FEAT: [metrics] add prometheus metrics on maker market for xdepthmaker #1948
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| @@ -44,6 +44,9 @@ var makerBestAskPriceMetrics = prometheus.NewGaugeVec( | |||
| }, []string{"strategy_type", "strategy_id", "exchange", "symbol"}) | |||
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| func UpdateMakerOpenOrderMetrics(strategyType, strategyId, exchangeName, symbol string, submitOrders []types.SubmitOrder) { | |||
| if len(submitOrders) == 0 { | |||
| return | |||
| } | |||
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when submitOrders = 0, we should reset metrics?
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I add this as an extra protection.
There is an early return at line 1212 in strategy.go.
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Since we do not reset metrics before, I don't feel like we need to reset metrics here.
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I see.
Working on it.
pkg/strategy/xdepthmaker/metrics.go
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| var openOrdersCountMetrics = prometheus.NewGaugeVec( | ||
| prometheus.GaugeOpts{ | ||
| Name: "bbgo_xdepthmaker_market_open_order_count", |
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can be just "bbgo_xdepthmaker_open_order_count"?
pkg/strategy/xdepthmaker/metrics.go
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| var openOrderExposureInUsdtMetrics = prometheus.NewGaugeVec( | ||
| prometheus.GaugeOpts{ | ||
| Name: "bbgo_xdepthmaker_inrange_open_order_exposure_in_usdt", |
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call it liquidity ?
bbgo_xdepthmaker_liquidity
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I rename it into bbgo_xdepthmaker_depth_in_usd.
It feels like a proper naming to me.
pkg/strategy/xdepthmaker/strategy.go
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| }) | ||
| s.makerBook = types.NewStreamBook(s.Symbol, s.makerSession.ExchangeName) | ||
| s.makerBook.BindStream(makerMarketStream) | ||
| s.makerBook.OnUpdate(func(_ types.SliceOrderBook) { |
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you can pull this closure out to a method of "Strategy"
something like: s.makerBook.OnUpdate(s.handleMakerBookUpdate)
…ate handler function
…lated metrics for clarity. Handle metric updates with 0 submit orders.
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