lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-10 09:11:55 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity

xgap: improve log message

Browse Source
This commit is contained in:
narumi 2024-01-06 15:24:14 +08:00
parent 9db68908c9
commit 3ee5bf29ef
1 changed files with 14 additions and 13 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

27
pkg/strategy/xgap/strategy.go
View File

@ -126,7 +126,7 @@ func (s *Strategy) isBudgetAllowed() bool {
}
func (s *Strategy) handleTradeUpdate(trade types.Trade) {
log.Infof("received trade %+v", trade)
log.Infof("received trade %s", trade.String())
if trade.Symbol != s.Symbol {
return
@ -209,15 +209,11 @@ func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, se
// from here, set data binding
s.sourceSession.MarketDataStream.OnKLine(func(kline types.KLine) {
log.Infof("source exchange %s price: %s volume: %s",
s.Symbol, kline.Close.String(), kline.Volume.String())
s.mu.Lock()
s.lastSourceKLine = kline
s.mu.Unlock()
})
s.tradingSession.MarketDataStream.OnKLine(func(kline types.KLine) {
log.Infof("trading exchange %s price: %s volume: %s",
s.Symbol, kline.Close.String(), kline.Volume.String())
s.mu.Lock()
s.lastTradingKLine = kline
s.mu.Unlock()
@ -296,8 +292,8 @@ func (s *Strategy) placeOrders(ctx context.Context) {
// if the spread is less than 100 ticks (100 pips), skip
if spread.Compare(s.tradingMarket.TickSize.MulExp(2)) < 0 {
log.Warnf("spread too small, we can't place orders: spread=%v bid=%v ask=%v",
spread, bestBid.Price, bestAsk.Price)
log.Warnf("spread too small, we can't place orders: spread=%s bid=%s ask=%s",
spread.String(), bestBid.Price.String(), bestAsk.Price.String())
return
}
@ -313,15 +309,15 @@ func (s *Strategy) placeOrders(ctx context.Context) {
var spread = bestAsk.Price.Sub(bestBid.Price)
var spreadPercentage = spread.Div(bestAsk.Price)
log.Infof("spread=%v %s ask=%v bid=%v",
spread, spreadPercentage.Percentage(),
bestAsk.Price, bestBid.Price)
log.Infof("spread=%s %s ask=%s bid=%s",
spread.String(), spreadPercentage.Percentage(),
bestAsk.Price.String(), bestBid.Price.String())
// var spreadPercentage = spread.Float64() / bestBid.Price.Float64()
var midPrice = bestAsk.Price.Add(bestBid.Price).Div(Two)
var price = midPrice
log.Infof("mid price %v", midPrice)
log.Infof("mid price %s", midPrice.String())
var balances = s.tradingSession.GetAccount().Balances()
var quantity = s.tradingMarket.MinQuantity
@ -331,6 +327,11 @@ func (s *Strategy) placeOrders(ctx context.Context) {
} else if s.SimulateVolume {
s.mu.Lock()
if s.lastTradingKLine.Volume.Sign() > 0 && s.lastSourceKLine.Volume.Sign() > 0 {
log.Infof("trading exchange %s price: %s volume: %s",
s.Symbol, s.lastTradingKLine.Close.String(), s.lastTradingKLine.Volume.String())
log.Infof("source exchange %s price: %s volume: %s",
s.Symbol, s.lastSourceKLine.Close.String(), s.lastSourceKLine.Volume.String())
volumeDiff := s.lastSourceKLine.Volume.Sub(s.lastTradingKLine.Volume)
// change the current quantity only diff is positive
if volumeDiff.Sign() > 0 {
@ -360,7 +361,7 @@ func (s *Strategy) placeOrders(ctx context.Context) {
s.tradingMarket.MinNotional.Mul(NotionModifier).Div(price))
}
orderForm := []types.SubmitOrder{{
orderForms := []types.SubmitOrder{{
Symbol: s.Symbol,
Side: types.SideTypeBuy,
Type: types.OrderTypeLimit,
@ -375,7 +376,7 @@ func (s *Strategy) placeOrders(ctx context.Context) {
Price: price,
Market: s.tradingMarket,
}}
createdOrders, err := s.OrderExecutor.SubmitOrders(ctx, orderForm...)
createdOrders, err := s.OrderExecutor.SubmitOrders(ctx, orderForms...)
if err != nil {
log.WithError(err).Error("order submit error")
}