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FEATURE: Add PnL metrics #2337

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Merged
merged 2 commits into from
Nov 27, 2025
+23 −17
Merged

FEATURE: Add PnL metrics #2337

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90cdc18
feat(metrics): switch to promauto and add unrealized PnL metrics
dboyliao Nov 26, 2025
5c304d1
🔄 refactor(position): unrealized PnL metrics support for strategies
dboyliao Nov 26, 2025
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2 changes: 1 addition & 1 deletion pkg/strategy/liquiditymaker/strategy.go
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Original file line number Diff line number Diff line change
Expand Up @@ -275,7 +275,7 @@ func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.
return err
}

s.Position.UpdateMetrics()
s.Position.UpdateMetrics(nil)

session.MarketDataStream.OnKLineClosed(func(k types.KLine) {
if k.Interval == s.AdjustmentUpdateInterval {
Expand Down
2 changes: 1 addition & 1 deletion pkg/strategy/xmaker/strategy.go
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Expand Up @@ -2660,7 +2660,7 @@ func (s *Strategy) CrossRun(
s.logger.WithError(err).Warnf("unable to cancel all orders: %v", err)
}

s.Position.UpdateMetrics()
s.Position.UpdateMetrics(nil)
bbgo.Notify("xmaker: %s position is restored", s.Symbol, s.Position)

// restore position into the position exposure
Expand Down
13 changes: 9 additions & 4 deletions pkg/types/position.go
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Expand Up @@ -640,7 +640,7 @@ func (p *Position) AddTrade(td Trade) (profit fixedpoint.Value, netProfit fixedp
p.Lock()
defer p.Unlock()

defer p.updateMetrics()
defer p.updateMetrics(&td.Price)

// update changedAt field before we unlock in the defer func
defer func() {
Expand Down Expand Up @@ -740,13 +740,13 @@ func (p *Position) AddTrade(td Trade) (profit fixedpoint.Value, netProfit fixedp
return fixedpoint.Zero, fixedpoint.Zero, false
}

func (p *Position) UpdateMetrics() {
func (p *Position) UpdateMetrics(price *fixedpoint.Value) {
p.Lock()
p.updateMetrics()
p.updateMetrics(price)
p.Unlock()
}

func (p *Position) updateMetrics() {
func (p *Position) updateMetrics(price *fixedpoint.Value) {
// update the position metrics only if the position defines the strategy ID
if p.StrategyInstanceID == "" || p.Strategy == "" {
return
Expand All @@ -760,4 +760,9 @@ func (p *Position) updateMetrics() {
positionAverageCostMetrics.With(labels).Set(p.AverageCost.Float64())
positionBaseQuantityMetrics.With(labels).Set(p.Base.Float64())
positionQuoteQuantityMetrics.With(labels).Set(p.Quote.Float64())

if price != nil {
unrealizedProfit := p.UnrealizedProfit(*price)
positionUnrealizedProfitMetrics.With(labels).Set(unrealizedProfit.Float64())
}
}
23 changes: 12 additions & 11 deletions pkg/types/position_metrics.go
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Original file line number Diff line number Diff line change
@@ -1,29 +1,30 @@
package types

import "github.com/prometheus/client_golang/prometheus"
import (
"github.com/prometheus/client_golang/prometheus"
"github.com/prometheus/client_golang/prometheus/promauto"
)

var positionAverageCostMetrics = prometheus.NewGaugeVec(
var positionAverageCostMetrics = promauto.NewGaugeVec(
prometheus.GaugeOpts{
Name: "bbgo_position_avg_cost",
Help: "bbgo position average cost metrics",
}, []string{"strategy_id", "strategy_type", "symbol"})

var positionBaseQuantityMetrics = prometheus.NewGaugeVec(
var positionBaseQuantityMetrics = promauto.NewGaugeVec(
prometheus.GaugeOpts{
Name: "bbgo_position_base_qty",
Help: "bbgo position base quantity metrics",
}, []string{"strategy_id", "strategy_type", "symbol"})

var positionQuoteQuantityMetrics = prometheus.NewGaugeVec(
var positionQuoteQuantityMetrics = promauto.NewGaugeVec(
prometheus.GaugeOpts{
Name: "bbgo_position_quote_qty",
Help: "bbgo position quote quantity metrics",
}, []string{"strategy_id", "strategy_type", "symbol"})

func init() {
prometheus.MustRegister(
positionAverageCostMetrics,
positionBaseQuantityMetrics,
positionQuoteQuantityMetrics,
)
}
var positionUnrealizedProfitMetrics = promauto.NewGaugeVec(
prometheus.GaugeOpts{
Name: "bbgo_position_unrealized_profit",
Help: "bbgo position unrealized profit metrics",
}, []string{"strategy_id", "strategy_type", "symbol"})
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