xmaker: reuse makerMarket field

pkg/strategy/xmaker/strategy.go

@@ -119,6 +119,8 @@ type Strategy struct {
 	// MaxExposurePosition defines the unhedged quantity of stop
 	MaxExposurePosition fixedpoint.Value `json:"maxExposurePosition"`
 
+	MaxHedgeAccountLeverage fixedpoint.Value `json:"maxHedgeAccountLeverage"`
+
 	DisableHedge bool `json:"disableHedge"`
 
 	NotifyTrade bool `json:"notifyTrade"`
@@ -479,6 +481,7 @@ func (s *Strategy) updateQuote(ctx context.Context) {
 			makerQuota.BaseAsset.Add(b.Available)
 		} else {
 			disableMakerAsk = true
+			s.logger.Infof("%s maker ask disabled: insufficient base balance %s", s.Symbol, b.String())
 		}
 	}
 
@@ -487,6 +490,7 @@ func (s *Strategy) updateQuote(ctx context.Context) {
 			makerQuota.QuoteAsset.Add(b.Available)
 		} else {
 			disableMakerBid = true
+			s.logger.Infof("%s maker bid disabled: insufficient quote balance %s", s.Symbol, b.String())
 		}
 	}
 
@@ -532,10 +536,9 @@ func (s *Strategy) updateQuote(ctx context.Context) {
 				// calculate credit buffer
 				s.logger.Infof("hedge account net value in usd: %f", netValueInUsd.Float64())
 
-				maximumHedgeAccountLeverage := fixedpoint.NewFromFloat(1.2)
-				maximumValueInUsd := netValueInUsd.Mul(maximumHedgeAccountLeverage)
+				maximumValueInUsd := netValueInUsd.Mul(s.MaxHedgeAccountLeverage)
 
-				s.logger.Infof("hedge account maximum leveraged value in usd: %f", maximumValueInUsd.Float64())
+				s.logger.Infof("hedge account maximum leveraged value in usd: %f (%f x)", maximumValueInUsd.Float64(), s.MaxHedgeAccountLeverage.Float64())
 
 				if quote, ok := hedgeAccount.Balance(s.sourceMarket.QuoteCurrency); ok {
 					debt := quote.Debt()
@@ -562,7 +565,6 @@ func (s *Strategy) updateQuote(ctx context.Context) {
 				}
 			}
 		}
-
 	} else {
 		if b, ok := hedgeBalances[s.sourceMarket.BaseCurrency]; ok {
 			// to make bid orders, we need enough base asset in the foreign exchange,
@@ -572,13 +574,13 @@ func (s *Strategy) updateQuote(ctx context.Context) {
 				if b.Available.Compare(minAvailable) > 0 {
 					hedgeQuota.BaseAsset.Add(b.Available.Sub(minAvailable))
 				} else {
-					s.logger.Warnf("%s maker bid disabled: insufficient base balance %s", s.Symbol, b.String())
+					s.logger.Warnf("%s maker bid disabled: insufficient hedge base balance %s", s.Symbol, b.String())
 					disableMakerBid = true
 				}
 			} else if b.Available.Compare(s.sourceMarket.MinQuantity) > 0 {
 				hedgeQuota.BaseAsset.Add(b.Available)
 			} else {
-				s.logger.Warnf("%s maker bid disabled: insufficient base balance %s", s.Symbol, b.String())
+				s.logger.Warnf("%s maker bid disabled: insufficient hedge base balance %s", s.Symbol, b.String())
 				disableMakerBid = true
 			}
 		}
@@ -591,17 +593,16 @@ func (s *Strategy) updateQuote(ctx context.Context) {
 				if b.Available.Compare(minAvailable) > 0 {
 					hedgeQuota.QuoteAsset.Add(b.Available.Sub(minAvailable))
 				} else {
-					s.logger.Warnf("%s maker ask disabled: insufficient quote balance %s", s.Symbol, b.String())
+					s.logger.Warnf("%s maker ask disabled: insufficient hedge quote balance %s", s.Symbol, b.String())
 					disableMakerAsk = true
 				}
 			} else if b.Available.Compare(s.sourceMarket.MinNotional) > 0 {
 				hedgeQuota.QuoteAsset.Add(b.Available)
 			} else {
-				s.logger.Warnf("%s maker ask disabled: insufficient quote balance %s", s.Symbol, b.String())
+				s.logger.Warnf("%s maker ask disabled: insufficient hedge quote balance %s", s.Symbol, b.String())
 				disableMakerAsk = true
 			}
 		}
-
 	}
 
 	// if max exposure position is configured, we should not:
@@ -1037,6 +1038,10 @@ func (s *Strategy) Defaults() error {
 		s.MinMarginLevel = fixedpoint.NewFromFloat(3.0)
 	}
 
+	if s.MaxHedgeAccountLeverage.IsZero() {
+		s.MaxHedgeAccountLeverage = fixedpoint.NewFromFloat(1.2)
+	}
+
 	if s.BidMargin.IsZero() {
 		if !s.Margin.IsZero() {
 			s.BidMargin = s.Margin
@@ -1295,9 +1300,8 @@ func (s *Strategy) CrossRun(
 			return errors.New("tradesSince time can not be zero")
 		}
 
-		makerMarket, _ := makerSession.Market(s.Symbol)
-		position := types.NewPositionFromMarket(makerMarket)
-		profitStats := types.NewProfitStats(makerMarket)
+		position := types.NewPositionFromMarket(s.makerMarket)
+		profitStats := types.NewProfitStats(s.makerMarket)
 
 		fixer := common.NewProfitFixer()
 		// fixer.ConverterManager = s.ConverterManager
@@ -1312,7 +1316,7 @@ func (s *Strategy) CrossRun(
 			fixer.AddExchange(sourceSession.Name, ss)
 		}
 
-		if err2 := fixer.Fix(ctx, makerMarket.Symbol,
+		if err2 := fixer.Fix(ctx, s.makerMarket.Symbol,
 			s.ProfitFixerConfig.TradesSince.Time(),
 			time.Now(),
 			profitStats,