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grid2: allocate logger instance for fields

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c9s 2022-12-03 11:31:44 +08:00
parent d91921f6c2
commit a715933106
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GPG Key ID: 7385E7E464CB0A54
2 changed files with 18 additions and 8 deletions
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20
pkg/strategy/grid2/strategy.go
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@ -72,15 +72,14 @@ type Strategy struct {
// orderStore is used to store all the created orders, so that we can filter the trades.
orderStore *bbgo.OrderStore
// activeOrders is the locally maintained active order book of the maker orders.
activeOrders *bbgo.ActiveOrderBook
tradeCollector *bbgo.TradeCollector
orderExecutor *bbgo.GeneralOrderExecutor
// groupID is the group ID used for the strategy instance for canceling orders
groupID uint32
logger *logrus.Entry
}
func (s *Strategy) ID() string {
@ -133,9 +132,13 @@ func (s *Strategy) handleOrderFilled(o types.Order) {
func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
instanceID := s.InstanceID()
s.logger = log.WithFields(logrus.Fields{
"symbol": s.Symbol,
})
s.groupID = util.FNV32(instanceID)
log.Infof("using group id %d from fnv(%s)", s.groupID, instanceID)
s.logger.Infof("using group id %d from fnv(%s)", s.groupID, instanceID)
if s.ProfitStats == nil {
s.ProfitStats = types.NewProfitStats(s.Market)
@ -162,9 +165,10 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
bbgo.Sync(ctx, s)
// now we can cancel the open orders
log.Infof("canceling active orders...")
if err := session.Exchange.CancelOrders(context.Background(), s.activeOrders.Orders()...); err != nil {
log.WithError(err).Errorf("cancel order error")
s.logger.Infof("canceling active orders...")
if err := s.orderExecutor.GracefulCancel(ctx); err != nil {
log.WithError(err).Errorf("graceful order cancel error")
}
})
@ -340,7 +344,7 @@ func (s *Strategy) calculateQuoteInvestmentQuantity(quoteInvestment, lastPrice f
}
func (s *Strategy) calculateQuoteBaseInvestmentQuantity(quoteInvestment, baseInvestment, lastPrice fixedpoint.Value, pins []Pin) (fixedpoint.Value, error) {
log.Infof("calculating quantity by quote/base investment: %f / %f", baseInvestment.Float64(), quoteInvestment.Float64())
s.logger.Infof("calculating quantity by quote/base investment: %f / %f", baseInvestment.Float64(), quoteInvestment.Float64())
// q_p1 = q_p2 = q_p3 = q_p4
// baseInvestment = q_p1 + q_p2 + q_p3 + q_p4 + ....
// baseInvestment = numberOfSellOrders * q

6
pkg/strategy/grid2/strategy_test.go
View File

@ -5,6 +5,7 @@ package grid2
import (
"testing"
"github.com/sirupsen/logrus"
"github.com/stretchr/testify/assert"
"github.com/c9s/bbgo/pkg/types"
@ -12,6 +13,8 @@ import (
func TestStrategy_checkRequiredInvestmentByQuantity(t *testing.T) {
s := &Strategy{
logger: logrus.NewEntry(logrus.New()),
Market: types.Market{
BaseCurrency: "BTC",
QuoteCurrency: "USDT",
@ -47,6 +50,8 @@ func TestStrategy_checkRequiredInvestmentByQuantity(t *testing.T) {
func TestStrategy_checkRequiredInvestmentByAmount(t *testing.T) {
s := &Strategy{
logger: logrus.NewEntry(logrus.New()),
Market: types.Market{
BaseCurrency: "BTC",
QuoteCurrency: "USDT",
@ -72,6 +77,7 @@ func TestStrategy_checkRequiredInvestmentByAmount(t *testing.T) {
func TestStrategy_calculateQuoteInvestmentQuantity(t *testing.T) {
s := &Strategy{
logger: logrus.NewEntry(logrus.New()),
Market: types.Market{
BaseCurrency: "BTC",
QuoteCurrency: "USDT",