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xdepthmaker: rename last price var to just price

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c9s 2024-09-24 16:14:03 +08:00
parent e7c76ddd26
commit 566234d3ab
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GPG Key ID: 7385E7E464CB0A54
1 changed files with 15 additions and 15 deletions
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30
pkg/strategy/xdepthmaker/strategy.go
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@ -248,7 +248,7 @@ type Strategy struct {
askPriceHeartBeat, bidPriceHeartBeat *types.PriceHeartBeat askPriceHeartBeat, bidPriceHeartBeat *types.PriceHeartBeat
lastPrice fixedpoint.MutexValue lastSourcePrice fixedpoint.MutexValue
stopC, authedC chan struct{} stopC, authedC chan struct{}
@ -308,7 +308,7 @@ func (s *Strategy) Validate() error {
} }
if s.HedgeExchange == "" { if s.HedgeExchange == "" {
return errors.New("maker exchange is not configured") return errors.New("hedge exchange is not configured")
} }
if s.DepthScale == nil { if s.DepthScale == nil {
@ -604,12 +604,12 @@ func (s *Strategy) executeHedgeBboCounterParty1(
side types.SideType, side types.SideType,
quantity fixedpoint.Value, quantity fixedpoint.Value,
) error { ) error {
lastPrice := s.lastPrice.Get() price := s.lastSourcePrice.Get()
if sourcePrice := s.getSourceBboPrice(side.Reverse()); sourcePrice.Sign() > 0 { if sourcePrice := s.getSourceBboPrice(side.Reverse()); sourcePrice.Sign() > 0 {
lastPrice = sourcePrice price = sourcePrice
} }
if lastPrice.IsZero() { if price.IsZero() {
return ErrZeroPrice return ErrZeroPrice
} }
@ -620,7 +620,7 @@ func (s *Strategy) executeHedgeBboCounterParty1(
s.hedgeMarket, s.hedgeMarket,
side, side,
quantity, quantity,
lastPrice) price)
// truncate quantity for the supported precision // truncate quantity for the supported precision
quantity = s.hedgeMarket.TruncateQuantity(quantity) quantity = s.hedgeMarket.TruncateQuantity(quantity)
@ -628,8 +628,8 @@ func (s *Strategy) executeHedgeBboCounterParty1(
return ErrZeroQuantity return ErrZeroQuantity
} }
if s.hedgeMarket.IsDustQuantity(quantity, lastPrice) { if s.hedgeMarket.IsDustQuantity(quantity, price) {
s.logger.Warnf("skip dust quantity: %s @ price %f", quantity.String(), lastPrice.Float64()) s.logger.Warnf("skip dust quantity: %s @ price %f", quantity.String(), price.Float64())
return ErrDustQuantity return ErrDustQuantity
} }
@ -647,12 +647,12 @@ func (s *Strategy) executeHedgeMarket(
side types.SideType, side types.SideType,
quantity fixedpoint.Value, quantity fixedpoint.Value,
) error { ) error {
lastPrice := s.lastPrice.Get() price := s.lastSourcePrice.Get()
if sourcePrice := s.getSourceBboPrice(side.Reverse()); sourcePrice.Sign() > 0 { if sourcePrice := s.getSourceBboPrice(side.Reverse()); sourcePrice.Sign() > 0 {
lastPrice = sourcePrice price = sourcePrice
} }
if lastPrice.IsZero() { if price.IsZero() {
return ErrZeroPrice return ErrZeroPrice
} }
@ -663,7 +663,7 @@ func (s *Strategy) executeHedgeMarket(
s.hedgeMarket, s.hedgeMarket,
side, side,
quantity, quantity,
lastPrice) price)
// truncate quantity for the supported precision // truncate quantity for the supported precision
quantity = s.hedgeMarket.TruncateQuantity(quantity) quantity = s.hedgeMarket.TruncateQuantity(quantity)
@ -671,8 +671,8 @@ func (s *Strategy) executeHedgeMarket(
return ErrZeroQuantity return ErrZeroQuantity
} }
if s.hedgeMarket.IsDustQuantity(quantity, lastPrice) { if s.hedgeMarket.IsDustQuantity(quantity, price) {
s.logger.Warnf("skip dust quantity: %s @ price %f", quantity.String(), lastPrice.Float64()) s.logger.Warnf("skip dust quantity: %s @ price %f", quantity.String(), price.Float64())
return ErrDustQuantity return ErrDustQuantity
} }
@ -966,7 +966,7 @@ func (s *Strategy) updateQuote(ctx context.Context, maxLayer int) {
bestAskPrice := bestAsk.Price bestAskPrice := bestAsk.Price
log.Infof("%s book ticker: best ask / best bid = %v / %v", s.HedgeSymbol, bestAskPrice, bestBidPrice) log.Infof("%s book ticker: best ask / best bid = %v / %v", s.HedgeSymbol, bestAskPrice, bestBidPrice)
s.lastPrice.Set(bestBidPrice.Add(bestAskPrice).Div(Two)) s.lastSourcePrice.Set(bestBidPrice.Add(bestAskPrice).Div(Two))
bookLastUpdateTime := s.sourceBook.LastUpdateTime() bookLastUpdateTime := s.sourceBook.LastUpdateTime()