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xmaker: add more logs
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ed073264f1
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@ -481,6 +481,7 @@ func (s *Strategy) updateQuote(ctx context.Context) {
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makerQuota.BaseAsset.Add(b.Available)
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} else {
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disableMakerAsk = true
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s.logger.Infof("%s maker ask disabled: insufficient base balance %s", s.Symbol, b.String())
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}
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}
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@ -489,6 +490,7 @@ func (s *Strategy) updateQuote(ctx context.Context) {
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makerQuota.QuoteAsset.Add(b.Available)
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} else {
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disableMakerBid = true
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s.logger.Infof("%s maker bid disabled: insufficient quote balance %s", s.Symbol, b.String())
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}
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}
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@ -572,13 +574,13 @@ func (s *Strategy) updateQuote(ctx context.Context) {
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if b.Available.Compare(minAvailable) > 0 {
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hedgeQuota.BaseAsset.Add(b.Available.Sub(minAvailable))
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} else {
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s.logger.Warnf("%s maker bid disabled: insufficient base balance %s", s.Symbol, b.String())
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s.logger.Warnf("%s maker bid disabled: insufficient hedge base balance %s", s.Symbol, b.String())
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disableMakerBid = true
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}
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} else if b.Available.Compare(s.sourceMarket.MinQuantity) > 0 {
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hedgeQuota.BaseAsset.Add(b.Available)
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} else {
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s.logger.Warnf("%s maker bid disabled: insufficient base balance %s", s.Symbol, b.String())
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s.logger.Warnf("%s maker bid disabled: insufficient hedge base balance %s", s.Symbol, b.String())
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disableMakerBid = true
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}
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}
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@ -591,17 +593,16 @@ func (s *Strategy) updateQuote(ctx context.Context) {
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if b.Available.Compare(minAvailable) > 0 {
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hedgeQuota.QuoteAsset.Add(b.Available.Sub(minAvailable))
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} else {
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s.logger.Warnf("%s maker ask disabled: insufficient quote balance %s", s.Symbol, b.String())
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s.logger.Warnf("%s maker ask disabled: insufficient hedge quote balance %s", s.Symbol, b.String())
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disableMakerAsk = true
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}
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} else if b.Available.Compare(s.sourceMarket.MinNotional) > 0 {
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hedgeQuota.QuoteAsset.Add(b.Available)
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} else {
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s.logger.Warnf("%s maker ask disabled: insufficient quote balance %s", s.Symbol, b.String())
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s.logger.Warnf("%s maker ask disabled: insufficient hedge quote balance %s", s.Symbol, b.String())
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disableMakerAsk = true
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}
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}
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}
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// if max exposure position is configured, we should not:
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