🔧 fix(xalign): enhance cbd comments with start time

Author: dboyliao

pkg/strategy/xalign/alert_cbd.go

@@ -136,12 +136,31 @@ func (m *CriticalBalanceDiscrepancyAlert) ObjectID() string {
 }
 
 func (m *CriticalBalanceDiscrepancyAlert) Comment() *livenote.OptionComment {
+	startTime := time.Now().Add(-m.SustainedDuration)
 	return livenote.Comment(
 		fmt.Sprintf(
-			"%s %s sustained for %s (~= %f %s > %f %s)",
+			"%s %s sustained for %s, starting from %s (~= %f %s > %f %s)",
 			m.BaseCurrency,
 			m.Delta,
 			m.SustainedDuration,
+			startTime.Format(time.RFC3339),
+			m.Amount.Float64(),
+			m.QuoteCurrency,
+			m.AlertAmount.Float64(),
+			m.QuoteCurrency,
+		),
+	)
+}
+
+func (m *CriticalBalanceDiscrepancyAlert) WarnComment() *livenote.OptionComment {
+	startTime := time.Now().Add(-m.SustainedDuration)
+	return livenote.Comment(
+		fmt.Sprintf(
+			"[Critical Balance Warn] %s %s sustained for %s, starting from %s (~= %f %s > %f %s)",
+			m.BaseCurrency,
+			m.Delta,
+			m.SustainedDuration,
+			startTime.Format(time.RFC3339),
 			m.Amount.Float64(),
 			m.QuoteCurrency,
 			m.AlertAmount.Float64(),

pkg/strategy/xalign/strategy.go

@@ -694,29 +694,27 @@ func (s *Strategy) align(ctx context.Context, sessions bbgo.ExchangeSessionMap)
 			}
 
 			if s.WarningDuration > 0 && sustainedDuration >= s.WarningDuration.Duration() {
-				if s.LargeAmountAlert != nil && price.Sign() > 0 {
-					if amount.Compare(s.LargeAmountAlert.Amount) > 0 {
-						cbd := &CriticalBalanceDiscrepancyAlert{
-							Warning:           true,
-							SlackAlert:        s.LargeAmountAlert.Slack,
-							QuoteCurrency:     s.LargeAmountAlert.QuoteCurrency,
-							AlertAmount:       s.LargeAmountAlert.Amount,
-							BaseCurrency:      currency,
-							SustainedDuration: sustainedDuration,
-
-							Side:     s.selectAdjustmentOrderSide(q),
-							Price:    price,
-							Delta:    q,
-							Quantity: quantity,
-							Amount:   amount,
-						}
-						bbgo.PostLiveNote(
-							cbd,
-							livenote.Channel(s.LargeAmountAlert.Slack.Channel),
-							livenote.OneTimeMention(s.LargeAmountAlert.Slack.Mentions...),
-							cbd.Comment(),
-						)
+				if s.LargeAmountAlert != nil && price.Sign() > 0 && amount.Compare(s.LargeAmountAlert.Amount) > 0 {
+					cbd := &CriticalBalanceDiscrepancyAlert{
+						Warning:           true,
+						SlackAlert:        s.LargeAmountAlert.Slack,
+						QuoteCurrency:     s.LargeAmountAlert.QuoteCurrency,
+						AlertAmount:       s.LargeAmountAlert.Amount,
+						BaseCurrency:      currency,
+						SustainedDuration: sustainedDuration,
+
+						Side:     s.selectAdjustmentOrderSide(q),
+						Price:    price,
+						Delta:    q,
+						Quantity: quantity,
+						Amount:   amount,
 					}
+					bbgo.PostLiveNote(
+						cbd,
+						livenote.Channel(s.LargeAmountAlert.Slack.Channel),
+						livenote.OneTimeMention(s.LargeAmountAlert.Slack.Mentions...),
+						cbd.WarnComment(),
+					)
 				}
 			}
 
@@ -725,28 +723,26 @@ func (s *Strategy) align(ctx context.Context, sessions bbgo.ExchangeSessionMap)
 			}
 		}
 
-		if s.LargeAmountAlert != nil && price.Sign() > 0 {
-			if amount.Compare(s.LargeAmountAlert.Amount) > 0 {
-				cbd := &CriticalBalanceDiscrepancyAlert{
-					SlackAlert:        s.LargeAmountAlert.Slack,
-					QuoteCurrency:     s.LargeAmountAlert.QuoteCurrency,
-					AlertAmount:       s.LargeAmountAlert.Amount,
-					BaseCurrency:      currency,
-					SustainedDuration: s.Duration.Duration(),
-
-					Side:     s.selectAdjustmentOrderSide(q),
-					Price:    price,
-					Delta:    q,
-					Quantity: quantity,
-					Amount:   amount,
-				}
-				bbgo.PostLiveNote(
-					cbd,
-					livenote.Channel(s.LargeAmountAlert.Slack.Channel),
-					livenote.OneTimeMention(s.LargeAmountAlert.Slack.Mentions...),
-					cbd.Comment(),
-				)
+		if s.LargeAmountAlert != nil && price.Sign() > 0 && amount.Compare(s.LargeAmountAlert.Amount) > 0 {
+			cbd := &CriticalBalanceDiscrepancyAlert{
+				SlackAlert:        s.LargeAmountAlert.Slack,
+				QuoteCurrency:     s.LargeAmountAlert.QuoteCurrency,
+				AlertAmount:       s.LargeAmountAlert.Amount,
+				BaseCurrency:      currency,
+				SustainedDuration: s.Duration.Duration(),
+
+				Side:     s.selectAdjustmentOrderSide(q),
+				Price:    price,
+				Delta:    q,
+				Quantity: quantity,
+				Amount:   amount,
 			}
+			bbgo.PostLiveNote(
+				cbd,
+				livenote.Channel(s.LargeAmountAlert.Slack.Channel),
+				livenote.OneTimeMention(s.LargeAmountAlert.Slack.Mentions...),
+				cbd.Comment(),
+			)
 		}
 
 		selectedSession, submitOrder := s.selectSessionForCurrency(ctx, sessions, currency, q)