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xdepthmaker: log covered position

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c9s 2024-09-25 16:23:06 +08:00
parent d83297b605
commit 67fd15c88f
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1 changed files with 5 additions and 0 deletions
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5
pkg/strategy/xdepthmaker/strategy.go
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@ -150,12 +150,17 @@ func (s *CrossExchangeMarketMakingStrategy) Initialize(
s.HedgeOrderExecutor.ActiveMakerOrders().OnCanceled(func(o types.Order) {
remaining := o.Quantity.Sub(o.ExecutedQuantity)
log.Infof("canceled order #%d, remaining quantity: %f", o.OrderID, remaining.Float64())
switch o.Side {
case types.SideTypeSell:
remaining = remaining.Neg()
}
s.CoveredPosition.Sub(remaining)
log.Infof("coveredPosition - %f => %f", remaining.Float64(), s.CoveredPosition.Get().Float64())
})
s.HedgeOrderExecutor.TradeCollector().OnTrade(func(trade types.Trade, profit, netProfit fixedpoint.Value) {