From e55676abab888a859da0e30a2244bfa6847f874c Mon Sep 17 00:00:00 2001
From: c9s <yoanlin93@gmail.com>
Date: Wed, 16 Oct 2024 15:40:50 +0800
Subject: [PATCH] xmaker: add delayHedgeCounterMetrics counter

---
 pkg/strategy/xmaker/metrics.go  |  7 +++++++
 pkg/strategy/xmaker/strategy.go | 22 +++++++++++++++-------
 2 files changed, 22 insertions(+), 7 deletions(-)

diff --git a/pkg/strategy/xmaker/metrics.go b/pkg/strategy/xmaker/metrics.go
index c3a7fde47..bd898e184 100644
--- a/pkg/strategy/xmaker/metrics.go
+++ b/pkg/strategy/xmaker/metrics.go
@@ -2,6 +2,12 @@ package xmaker
 
 import "github.com/prometheus/client_golang/prometheus"
 
+var delayHedgeCounterMetrics = prometheus.NewCounterVec(
+	prometheus.CounterOpts{
+		Name: "xmaker_delay_hedge_counter",
+		Help: "delay hedge counter",
+	}, []string{"strategy_type", "strategy_id", "exchange", "symbol"})
+
 var cancelOrderDurationMetrics = prometheus.NewHistogramVec(
 	prometheus.HistogramOpts{
 		Name:    "xmaker_cancel_order_duration_milliseconds",
@@ -97,5 +103,6 @@ func init() {
 		configMaxExposureMetrics,
 		configBidMarginMetrics,
 		configAskMarginMetrics,
+		delayHedgeCounterMetrics,
 	)
 }
diff --git a/pkg/strategy/xmaker/strategy.go b/pkg/strategy/xmaker/strategy.go
index eaf536801..8afce56ac 100644
--- a/pkg/strategy/xmaker/strategy.go
+++ b/pkg/strategy/xmaker/strategy.go
@@ -1174,14 +1174,22 @@ func (s *Strategy) canDelayHedge(side types.SideType, pos fixedpoint.Value) bool
 
 	signal := s.lastAggregatedSignal.Get()
 
+	if math.Abs(signal) < s.DelayHedgeSignalThreshold {
+		return false
+	}
+
 	// if the signal is strong enough, we can delay the hedge and wait for the next tick
-	if math.Abs(signal) > s.DelayHedgeSignalThreshold {
-		period, ok := s.getPositionHoldingPeriod(time.Now())
-		if ok && (signal > 0 && side == types.SideTypeSell) || (signal < 0 && side == types.SideTypeBuy) {
-			if period < s.MaxDelayHedgeDuration.Duration() {
-				s.logger.Infof("delay hedge enabled, signal %f is strong enough, waiting for the next tick to hedge %s quantity (max period %s)", signal, pos, s.MaxDelayHedgeDuration.Duration().String())
-				return true
-			}
+	period, ok := s.getPositionHoldingPeriod(time.Now())
+	if !ok {
+		return false
+	}
+
+	if (signal > 0 && side == types.SideTypeSell) || (signal < 0 && side == types.SideTypeBuy) {
+		if period < s.MaxDelayHedgeDuration.Duration() {
+			s.logger.Infof("delay hedge enabled, signal %f is strong enough, waiting for the next tick to hedge %s quantity (max period %s)", signal, pos, s.MaxDelayHedgeDuration.Duration().String())
+
+			delayHedgeCounterMetrics.With(s.metricsLabels).Inc()
+			return true
 		}
 	}