN"
 )
 
+// User Universal Transfer (USER_DATA)
+//
 //go:generate requestgen -method POST -url "/sapi/v1/asset/transfer" -type TransferAssetRequest -responseType .TransferResponse
 type TransferAssetRequest struct {
 	client requestgen.AuthenticatedAPIClient

pkg/strategy/xmaker/strategy.go

@@ -232,7 +232,8 @@ type Strategy struct {
 
 	metricsLabels prometheus.Labels
 
-	connectivityGroup *types.ConnectivityGroup
+	sourceMarketDataConnectivity, sourceUserDataConnectivity *types.Connectivity
+	connectivityGroup                                        *types.ConnectivityGroup
 
 	// lastAggregatedSignal stores the last aggregated signal with mutex
 	// TODO: use float64 series instead, so that we can store history signal values
@@ -599,6 +600,10 @@ func (s *Strategy) updateQuote(ctx context.Context) error {
 		return nil
 	}
 
+	if !s.sourceMarketDataConnectivity.IsConnected() || !s.sourceUserDataConnectivity.IsConnected() {
+		return nil
+	}
+
 	signal, err := s.aggregateSignal(ctx)
 	if err != nil {
 		return err
@@ -1442,6 +1447,7 @@ func (s *Strategy) quoteWorker(ctx context.Context) {
 			return
 
 		case <-ticker.C:
+
 			if err := s.updateQuote(ctx); err != nil {
 				s.logger.WithError(err).Errorf("unable to place maker orders")
 			}
@@ -1810,10 +1816,13 @@ func (s *Strategy) CrossRun(
 
 	s.stopC = make(chan struct{})
 
-	sourceConnectivity := types.NewConnectivity()
-	sourceConnectivity.Bind(s.sourceSession.UserDataStream)
+	s.sourceUserDataConnectivity = types.NewConnectivity()
+	s.sourceUserDataConnectivity.Bind(s.sourceSession.UserDataStream)
+
+	s.sourceMarketDataConnectivity = types.NewConnectivity()
+	s.sourceMarketDataConnectivity.Bind(s.sourceSession.MarketDataStream)
 
-	s.connectivityGroup = types.NewConnectivityGroup(sourceConnectivity)
+	s.connectivityGroup = types.NewConnectivityGroup(s.sourceUserDataConnectivity)
 
 	go func() {
 		s.logger.Infof("waiting for authentication connections to be ready...")

pkg/types/connectivity.go

@@ -127,6 +127,20 @@ func NewConnectivity() *Connectivity {
 	}
 }
 
+func (c *Connectivity) IsConnected() (conn bool) {
+	c.mu.Lock()
+	conn = c.connected
+	c.mu.Unlock()
+	return conn
+}
+
+func (c *Connectivity) IsAuthed() (authed bool) {
+	c.mu.Lock()
+	authed = c.authed
+	c.mu.Unlock()
+	return authed
+}
+
 func (c *Connectivity) handleConnect() {
 	c.mu.Lock()
 	defer c.mu.Unlock()