bbgo_origin/pkg/strategy/grid2/metrics.go

213 lines
5.1 KiB
Go

package grid2
import (
"github.com/prometheus/client_golang/prometheus"
)
var (
metricsGridNum *prometheus.GaugeVec
metricsGridNumOfOrders *prometheus.GaugeVec
metricsGridNumOfOrdersWithCorrectPrice *prometheus.GaugeVec
metricsGridNumOfMissingOrders *prometheus.GaugeVec
metricsGridNumOfMissingOrdersWithCorrectPrice *prometheus.GaugeVec
metricsGridOrderPrices *prometheus.GaugeVec
metricsGridProfit *prometheus.GaugeVec
metricsGridUpperPrice *prometheus.GaugeVec
metricsGridLowerPrice *prometheus.GaugeVec
metricsGridQuoteInvestment *prometheus.GaugeVec
metricsGridBaseInvestment *prometheus.GaugeVec
metricsGridFilledOrderPrice *prometheus.GaugeVec
)
func labelKeys(labels prometheus.Labels) []string {
var keys []string
for k := range labels {
keys = append(keys, k)
}
return keys
}
func mergeLabels(a, b prometheus.Labels) prometheus.Labels {
labels := prometheus.Labels{}
for k, v := range a {
labels[k] = v
}
for k, v := range b {
labels[k] = v
}
return labels
}
func initMetrics(extendedLabels []string) {
if metricsGridNum != nil {
return
}
metricsGridNum = prometheus.NewGaugeVec(
prometheus.GaugeOpts{
Name: "bbgo_grid2_num",
Help: "number of grids",
},
append([]string{
"exchange", // exchange name
"symbol", // symbol of the market
}, extendedLabels...),
)
metricsGridNumOfOrders = prometheus.NewGaugeVec(
prometheus.GaugeOpts{
Name: "bbgo_grid2_num_of_orders",
Help: "number of orders",
},
append([]string{
"exchange", // exchange name
"symbol", // symbol of the market
}, extendedLabels...),
)
metricsGridNumOfOrdersWithCorrectPrice = prometheus.NewGaugeVec(
prometheus.GaugeOpts{
Name: "bbgo_grid2_num_of_correct_price_orders",
Help: "number of orders with correct grid prices",
},
append([]string{
"exchange", // exchange name
"symbol", // symbol of the market
}, extendedLabels...),
)
metricsGridNumOfMissingOrders = prometheus.NewGaugeVec(
prometheus.GaugeOpts{
Name: "bbgo_grid2_num_of_missing_orders",
Help: "number of missing orders",
},
append([]string{
"exchange", // exchange name
"symbol", // symbol of the market
}, extendedLabels...),
)
metricsGridNumOfMissingOrdersWithCorrectPrice = prometheus.NewGaugeVec(
prometheus.GaugeOpts{
Name: "bbgo_grid2_num_of_missing_correct_price_orders",
Help: "number of missing orders with correct prices",
},
append([]string{
"exchange", // exchange name
"symbol", // symbol of the market
}, extendedLabels...),
)
metricsGridOrderPrices = prometheus.NewGaugeVec(
prometheus.GaugeOpts{
Name: "bbgo_grid2_order_prices",
Help: "order prices",
},
append([]string{
"exchange", // exchange name
"symbol", // symbol of the market
"ith",
"side",
}, extendedLabels...),
)
metricsGridProfit = prometheus.NewGaugeVec(
prometheus.GaugeOpts{
Name: "bbgo_grid2_profit",
Help: "realized grid profit",
},
append([]string{
"exchange", // exchange name
"symbol", // symbol of the market
}, extendedLabels...),
)
metricsGridUpperPrice = prometheus.NewGaugeVec(
prometheus.GaugeOpts{
Name: "bbgo_grid2_upper_price",
Help: "the upper price of grid",
},
append([]string{
"exchange", // exchange name
"symbol", // symbol of the market
}, extendedLabels...),
)
metricsGridLowerPrice = prometheus.NewGaugeVec(
prometheus.GaugeOpts{
Name: "bbgo_grid2_lower_price",
Help: "the lower price of grid",
},
append([]string{
"exchange", // exchange name
"symbol", // symbol of the market
}, extendedLabels...),
)
metricsGridQuoteInvestment = prometheus.NewGaugeVec(
prometheus.GaugeOpts{
Name: "bbgo_grid2_quote_investment",
Help: "the quote investment of grid",
},
append([]string{
"exchange", // exchange name
"symbol", // symbol of the market
}, extendedLabels...),
)
metricsGridBaseInvestment = prometheus.NewGaugeVec(
prometheus.GaugeOpts{
Name: "bbgo_grid2_base_investment",
Help: "the base investment of grid",
},
append([]string{
"exchange", // exchange name
"symbol", // symbol of the market
}, extendedLabels...),
)
metricsGridFilledOrderPrice = prometheus.NewGaugeVec(
prometheus.GaugeOpts{
Name: "bbgo_grid2_filled_order_price",
Help: "the price of filled grid order",
},
append([]string{
"exchange", // exchange name
"symbol", // symbol of the market
"side",
}, extendedLabels...),
)
}
var metricsRegistered = false
func registerMetrics() {
if metricsRegistered {
return
}
if metricsGridNum == nil {
// default setup
initMetrics(nil)
}
prometheus.MustRegister(
metricsGridNum,
metricsGridNumOfOrders,
metricsGridNumOfOrdersWithCorrectPrice,
metricsGridNumOfMissingOrders,
metricsGridNumOfMissingOrdersWithCorrectPrice,
metricsGridProfit,
metricsGridOrderPrices,
metricsGridLowerPrice,
metricsGridUpperPrice,
metricsGridQuoteInvestment,
metricsGridBaseInvestment,
metricsGridFilledOrderPrice,
)
metricsRegistered = true
}