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xdepthmaker: update metrics when maxLayer == 0

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c9s 2024-11-16 00:36:24 +08:00
parent 81a9d4c215
commit 11394ae650
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GPG Key ID: 7385E7E464CB0A54
1 changed files with 10 additions and 8 deletions
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16
pkg/strategy/xdepthmaker/strategy.go
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@ -1110,20 +1110,20 @@ func (s *Strategy) partiallyCancelOrders(ctx context.Context, maxLayer int) erro
func (s *Strategy) updateQuote(ctx context.Context, maxLayer int) { func (s *Strategy) updateQuote(ctx context.Context, maxLayer int) {
if maxLayer == 0 { if maxLayer == 0 {
if err := s.MakerOrderExecutor.GracefulCancel(ctx); err != nil { if err := s.MakerOrderExecutor.GracefulCancel(ctx); err != nil {
log.WithError(err).Warnf("there are some %s orders not canceled, skipping placing maker orders", s.Symbol) s.logger.WithError(err).Warnf("there are some %s orders not canceled, skipping placing maker orders", s.Symbol)
s.MakerOrderExecutor.ActiveMakerOrders().Print() s.MakerOrderExecutor.ActiveMakerOrders().Print()
return return
} }
} else { } else {
if err := s.partiallyCancelOrders(ctx, maxLayer); err != nil { if err := s.partiallyCancelOrders(ctx, maxLayer); err != nil {
log.WithError(err).Warnf("%s partial order cancel failed", s.Symbol) s.logger.WithError(err).Warnf("%s partial order cancel failed", s.Symbol)
return return
} }
} }
numOfMakerOrders := s.MakerOrderExecutor.ActiveMakerOrders().NumOfOrders() numOfMakerOrders := s.MakerOrderExecutor.ActiveMakerOrders().NumOfOrders()
if numOfMakerOrders > 0 { if numOfMakerOrders > 0 {
log.Warnf("maker orders are not all canceled") s.logger.Warnf("maker orders are not all canceled")
return return
} }
@ -1143,20 +1143,20 @@ func (s *Strategy) updateQuote(ctx context.Context, maxLayer int) {
bestBidPrice := bestBid.Price bestBidPrice := bestBid.Price
bestAskPrice := bestAsk.Price bestAskPrice := bestAsk.Price
log.Infof("%s book ticker: best ask / best bid = %v / %v", s.HedgeSymbol, bestAskPrice, bestBidPrice) s.logger.Infof("%s book ticker: best ask / best bid = %v / %v", s.HedgeSymbol, bestAskPrice, bestBidPrice)
s.lastSourcePrice.Set(bestBidPrice.Add(bestAskPrice).Div(Two)) s.lastSourcePrice.Set(bestBidPrice.Add(bestAskPrice).Div(Two))
bookLastUpdateTime := s.sourceBook.LastUpdateTime() bookLastUpdateTime := s.sourceBook.LastUpdateTime()
if _, err := s.bidPriceHeartBeat.Update(bestBid); err != nil { if _, err := s.bidPriceHeartBeat.Update(bestBid); err != nil {
log.WithError(err).Warnf("quote update error, %s price not updating, order book last update: %s ago", s.logger.WithError(err).Warnf("quote update error, %s price not updating, order book last update: %s ago",
s.Symbol, s.Symbol,
time.Since(bookLastUpdateTime)) time.Since(bookLastUpdateTime))
} }
if _, err := s.askPriceHeartBeat.Update(bestAsk); err != nil { if _, err := s.askPriceHeartBeat.Update(bestAsk); err != nil {
log.WithError(err).Warnf("quote update error, %s price not updating, order book last update: %s ago", s.logger.WithError(err).Warnf("quote update error, %s price not updating, order book last update: %s ago",
s.Symbol, s.Symbol,
time.Since(bookLastUpdateTime)) time.Since(bookLastUpdateTime))
} }
@ -1167,7 +1167,7 @@ func (s *Strategy) updateQuote(ctx context.Context, maxLayer int) {
return return
} }
log.Infof("balances: %+v", balances.NotZero()) s.logger.Infof("balances: %+v", balances.NotZero())
quoteBalance, ok := balances[s.makerMarket.QuoteCurrency] quoteBalance, ok := balances[s.makerMarket.QuoteCurrency]
if !ok { if !ok {
@ -1194,7 +1194,9 @@ func (s *Strategy) updateQuote(ctx context.Context, maxLayer int) {
s.logger.Infof("%d orders are generated, placing...", len(submitOrders)) s.logger.Infof("%d orders are generated, placing...", len(submitOrders))
if maxLayer == 0 {
metrics.UpdateMakerOpenOrderMetrics(ID, s.InstanceID(), s.MakerExchange, s.Symbol, submitOrders) metrics.UpdateMakerOpenOrderMetrics(ID, s.InstanceID(), s.MakerExchange, s.Symbol, submitOrders)
}
_, err = s.MakerOrderExecutor.SubmitOrders(ctx, submitOrders...) _, err = s.MakerOrderExecutor.SubmitOrders(ctx, submitOrders...)
if err != nil { if err != nil {