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grid: fix format error

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c9s 2021-11-04 13:08:38 +08:00
parent 1a861c98a1
commit 6002a958d2
1 changed files with 11 additions and 5 deletions
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16
pkg/strategy/grid/strategy.go
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@ -393,7 +393,10 @@ func (s *Strategy) tradeUpdateHandler(trade types.Trade) {
profit, netProfit, madeProfit := s.state.Position.AddTrade(trade) profit, netProfit, madeProfit := s.state.Position.AddTrade(trade)
if madeProfit { if madeProfit {
s.Notify("%s average cost profit: %f, net profit =~ %f", s.Symbol, profit.Float64(), netProfit.Float64()) s.Notify("%s average cost profit: %f %s, net profit =~ %f %s",
s.Symbol,
profit.Float64(), s.Market.QuoteCurrency,
netProfit.Float64(), s.Market.QuoteCurrency)
} }
} }
} }
@ -468,7 +471,8 @@ func (s *Strategy) handleFilledOrder(filledOrder types.Order) {
// use base asset quantity here // use base asset quantity here
baseProfit := buyOrder.Quantity - filledOrder.Quantity baseProfit := buyOrder.Quantity - filledOrder.Quantity
s.state.AccumulativeArbitrageProfit += fixedpoint.NewFromFloat(baseProfit) s.state.AccumulativeArbitrageProfit += fixedpoint.NewFromFloat(baseProfit)
s.Notify("%s grid arbitrage profit %f %s, accumulative arbitrage profit %f %s", s.Symbol, s.Notify("%s grid arbitrage profit %f %s, accumulative arbitrage profit %f %s",
s.Symbol,
baseProfit, s.Market.BaseCurrency, baseProfit, s.Market.BaseCurrency,
s.state.AccumulativeArbitrageProfit.Float64(), s.Market.BaseCurrency, s.state.AccumulativeArbitrageProfit.Float64(), s.Market.BaseCurrency,
) )
@ -479,7 +483,8 @@ func (s *Strategy) handleFilledOrder(filledOrder types.Order) {
// use base asset quantity here // use base asset quantity here
baseProfit := filledOrder.Quantity - sellOrder.Quantity baseProfit := filledOrder.Quantity - sellOrder.Quantity
s.state.AccumulativeArbitrageProfit += fixedpoint.NewFromFloat(baseProfit) s.state.AccumulativeArbitrageProfit += fixedpoint.NewFromFloat(baseProfit)
s.Notify("%s grid arbitrage profit %f %s, accumulative arbitrage profit %f %s", s.Symbol, s.Notify("%s grid arbitrage profit %f %s, accumulative arbitrage profit %f %s",
s.Symbol,
baseProfit, s.Market.BaseCurrency, baseProfit, s.Market.BaseCurrency,
s.state.AccumulativeArbitrageProfit.Float64(), s.Market.BaseCurrency, s.state.AccumulativeArbitrageProfit.Float64(), s.Market.BaseCurrency,
) )
@ -492,7 +497,8 @@ func (s *Strategy) handleFilledOrder(filledOrder types.Order) {
// use base asset quantity here // use base asset quantity here
quoteProfit := (filledOrder.Quantity * filledOrder.Price) - (buyOrder.Quantity * buyOrder.Price) quoteProfit := (filledOrder.Quantity * filledOrder.Price) - (buyOrder.Quantity * buyOrder.Price)
s.state.AccumulativeArbitrageProfit += fixedpoint.NewFromFloat(quoteProfit) s.state.AccumulativeArbitrageProfit += fixedpoint.NewFromFloat(quoteProfit)
s.Notify("%s grid arbitrage profit %f %s, accumulative arbitrage profit %f %s", s.Symbol, s.Notify("%s grid arbitrage profit %f %s, accumulative arbitrage profit %f %s",
s.Symbol,
quoteProfit, s.Market.QuoteCurrency, quoteProfit, s.Market.QuoteCurrency,
s.state.AccumulativeArbitrageProfit.Float64(), s.Market.QuoteCurrency, s.state.AccumulativeArbitrageProfit.Float64(), s.Market.QuoteCurrency,
) )
@ -561,7 +567,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
s.state.ArbitrageOrders = make(map[uint64]types.Order) s.state.ArbitrageOrders = make(map[uint64]types.Order)
} }
s.Notify("current position %+v", s.state.Position) s.Notify("grid %s position", s.Symbol, s.state.Position)
s.orderStore = bbgo.NewOrderStore(s.Symbol) s.orderStore = bbgo.NewOrderStore(s.Symbol)
s.orderStore.BindStream(session.UserDataStream) s.orderStore.BindStream(session.UserDataStream)