Merge pull request #1801 from c9s/c9s/xalign-logs

IMPROVE: [xalign] improve logs
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c9s 2024-11-04 16:23:08 +08:00 committed by GitHub
commit 1d6e850ac7
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3 changed files with 38 additions and 11 deletions

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@ -38,7 +38,9 @@ type Strategy struct {
RiskController RiskController
} }
func (s *Strategy) Initialize(ctx context.Context, environ *bbgo.Environment, session *bbgo.ExchangeSession, market types.Market, strategyID, instanceID string) { func (s *Strategy) Initialize(
ctx context.Context, environ *bbgo.Environment, session *bbgo.ExchangeSession, market types.Market, strategyID, instanceID string,
) {
s.parent = ctx s.parent = ctx
s.ctx, s.cancel = context.WithCancel(ctx) s.ctx, s.cancel = context.WithCancel(ctx)
@ -92,6 +94,7 @@ func (s *Strategy) IsHalted(t time.Time) bool {
if s.circuitBreakRiskControl == nil { if s.circuitBreakRiskControl == nil {
return false return false
} }
_, isHalted := s.circuitBreakRiskControl.IsHalted(t) _, isHalted := s.circuitBreakRiskControl.IsHalted(t)
return isHalted return isHalted
} }

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@ -168,7 +168,9 @@ func (s *Strategy) liquidityWorker(ctx context.Context, interval types.Interval)
return return
case <-metricsTicker.C: case <-metricsTicker.C:
s.updateMarketMetrics(ctx) if err := s.updateMarketMetrics(ctx); err != nil {
s.logger.WithError(err).Errorf("unable to update market metrics")
}
case <-ticker.C: case <-ticker.C:
s.placeLiquidityOrders(ctx) s.placeLiquidityOrders(ctx)

View File

@ -436,6 +436,10 @@ func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, se
return nil return nil
} }
func (s *Strategy) resetFaultBalanceRecords(currency string) {
s.faultBalanceRecords[currency] = nil
}
func (s *Strategy) recordBalance(totalBalances types.BalanceMap) { func (s *Strategy) recordBalance(totalBalances types.BalanceMap) {
now := time.Now() now := time.Now()
for currency, expectedBalance := range s.ExpectedBalances { for currency, expectedBalance := range s.ExpectedBalances {
@ -450,7 +454,7 @@ func (s *Strategy) recordBalance(totalBalances types.BalanceMap) {
}) })
} else { } else {
// reset counter // reset counter
s.faultBalanceRecords[currency] = nil s.resetFaultBalanceRecords(currency)
} }
} }
} }
@ -473,11 +477,18 @@ func (s *Strategy) align(ctx context.Context, sessions map[string]*bbgo.Exchange
if err != nil { if err != nil {
log.WithError(err).Errorf("unable to check active transfers (withdraw)") log.WithError(err).Errorf("unable to check active transfers (withdraw)")
} else if pendingWithdraw != nil { } else if pendingWithdraw != nil {
log.Warnf("found active transfer (withdraw), skip balance align check") log.Warnf("found active transfer (%f %s withdraw), skip balance align check",
pendingWithdraw.Amount.Float64(),
pendingWithdraw.Asset)
s.resetFaultBalanceRecords(pendingWithdraw.Asset)
if activeTransferNotificationLimiter.Allow() { if activeTransferNotificationLimiter.Allow() {
bbgo.Notify("Found active withdraw, skip balance align", pendingWithdraw) bbgo.Notify("Found active %s withdraw, skip balance align",
pendingWithdraw.Asset,
pendingWithdraw)
} }
return return
} }
@ -485,10 +496,16 @@ func (s *Strategy) align(ctx context.Context, sessions map[string]*bbgo.Exchange
if err != nil { if err != nil {
log.WithError(err).Errorf("unable to check active transfers (deposit)") log.WithError(err).Errorf("unable to check active transfers (deposit)")
} else if pendingDeposit != nil { } else if pendingDeposit != nil {
log.Warnf("found active transfer (deposit), skip balance align check") log.Warnf("found active transfer (%f %s deposit), skip balance align check",
pendingDeposit.Amount.Float64(),
pendingDeposit.Asset)
s.resetFaultBalanceRecords(pendingDeposit.Asset)
if activeTransferNotificationLimiter.Allow() { if activeTransferNotificationLimiter.Allow() {
bbgo.Notify("Found active deposit, skip balance align", pendingDeposit) bbgo.Notify("Found active %s deposit, skip balance align",
pendingDeposit.Asset,
pendingDeposit)
} }
return return
} }
@ -502,7 +519,7 @@ func (s *Strategy) align(ctx context.Context, sessions map[string]*bbgo.Exchange
q := s.calculateRefillQuantity(totalBalances, currency, expectedBalance) q := s.calculateRefillQuantity(totalBalances, currency, expectedBalance)
if s.Duration > 0 { if s.Duration > 0 {
log.Infof("checking fault balance records...") log.Infof("checking %s fault balance records...", currency)
if faultBalance, ok := s.faultBalanceRecords[currency]; ok && len(faultBalance) > 0 { if faultBalance, ok := s.faultBalanceRecords[currency]; ok && len(faultBalance) > 0 {
if time.Since(faultBalance[0].Time) < s.Duration.Duration() { if time.Since(faultBalance[0].Time) < s.Duration.Duration() {
log.Infof("%s fault record since: %s < persistence period %s", currency, faultBalance[0].Time, s.Duration.Duration()) log.Infof("%s fault record since: %s < persistence period %s", currency, faultBalance[0].Time, s.Duration.Duration())
@ -513,9 +530,13 @@ func (s *Strategy) align(ctx context.Context, sessions map[string]*bbgo.Exchange
selectedSession, submitOrder := s.selectSessionForCurrency(ctx, sessions, currency, q) selectedSession, submitOrder := s.selectSessionForCurrency(ctx, sessions, currency, q)
if selectedSession != nil && submitOrder != nil { if selectedSession != nil && submitOrder != nil {
log.Infof("placing order on %s: %+v", selectedSession.Name, submitOrder) log.Infof("placing %s order on %s: %+v", submitOrder.Symbol, selectedSession.Name, submitOrder)
bbgo.Notify("Aligning position on exchange session %s, delta: %f", selectedSession.Name, q.Float64(), submitOrder) bbgo.Notify("Aligning %s position on exchange session %s, delta: %f %s, expected balance: %f %s",
currency, selectedSession.Name,
q.Float64(), currency,
expectedBalance.Float64(), currency,
submitOrder)
if s.DryRun { if s.DryRun {
return return
@ -523,7 +544,7 @@ func (s *Strategy) align(ctx context.Context, sessions map[string]*bbgo.Exchange
createdOrder, err := selectedSession.Exchange.SubmitOrder(ctx, *submitOrder) createdOrder, err := selectedSession.Exchange.SubmitOrder(ctx, *submitOrder)
if err != nil { if err != nil {
log.WithError(err).Errorf("can not place order") log.WithError(err).Errorf("can not place order: %+v", submitOrder)
return return
} }
@ -533,6 +554,7 @@ func (s *Strategy) align(ctx context.Context, sessions map[string]*bbgo.Exchange
} else { } else {
log.Errorf("orderbook %s not found", selectedSession.Name) log.Errorf("orderbook %s not found", selectedSession.Name)
} }
s.orderBooks[selectedSession.Name].Add(*createdOrder) s.orderBooks[selectedSession.Name].Add(*createdOrder)
} }
} }