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reduce notify calls

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This commit is contained in:
c9s 2021-05-09 21:14:51 +08:00
parent 3f8f5616d7
commit a98fbeea77
1 changed files with 11 additions and 16 deletions
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27
pkg/strategy/xmaker/strategy.go
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@ -33,7 +33,7 @@ func init() {
type State struct {
HedgePosition fixedpoint.Value `json:"hedgePosition"`
Position *bbgo.Position `json:"position,omitempty"`
Position *bbgo.Position `json:"position,omitempty"`
}
type Strategy struct {
@ -45,8 +45,8 @@ type Strategy struct {
SourceExchange string `json:"sourceExchange"`
MakerExchange string `json:"makerExchange"`
UpdateInterval types.Duration `json:"updateInterval"`
HedgeInterval types.Duration `json:"hedgeInterval"`
UpdateInterval types.Duration `json:"updateInterval"`
HedgeInterval types.Duration `json:"hedgeInterval"`
OrderCancelWaitTime types.Duration `json:"orderCancelWaitTime"`
Margin fixedpoint.Value `json:"margin"`
@ -307,7 +307,7 @@ func (s *Strategy) Hedge(ctx context.Context, pos fixedpoint.Value) {
return
}
s.Notifiability.Notify("submitting hedge order: %s %s %f", s.Symbol, side, quantity.Float64())
s.Notifiability.Notify("Submitting hedge order: %s %s %f", s.Symbol, side, quantity.Float64())
orderExecutor := &bbgo.ExchangeOrderExecutor{Session: s.sourceSession}
returnOrders, err := orderExecutor.SubmitOrders(ctx, types.SubmitOrder{
Symbol: s.Symbol,
@ -351,20 +351,15 @@ func (s *Strategy) handleTradeUpdate(trade types.Trade) {
}
s.Notify("Identified %s trade %d with an existing order: %d", trade.Symbol, trade.ID, trade.OrderID)
log.Infof("identified %s trade %d with an existing order: %d", trade.Symbol, trade.ID, trade.OrderID)
if profit, madeProfit := s.state.Position.AddTrade(trade) ; madeProfit {
if profit, madeProfit := s.state.Position.AddTrade(trade); madeProfit {
s.Notify("%s trade just made profit %f %s", s.Symbol, profit.Float64(), s.state.Position.QuoteCurrency)
} else {
s.Notify("%s trade modified the position average cost to %f %s", s.Symbol, s.state.Position.AverageCost.Float64(), s.state.Position.QuoteCurrency)
s.Notify("%s trade modified the position: average cost = %f %s, base = %f", s.Symbol, s.state.Position.AverageCost.Float64(), s.state.Position.QuoteCurrency, s.state.Position.Base.Float64())
}
s.state.HedgePosition.AtomicAdd(q)
pos := s.state.HedgePosition.AtomicLoad()
log.Warnf("%s position changed: %f", s.Symbol, pos.Float64())
s.Notifiability.Notify("%s position is changed to %f", s.Symbol, pos.Float64())
s.lastPrice = trade.Price
}
@ -446,14 +441,14 @@ func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, se
s.state = &state
log.Infof("state is restored: %+v", s.state)
s.Notify("position is restored => %f", s.state.HedgePosition.Float64())
s.Notify("%s position is restored => %f", s.Symbol, s.state.HedgePosition.Float64())
}
// if position is nil, we need to allocate a new position for calculation
if s.state.Position == nil {
s.state.Position = &bbgo.Position{
Symbol: s.Symbol,
BaseCurrency: s.makerMarket.BaseCurrency,
Symbol: s.Symbol,
BaseCurrency: s.makerMarket.BaseCurrency,
QuoteCurrency: s.makerMarket.QuoteCurrency,
}
}
@ -540,5 +535,5 @@ func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, se
func durationJitter(d time.Duration, jitterInMilliseconds int) time.Duration {
n := rand.Intn(jitterInMilliseconds)
return d + time.Duration(n) * time.Millisecond
return d + time.Duration(n)*time.Millisecond
}