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FEATURE: [xmaker] custom hedge method support #2061

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Merged
merged 11 commits into from
Jun 11, 2025
Merged

FEATURE: [xmaker] custom hedge method support #2061

merged 11 commits into from
Jun 11, 2025

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c9s
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@c9s c9s commented Jun 5, 2025 •
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- xmaker: &xmaker-config
    symbol: BTCTWD
    sourceSymbol: BTCUSDT
    sourceExchange: binance
    makerExchange: max

    useSandbox: true

    syntheticHedge:
      enabled: true
      source:
        symbol: "binance.BTCUSDT"
        depthInQuote: 10_000.0
        hedgeMethod: "counterparty"
        hedgeMethodCounterparty:
          priceLevel: 1
      fiat:
        symbol: "max.USDTTWD"
        depth: 10_000.0
        hedgeMethod: "market"
        hedgeMethodMarket:
          maxOrderQuantity: 10_0000.0

Base automatically changed from c9s/xmaker/fiat-synthetic-hedge to main June 5, 2025 09:20
@c9s c9s force-pushed the c9s/xmaker/fiat-synthetic-hedge-3 branch 2 times, most recently from 6ea989b to 84becc5 Compare June 6, 2025 11:27
@narumiruna narumiruna requested a review from Copilot June 11, 2025 06:22
Copilot
Copilot AI reviewed Jun 11, 2025
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Pull Request Overview

Adds support for configurable hedging methods in the xmaker strategy by introducing a new HedgeMarket and executor system, refactors orderbook depth handling, and aligns mock interfaces.

  • Refactored DepthBook to accept dynamic depths and updated related calls.
  • Introduced HedgeMarketConfig with HedgeExecutor implementations for market and counterparty methods.
  • Updated mocks to consistently name context parameters and added a new ExchangeExtended interface.

Reviewed Changes

Copilot reviewed 15 out of 15 changed files in this pull request and generated 1 comment.

Show a summary per file
File Description
pkg/types/sliceorderbook.go Reordered SliceOrderBook fields (Asks before Bids)
pkg/types/orderbook.go Removed stored Depth, updated NewDepthBook and methods
pkg/types/mocks/* Renamed mock methods to use ctx, symbol, options, etc.
pkg/types/exchange.go Added ExchangeExtended interface and formatted signatures
pkg/strategy/xmaker/synthetichedge.go Refactored SyntheticHedge to use HedgeMarketConfig
pkg/strategy/xmaker/positionexposure.go Extracted PositionExposure type into its own file
pkg/strategy/xmaker/strategy.go Updated calls to GetQuotePrices and NewDepthBook
pkg/strategy/xmaker/hedgemarket.go Implemented HedgeMarket, executors, and helper functions
pkg/strategy/xmaker/positionexposure_test.go Added tests for PositionExposure
pkg/strategy/xmaker/hedgemarket_test.go Maintained tests for hedging logic with new API
Comments suppressed due to low confidence (1)

pkg/strategy/xmaker/positionexposure.go:22

  • The code calls log.Infof, but log is not imported. Add an import for your logger (e.g., github.com/sirupsen/logrus aliased as log) or qualify the package.
log.Infof(

@c9s c9s force-pushed the c9s/xmaker/fiat-synthetic-hedge-3 branch from a0abef3 to f4b3060 Compare June 11, 2025 09:33
@c9s c9s force-pushed the c9s/xmaker/fiat-synthetic-hedge-3 branch from f4b3060 to a78afec Compare June 11, 2025 10:03
@c9s c9s enabled auto-merge June 11, 2025 10:05
@c9s c9s merged commit 36ea0f9 into main Jun 11, 2025
2 checks passed
@c9s c9s deleted the c9s/xmaker/fiat-synthetic-hedge-3 branch June 11, 2025 10:14
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Reviewers

Copilot code review Copilot Copilot left review comments

@kbearXD kbearXD kbearXD approved these changes

@ycdesu ycdesu Awaiting requested review from ycdesu

@gx578007 gx578007 Awaiting requested review from gx578007

@bailantaotao bailantaotao Awaiting requested review from bailantaotao

+1 more reviewer

@narumiruna narumiruna narumiruna approved these changes

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3 participants
@c9s @kbearXD @narumiruna