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xalign: improve logs

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c9s 2024-11-04 16:06:17 +08:00
parent b55b41dd60
commit 8e5bb1b6e4
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3 changed files with 12 additions and 6 deletions
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5
pkg/strategy/common/strategy.go
View File

@ -38,7 +38,9 @@ type Strategy struct {
RiskController RiskController
} }
func (s *Strategy) Initialize(ctx context.Context, environ *bbgo.Environment, session *bbgo.ExchangeSession, market types.Market, strategyID, instanceID string) { func (s *Strategy) Initialize(
ctx context.Context, environ *bbgo.Environment, session *bbgo.ExchangeSession, market types.Market, strategyID, instanceID string,
) {
s.parent = ctx s.parent = ctx
s.ctx, s.cancel = context.WithCancel(ctx) s.ctx, s.cancel = context.WithCancel(ctx)
@ -92,6 +94,7 @@ func (s *Strategy) IsHalted(t time.Time) bool {
if s.circuitBreakRiskControl == nil { if s.circuitBreakRiskControl == nil {
return false return false
} }
_, isHalted := s.circuitBreakRiskControl.IsHalted(t) _, isHalted := s.circuitBreakRiskControl.IsHalted(t)
return isHalted return isHalted
} }

4
pkg/strategy/liquiditymaker/strategy.go
View File

@ -168,7 +168,9 @@ func (s *Strategy) liquidityWorker(ctx context.Context, interval types.Interval)
return return
case <-metricsTicker.C: case <-metricsTicker.C:
s.updateMarketMetrics(ctx) if err := s.updateMarketMetrics(ctx); err != nil {
s.logger.WithError(err).Errorf("unable to update market metrics")
}
case <-ticker.C: case <-ticker.C:
s.placeLiquidityOrders(ctx) s.placeLiquidityOrders(ctx)

9
pkg/strategy/xalign/strategy.go
View File

@ -502,7 +502,7 @@ func (s *Strategy) align(ctx context.Context, sessions map[string]*bbgo.Exchange
q := s.calculateRefillQuantity(totalBalances, currency, expectedBalance) q := s.calculateRefillQuantity(totalBalances, currency, expectedBalance)
if s.Duration > 0 { if s.Duration > 0 {
log.Infof("checking fault balance records...") log.Infof("checking %s fault balance records...", currency)
if faultBalance, ok := s.faultBalanceRecords[currency]; ok && len(faultBalance) > 0 { if faultBalance, ok := s.faultBalanceRecords[currency]; ok && len(faultBalance) > 0 {
if time.Since(faultBalance[0].Time) < s.Duration.Duration() { if time.Since(faultBalance[0].Time) < s.Duration.Duration() {
log.Infof("%s fault record since: %s < persistence period %s", currency, faultBalance[0].Time, s.Duration.Duration()) log.Infof("%s fault record since: %s < persistence period %s", currency, faultBalance[0].Time, s.Duration.Duration())
@ -513,9 +513,9 @@ func (s *Strategy) align(ctx context.Context, sessions map[string]*bbgo.Exchange
selectedSession, submitOrder := s.selectSessionForCurrency(ctx, sessions, currency, q) selectedSession, submitOrder := s.selectSessionForCurrency(ctx, sessions, currency, q)
if selectedSession != nil && submitOrder != nil { if selectedSession != nil && submitOrder != nil {
log.Infof("placing order on %s: %+v", selectedSession.Name, submitOrder) log.Infof("placing %s order on %s: %+v", submitOrder.Symbol, selectedSession.Name, submitOrder)
bbgo.Notify("Aligning position on exchange session %s, delta: %f", selectedSession.Name, q.Float64(), submitOrder) bbgo.Notify("Aligning %s position on exchange session %s, delta: %f", currency, selectedSession.Name, q.Float64(), submitOrder)
if s.DryRun { if s.DryRun {
return return
@ -523,7 +523,7 @@ func (s *Strategy) align(ctx context.Context, sessions map[string]*bbgo.Exchange
createdOrder, err := selectedSession.Exchange.SubmitOrder(ctx, *submitOrder) createdOrder, err := selectedSession.Exchange.SubmitOrder(ctx, *submitOrder)
if err != nil { if err != nil {
log.WithError(err).Errorf("can not place order") log.WithError(err).Errorf("can not place order: %+v", submitOrder)
return return
} }
@ -533,6 +533,7 @@ func (s *Strategy) align(ctx context.Context, sessions map[string]*bbgo.Exchange
} else { } else {
log.Errorf("orderbook %s not found", selectedSession.Name) log.Errorf("orderbook %s not found", selectedSession.Name)
} }
s.orderBooks[selectedSession.Name].Add(*createdOrder) s.orderBooks[selectedSession.Name].Add(*createdOrder)
} }
} }