xmaker: add metrics for weighted quote price

Author: c9s

pkg/strategy/xmaker/metrics.go

@@ -151,6 +151,22 @@ var splitHedgeBidHigherThanAskCounter = prometheus.NewCounterVec(
 	[]string{"strategy_type", "strategy_id", "exchange", "symbol"},
 )
 
+var splitHedgeWeightedBidPriceMetrics = prometheus.NewGaugeVec(
+	prometheus.GaugeOpts{
+		Name: "xmaker_split_hedge_weighted_bid_price",
+		Help: "The weighted bid price calculated by split hedge",
+	},
+	[]string{"strategy_type", "strategy_id", "exchange", "symbol"},
+)
+
+var splitHedgeWeightedAskPriceMetrics = prometheus.NewGaugeVec(
+	prometheus.GaugeOpts{
+		Name: "xmaker_split_hedge_weighted_ask_price",
+		Help: "The weighted ask price calculated by split hedge",
+	},
+	[]string{"strategy_type", "strategy_id", "exchange", "symbol"},
+)
+
 func init() {
 	prometheus.MustRegister(
 		openOrderBidExposureInUsdMetrics,
@@ -175,5 +191,7 @@ func init() {
 		directionMean,
 		directionAlignedWeight,
 		splitHedgeBidHigherThanAskCounter,
+		splitHedgeWeightedBidPriceMetrics,
+		splitHedgeWeightedAskPriceMetrics,
 	)
 }

pkg/strategy/xmaker/strategy.go

@@ -310,6 +310,8 @@ type Strategy struct {
 	alignedWeightMetrics prometheus.Gauge
 
 	splitHedgeBidHigherThanAskCounter prometheus.Counter
+	splitHedgeWeightedBidPrice        prometheus.Gauge
+	splitHedgeWeightedAskPrice        prometheus.Gauge
 
 	simpleHedgeMode bool
 
@@ -461,6 +463,8 @@ func (s *Strategy) Initialize() error {
 	s.directionMeanMetrics = directionMean.With(s.metricsLabels)
 	s.alignedWeightMetrics = directionAlignedWeight.With(s.metricsLabels)
 	s.splitHedgeBidHigherThanAskCounter = splitHedgeBidHigherThanAskCounter.With(s.metricsLabels)
+	s.splitHedgeWeightedBidPrice = splitHedgeWeightedBidPriceMetrics.With(s.metricsLabels)
+	s.splitHedgeWeightedAskPrice = splitHedgeWeightedAskPriceMetrics.With(s.metricsLabels)
 
 	if s.SignalReverseSideMargin != nil && s.SignalReverseSideMargin.Scale != nil {
 		scale, err := s.SignalReverseSideMargin.Scale.Scale()
@@ -1017,6 +1021,9 @@ func (s *Strategy) updateQuote(ctx context.Context) error {
 		hasPrice := false
 		bestBidPrice, bestAskPrice, hasPrice = s.SplitHedge.GetBalanceWeightedQuotePrice()
 		if hasPrice && !bestBidPrice.IsZero() && !bestAskPrice.IsZero() {
+			s.splitHedgeWeightedBidPrice.Set(bestBidPrice.Float64())
+			s.splitHedgeWeightedAskPrice.Set(bestAskPrice.Float64())
+
 			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",