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xmaker: remove report ticker and

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isolate rate limiter for each different instance
This commit is contained in:
c9s 2024-08-24 12:15:52 +08:00
parent e8bd370aa2
commit 9f01dc28c8
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GPG Key ID: 7385E7E464CB0A54
1 changed files with 14 additions and 13 deletions
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27
pkg/strategy/xmaker/strategy.go
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@ -22,9 +22,6 @@ import (
var defaultMargin = fixedpoint.NewFromFloat(0.003) var defaultMargin = fixedpoint.NewFromFloat(0.003)
var Two = fixedpoint.NewFromInt(2) var Two = fixedpoint.NewFromInt(2)
// circuitBreakerAlertLimiter is for CircuitBreaker alerts
var circuitBreakerAlertLimiter = rate.NewLimiter(rate.Every(3*time.Minute), 2)
const priceUpdateTimeout = 30 * time.Second const priceUpdateTimeout = 30 * time.Second
const ID = "xmaker" const ID = "xmaker"
@ -124,6 +121,9 @@ type Strategy struct {
groupID uint32 groupID uint32
stopC chan struct{} stopC chan struct{}
reportProfitStatsRateLimiter *rate.Limiter
circuitBreakerAlertLimiter *rate.Limiter
} }
func (s *Strategy) ID() string { func (s *Strategy) ID() string {
@ -198,7 +198,7 @@ func (s *Strategy) updateQuote(ctx context.Context, orderExecutionRouter bbgo.Or
if reason, halted := s.CircuitBreaker.IsHalted(now); halted { if reason, halted := s.CircuitBreaker.IsHalted(now); halted {
log.Warnf("[arbWorker] strategy is halted, reason: %s", reason) log.Warnf("[arbWorker] strategy is halted, reason: %s", reason)
if circuitBreakerAlertLimiter.AllowN(now, 1) { if s.circuitBreakerAlertLimiter.AllowN(now, 1) {
bbgo.Notify("Strategy is halted, reason: %s", reason) bbgo.Notify("Strategy is halted, reason: %s", reason)
} }
@ -669,6 +669,9 @@ func (s *Strategy) Defaults() error {
s.CircuitBreaker = circuitbreaker.NewBasicCircuitBreaker(ID, s.InstanceID()) s.CircuitBreaker = circuitbreaker.NewBasicCircuitBreaker(ID, s.InstanceID())
} }
// 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)
return nil return nil
} }
@ -876,15 +879,12 @@ func (s *Strategy) CrossRun(
} }
go func() { go func() {
posTicker := time.NewTicker(util.MillisecondsJitter(s.HedgeInterval.Duration(), 200)) hedgeTicker := time.NewTicker(util.MillisecondsJitter(s.HedgeInterval.Duration(), 200))
defer posTicker.Stop() defer hedgeTicker.Stop()
quoteTicker := time.NewTicker(util.MillisecondsJitter(s.UpdateInterval.Duration(), 200)) quoteTicker := time.NewTicker(util.MillisecondsJitter(s.UpdateInterval.Duration(), 200))
defer quoteTicker.Stop() defer quoteTicker.Stop()
reportTicker := time.NewTicker(time.Hour)
defer reportTicker.Stop()
defer func() { defer func() {
if err := s.activeMakerOrders.GracefulCancel(context.Background(), s.makerSession.Exchange); err != nil { if err := s.activeMakerOrders.GracefulCancel(context.Background(), s.makerSession.Exchange); err != nil {
log.WithError(err).Errorf("can not cancel %s orders", s.Symbol) log.WithError(err).Errorf("can not cancel %s orders", s.Symbol)
@ -905,10 +905,7 @@ func (s *Strategy) CrossRun(
case <-quoteTicker.C: case <-quoteTicker.C:
s.updateQuote(ctx, orderExecutionRouter) s.updateQuote(ctx, orderExecutionRouter)
case <-reportTicker.C: case <-hedgeTicker.C:
bbgo.Notify(s.ProfitStats)
case <-posTicker.C:
// For positive position and positive covered position: // For positive position and positive covered position:
// uncover position = +5 - +3 (covered position) = 2 // uncover position = +5 - +3 (covered position) = 2
// //
@ -935,6 +932,10 @@ func (s *Strategy) CrossRun(
s.Hedge(ctx, uncoverPosition.Neg()) s.Hedge(ctx, uncoverPosition.Neg())
} }
if s.reportProfitStatsRateLimiter.Allow() {
bbgo.Notify(s.ProfitStats)
}
} }
} }
}() }()