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109 lines
3.5 KiB
Go
109 lines
3.5 KiB
Go
package xmaker
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import "github.com/prometheus/client_golang/prometheus"
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var delayHedgeCounterMetrics = prometheus.NewCounterVec(
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prometheus.CounterOpts{
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Name: "xmaker_delay_hedge_counter",
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Help: "delay hedge counter",
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}, []string{"strategy_type", "strategy_id", "exchange", "symbol"})
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var cancelOrderDurationMetrics = prometheus.NewHistogramVec(
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prometheus.HistogramOpts{
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Name: "xmaker_cancel_order_duration_milliseconds",
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Help: "cancel order duration in milliseconds",
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Buckets: prometheus.ExponentialBuckets(50, 2.0, 13),
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}, []string{"strategy_type", "strategy_id", "exchange", "symbol"})
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var makerOrderPlacementDurationMetrics = prometheus.NewHistogramVec(
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prometheus.HistogramOpts{
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Name: "xmaker_maker_order_placement_duration_milliseconds",
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Help: "maker order placement duration in milliseconds",
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Buckets: prometheus.ExponentialBuckets(50, 2.0, 13),
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}, []string{"strategy_type", "strategy_id", "exchange", "symbol"})
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var openOrderBidExposureInUsdMetrics = prometheus.NewGaugeVec(
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prometheus.GaugeOpts{
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Name: "xmaker_open_order_bid_exposure_in_usd",
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Help: "",
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}, []string{"strategy_type", "strategy_id", "exchange", "symbol"})
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var openOrderAskExposureInUsdMetrics = prometheus.NewGaugeVec(
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prometheus.GaugeOpts{
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Name: "xmaker_open_order_ask_exposure_in_usd",
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Help: "",
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}, []string{"strategy_type", "strategy_id", "exchange", "symbol"})
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var makerBestBidPriceMetrics = prometheus.NewGaugeVec(
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prometheus.GaugeOpts{
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Name: "xmaker_maker_best_bid_price",
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Help: "",
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}, []string{"strategy_type", "strategy_id", "exchange", "symbol"})
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var makerBestAskPriceMetrics = prometheus.NewGaugeVec(
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prometheus.GaugeOpts{
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Name: "xmaker_maker_best_ask_price",
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Help: "",
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}, []string{"strategy_type", "strategy_id", "exchange", "symbol"})
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var bidMarginMetrics = prometheus.NewGaugeVec(
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prometheus.GaugeOpts{
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Name: "xmaker_bid_margin",
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Help: "the current bid margin (dynamic)",
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}, []string{"strategy_type", "strategy_id", "exchange", "symbol"})
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var askMarginMetrics = prometheus.NewGaugeVec(
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prometheus.GaugeOpts{
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Name: "xmaker_ask_margin",
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Help: "the current ask margin (dynamic)",
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}, []string{"strategy_type", "strategy_id", "exchange", "symbol"})
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var aggregatedSignalMetrics = prometheus.NewGaugeVec(
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prometheus.GaugeOpts{
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Name: "xmaker_aggregated_signal",
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Help: "",
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}, []string{"strategy_type", "strategy_id", "exchange", "symbol"})
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var configNumOfLayersMetrics = prometheus.NewGaugeVec(
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prometheus.GaugeOpts{
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Name: "xmaker_config_num_of_layers",
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Help: "",
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}, []string{"strategy_type", "strategy_id", "symbol"})
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var configMaxExposureMetrics = prometheus.NewGaugeVec(
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prometheus.GaugeOpts{
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Name: "xmaker_config_max_exposure",
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Help: "",
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}, []string{"strategy_type", "strategy_id", "symbol"})
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var configBidMarginMetrics = prometheus.NewGaugeVec(
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prometheus.GaugeOpts{
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Name: "xmaker_config_bid_margin",
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Help: "",
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}, []string{"strategy_type", "strategy_id", "symbol"})
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var configAskMarginMetrics = prometheus.NewGaugeVec(
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prometheus.GaugeOpts{
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Name: "xmaker_config_ask_margin",
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Help: "",
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}, []string{"strategy_type", "strategy_id", "symbol"})
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func init() {
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prometheus.MustRegister(
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openOrderBidExposureInUsdMetrics,
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openOrderAskExposureInUsdMetrics,
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makerBestBidPriceMetrics,
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makerBestAskPriceMetrics,
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bidMarginMetrics,
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askMarginMetrics,
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aggregatedSignalMetrics,
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cancelOrderDurationMetrics,
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makerOrderPlacementDurationMetrics,
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configNumOfLayersMetrics,
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configMaxExposureMetrics,
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configBidMarginMetrics,
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configAskMarginMetrics,
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delayHedgeCounterMetrics,
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)
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}
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