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xmaker: add more config metrics

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This commit is contained in:
c9s 2024-08-27 15:22:06 +08:00
parent 199b86df86
commit 7e65aca62e
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GPG Key ID: 7385E7E464CB0A54
2 changed files with 20 additions and 12 deletions
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15
pkg/strategy/xmaker/metrics.go
View File

@ -26,11 +26,17 @@ var makerBestAskPriceMetrics = prometheus.NewGaugeVec(
Help: "",
}, []string{"strategy_type", "strategy_id", "exchange", "symbol"})
var numOfLayersMetrics = prometheus.NewGaugeVec(
var configNumOfLayersMetrics = prometheus.NewGaugeVec(
prometheus.GaugeOpts{
Name: "xmaker_num_of_layers",
Name: "xmaker_config_num_of_layers",
Help: "",
}, []string{"strategy_type", "strategy_id", "exchange", "symbol"})
}, []string{"strategy_type", "strategy_id", "symbol"})
var configMaxExposureMetrics = prometheus.NewGaugeVec(
prometheus.GaugeOpts{
Name: "xmaker_config_max_exposure",
Help: "",
}, []string{"strategy_type", "strategy_id", "symbol"})
func init() {
prometheus.MustRegister(
@ -38,6 +44,7 @@ func init() {
openOrderAskExposureInUsdMetrics,
makerBestBidPriceMetrics,
makerBestAskPriceMetrics,
numOfLayersMetrics,
configNumOfLayersMetrics,
configMaxExposureMetrics,
)
}

17
pkg/strategy/xmaker/strategy.go
View File

@ -753,6 +753,7 @@ func (s *Strategy) Defaults() error {
// circuitBreakerAlertLimiter is for CircuitBreaker alerts
s.circuitBreakerAlertLimiter = rate.NewLimiter(rate.Every(3*time.Minute), 2)
s.reportProfitStatsRateLimiter = rate.NewLimiter(rate.Every(5*time.Minute), 1)
s.hedgeErrorLimiter = rate.NewLimiter(rate.Every(1*time.Minute), 1)
return nil
}
@ -773,8 +774,8 @@ func (s *Strategy) Validate() error {
}
func (s *Strategy) quoteWorker(ctx context.Context) {
quoteTicker := time.NewTicker(util.MillisecondsJitter(s.UpdateInterval.Duration(), 200))
defer quoteTicker.Stop()
ticker := time.NewTicker(util.MillisecondsJitter(s.UpdateInterval.Duration(), 200))
defer ticker.Stop()
defer func() {
if err := s.activeMakerOrders.GracefulCancel(context.Background(), s.makerSession.Exchange); err != nil {
@ -793,7 +794,7 @@ func (s *Strategy) quoteWorker(ctx context.Context) {
log.Warnf("%s maker goroutine stopped, due to the cancelled context", s.Symbol)
return
case <-quoteTicker.C:
case <-ticker.C:
s.updateQuote(ctx)
}
@ -848,7 +849,7 @@ func (s *Strategy) CrossRun(
ctx context.Context, orderExecutionRouter bbgo.OrderExecutionRouter, sessions map[string]*bbgo.ExchangeSession,
) error {
s.hedgeErrorLimiter = rate.NewLimiter(rate.Every(1*time.Minute), 1)
instanceID := s.InstanceID()
// configure sessions
sourceSession, ok := sessions[s.SourceExchange]
@ -880,9 +881,6 @@ func (s *Strategy) CrossRun(
}
indicators := s.sourceSession.Indicators(s.Symbol)
if !ok {
return fmt.Errorf("%s standard indicator set not found", s.Symbol)
}
s.boll = indicators.BOLL(types.IntervalWindow{
Interval: s.BollBandInterval,
@ -890,10 +888,13 @@ func (s *Strategy) CrossRun(
}, 1.0)
// restore state
instanceID := s.InstanceID()
s.groupID = util.FNV32(instanceID)
log.Infof("using group id %d from fnv(%s)", s.groupID, instanceID)
configLabels := prometheus.Labels{"strategy_id": s.InstanceID(), "strategy_type": ID, "symbol": s.Symbol}
configNumOfLayersMetrics.With(configLabels).Set(float64(s.NumLayers))
configMaxExposureMetrics.With(configLabels).Set(s.MaxExposurePosition.Float64())
if s.Position == nil {
s.Position = types.NewPositionFromMarket(s.makerMarket)
s.Position.Strategy = ID