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Merge pull request #1118 from c9s/feature/grids/recover-from-trades

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MINOR: use Debug config for debug log
This commit is contained in:
Yo-An Lin 2023-03-16 16:55:17 +08:00 committed by GitHub
commit 035735f95e
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2 changed files with 31 additions and 10 deletions
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14
pkg/strategy/grid2/pin_order_map.go
View File

@ -1,6 +1,9 @@
package grid2
import (
"fmt"
"strings"
"github.com/c9s/bbgo/pkg/types"
)
@ -32,3 +35,14 @@ func (m PinOrderMap) SyncOrderMap() *types.SyncOrderMap {
return orderMap
}
func (m PinOrderMap) String() string {
var sb strings.Builder
sb.WriteString("================== PIN ORDER MAP ==================\n")
for pin, order := range m {
sb.WriteString(fmt.Sprintf("%s -> %s\n", pin, order.String()))
}
sb.WriteString("================== END OF PIN ORDER MAP ==================\n")
return sb.String()
}

27
pkg/strategy/grid2/strategy.go
View File

@ -1217,6 +1217,13 @@ func (s *Strategy) debugOrders(desc string, orders []types.Order) {
s.logger.Infof(sb.String())
}
func (s *Strategy) debugLog(format string, args ...interface{}) {
if !s.Debug {
return
}
s.logger.Infof(format, args...)
}
func (s *Strategy) generateGridOrders(totalQuote, totalBase, lastPrice fixedpoint.Value) ([]types.SubmitOrder, error) {
var pins = s.grid.Pins
var usedBase = fixedpoint.Zero
@ -1400,7 +1407,7 @@ func (s *Strategy) recoverGridWithOpenOrdersByScanningTrades(ctx context.Context
expectedOrderNums := s.GridNum - 1
openOrdersOnGridNums := int64(len(openOrdersOnGrid))
s.logger.Debugf("open orders nums: %d, expected nums: %d", openOrdersOnGridNums, expectedOrderNums)
s.debugLog("open orders nums: %d, expected nums: %d", openOrdersOnGridNums, expectedOrderNums)
if expectedOrderNums == openOrdersOnGridNums {
// no need to recover
return nil
@ -1458,8 +1465,8 @@ func (s *Strategy) recoverGridWithOpenOrdersByScanningTrades(ctx context.Context
}
func (s *Strategy) verifyFilledGrid(pins []Pin, pinOrders PinOrderMap, filledOrders []types.Order) error {
s.logger.Debugf("pins: %+v", pins)
s.logger.Debugf("open pin orders: %+v", pinOrders)
s.debugLog("pins: %+v", pins)
s.debugLog("open pin orders:\n%s", pinOrders.String())
s.debugOrders("filled orders", filledOrders)
for _, filledOrder := range filledOrders {
@ -1473,7 +1480,7 @@ func (s *Strategy) verifyFilledGrid(pins []Pin, pinOrders PinOrderMap, filledOrd
}
}
s.logger.Debugf("filled pin orders: %+v", pinOrders)
s.debugLog("filled pin orders:\n%+v", pinOrders.String())
side := types.SideTypeBuy
for _, pin := range pins {
@ -1557,10 +1564,10 @@ func (s *Strategy) buildFilledPinOrderMapFromTrades(ctx context.Context, history
return nil, errors.Wrapf(err, "failed to query trades to recover the grid with open orders")
}
s.logger.Debugf("QueryTrades return %d trades", len(trades))
s.debugLog("QueryTrades return %d trades", len(trades))
for _, trade := range trades {
s.logger.Debugf(trade.String())
s.debugLog(trade.String())
if existedOrders.Exists(trade.OrderID) {
// already queries, skip
continue
@ -1574,7 +1581,7 @@ func (s *Strategy) buildFilledPinOrderMapFromTrades(ctx context.Context, history
return nil, errors.Wrapf(err, "failed to query order by trade")
}
s.logger.Debugf("%s (group_id: %d)", order.String(), order.GroupID)
s.debugLog("%s (group_id: %d)", order.String(), order.GroupID)
// avoid query this order again
existedOrders.Add(*order)
@ -2148,11 +2155,11 @@ func (s *Strategy) startProcess(ctx context.Context, session *bbgo.ExchangeSessi
func (s *Strategy) recoverGrid(ctx context.Context, session *bbgo.ExchangeSession) error {
if s.RecoverGridByScanningTrades {
s.logger.Debugf("recover grid by scanning trades")
s.debugLog("recover grid by scanning trades")
return s.recoverGridByScanningTrades(ctx, session)
}
s.logger.Debugf("recover grid by scanning orders")
s.debugLog("recover grid by scanning orders")
return s.recoverGridByScanningOrders(ctx, session)
}
@ -2197,7 +2204,7 @@ func (s *Strategy) recoverGridByScanningTrades(ctx context.Context, session *bbg
s.logger.Infof("found %d open orders left on the %s order book", len(openOrders), s.Symbol)
s.logger.Debugf("recover grid with group id: %d", s.OrderGroupID)
s.debugLog("recover grid with group id: %d", s.OrderGroupID)
// filter out the order with the group id belongs to this grid
var openOrdersOnGrid []types.Order
for _, order := range openOrders {