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xgap: initialize logger

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c9s 2024-11-15 23:42:26 +08:00
parent 8dcd6f2f72
commit 2ea0c86c67
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GPG Key ID: 7385E7E464CB0A54
1 changed files with 26 additions and 10 deletions
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36
pkg/strategy/xgap/strategy.go
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@ -34,7 +34,7 @@ func (s *Strategy) ID() string {
}
func (s *Strategy) InstanceID() string {
return fmt.Sprintf("%s:%s", ID, s.Symbol)
return fmt.Sprintf("%s:%s:%s", ID, s.TradingExchange, s.Symbol)
}
type Strategy struct {
@ -43,12 +43,15 @@ type Strategy struct {
Environment *bbgo.Environment
Symbol string `json:"symbol"`
SourceExchange string `json:"sourceExchange"`
TradingExchange string `json:"tradingExchange"`
MinSpread fixedpoint.Value `json:"minSpread"`
Quantity fixedpoint.Value `json:"quantity"`
DryRun bool `json:"dryRun"`
Symbol string `json:"symbol"`
TradingExchange string `json:"tradingExchange"`
SourceSymbol string `json:"sourceSymbol"`
SourceExchange string `json:"sourceExchange"`
MinSpread fixedpoint.Value `json:"minSpread"`
Quantity fixedpoint.Value `json:"quantity"`
DryRun bool `json:"dryRun"`
DailyMaxVolume fixedpoint.Value `json:"dailyMaxVolume,omitempty"`
DailyTargetVolume fixedpoint.Value `json:"dailyTargetVolume,omitempty"`
@ -63,6 +66,8 @@ type Strategy struct {
lastSourceKLine, lastTradingKLine types.KLine
sourceBook, tradingBook *types.StreamOrderBook
logger logrus.FieldLogger
stopC chan struct{}
}
@ -74,6 +79,12 @@ func (s *Strategy) Initialize() error {
if s.FeeBudget == nil {
s.FeeBudget = &common.FeeBudget{}
}
s.logger = logrus.WithFields(logrus.Fields{
"strategy": ID,
"strategy_instance": s.InstanceID(),
"symbol": s.Symbol,
})
return nil
}
@ -85,6 +96,11 @@ func (s *Strategy) Defaults() error {
if s.UpdateInterval == 0 {
s.UpdateInterval = types.Duration(time.Second)
}
if s.SourceSymbol == "" {
s.SourceSymbol = s.Symbol
}
return nil
}
@ -94,8 +110,8 @@ func (s *Strategy) CrossSubscribe(sessions map[string]*bbgo.ExchangeSession) {
panic(fmt.Errorf("source session %s is not defined", s.SourceExchange))
}
sourceSession.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: "1m"})
sourceSession.Subscribe(types.BookChannel, s.Symbol, types.SubscribeOptions{Depth: types.DepthLevel5})
sourceSession.Subscribe(types.KLineChannel, s.SourceSymbol, types.SubscribeOptions{Interval: "1m"})
sourceSession.Subscribe(types.BookChannel, s.SourceSymbol, types.SubscribeOptions{Depth: types.DepthLevel5})
tradingSession, ok := sessions[s.TradingExchange]
if !ok {
@ -153,7 +169,7 @@ func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, se
})
if s.SourceExchange != "" {
s.sourceBook = types.NewStreamBook(s.Symbol, sourceSession.ExchangeName)
s.sourceBook = types.NewStreamBook(s.SourceSymbol, sourceSession.ExchangeName)
s.sourceBook.BindStream(s.sourceSession.MarketDataStream)
}