From c0573210b31b0c08711d9396b3a3d10a3670539b Mon Sep 17 00:00:00 2001
From: c9s <yoanlin93@gmail.com>
Date: Sat, 3 Dec 2022 14:58:53 +0800
Subject: [PATCH] grid2: log grid info

---
 config/grid2-max.yaml          | 6 +++---
 pkg/strategy/grid2/grid.go     | 5 +++++
 pkg/strategy/grid2/strategy.go | 8 ++++++--
 3 files changed, 14 insertions(+), 5 deletions(-)

diff --git a/config/grid2-max.yaml b/config/grid2-max.yaml
index fb5416da9..224c09f12 100644
--- a/config/grid2-max.yaml
+++ b/config/grid2-max.yaml
@@ -23,9 +23,9 @@ exchangeStrategies:
 - on: max
   grid2:
     symbol: BTCUSDT
-    upperPrice: 20_000.0
-    lowerPrice: 10_000.0
-    gridNumber: 50
+    upperPrice: 18_000.0
+    lowerPrice: 12_000.0
+    gridNumber: 100
 
     ## profitSpread is the profit spread of the arbitrage order (sell order)
     ## greater the profitSpread, greater the profit you make when the sell order is filled.
diff --git a/pkg/strategy/grid2/grid.go b/pkg/strategy/grid2/grid.go
index b2939e223..c533e7421 100644
--- a/pkg/strategy/grid2/grid.go
+++ b/pkg/strategy/grid2/grid.go
@@ -1,6 +1,7 @@
 package grid2
 
 import (
+	"fmt"
 	"math"
 	"sort"
 
@@ -185,3 +186,7 @@ func (g *Grid) addPins(pins []Pin) {
 func (g *Grid) updatePinsCache() {
 	g.pinsCache = buildPinCache(g.Pins)
 }
+
+func (g *Grid) String() string {
+	return fmt.Sprintf("grid: priceRange: %f <=> %f size: %f spread: %f", g.LowerPrice.Float64(), g.UpperPrice.Float64(), g.Size.Float64(), g.Spread.Float64())
+}
diff --git a/pkg/strategy/grid2/strategy.go b/pkg/strategy/grid2/strategy.go
index 7ac8bf1bd..be15a8463 100644
--- a/pkg/strategy/grid2/strategy.go
+++ b/pkg/strategy/grid2/strategy.go
@@ -126,6 +126,8 @@ func (s *Strategy) InstanceID() string {
 }
 
 func (s *Strategy) handleOrderFilled(o types.Order) {
+	s.logger.Infof("order filled: %s", o.String())
+
 	// check order fee
 	newSide := types.SideTypeSell
 	newPrice := o.Price
@@ -196,6 +198,8 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 	s.grid = NewGrid(s.LowerPrice, s.UpperPrice, fixedpoint.NewFromInt(s.GridNum), s.Market.TickSize)
 	s.grid.CalculateArithmeticPins()
 
+	s.logger.Info(s.grid.String())
+
 	bbgo.OnShutdown(ctx, func(ctx context.Context, wg *sync.WaitGroup) {
 		defer wg.Done()
 
@@ -407,9 +411,9 @@ func (s *Strategy) calculateQuoteBaseInvestmentQuantity(quoteInvestment, baseInv
 		maxNumberOfSellOrders--
 		maxBaseQuantity = baseInvestment.Div(fixedpoint.NewFromInt(int64(maxNumberOfSellOrders)))
 	}
-	s.logger.Infof("grid %s base investment sell orders: %d", s.Symbol, maxNumberOfSellOrders)
+	s.logger.Infof("grid base investment sell orders: %d", maxNumberOfSellOrders)
 	if maxNumberOfSellOrders > 0 {
-		s.logger.Infof("grid %s base investment quantity range: %f <=> %f", s.Symbol, minBaseQuantity.Float64(), maxBaseQuantity.Float64())
+		s.logger.Infof("grid base investment quantity range: %f <=> %f", minBaseQuantity.Float64(), maxBaseQuantity.Float64())
 	}
 
 	buyPlacedPrice := fixedpoint.Zero