bbgo_origin/pkg/strategy/xmaker/metrics.go

100 lines
3.1 KiB
Go

package xmaker
import "github.com/prometheus/client_golang/prometheus"
var cancelOrderDurationMetrics = prometheus.NewHistogramVec(
prometheus.HistogramOpts{
Name: "xmaker_cancel_order_duration_milliseconds",
Help: "cancel order duration in milliseconds",
}, []string{"strategy_type", "strategy_id", "exchange", "symbol"})
var makerOrderPlacementDurationMetrics = prometheus.NewHistogramVec(
prometheus.HistogramOpts{
Name: "xmaker_maker_order_placement_duration_milliseconds",
Help: "maker order placement duration in milliseconds",
}, []string{"strategy_type", "strategy_id", "exchange", "symbol"})
var openOrderBidExposureInUsdMetrics = prometheus.NewGaugeVec(
prometheus.GaugeOpts{
Name: "xmaker_open_order_bid_exposure_in_usd",
Help: "",
}, []string{"strategy_type", "strategy_id", "exchange", "symbol"})
var openOrderAskExposureInUsdMetrics = prometheus.NewGaugeVec(
prometheus.GaugeOpts{
Name: "xmaker_open_order_ask_exposure_in_usd",
Help: "",
}, []string{"strategy_type", "strategy_id", "exchange", "symbol"})
var makerBestBidPriceMetrics = prometheus.NewGaugeVec(
prometheus.GaugeOpts{
Name: "xmaker_maker_best_bid_price",
Help: "",
}, []string{"strategy_type", "strategy_id", "exchange", "symbol"})
var makerBestAskPriceMetrics = prometheus.NewGaugeVec(
prometheus.GaugeOpts{
Name: "xmaker_maker_best_ask_price",
Help: "",
}, []string{"strategy_type", "strategy_id", "exchange", "symbol"})
var bidMarginMetrics = prometheus.NewGaugeVec(
prometheus.GaugeOpts{
Name: "xmaker_bid_margin",
Help: "the current bid margin (dynamic)",
}, []string{"strategy_type", "strategy_id", "exchange", "symbol"})
var askMarginMetrics = prometheus.NewGaugeVec(
prometheus.GaugeOpts{
Name: "xmaker_ask_margin",
Help: "the current ask margin (dynamic)",
}, []string{"strategy_type", "strategy_id", "exchange", "symbol"})
var aggregatedSignalMetrics = prometheus.NewGaugeVec(
prometheus.GaugeOpts{
Name: "xmaker_aggregated_signal",
Help: "",
}, []string{"strategy_type", "strategy_id", "exchange", "symbol"})
var configNumOfLayersMetrics = prometheus.NewGaugeVec(
prometheus.GaugeOpts{
Name: "xmaker_config_num_of_layers",
Help: "",
}, []string{"strategy_type", "strategy_id", "symbol"})
var configMaxExposureMetrics = prometheus.NewGaugeVec(
prometheus.GaugeOpts{
Name: "xmaker_config_max_exposure",
Help: "",
}, []string{"strategy_type", "strategy_id", "symbol"})
var configBidMarginMetrics = prometheus.NewGaugeVec(
prometheus.GaugeOpts{
Name: "xmaker_config_bid_margin",
Help: "",
}, []string{"strategy_type", "strategy_id", "symbol"})
var configAskMarginMetrics = prometheus.NewGaugeVec(
prometheus.GaugeOpts{
Name: "xmaker_config_ask_margin",
Help: "",
}, []string{"strategy_type", "strategy_id", "symbol"})
func init() {
prometheus.MustRegister(
openOrderBidExposureInUsdMetrics,
openOrderAskExposureInUsdMetrics,
makerBestBidPriceMetrics,
makerBestAskPriceMetrics,
bidMarginMetrics,
askMarginMetrics,
aggregatedSignalMetrics,
cancelOrderDurationMetrics,
makerOrderPlacementDurationMetrics,
configNumOfLayersMetrics,
configMaxExposureMetrics,
configBidMarginMetrics,
configAskMarginMetrics,
)
}