lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-21 22:43:52 +00:00
Code Issues Actions 2 Packages Projects Releases Wiki Activity

xmaker: fix buckets with prometheus.ExponentialBuckets and record cancel maker orders metrics

Browse Source
This commit is contained in:
c9s 2024-10-09 17:09:28 +08:00
parent f554d5f594
commit 11fcf8c617
No known key found for this signature in database
GPG Key ID: 7385E7E464CB0A54
2 changed files with 10 additions and 4 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

10
pkg/strategy/xmaker/metrics.go
View File

@ -4,14 +4,16 @@ import "github.com/prometheus/client_golang/prometheus"
var cancelOrderDurationMetrics = prometheus.NewHistogramVec(
prometheus.HistogramOpts{
Name: "xmaker_cancel_order_duration_milliseconds",
Help: "cancel order duration in milliseconds",
Name: "xmaker_cancel_order_duration_milliseconds",
Help: "cancel order duration in milliseconds",
Buckets: prometheus.ExponentialBuckets(50, 1.3, 10),
}, []string{"strategy_type", "strategy_id", "exchange", "symbol"})
var makerOrderPlacementDurationMetrics = prometheus.NewHistogramVec(
prometheus.HistogramOpts{
Name: "xmaker_maker_order_placement_duration_milliseconds",
Help: "maker order placement duration in milliseconds",
Name: "xmaker_maker_order_placement_duration_milliseconds",
Help: "maker order placement duration in milliseconds",
Buckets: prometheus.ExponentialBuckets(50, 1.3, 10),
}, []string{"strategy_type", "strategy_id", "exchange", "symbol"})
var openOrderBidExposureInUsdMetrics = prometheus.NewGaugeVec(

4
pkg/strategy/xmaker/strategy.go
View File

@ -546,12 +546,16 @@ func (s *Strategy) getLayerPrice(
}
func (s *Strategy) updateQuote(ctx context.Context) error {
cancelMakerOrdersProfile := timeprofile.Start("cancelMakerOrders")
if err := s.activeMakerOrders.GracefulCancel(ctx, s.makerSession.Exchange); err != nil {
s.logger.Warnf("there are some %s orders not canceled, skipping placing maker orders", s.Symbol)
s.activeMakerOrders.Print()
return nil
}
cancelOrderDurationMetrics.With(s.metricsLabels).Observe(float64(cancelMakerOrdersProfile.Stop().Milliseconds()))
if s.activeMakerOrders.NumOfOrders() > 0 {
s.logger.Warnf("unable to cancel all %s orders, skipping placing maker orders", s.Symbol)
return nil