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xmaker: add more helpful messages

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This commit is contained in:
c9s 2021-05-09 18:55:56 +08:00
parent dc282182a5
commit b343ecad61
1 changed files with 12 additions and 5 deletions
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17
pkg/strategy/xmaker/strategy.go
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@ -50,6 +50,7 @@ type Strategy struct {
UpdateInterval types.Duration `json:"updateInterval"`
HedgeInterval types.Duration `json:"hedgeInterval"`
OrderCancelWaitTime types.Duration `json:"orderCancelWaitTime"`
Margin fixedpoint.Value `json:"margin"`
BidMargin fixedpoint.Value `json:"bidMargin"`
@ -103,10 +104,15 @@ func (s *Strategy) updateQuote(ctx context.Context) {
}
// avoid unlock issue
time.Sleep(500 * time.Millisecond)
if s.OrderCancelWaitTime > 0 {
time.Sleep(s.OrderCancelWaitTime.Duration())
} else {
// use the default wait time
time.Sleep(500 * time.Millisecond)
}
if s.activeMakerOrders.NumOfAsks() > 0 || s.activeMakerOrders.NumOfBids() > 0 {
log.Warn("there are orders not canceled, skipping placing maker orders")
log.Warnf("there are some %s orders not canceled, skipping placing maker orders", s.Symbol)
return
}
@ -116,13 +122,13 @@ func (s *Strategy) updateQuote(ctx context.Context) {
}
if valid, err := sourceBook.IsValid(); !valid {
log.WithError(err).Errorf("invalid order book: %v", err)
log.WithError(err).Errorf("%s invalid order book: %v", s.Symbol, err)
return
}
bestBidPrice := sourceBook.Bids[0].Price
bestAskPrice := sourceBook.Asks[0].Price
log.Infof("best bid price %f, best ask price: %f", bestBidPrice.Float64(), bestAskPrice.Float64())
log.Infof("%s best bid price %f, best ask price: %f", s.Symbol, bestBidPrice.Float64(), bestAskPrice.Float64())
bidQuantity := s.Quantity
bidPrice := bestBidPrice.MulFloat64(1.0 - s.BidMargin.Float64())
@ -130,7 +136,7 @@ func (s *Strategy) updateQuote(ctx context.Context) {
askQuantity := s.Quantity
askPrice := bestAskPrice.MulFloat64(1.0 + s.AskMargin.Float64())
log.Infof("quote bid price: %f ask price: %f", bidPrice.Float64(), askPrice.Float64())
log.Infof("%s quote bid price: %f ask price: %f", s.Symbol, bidPrice.Float64(), askPrice.Float64())
var disableMakerBid = false
var disableMakerAsk = false
@ -502,6 +508,7 @@ func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, se
for {
orders := s.activeMakerOrders.Orders()
if len(orders) == 0 {
log.Info("all orders are cancelled successfully")
break
}