xmaker: add counter for split hedging bid > ask

Author: c9s

pkg/strategy/xmaker/metrics.go

@@ -143,6 +143,14 @@ var directionAlignedWeight = prometheus.NewGaugeVec(
 	[]string{"strategy_type", "strategy_id", "exchange", "symbol"},
 )
 
+var splitHedgeBidHigherThanAskCounter = prometheus.NewCounterVec(
+	prometheus.CounterOpts{
+		Name: "xmaker_split_hedge_bid_higher_than_ask_total",
+		Help: "The total number of times the split hedge bid price was higher than the ask price",
+	},
+	[]string{"strategy_type", "strategy_id", "exchange", "symbol"},
+)
+
 func init() {
 	prometheus.MustRegister(
 		openOrderBidExposureInUsdMetrics,
@@ -166,5 +174,6 @@ func init() {
 		divergenceD2,
 		directionMean,
 		directionAlignedWeight,
+		splitHedgeBidHigherThanAskCounter,
 	)
 }

pkg/strategy/xmaker/strategy.go

@@ -309,6 +309,8 @@ type Strategy struct {
 	directionMeanMetrics prometheus.Gauge
 	alignedWeightMetrics prometheus.Gauge
 
+	splitHedgeBidHigherThanAskCounter prometheus.Counter
+
 	simpleHedgeMode bool
 
 	connectorManager *types.ConnectorManager
@@ -458,6 +460,7 @@ func (s *Strategy) Initialize() error {
 	s.d2Metrics = divergenceD2.With(s.metricsLabels)
 	s.directionMeanMetrics = directionMean.With(s.metricsLabels)
 	s.alignedWeightMetrics = directionAlignedWeight.With(s.metricsLabels)
+	s.splitHedgeBidHigherThanAskCounter = splitHedgeBidHigherThanAskCounter.With(s.metricsLabels)
 
 	if s.SignalReverseSideMargin != nil && s.SignalReverseSideMargin.Scale != nil {
 		scale, err := s.SignalReverseSideMargin.Scale.Scale()
@@ -1015,6 +1018,7 @@ func (s *Strategy) updateQuote(ctx context.Context) error {
 		bestBidPrice, bestAskPrice, hasPrice = s.SplitHedge.GetBalanceWeightedQuotePrice()
 		if hasPrice && !bestBidPrice.IsZero() && !bestAskPrice.IsZero() {
 			if bestBidPrice.Compare(bestAskPrice) > 0 {
+				s.splitHedgeBidHigherThanAskCounter.Inc()
 				s.logger.Warnf("split hedge bid price %s is higher than ask price %s, adjust bid price by tick size %s",
 					bestBidPrice.String(), bestAskPrice.String(),
 					s.makerMarket.TickSize)