lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-21 22:43:52 +00:00
Code Issues Actions 2 Packages Projects Releases Wiki Activity

xalign: improve logs

Browse Source
This commit is contained in:
c9s 2024-11-04 16:06:17 +08:00
parent b55b41dd60
commit 8e5bb1b6e4
No known key found for this signature in database
GPG Key ID: 7385E7E464CB0A54
3 changed files with 12 additions and 6 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

5
pkg/strategy/common/strategy.go
View File

@ -38,7 +38,9 @@ type Strategy struct {
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.ctx, s.cancel = context.WithCancel(ctx)
@ -92,6 +94,7 @@ func (s *Strategy) IsHalted(t time.Time) bool {
if s.circuitBreakRiskControl == nil {
return false
}
_, isHalted := s.circuitBreakRiskControl.IsHalted(t)
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
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:
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)
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 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())
@ -513,9 +513,9 @@ func (s *Strategy) align(ctx context.Context, sessions map[string]*bbgo.Exchange
selectedSession, submitOrder := s.selectSessionForCurrency(ctx, sessions, currency, q)
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 {
return
@ -523,7 +523,7 @@ func (s *Strategy) align(ctx context.Context, sessions map[string]*bbgo.Exchange
createdOrder, err := selectedSession.Exchange.SubmitOrder(ctx, *submitOrder)
if err != nil {
log.WithError(err).Errorf("can not place order")
log.WithError(err).Errorf("can not place order: %+v", submitOrder)
return
}
@ -533,6 +533,7 @@ func (s *Strategy) align(ctx context.Context, sessions map[string]*bbgo.Exchange
} else {
log.Errorf("orderbook %s not found", selectedSession.Name)
}
s.orderBooks[selectedSession.Name].Add(*createdOrder)
}
}