From 2ea0c86c6737360bb399b4769badf40c42fc3144 Mon Sep 17 00:00:00 2001 From: c9s Date: Fri, 15 Nov 2024 23:42:26 +0800 Subject: [PATCH] xgap: initialize logger --- pkg/strategy/xgap/strategy.go | 36 +++++++++++++++++++++++++---------- 1 file changed, 26 insertions(+), 10 deletions(-) diff --git a/pkg/strategy/xgap/strategy.go b/pkg/strategy/xgap/strategy.go index bf38ed267..8b4859faf 100644 --- a/pkg/strategy/xgap/strategy.go +++ b/pkg/strategy/xgap/strategy.go @@ -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) }