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all: improve logging

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c9s 2023-03-24 02:09:49 +08:00
parent 209fb102fa
commit f3049de2ba
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3 changed files with 16 additions and 9 deletions
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11
config/xfunding.yaml
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@ -32,9 +32,14 @@ crossExchangeStrategies:
futuresSession: binance_futures futuresSession: binance_futures
symbol: ETHUSDT symbol: ETHUSDT
leverage: 1.0 leverage: 1.0
incrementalQuoteQuantity: 11 incrementalQuoteQuantity: 20
quoteInvestment: 110 quoteInvestment: 50
shortFundingRate: shortFundingRate:
high: 0.000% ## when funding rate is higher than this high value, the strategy will start buying spot and opening a short position
high: 0.001%
## when funding rate is lower than this low value, the strategy will start closing futures position and sell the spot
low: -0.01% low: -0.01%
## reset will reset the spot/futures positions, the transfer stats and the position state.
reset: true reset: true

12
pkg/strategy/xfunding/strategy.go
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@ -349,7 +349,7 @@ func (s *Strategy) CrossRun(ctx context.Context, orderExecutionRouter bbgo.Order
case <-ticker.C: case <-ticker.C:
s.queryAndDetectPremiumIndex(ctx, binanceFutures) s.queryAndDetectPremiumIndex(ctx, binanceFutures)
s.sync(ctx)
} }
} }
}() }()
@ -370,13 +370,11 @@ func (s *Strategy) queryAndDetectPremiumIndex(ctx context.Context, binanceFuture
return return
} }
log.Infof("premiumIndex: %+v", premiumIndex) log.Info(premiumIndex)
if changed := s.detectPremiumIndex(premiumIndex); changed { if changed := s.detectPremiumIndex(premiumIndex); changed {
log.Infof("position state changed: %s %s", s.positionType, s.State.PositionState.String()) log.Infof("position state changed to -> %s %s", s.positionType, s.State.PositionState.String())
} }
s.sync(ctx)
} }
func (s *Strategy) sync(ctx context.Context) { func (s *Strategy) sync(ctx context.Context) {
@ -548,6 +546,8 @@ func (s *Strategy) increaseSpotPosition(ctx context.Context) {
if s.State.UsedQuoteInvestment.Compare(s.QuoteInvestment) >= 0 { if s.State.UsedQuoteInvestment.Compare(s.QuoteInvestment) >= 0 {
// stop increase the position // stop increase the position
s.State.PositionState = PositionReady s.State.PositionState = PositionReady
s.startClosingPosition()
return return
} }
@ -642,6 +642,7 @@ func (s *Strategy) startOpeningPosition(pt types.PositionType, t time.Time) {
return return
} }
log.Infof("startOpeningPosition")
s.State.PositionState = PositionOpening s.State.PositionState = PositionOpening
s.positionType = pt s.positionType = pt
@ -657,6 +658,7 @@ func (s *Strategy) startClosingPosition() {
return return
} }
log.Infof("startClosingPosition")
s.State.PositionState = PositionClosing s.State.PositionState = PositionClosing
// reset the transfer stats // reset the transfer stats

2
pkg/types/premiumindex.go
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@ -16,5 +16,5 @@ type PremiumIndex struct {
} }
func (i *PremiumIndex) String() string { func (i *PremiumIndex) String() string {
return fmt.Sprintf("%s %s %s %s NEXT: %s", i.Symbol, i.MarkPrice.String(), i.LastFundingRate.Percentage(), i.Time, i.NextFundingTime) return fmt.Sprintf("PremiumIndex | %s | %.4f | %s | %s | NEXT FUNDING TIME: %s", i.Symbol, i.MarkPrice.Float64(), i.LastFundingRate.Percentage(), i.Time, i.NextFundingTime)
} }