liqmaker: add market metrics updater

pkg/strategy/liquiditymaker/metrics.go

@@ -2,71 +2,91 @@ package liquiditymaker
 
 import "github.com/prometheus/client_golang/prometheus"
 
+var generalLabels = []string{"strategy_type", "strategy_id", "exchange", "symbol"}
+
+var spreadMetrics = prometheus.NewGaugeVec(
+	prometheus.GaugeOpts{
+		Name: "liqmaker_spread",
+		Help: "",
+	}, generalLabels)
+
+var tickerBidMetrics = prometheus.NewGaugeVec(
+	prometheus.GaugeOpts{
+		Name: "liqmaker_ticker_bid",
+		Help: "",
+	}, generalLabels)
+
+var tickerAskMetrics = prometheus.NewGaugeVec(
+	prometheus.GaugeOpts{
+		Name: "liqmaker_ticker_ask",
+		Help: "",
+	}, generalLabels)
+
 var openOrderBidExposureInUsdMetrics = prometheus.NewGaugeVec(
 	prometheus.GaugeOpts{
 		Name: "liqmaker_open_order_bid_exposure_in_usd",
 		Help: "",
-	}, []string{"strategy_type", "strategy_id", "exchange", "symbol"})
+	}, generalLabels)
 
 var openOrderAskExposureInUsdMetrics = prometheus.NewGaugeVec(
 	prometheus.GaugeOpts{
 		Name: "liqmaker_open_order_ask_exposure_in_usd",
 		Help: "",
-	}, []string{"strategy_type", "strategy_id", "exchange", "symbol"})
+	}, generalLabels)
 
 var askLiquidityAmountMetrics = prometheus.NewGaugeVec(
 	prometheus.GaugeOpts{
 		Name: "liqmaker_ask_liquidity_amount",
 		Help: "",
-	}, []string{"strategy_type", "strategy_id", "exchange", "symbol"})
+	}, generalLabels)
 
 var bidLiquidityAmountMetrics = prometheus.NewGaugeVec(
 	prometheus.GaugeOpts{
 		Name: "liqmaker_bid_liquidity_amount",
 		Help: "",
-	}, []string{"strategy_type", "strategy_id", "exchange", "symbol"})
+	}, generalLabels)
 
 var askLiquidityPriceHighMetrics = prometheus.NewGaugeVec(
 	prometheus.GaugeOpts{
 		Name: "liqmaker_ask_liquidity_price_high",
 		Help: "",
-	}, []string{"strategy_type", "strategy_id", "exchange", "symbol"})
+	}, generalLabels)
 
 var askLiquidityPriceLowMetrics = prometheus.NewGaugeVec(
 	prometheus.GaugeOpts{
 		Name: "liqmaker_ask_liquidity_price_low",
 		Help: "",
-	}, []string{"strategy_type", "strategy_id", "exchange", "symbol"})
+	}, generalLabels)
 
 var bidLiquidityPriceHighMetrics = prometheus.NewGaugeVec(
 	prometheus.GaugeOpts{
 		Name: "liqmaker_bid_liquidity_price_high",
 		Help: "",
-	}, []string{"strategy_type", "strategy_id", "exchange", "symbol"})
+	}, generalLabels)
 
 var bidLiquidityPriceLowMetrics = prometheus.NewGaugeVec(
 	prometheus.GaugeOpts{
 		Name: "liqmaker_bid_liquidity_price_low",
 		Help: "",
-	}, []string{"strategy_type", "strategy_id", "exchange", "symbol"})
+	}, generalLabels)
 
 var midPriceMetrics = prometheus.NewGaugeVec(
 	prometheus.GaugeOpts{
 		Name: "liqmaker_mid_price",
 		Help: "",
-	}, []string{"strategy_type", "strategy_id", "exchange", "symbol"})
+	}, generalLabels)
 
 var orderPlacementStatusMetrics = prometheus.NewGaugeVec(
 	prometheus.GaugeOpts{
 		Name: "liqmaker_order_placement_status",
 		Help: "",
-	}, []string{"strategy_type", "strategy_id", "exchange", "symbol", "side"})
+	}, generalLabels)
 
 var liquidityPriceRangeMetrics = prometheus.NewGaugeVec(
 	prometheus.GaugeOpts{
 		Name: "liqmaker_liquidity_price_range",
 		Help: "",
-	}, []string{"strategy_type", "strategy_id", "exchange", "symbol"})
+	}, generalLabels)
 
 func init() {
 	prometheus.MustRegister(
@@ -86,5 +106,10 @@ func init() {
 		bidLiquidityPriceLowMetrics,
 
 		orderPlacementStatusMetrics,
+
+		tickerBidMetrics,
+		tickerAskMetrics,
+
+		spreadMetrics,
 	)
 }

pkg/strategy/liquiditymaker/strategy.go

@@ -140,7 +140,24 @@ func (s *Strategy) Initialize() error {
 	return nil
 }
 
+func (s *Strategy) updateMarketMetrics(ctx context.Context) error {
+	ticker, err := s.Session.Exchange.QueryTicker(ctx, s.Symbol)
+	if err != nil {
+		return err
+	}
+
+	currentSpread := ticker.Sell.Sub(ticker.Buy)
+
+	tickerBidMetrics.With(s.metricsLabels).Set(ticker.Buy.Float64())
+	tickerAskMetrics.With(s.metricsLabels).Set(ticker.Sell.Float64())
+	spreadMetrics.With(s.metricsLabels).Set(currentSpread.Float64())
+	return nil
+}
+
 func (s *Strategy) liquidityWorker(ctx context.Context, interval types.Interval) {
+	metricsTicker := time.NewTicker(5 * time.Second)
+	defer metricsTicker.Stop()
+
 	ticker := time.NewTicker(interval.Duration())
 	defer ticker.Stop()
 
@@ -150,6 +167,9 @@ func (s *Strategy) liquidityWorker(ctx context.Context, interval types.Interval)
 		case <-ctx.Done():
 			return
 
+		case <-metricsTicker.C:
+			s.updateMarketMetrics(ctx)
+
 		case <-ticker.C:
 			s.placeLiquidityOrders(ctx)
 		}