退出函数、休眠函数完成

strategy/src/strategy.rs

@@ -356,8 +356,8 @@ impl Strategy {
     }
 
     // 取消目标方向订单，原文是_cancel_targit_side_orders
-    #[instrument(skip(self), level="TRACE")]
-    pub fn _cancel_target_side_orders(&self) -> OrderCommand {
+    #[instrument(skip(self, command), level="TRACE")]
+    pub fn _cancel_target_side_orders(&self, command: &mut OrderCommand) {
         // 要取消的目标方向
         let target_side = vec![
             "kd".to_string(),
@@ -367,7 +367,6 @@ impl Strategy {
         ];
 
         trace!(?self.local_orders);
-        let mut command = OrderCommand::new();
         for client_id in self.local_orders.keys() {
             let order = self.local_orders.get(client_id).unwrap();
 
@@ -382,8 +381,6 @@ impl Strategy {
             command.cancel.insert(key, value);
         }
         trace!(?command);
-
-        return command;
     }
 
     // 生成各类挂单价格，原文是gen_dist
@@ -620,21 +617,55 @@ impl Strategy {
         }
     }
 
-    // TODO onExit
+    // 当退出时调用，全撤全平 准备退出
     pub fn on_exit(&mut self, trader_msg: &TraderMsg) -> OrderCommand {
-        return OrderCommand::new()
+        let mut command = OrderCommand::new();
+
+        if self._update_data(trader_msg) {
+            if !self.check_ready() {
+                return command;
+            }
+
+            // 取消、平掉所有
+            self._close_all(&mut command);
+            // 更新撤单队列
+            self._update_in_cancel(&mut command);
+            // 检查限频
+            self._check_request_limit(&mut command);
+            // 统计请求频率
+            self._update_request_num(&mut command);
+        }
+        trace!(?command);
+
+        return command;
     }
 
-    // TODO onSleep
+    // 休眠时调用，全撤 不再下新订单了 防止影响check_position执行
     pub fn on_sleep(&mut self, trader_msg: &TraderMsg) -> OrderCommand {
-        return OrderCommand::new()
+        let mut command = OrderCommand::new();
+
+        if self._update_data(trader_msg) {
+            if !self.check_ready() {
+                return command;
+            }
+
+            // 只是取消掉目标侧订单
+            self._cancel_target_side_orders(&mut command);
+            // 更新撤单队列
+            self._update_in_cancel(&mut command);
+            // 检查限频
+            self._check_request_limit(&mut command);
+            // 统计请求频率
+            self._update_request_num(&mut command);
+        }
+        trace!(?command);
+
+        return command;
     }
 
     // 清空所有挂单和仓位保持休眠状态
-    #[instrument(skip(self), level="TRACE")]
-    pub fn _close_all(&self) -> OrderCommand {
-        let mut command = OrderCommand::new();
-
+    #[instrument(skip(self, command), level="TRACE")]
+    pub fn _close_all(&self, command: &mut OrderCommand) {
         // 撤掉全部挂单
         let mut pd_amount = dec!(0);
         let mut pk_amount = dec!(0);
@@ -701,8 +732,6 @@ impl Strategy {
 
             trace!(?self.pos.short_pos, ?self.mp, ?need_close_short, ?command)
         }
-
-        return command;
     }
 
     // 检查是否完成准备，注意：原文是未准备完成返回true！！！！！！！！！！！！！！！！！！！
@@ -1127,7 +1156,7 @@ impl Strategy {
 mod tests {
     use rust_decimal::Decimal;
     use rust_decimal_macros::dec;
-    use tracing::{info, trace};
+    use tracing::{trace};
     use crate::model::{OrderInfo, TraderMsg};
     use crate::params::Params;
     use crate::strategy::Strategy;