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xmaker: add more logs
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c9s committed Aug 30, 2024
1 parent cc820d3 commit 7c4b3e8
Showing 1 changed file with 6 additions and 2 deletions.
8 changes: 6 additions & 2 deletions pkg/strategy/xmaker/strategy.go
Original file line number Diff line number Diff line change
Expand Up @@ -265,7 +265,7 @@ func (s *Strategy) applySignalMargin(ctx context.Context, quote *Quote) error {
return err
}

s.logger.Infof("final signal: %f", signal)
s.logger.Infof("aggregated signal: %f", signal)

scale, err := s.SignalMarginScale.Scale()
if err != nil {
Expand All @@ -274,19 +274,23 @@ func (s *Strategy) applySignalMargin(ctx context.Context, quote *Quote) error {

margin := scale.Call(signal)

s.logger.Infof("signalMargin: %f", margin)
s.logger.Infof("signal margin: %f", margin)

marginFp := fixedpoint.NewFromFloat(margin)
if signal < 0.0 {
quote.BidMargin = quote.BidMargin.Add(marginFp)
if signal <= -2.0 {
// quote.BidMargin = fixedpoint.Zero
}

s.logger.Infof("adjusted bid margin: %f", quote.BidMargin.Float64())
} else if signal > 0.0 {
quote.AskMargin = quote.AskMargin.Add(marginFp)
if signal >= 2.0 {
// quote.AskMargin = fixedpoint.Zero
}

s.logger.Infof("adjusted ask margin: %f", quote.AskMargin.Float64())
}

return nil
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