diff --git a/pkg/strategy/xmaker/strategy.go b/pkg/strategy/xmaker/strategy.go index d99f0e8..82de16a 100644 --- a/pkg/strategy/xmaker/strategy.go +++ b/pkg/strategy/xmaker/strategy.go @@ -426,10 +426,10 @@ func (s *Strategy) updateQuote(ctx context.Context) { if s.CircuitBreaker != nil { now := time.Now() if reason, halted := s.CircuitBreaker.IsHalted(now); halted { - s.logger.Warnf("[arbWorker] strategy is halted, reason: %s", reason) + s.logger.Warnf("strategy %s is halted, reason: %s", ID, reason) if s.circuitBreakerAlertLimiter.AllowN(now, 1) { - bbgo.Notify("Strategy is halted, reason: %s", reason) + bbgo.Notify("Strategy %s is halted, reason: %s", ID, reason) } return @@ -438,6 +438,7 @@ func (s *Strategy) updateQuote(ctx context.Context) { bestBid, bestAsk, hasPrice := s.book.BestBidAndAsk() if !hasPrice { + s.logger.Warnf("no valid price, skip quoting") return } @@ -477,11 +478,11 @@ func (s *Strategy) updateQuote(ctx context.Context) { makerBalances := s.makerSession.GetAccount().Balances() makerQuota := &bbgo.QuotaTransaction{} if b, ok := makerBalances[s.makerMarket.BaseCurrency]; ok { - if b.Available.Compare(s.makerMarket.MinQuantity) > 0 { - makerQuota.BaseAsset.Add(b.Available) - } else { + if s.makerMarket.IsDustQuantity(b.Available, s.lastPrice) { disableMakerAsk = true s.logger.Infof("%s maker ask disabled: insufficient base balance %s", s.Symbol, b.String()) + } else { + makerQuota.BaseAsset.Add(b.Available) } } @@ -511,6 +512,7 @@ func (s *Strategy) updateQuote(ctx context.Context) { hedgeAccount.MarginLevel.String(), s.MinMarginLevel.String()) + // TODO: should consider base asset debt as well. if quote, ok := hedgeAccount.Balance(s.sourceMarket.QuoteCurrency); ok { quoteDebt := quote.Debt() if quoteDebt.Sign() > 0 { @@ -840,6 +842,7 @@ func (s *Strategy) updateQuote(ctx context.Context) { createdOrders, errIdx, err := bbgo.BatchPlaceOrder(ctx, s.makerSession.Exchange, orderCreateCallback, formattedOrders...) if err != nil { log.WithError(err).Errorf("unable to place maker orders: %+v", formattedOrders) + return } openOrderBidExposureInUsdMetrics.With(s.metricsLabels).Set(bidExposureInUsd.Float64()) @@ -1240,7 +1243,7 @@ func (s *Strategy) CrossRun( // restore state s.groupID = util.FNV32(instanceID) - log.Infof("using group id %d from fnv(%s)", s.groupID, instanceID) + s.logger.Infof("using group id %d from fnv(%s)", s.groupID, instanceID) configLabels := prometheus.Labels{"strategy_id": s.InstanceID(), "strategy_type": ID, "symbol": s.Symbol} configNumOfLayersMetrics.With(configLabels).Set(float64(s.NumLayers))