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autoborrow: add more logs

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c9s 2023-07-24 18:05:32 +08:00
parent bc0fd7a312
commit 106e98afaa
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1 changed files with 16 additions and 9 deletions
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25
pkg/strategy/autoborrow/strategy.go
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@ -84,7 +84,7 @@ type MarginAsset struct {
MaxTotalBorrow fixedpoint.Value `json:"maxTotalBorrow"` MaxTotalBorrow fixedpoint.Value `json:"maxTotalBorrow"`
MaxQuantityPerBorrow fixedpoint.Value `json:"maxQuantityPerBorrow"` MaxQuantityPerBorrow fixedpoint.Value `json:"maxQuantityPerBorrow"`
MinQuantityPerBorrow fixedpoint.Value `json:"minQuantityPerBorrow"` MinQuantityPerBorrow fixedpoint.Value `json:"minQuantityPerBorrow"`
MinDebtRatio fixedpoint.Value `json:"debtRatio"` DebtRatio fixedpoint.Value `json:"debtRatio"`
} }
type Strategy struct { type Strategy struct {
@ -181,9 +181,11 @@ func (s *Strategy) reBalanceDebt(ctx context.Context) {
// debt / total // debt / total
debt := b.Debt() debt := b.Debt()
total := b.Total() total := b.Total()
debtRatio := debt.Div(total) debtRatio := debt.Div(total)
if marginAsset.MinDebtRatio.IsZero() {
marginAsset.MinDebtRatio = fixedpoint.One if marginAsset.DebtRatio.IsZero() {
marginAsset.DebtRatio = fixedpoint.One
} }
if total.Compare(marginAsset.Low) <= 0 { if total.Compare(marginAsset.Low) <= 0 {
@ -199,24 +201,29 @@ func (s *Strategy) reBalanceDebt(ctx context.Context) {
continue continue
} }
// the current debt ratio is less than the minimal ratio, // if debtRatio is lesser, means that we have more spot, we should try to repay as much as we can
// we need to repay and reduce the debt if debtRatio.Compare(marginAsset.DebtRatio) > 0 {
if debtRatio.Compare(marginAsset.MinDebtRatio) > 0 { log.Infof("%s debt ratio %f is greater than min debt ratio %f, skip", marginAsset.Asset, debtRatio.Float64(), marginAsset.DebtRatio.Float64())
log.Infof("%s debt ratio %f is greater than min debt ratio %f, skip", marginAsset.Asset, debtRatio.Float64(), marginAsset.MinDebtRatio.Float64())
continue continue
} }
log.Infof("checking repayable balance: %+v", b)
toRepay := fixedpoint.Min(b.Borrowed, b.Available) toRepay := fixedpoint.Min(b.Borrowed, b.Available)
toRepay = toRepay.Sub(marginAsset.Low) toRepay = toRepay.Sub(marginAsset.Low)
if toRepay.Sign() <= 0 { if toRepay.Sign() <= 0 {
log.Warnf("%s repay amount = 0, can not repay", marginAsset.Asset) log.Warnf("%s repay = %f, available = %f, borrowed = %f, can not repay",
marginAsset.Asset,
toRepay.Float64(),
b.Available.Float64(),
b.Borrowed.Float64())
continue continue
} }
bbgo.Notify(&MarginAction{ bbgo.Notify(&MarginAction{
Exchange: s.ExchangeSession.ExchangeName, Exchange: s.ExchangeSession.ExchangeName,
Action: fmt.Sprintf("Repay for Debt Ratio %f < Min Debt Ratio %f", debtRatio.Float64(), marginAsset.MinDebtRatio.Float64()), Action: fmt.Sprintf("Repay for Debt Ratio %f < Minimal Debt Ratio %f", debtRatio.Float64(), marginAsset.DebtRatio.Float64()),
Asset: b.Currency, Asset: b.Currency,
Amount: toRepay, Amount: toRepay,
MarginLevel: account.MarginLevel, MarginLevel: account.MarginLevel,