Merge pull request #38 from Overmuse/SR/more_metrics

some more metrics

Cargo.toml

@@ -1,6 +1,6 @@
 [package]
 name = "order-manager"
-version = "6.1.3"
+version = "6.1.4"
 authors = ["Sebastian Rollen <seb@overmu.se>"]
 edition = "2018"
 

src/manager/order_updates.rs

@@ -1,6 +1,6 @@
 use super::OrderManager;
 use crate::db;
-use crate::metrics::NUM_TRADES;
+use crate::metrics::{GROSS_TRADE_AMOUNT, NUM_TRADES};
 use crate::types::{split_lot, Allocation, Lot};
 use alpaca::{Event, OrderEvent, Side};
 use anyhow::{anyhow, Context, Result};
@@ -33,7 +33,10 @@ impl OrderManager {
                 price, timestamp, ..
             } => {
                 debug!("Order filled");
-                NUM_TRADES.inc();
+                NUM_TRADES.with_label_values(&[&ticker]).inc();
+                GROSS_TRADE_AMOUNT
+                    .with_label_values(&[&ticker])
+                    .inc_by((qty * price).abs().to_f64().unwrap());
                 let new_lot = self
                     .make_lot(&id, ticker, timestamp, price, qty)
                     .await

src/metrics.rs

@@ -1,14 +1,23 @@
 use lazy_static::lazy_static;
-use prometheus::{IntCounter, Registry};
+use prometheus::{CounterVec, IntCounterVec, Opts, Registry};
 
 lazy_static! {
     pub static ref REGISTRY: Registry = Registry::new();
-    pub static ref NUM_TRADES: IntCounter =
-        IntCounter::new("num_trades", "Number of trades").expect("Metric can be created");
+    pub static ref NUM_TRADES: IntCounterVec =
+        IntCounterVec::new(Opts::new("num_trades", "Number of trades"), &["ticker"])
+            .expect("Metric can be created");
+    pub static ref GROSS_TRADE_AMOUNT: CounterVec = CounterVec::new(
+        Opts::new("gross_trade_amount", "Gross dollar amount traded"),
+        &["ticker"]
+    )
+    .expect("Metric can be created");
 }
 
 pub fn register_custom_metrics() {
     REGISTRY
         .register(Box::new(NUM_TRADES.clone()))
         .expect("collector can be registered");
+    REGISTRY
+        .register(Box::new(GROSS_TRADE_AMOUNT.clone()))
+        .expect("collector can be registered");
 }