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MINOR: [grid2] delete order prices metric
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c802fae211
commit
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@ -10,7 +10,6 @@ var (
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metricsGridNumOfOrdersWithCorrectPrice *prometheus.GaugeVec
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metricsGridNumOfMissingOrders *prometheus.GaugeVec
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metricsGridNumOfMissingOrdersWithCorrectPrice *prometheus.GaugeVec
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metricsGridOrderPrices *prometheus.GaugeVec
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metricsGridProfit *prometheus.GaugeVec
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metricsGridUpperPrice *prometheus.GaugeVec
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@ -102,19 +101,6 @@ func initMetrics(extendedLabels []string) {
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}, extendedLabels...),
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)
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metricsGridOrderPrices = prometheus.NewGaugeVec(
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prometheus.GaugeOpts{
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Name: "bbgo_grid2_order_prices",
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Help: "order prices",
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},
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append([]string{
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"exchange", // exchange name
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"symbol", // symbol of the market
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"ith",
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"side",
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}, extendedLabels...),
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)
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metricsGridProfit = prometheus.NewGaugeVec(
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prometheus.GaugeOpts{
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Name: "bbgo_grid2_profit",
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@ -202,7 +188,6 @@ func registerMetrics() {
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metricsGridNumOfMissingOrders,
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metricsGridNumOfMissingOrdersWithCorrectPrice,
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metricsGridProfit,
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metricsGridOrderPrices,
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metricsGridLowerPrice,
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metricsGridUpperPrice,
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metricsGridQuoteInvestment,
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@ -16,7 +16,6 @@ import (
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func (s *Strategy) recoverByScanningTrades(ctx context.Context, session *bbgo.ExchangeSession) error {
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defer func() {
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s.updateGridNumOfOrdersMetricsWithLock()
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s.updateOpenOrderPricesMetrics(s.orderExecutor.ActiveMakerOrders().Orders())
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}()
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historyService, implemented := session.Exchange.(types.ExchangeTradeHistoryService)
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@ -894,7 +894,6 @@ func (s *Strategy) newOrderUpdateHandler(ctx context.Context, session *bbgo.Exch
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bbgo.Sync(ctx, s)
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s.updateGridNumOfOrdersMetricsWithLock()
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s.updateOpenOrderPricesMetrics(s.orderExecutor.ActiveMakerOrders().Orders())
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}
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}
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@ -1170,7 +1169,6 @@ func (s *Strategy) openGrid(ctx context.Context, session *bbgo.ExchangeSession)
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s.logger.Infof("ALL GRID ORDERS SUBMITTED")
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s.updateGridNumOfOrdersMetrics(grid)
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s.updateOpenOrderPricesMetrics(createdOrders)
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return nil
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}
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@ -1219,41 +1217,6 @@ func (s *Strategy) updateGridNumOfOrdersMetrics(grid *Grid) {
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}
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}
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func (s *Strategy) updateOpenOrderPricesMetrics(orders []types.Order) {
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orders = sortOrdersByPriceAscending(orders)
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num := len(orders)
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s.deleteOpenOrderPricesMetrics()
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for idx, order := range orders {
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labels := s.newPrometheusLabels()
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labels["side"] = order.Side.String()
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labels["ith"] = strconv.Itoa(num - idx)
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metricsGridOrderPrices.With(labels).Set(order.Price.Float64())
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}
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}
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func (s *Strategy) deleteOpenOrderPricesMetrics() {
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for i := 1; i <= int(s.GridNum); i++ {
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ithStr := strconv.Itoa(i)
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labels := s.newPrometheusLabels()
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labels["side"] = "BUY"
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labels["ith"] = ithStr
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metricsGridOrderPrices.Delete(labels)
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labels = s.newPrometheusLabels()
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labels["side"] = "SELL"
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labels["ith"] = ithStr
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metricsGridOrderPrices.Delete(labels)
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}
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}
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func sortOrdersByPriceAscending(orders []types.Order) []types.Order {
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sort.Slice(orders, func(i, j int) bool {
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a := orders[i]
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b := orders[j]
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return a.Price.Compare(b.Price) < 0
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})
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return orders
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}
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func (s *Strategy) debugGridOrders(submitOrders []types.SubmitOrder, lastPrice fixedpoint.Value) {
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if !s.Debug {
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return
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@ -1538,7 +1501,6 @@ func (s *Strategy) recoverGridWithOpenOrders(ctx context.Context, historyService
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s.setGrid(grid)
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s.EmitGridReady()
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s.updateGridNumOfOrdersMetricsWithLock()
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s.updateOpenOrderPricesMetrics(s.orderExecutor.ActiveMakerOrders().Orders())
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return nil
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} else {
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s.logger.Infof("GRID RECOVER: found missing prices: %v", missingPrices)
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@ -1585,7 +1547,6 @@ func (s *Strategy) recoverGridWithOpenOrders(ctx context.Context, historyService
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s.setGrid(grid)
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s.EmitGridReady()
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s.updateGridNumOfOrdersMetricsWithLock()
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s.updateOpenOrderPricesMetrics(s.orderExecutor.ActiveMakerOrders().Orders())
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return nil
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}
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@ -1612,7 +1573,6 @@ func (s *Strategy) recoverGridWithOpenOrders(ctx context.Context, historyService
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s.setGrid(grid)
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s.EmitGridReady()
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s.updateGridNumOfOrdersMetricsWithLock()
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s.updateOpenOrderPricesMetrics(s.orderExecutor.ActiveMakerOrders().Orders())
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for i := range filledOrders {
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// avoid using the iterator
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@ -1629,7 +1589,6 @@ func (s *Strategy) recoverGridWithOpenOrders(ctx context.Context, historyService
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debugGrid(s.logger, grid, s.orderExecutor.ActiveMakerOrders())
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s.updateGridNumOfOrdersMetricsWithLock()
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s.updateOpenOrderPricesMetrics(s.orderExecutor.ActiveMakerOrders().Orders())
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return nil
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}
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