FIX: [grid2] fix issue when recovering with finalizing orders

pkg/exchange/retry/order.go

@@ -9,6 +9,8 @@ import (
 
 	"github.com/cenkalti/backoff/v4"
 
+	"github.com/c9s/bbgo/pkg/exchange/max"
+	maxapi "github.com/c9s/bbgo/pkg/exchange/max/maxapi"
 	"github.com/c9s/bbgo/pkg/types"
 )
 
@@ -51,6 +53,7 @@ func QueryOrderUntilCanceled(
 func QueryOrderUntilFilled(
 	ctx context.Context, queryOrderService types.ExchangeOrderQueryService, symbol string, orderId uint64,
 ) (o *types.Order, err error) {
+	_, isMax := queryOrderService.(*max.Exchange)
 	var op = func() (err2 error) {
 		o, err2 = queryOrderService.QueryOrder(ctx, types.OrderQuery{
 			Symbol:  symbol,
@@ -67,7 +70,16 @@ func QueryOrderUntilFilled(
 
 		// for final status return nil error to stop the retry
 		switch o.Status {
-		case types.OrderStatusFilled, types.OrderStatusCanceled:
+		case types.OrderStatusFilled:
+			if isMax {
+				// for MAX exchange, the order state done is filled but finalizing is not filled
+				if o.OriginalStatus == string(maxapi.OrderStateDone) {
+					return nil
+				}
+			} else {
+				return nil
+			}
+		case types.OrderStatusCanceled:
 			return nil
 		}
 

pkg/strategy/common/sync.go

@@ -2,6 +2,7 @@ package common
 
 import (
 	"context"
+	"fmt"
 	"strconv"
 	"time"
 
@@ -26,6 +27,10 @@ func SyncActiveOrder(ctx context.Context, ex types.Exchange, orderQueryService t
 		return isOrderUpdated, err
 	}
 
+	if updatedOrder == nil {
+		return isOrderUpdated, fmt.Errorf("unexpected error, order object (%d) is a nil pointer, please check common.SyncActiveOrder()", orderID)
+	}
+
 	// maxapi.OrderStateFinalizing does not mean the fee is calculated
 	// we should only consider order state done for MAX
 	if isMax && updatedOrder.OriginalStatus != string(maxapi.OrderStateDone) {

pkg/strategy/dca2/state.go

@@ -82,7 +82,11 @@ func (s *Strategy) runState(ctx context.Context) {
 			// s.logger.Infof("[DCA] triggerNextState current state: %d", s.state)
 			s.triggerNextState()
 		case nextState := <-s.nextStateC:
-			// s.logger.Infof("[DCA] currenct state: %d, next state: %d", s.state, nextState)
+			// next state == current state -> skip
+			if nextState == s.state {
+				continue
+			}
+
 			// check the next state is valid
 			validNextState, exist := stateTransition[s.state]
 			if !exist {

pkg/strategy/grid2/grid_recover.go

@@ -72,13 +72,36 @@ func (s *Strategy) recoverByScanningTrades(ctx context.Context, session *bbgo.Ex
 	// add open orders into avtive maker orders
 	s.addOrdersToActiveOrderBook(openOrders)
 
+	// following is for MAX
+	if isMax {
+		var doneOrders []types.Order
+		for _, filledOrder := range filledOrders {
+			if filledOrder.OriginalStatus != string(maxapi.OrderStateDone) {
+				order, err := retry.QueryOrderUntilFilled(ctx, s.orderQueryService, filledOrder.Symbol, filledOrder.OrderID)
+				if err != nil {
+					return errors.Wrap(err, "unable to query orders until filled, please check it")
+				}
+
+				if order == nil {
+					return fmt.Errorf("after QueryOrderUntilFilled, order and error are both nil. Please check it")
+				}
+
+				doneOrders = append(doneOrders, *order)
+			} else {
+				doneOrders = append(doneOrders, filledOrder)
+			}
+		}
+
+		if len(filledOrders) != len(doneOrders) {
+			return fmt.Errorf("num of filled orders (%d) and num of done orders (%d) should be the same", len(filledOrders), len(doneOrders))
+		}
+
+		filledOrders = doneOrders
+	}
+
 	// emit the filled orders
 	activeOrderBook := s.orderExecutor.ActiveMakerOrders()
 	for _, filledOrder := range filledOrders {
-		if isMax && filledOrder.OriginalStatus != string(maxapi.OrderStateDone) {
-			activeOrderBook.Add(filledOrder)
-			continue
-		}
 		activeOrderBook.EmitFilled(filledOrder)
 	}