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grid2: improve aggregateOrderFee logging

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c9s 2023-03-30 11:22:05 +08:00
parent c437837210
commit 9e1d25ea5a
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GPG Key ID: 7385E7E464CB0A54
1 changed files with 13 additions and 4 deletions
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17
pkg/strategy/grid2/strategy.go
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@ -29,7 +29,7 @@ const orderTag = "grid2"
var log = logrus.WithField("strategy", ID) var log = logrus.WithField("strategy", ID)
var maxNumberOfOrderTradesQueryTries = 10 const maxNumberOfOrderTradesQueryTries = 10
const historyRollbackDuration = 3 * 24 * time.Hour const historyRollbackDuration = 3 * 24 * time.Hour
const historyRollbackOrderIdRange = 1000 const historyRollbackOrderIdRange = 1000
@ -377,7 +377,7 @@ func (s *Strategy) aggregateOrderFee(o types.Order) (fixedpoint.Value, string) {
return fixedpoint.Zero, feeCurrency return fixedpoint.Zero, feeCurrency
} }
s.logger.Warnf("missing order trades or missing trade fee, pulling order trades from API") s.logger.Warnf("missing order trades or missing trade fee of order #%d, pulling order trades from the RESTful API", o.OrderID)
// if orderQueryService is supported, use it to query the trades of the filled order // if orderQueryService is supported, use it to query the trades of the filled order
apiOrderTrades, err := s.orderQueryService.QueryOrderTrades(context.Background(), types.OrderQuery{ apiOrderTrades, err := s.orderQueryService.QueryOrderTrades(context.Background(), types.OrderQuery{
@ -385,9 +385,9 @@ func (s *Strategy) aggregateOrderFee(o types.Order) (fixedpoint.Value, string) {
OrderID: strconv.FormatUint(o.OrderID, 10), OrderID: strconv.FormatUint(o.OrderID, 10),
}) })
if err != nil { if err != nil {
s.logger.WithError(err).Errorf("query order trades error") s.logger.WithError(err).Errorf("query order #%d trades error", o.OrderID)
} else { } else {
s.logger.Infof("fetched api trades: %+v", apiOrderTrades) s.logger.Infof("fetched api trades of order #%d: %+v", o.OrderID, apiOrderTrades)
orderTrades = apiOrderTrades orderTrades = apiOrderTrades
} }
} }
@ -422,6 +422,15 @@ func (s *Strategy) processFilledOrder(o types.Order) {
o.OrderID, o.Side, o.OrderID, o.Side,
fee.String(), feeCurrency) fee.String(), feeCurrency)
if fee.IsZero() || feeCurrency == "" {
fee, feeCurrency = s.aggregateOrderFee(o)
if !fee.IsZero() {
s.logger.Infof("FIXED GRID ORDER #%d %s FEE: %s %s",
o.OrderID, o.Side,
fee.String(), feeCurrency)
}
}
switch o.Side { switch o.Side {
case types.SideTypeSell: case types.SideTypeSell:
newSide = types.SideTypeBuy newSide = types.SideTypeBuy