From 51b70acde4f199911a065539d3f4527ad90b2113 Mon Sep 17 00:00:00 2001
From: Debnil Sur <debnil@stellar.org>
Date: Fri, 30 Oct 2020 16:23:37 -0700
Subject: [PATCH 1/8] Initial commit - create trade metrics handler plugin

---
 plugins/tradeMetricsHandler.go | 18 ++++++++++++++++++
 1 file changed, 18 insertions(+)
 create mode 100644 plugins/tradeMetricsHandler.go

diff --git a/plugins/tradeMetricsHandler.go b/plugins/tradeMetricsHandler.go
new file mode 100644
index 000000000..6c82823c5
--- /dev/null
+++ b/plugins/tradeMetricsHandler.go
@@ -0,0 +1,18 @@
+package metrics
+
+// TODO DS Rework handler to accumulate trades, not just count.
+type tradeMetricsHandler struct {
+	numTrades int
+}
+
+func (h *tradeMetricsHandler) Reset() {
+	h.numTrades = 0
+}
+
+func (h *tradeMetricsHandler) Add(numNewTrades int) {
+	h.numTrades += numNewTrades
+}
+
+func (h *tradeMetricsHandler) Get() int {
+	return h.numTrades
+}

From 2d78a35b38851056d2222a3dd3e0e27347953888 Mon Sep 17 00:00:00 2001
From: Debnil Sur <debnil@stellar.org>
Date: Mon, 2 Nov 2020 17:30:23 -0800
Subject: [PATCH 2/8] Add handler and tracker interfaces and impls

---
 api/exchange.go                   | 12 +++++++++
 plugins/tradeMetricsHandler.go    | 43 ++++++++++++++++++++++++-------
 support/metrics/metricsTracker.go |  9 +++++++
 3 files changed, 54 insertions(+), 10 deletions(-)

diff --git a/api/exchange.go b/api/exchange.go
index 3618e4adc..de358d083 100644
--- a/api/exchange.go
+++ b/api/exchange.go
@@ -237,6 +237,18 @@ type ExchangeShim interface {
 	FillTrackable
 }
 
+// TradeMetricsHandler is invoked by the MetricsTracker to process new trades
+type TradeMetricsHandler interface {
+	HandleTrade(trade model.Trade) error
+	Read(trades []model.Trade)
+	Reset()
+}
+
+// MetricsTracker knows how to track metrics, including trades
+type MetricsTracker interface {
+	RegisterHandler(handler TradeMetricsHandler)
+}
+
 // ConvertOperation2TM is a temporary adapter to support transitioning from the old Go SDK to the new SDK without having to bump the major version
 func ConvertOperation2TM(ops []txnbuild.Operation) []build.TransactionMutator {
 	muts := []build.TransactionMutator{}
diff --git a/plugins/tradeMetricsHandler.go b/plugins/tradeMetricsHandler.go
index 6c82823c5..760aa08b7 100644
--- a/plugins/tradeMetricsHandler.go
+++ b/plugins/tradeMetricsHandler.go
@@ -1,18 +1,41 @@
-package metrics
+package plugins
 
-// TODO DS Rework handler to accumulate trades, not just count.
-type tradeMetricsHandler struct {
-	numTrades int
+import (
+	"github.com/stellar/kelp/model"
+)
+
+// TradeMetricsHandler tracks the number of trades
+type TradeMetricsHandler struct {
+	trades []model.Trade
+}
+
+// MakeTradeMetricsHandler is a factory method for the TradeMetricsHandler
+func MakeTradeMetricsHandler() *TradeMetricsHandler {
+	return &TradeMetricsHandler{
+		trades: []model.Trade{},
+	}
+}
+
+// Reset sets the handler's trade counter to zero.
+func (h *TradeMetricsHandler) Reset() {
+	h.trades = []model.Trade{}
 }
 
-func (h *tradeMetricsHandler) Reset() {
-	h.numTrades = 0
+// Read stores new trades internally.
+func (h *TradeMetricsHandler) Read(newTrades []model.Trade) error {
+	for _, nt := range newTrades {
+		h.trades = append(h.trades, nt)
+	}
 }
 
-func (h *tradeMetricsHandler) Add(numNewTrades int) {
-	h.numTrades += numNewTrades
+// Get returns the number of trades.
+func (h *TradeMetricsHandler) Get() int {
+	return len(h.trades)
 }
 
-func (h *tradeMetricsHandler) Get() int {
-	return h.numTrades
+// HandleTrade impl
+func (h *TradeMetricsHandler) HandleTrade(trade model.Trade) error {
+	// TODO: Add more if needed.
+	h.trades = append(h.trades, trade)
+	return nil
 }
diff --git a/support/metrics/metricsTracker.go b/support/metrics/metricsTracker.go
index 46701fbc5..c82edd4d8 100644
--- a/support/metrics/metricsTracker.go
+++ b/support/metrics/metricsTracker.go
@@ -8,6 +8,7 @@ import (
 	"runtime/debug"
 	"time"
 
+	"github.com/stellar/kelp/plugins"
 	"github.com/stellar/kelp/support/networking"
 )
 
@@ -31,6 +32,9 @@ type MetricsTracker struct {
 	botStartTime        time.Time
 	isDisabled          bool
 	updateEventSentTime *time.Time
+
+	// uninitialized
+	handlers []plugins.TradeMetricsHandler
 }
 
 // TODO DS Investigate other fields to add to this top-level event.
@@ -304,3 +308,8 @@ func (mt *MetricsTracker) sendEvent(eventType string, eventProps interface{}) er
 	}
 	return nil
 }
+
+// RegisterHandler adds an internal handler.
+func (mt *MetricsTracker) RegisterHandler(handler plugins.TradeMetricsHandler) {
+	mt.handlers = append(mt.handlers, handler)
+}

From 92018eb03afa52bb1824faff63001f2c3d842c1c Mon Sep 17 00:00:00 2001
From: Debnil Sur <debnil@stellar.org>
Date: Mon, 2 Nov 2020 17:40:30 -0800
Subject: [PATCH 3/8] Create and inject metrics handler.

---
 cmd/trade.go                   | 3 +++
 plugins/tradeMetricsHandler.go | 2 +-
 2 files changed, 4 insertions(+), 1 deletion(-)

diff --git a/cmd/trade.go b/cmd/trade.go
index 29f9c33d6..784f47214 100644
--- a/cmd/trade.go
+++ b/cmd/trade.go
@@ -609,6 +609,9 @@ func runTradeCmd(options inputs) {
 		logger.Fatal(l, fmt.Errorf("could not generate metrics tracker: %s", e))
 	}
 
+	tradeMetricsHandler := plugins.MakeTradeMetricsHandler()
+	metricsTracker.RegisterHandler(tradeMetricsHandler)
+
 	e = metricsTracker.SendStartupEvent()
 	if e != nil {
 		logger.Fatal(l, fmt.Errorf("could not send startup event metric: %s", e))
diff --git a/plugins/tradeMetricsHandler.go b/plugins/tradeMetricsHandler.go
index 760aa08b7..6d5ee89ba 100644
--- a/plugins/tradeMetricsHandler.go
+++ b/plugins/tradeMetricsHandler.go
@@ -22,7 +22,7 @@ func (h *TradeMetricsHandler) Reset() {
 }
 
 // Read stores new trades internally.
-func (h *TradeMetricsHandler) Read(newTrades []model.Trade) error {
+func (h *TradeMetricsHandler) Read(newTrades []model.Trade) {
 	for _, nt := range newTrades {
 		h.trades = append(h.trades, nt)
 	}

From 7a113bb806e2106f9c171780097f0a56c2484a8a Mon Sep 17 00:00:00 2001
From: Debnil Sur <debnil@stellar.org>
Date: Tue, 3 Nov 2020 11:11:42 -0800
Subject: [PATCH 4/8] Refine API, hook in read trades.

---
 api/exchange.go                   |  3 ++-
 plugins/tradeMetricsHandler.go    | 15 ++++++------
 support/metrics/metricsTracker.go | 40 ++++++++++++++++++++++++++++---
 trader/trader.go                  |  2 ++
 4 files changed, 49 insertions(+), 11 deletions(-)

diff --git a/api/exchange.go b/api/exchange.go
index de358d083..3b504d273 100644
--- a/api/exchange.go
+++ b/api/exchange.go
@@ -239,9 +239,10 @@ type ExchangeShim interface {
 
 // TradeMetricsHandler is invoked by the MetricsTracker to process new trades
 type TradeMetricsHandler interface {
-	HandleTrade(trade model.Trade) error
 	Read(trades []model.Trade)
 	Reset()
+	TotalBaseVolume() float64
+	NumTrades() int
 }
 
 // MetricsTracker knows how to track metrics, including trades
diff --git a/plugins/tradeMetricsHandler.go b/plugins/tradeMetricsHandler.go
index 6d5ee89ba..acf1ebe46 100644
--- a/plugins/tradeMetricsHandler.go
+++ b/plugins/tradeMetricsHandler.go
@@ -28,14 +28,15 @@ func (h *TradeMetricsHandler) Read(newTrades []model.Trade) {
 	}
 }
 
-// Get returns the number of trades.
-func (h *TradeMetricsHandler) Get() int {
+// NumTrades returns the number of trades.
+func (h *TradeMetricsHandler) NumTrades() int {
 	return len(h.trades)
 }
 
-// HandleTrade impl
-func (h *TradeMetricsHandler) HandleTrade(trade model.Trade) error {
-	// TODO: Add more if needed.
-	h.trades = append(h.trades, trade)
-	return nil
+// TotalBaseVolume returns the total base volume.
+func (h *TradeMetricsHandler) TotalBaseVolume() (total float64) {
+	for _, t := range h.trades {
+		total += t.Volume.AsFloat()
+	}
+	return
 }
diff --git a/support/metrics/metricsTracker.go b/support/metrics/metricsTracker.go
index c82edd4d8..9f9cd270e 100644
--- a/support/metrics/metricsTracker.go
+++ b/support/metrics/metricsTracker.go
@@ -8,7 +8,8 @@ import (
 	"runtime/debug"
 	"time"
 
-	"github.com/stellar/kelp/plugins"
+	"github.com/stellar/kelp/api"
+	"github.com/stellar/kelp/model"
 	"github.com/stellar/kelp/support/networking"
 )
 
@@ -34,7 +35,7 @@ type MetricsTracker struct {
 	updateEventSentTime *time.Time
 
 	// uninitialized
-	handlers []plugins.TradeMetricsHandler
+	handlers []api.TradeMetricsHandler
 }
 
 // TODO DS Investigate other fields to add to this top-level event.
@@ -310,6 +311,39 @@ func (mt *MetricsTracker) sendEvent(eventType string, eventProps interface{}) er
 }
 
 // RegisterHandler adds an internal handler.
-func (mt *MetricsTracker) RegisterHandler(handler plugins.TradeMetricsHandler) {
+func (mt *MetricsTracker) RegisterHandler(handler api.TradeMetricsHandler) {
 	mt.handlers = append(mt.handlers, handler)
 }
+
+// GetHandlers returns the handlers
+func (mt *MetricsTracker) GetHandlers() []api.TradeMetricsHandler {
+	return mt.handlers
+}
+
+// ResetHandlers resets all handlers
+func (mt *MetricsTracker) ResetHandlers() {
+	for _, h := range mt.handlers {
+		h.Reset()
+	}
+}
+
+// ReadIntoHandlers reads to all handlers
+func (mt *MetricsTracker) ReadIntoHandlers(trades []model.Trade) {
+	for _, h := range mt.handlers {
+		h.Read(trades)
+	}
+}
+
+func (mt *MetricsTracker) getTotalVolume() (total float64) {
+	for _, h := range mt.handlers {
+		total += h.TotalBaseVolume()
+	}
+	return
+}
+
+func (mt *MetricsTracker) getTotalNumTrades() (total int) {
+	for _, h := range mt.handlers {
+		total += h.NumTrades()
+	}
+	return
+}
diff --git a/trader/trader.go b/trader/trader.go
index 1dd7925ac..6799f15bf 100644
--- a/trader/trader.go
+++ b/trader/trader.go
@@ -311,6 +311,8 @@ func (t *Trader) synchronizeFetchBalancesOffersTrades() error {
 			buyingAOffers2,
 		) {
 			// this is the only success case
+			t.metricsTracker.ResetHandlers()
+			t.metricsTracker.ReadIntoHandlers(trades)
 			t.setBalances(baseBalance1, quoteBalance1)
 			t.setExistingOffers(sellingAOffers1, buyingAOffers1)
 			return nil

From 69bc64267e50c488b3915b17324783e0b77cd4be Mon Sep 17 00:00:00 2001
From: Debnil Sur <debnil@stellar.org>
Date: Tue, 3 Nov 2020 11:34:44 -0800
Subject: [PATCH 5/8] Add metrics to common props.

---
 support/metrics/metricsTracker.go | 2 ++
 1 file changed, 2 insertions(+)

diff --git a/support/metrics/metricsTracker.go b/support/metrics/metricsTracker.go
index 9f9cd270e..6d351e4bd 100644
--- a/support/metrics/metricsTracker.go
+++ b/support/metrics/metricsTracker.go
@@ -86,6 +86,8 @@ type commonProps struct {
 	OperationalBufferNonNativePct    float64 `json:"operational_buffer_non_native_pct"`
 	SimMode                          bool    `json:"sim_mode"`
 	FixedIterations                  uint64  `json:"fixed_iterations"`
+	NumTradesSinceLastUpdate         int     `json:"num_trades_since_last_update"`
+	BaseVolumeTradesSinceLastUpdate  float64 `json:"base_volume_trades_since_last_update"`
 }
 
 // updateProps holds the properties for the update Amplitude event.

From 40c5d20b3b1f25d1fdbb2b17ed53afecb143db23 Mon Sep 17 00:00:00 2001
From: Debnil Sur <debnil@stellar.org>
Date: Thu, 5 Nov 2020 16:20:29 -0800
Subject: [PATCH 6/8] Address review - nikhilsaraf

---
 api/exchange.go                   | 13 -----
 cmd/trade.go                      |  3 --
 plugins/tradeMetricsHandler.go    | 26 ++++------
 support/metrics/metricsTracker.go | 80 +++++++++++++++++--------------
 4 files changed, 53 insertions(+), 69 deletions(-)

diff --git a/api/exchange.go b/api/exchange.go
index 3b504d273..3618e4adc 100644
--- a/api/exchange.go
+++ b/api/exchange.go
@@ -237,19 +237,6 @@ type ExchangeShim interface {
 	FillTrackable
 }
 
-// TradeMetricsHandler is invoked by the MetricsTracker to process new trades
-type TradeMetricsHandler interface {
-	Read(trades []model.Trade)
-	Reset()
-	TotalBaseVolume() float64
-	NumTrades() int
-}
-
-// MetricsTracker knows how to track metrics, including trades
-type MetricsTracker interface {
-	RegisterHandler(handler TradeMetricsHandler)
-}
-
 // ConvertOperation2TM is a temporary adapter to support transitioning from the old Go SDK to the new SDK without having to bump the major version
 func ConvertOperation2TM(ops []txnbuild.Operation) []build.TransactionMutator {
 	muts := []build.TransactionMutator{}
diff --git a/cmd/trade.go b/cmd/trade.go
index 784f47214..29f9c33d6 100644
--- a/cmd/trade.go
+++ b/cmd/trade.go
@@ -609,9 +609,6 @@ func runTradeCmd(options inputs) {
 		logger.Fatal(l, fmt.Errorf("could not generate metrics tracker: %s", e))
 	}
 
-	tradeMetricsHandler := plugins.MakeTradeMetricsHandler()
-	metricsTracker.RegisterHandler(tradeMetricsHandler)
-
 	e = metricsTracker.SendStartupEvent()
 	if e != nil {
 		logger.Fatal(l, fmt.Errorf("could not send startup event metric: %s", e))
diff --git a/plugins/tradeMetricsHandler.go b/plugins/tradeMetricsHandler.go
index acf1ebe46..e30ef24a1 100644
--- a/plugins/tradeMetricsHandler.go
+++ b/plugins/tradeMetricsHandler.go
@@ -16,27 +16,19 @@ func MakeTradeMetricsHandler() *TradeMetricsHandler {
 	}
 }
 
-// Reset sets the handler's trade counter to zero.
+// Reset sets the handler's trades to empty.
 func (h *TradeMetricsHandler) Reset() {
 	h.trades = []model.Trade{}
 }
 
-// Read stores new trades internally.
-func (h *TradeMetricsHandler) Read(newTrades []model.Trade) {
-	for _, nt := range newTrades {
-		h.trades = append(h.trades, nt)
-	}
-}
-
-// NumTrades returns the number of trades.
-func (h *TradeMetricsHandler) NumTrades() int {
-	return len(h.trades)
+// GetTrades returns all stored trades.
+func (h *TradeMetricsHandler) GetTrades() []model.Trade {
+	return h.trades
 }
 
-// TotalBaseVolume returns the total base volume.
-func (h *TradeMetricsHandler) TotalBaseVolume() (total float64) {
-	for _, t := range h.trades {
-		total += t.Volume.AsFloat()
-	}
-	return
+// HandleFill handles a new trade
+// Implements FillHandler interface
+func (h *TradeMetricsHandler) HandleFill(trade model.Trade) error {
+	h.trades = append(h.trades, trade)
+	return nil
 }
diff --git a/support/metrics/metricsTracker.go b/support/metrics/metricsTracker.go
index 6d351e4bd..0d52f7c17 100644
--- a/support/metrics/metricsTracker.go
+++ b/support/metrics/metricsTracker.go
@@ -8,8 +8,7 @@ import (
 	"runtime/debug"
 	"time"
 
-	"github.com/stellar/kelp/api"
-	"github.com/stellar/kelp/model"
+	"github.com/stellar/kelp/plugins"
 	"github.com/stellar/kelp/support/networking"
 )
 
@@ -33,9 +32,7 @@ type MetricsTracker struct {
 	botStartTime        time.Time
 	isDisabled          bool
 	updateEventSentTime *time.Time
-
-	// uninitialized
-	handlers []api.TradeMetricsHandler
+	handler             *plugins.TradeMetricsHandler
 }
 
 // TODO DS Investigate other fields to add to this top-level event.
@@ -86,8 +83,6 @@ type commonProps struct {
 	OperationalBufferNonNativePct    float64 `json:"operational_buffer_non_native_pct"`
 	SimMode                          bool    `json:"sim_mode"`
 	FixedIterations                  uint64  `json:"fixed_iterations"`
-	NumTradesSinceLastUpdate         int     `json:"num_trades_since_last_update"`
-	BaseVolumeTradesSinceLastUpdate  float64 `json:"base_volume_trades_since_last_update"`
 }
 
 // updateProps holds the properties for the update Amplitude event.
@@ -212,6 +207,7 @@ func MakeMetricsTracker(
 		botStartTime:        botStartTime,
 		isDisabled:          isDisabled,
 		updateEventSentTime: nil,
+		handler:             plugins.MakeTradeMetricsHandler(),
 	}, nil
 }
 
@@ -312,40 +308,52 @@ func (mt *MetricsTracker) sendEvent(eventType string, eventProps interface{}) er
 	return nil
 }
 
-// RegisterHandler adds an internal handler.
-func (mt *MetricsTracker) RegisterHandler(handler api.TradeMetricsHandler) {
-	mt.handlers = append(mt.handlers, handler)
-}
+// ComputeTradeMetrics computes various trade metrics and outputs a map that can be combined with other metrics.
+func (mt *MetricsTracker) ComputeTradeMetrics() map[string]interface{} {
+	// TODO NS Ensure proper locking around trades on metrics handler
+	trades := mt.handler.GetTrades()
+	mt.handler.Reset()
 
-// GetHandlers returns the handlers
-func (mt *MetricsTracker) GetHandlers() []api.TradeMetricsHandler {
-	return mt.handlers
-}
+	totalBaseVolume := 0.0
+	totalQuoteVolume := 0.0
+	totalPrice := 0.0
+	netBaseVolume := 0.0
+	netQuoteVolume := 0.0
 
-// ResetHandlers resets all handlers
-func (mt *MetricsTracker) ResetHandlers() {
-	for _, h := range mt.handlers {
-		h.Reset()
-	}
-}
+	numTrades := float64(len(trades))
+	for _, t := range trades {
+		base := t.Volume.AsFloat()
+		price := t.Price.AsFloat()
+		quote := base * price
 
-// ReadIntoHandlers reads to all handlers
-func (mt *MetricsTracker) ReadIntoHandlers(trades []model.Trade) {
-	for _, h := range mt.handlers {
-		h.Read(trades)
-	}
-}
+		totalBaseVolume += base
+		totalPrice += price
+		totalQuoteVolume += quote
 
-func (mt *MetricsTracker) getTotalVolume() (total float64) {
-	for _, h := range mt.handlers {
-		total += h.TotalBaseVolume()
+		if t.OrderAction.IsBuy() {
+			netBaseVolume += base
+			netQuoteVolume -= quote
+		} else {
+			netBaseVolume -= base
+			netQuoteVolume -= quote
+		}
 	}
-	return
-}
 
-func (mt *MetricsTracker) getTotalNumTrades() (total int) {
-	for _, h := range mt.handlers {
-		total += h.NumTrades()
+	avgTradeSizeBase := totalBaseVolume / numTrades
+	avgTradeSizeQuote := totalQuoteVolume / numTrades
+	avgTradePrice := totalPrice / numTrades
+
+	tradeMetrics := map[string]interface{}{
+		"total_base_volume":    totalBaseVolume,
+		"total_quote_volume":   totalQuoteVolume,
+		"net_base_volume":      netBaseVolume,
+		"net_quote_volume":     netQuoteVolume,
+		"num_trades":           numTrades,
+		"avg_trade_size_base":  avgTradeSizeBase,
+		"avg_trade_size_quote": avgTradeSizeQuote,
+		"avg_trade_price":      avgTradePrice,
+		"vwap":                 totalQuoteVolume / totalBaseVolume,
 	}
-	return
+
+	return tradeMetrics
 }

From 79364e7820a5bbec8cca9524c827917b61bb40f9 Mon Sep 17 00:00:00 2001
From: Debnil Sur <debnil@stellar.org>
Date: Thu, 5 Nov 2020 16:26:09 -0800
Subject: [PATCH 7/8] Fix build issue.

---
 trader/trader.go | 2 --
 1 file changed, 2 deletions(-)

diff --git a/trader/trader.go b/trader/trader.go
index 6799f15bf..1dd7925ac 100644
--- a/trader/trader.go
+++ b/trader/trader.go
@@ -311,8 +311,6 @@ func (t *Trader) synchronizeFetchBalancesOffersTrades() error {
 			buyingAOffers2,
 		) {
 			// this is the only success case
-			t.metricsTracker.ResetHandlers()
-			t.metricsTracker.ReadIntoHandlers(trades)
 			t.setBalances(baseBalance1, quoteBalance1)
 			t.setExistingOffers(sellingAOffers1, buyingAOffers1)
 			return nil

From ebdc97ad8d22b00ac58e7ed97b11511681dacc1c Mon Sep 17 00:00:00 2001
From: Debnil Sur <debnil@stellar.org>
Date: Thu, 19 Nov 2020 18:43:36 -0800
Subject: [PATCH 8/8] Address review - refactor handler and plugin relation.

---
 cmd/server_amd64.go            |  3 +-
 cmd/trade.go                   |  6 ++++
 plugins/metricsTracker.go      | 56 ++++-------------------------
 plugins/tradeMetricsHandler.go | 66 ++++++++++++++++++++++++++++++++++
 4 files changed, 81 insertions(+), 50 deletions(-)

diff --git a/cmd/server_amd64.go b/cmd/server_amd64.go
index a9973b489..fae5cd1f4 100644
--- a/cmd/server_amd64.go
+++ b/cmd/server_amd64.go
@@ -300,6 +300,7 @@ func init() {
 			}
 
 			httpClient := &http.Client{}
+			metricsHandler := plugins.MakeTradeMetricsHandler()
 			metricsTracker, e = plugins.MakeMetricsTrackerGui(
 				deviceID,
 				deviceID,
@@ -315,7 +316,7 @@ func init() {
 				runtime.Version(),
 				guiVersion,
 				*options.noHeaders, // disable metrics if the CLI specified no headers
-
+				metricsHandler,
 			)
 			if e != nil {
 				panic(e)
diff --git a/cmd/trade.go b/cmd/trade.go
index 422360066..4fba55026 100644
--- a/cmd/trade.go
+++ b/cmd/trade.go
@@ -566,6 +566,7 @@ func runTradeCmd(options inputs) {
 
 	isTestnet := strings.Contains(botConfig.HorizonURL, "test") && botConfig.IsTradingSdex()
 
+	metricsHandler := plugins.MakeTradeMetricsHandler()
 	metricsTracker, e := plugins.MakeMetricsTrackerCli(
 		userID,
 		deviceID,
@@ -603,6 +604,7 @@ func runTradeCmd(options inputs) {
 		*options.operationalBufferNonNativePct,
 		*options.simMode,
 		*options.fixedIterations,
+		metricsHandler,
 	)
 	if e != nil {
 		logger.Fatal(l, fmt.Errorf("could not generate metrics tracker: %s", e))
@@ -921,6 +923,10 @@ func makeFillTracker(
 		}
 	}
 
+	metricsHandler := metricsTracker.GetHandler()
+	if metricsHandler != nil {
+		fillTracker.RegisterHandler(metricsHander)
+	}
 	return fillTracker
 }
 
diff --git a/plugins/metricsTracker.go b/plugins/metricsTracker.go
index de0771d48..325e441d7 100644
--- a/plugins/metricsTracker.go
+++ b/plugins/metricsTracker.go
@@ -166,6 +166,7 @@ func MakeMetricsTrackerCli(
 	operationalBufferNonNativePct float64,
 	simMode bool,
 	fixedIterations uint64,
+	handler *plugins.TradeMetricsHandler,
 ) (*MetricsTracker, error) {
 	props := commonProps{
 		CliVersion:                       version,
@@ -215,7 +216,7 @@ func MakeMetricsTrackerCli(
 		botStartTime:        botStartTime,
 		isDisabled:          isDisabled,
 		updateEventSentTime: nil,
-		handler:             plugins.MakeTradeMetricsHandler(),
+		handler:             handler,
 		cliVersion:          version,
 	}, nil
 }
@@ -236,6 +237,7 @@ func MakeMetricsTrackerGui(
 	goVersion string,
 	guiVersion string,
 	isDisabled bool,
+	handler *plugins.TradeMetricsHandler,
 ) (*MetricsTracker, error) {
 	props := commonProps{
 		CliVersion: version,
@@ -262,6 +264,7 @@ func MakeMetricsTrackerGui(
 		botStartTime:        botStartTime,
 		isDisabled:          isDisabled,
 		updateEventSentTime: nil,
+		handler:             handler,
 		cliVersion:          version,
 	}, nil
 }
@@ -372,52 +375,7 @@ func (mt *MetricsTracker) SendEvent(eventType string, eventPropsInterface interf
 	return nil
 }
 
-// ComputeTradeMetrics computes various trade metrics and outputs a map that can be combined with other metrics.
-func (mt *MetricsTracker) ComputeTradeMetrics() map[string]interface{} {
-	// TODO NS Ensure proper locking around trades on metrics handler
-	trades := mt.handler.GetTrades()
-	mt.handler.Reset()
-
-	totalBaseVolume := 0.0
-	totalQuoteVolume := 0.0
-	totalPrice := 0.0
-	netBaseVolume := 0.0
-	netQuoteVolume := 0.0
-
-	numTrades := float64(len(trades))
-	for _, t := range trades {
-		base := t.Volume.AsFloat()
-		price := t.Price.AsFloat()
-		quote := base * price
-
-		totalBaseVolume += base
-		totalPrice += price
-		totalQuoteVolume += quote
-
-		if t.OrderAction.IsBuy() {
-			netBaseVolume += base
-			netQuoteVolume -= quote
-		} else {
-			netBaseVolume -= base
-			netQuoteVolume -= quote
-		}
-	}
-
-	avgTradeSizeBase := totalBaseVolume / numTrades
-	avgTradeSizeQuote := totalQuoteVolume / numTrades
-	avgTradePrice := totalPrice / numTrades
-
-	tradeMetrics := map[string]interface{}{
-		"total_base_volume":    totalBaseVolume,
-		"total_quote_volume":   totalQuoteVolume,
-		"net_base_volume":      netBaseVolume,
-		"net_quote_volume":     netQuoteVolume,
-		"num_trades":           numTrades,
-		"avg_trade_size_base":  avgTradeSizeBase,
-		"avg_trade_size_quote": avgTradeSizeQuote,
-		"avg_trade_price":      avgTradePrice,
-		"vwap":                 totalQuoteVolume / totalBaseVolume,
-	}
-
-	return tradeMetrics
+// GetHandler returns the TradeMetricsHandler
+func (mt *MetricsTracker) GetHandler() *plugins.TradeMetricsHandler {
+	return mt.handler
 }
diff --git a/plugins/tradeMetricsHandler.go b/plugins/tradeMetricsHandler.go
index e30ef24a1..f5fd04173 100644
--- a/plugins/tradeMetricsHandler.go
+++ b/plugins/tradeMetricsHandler.go
@@ -9,6 +9,20 @@ type TradeMetricsHandler struct {
 	trades []model.Trade
 }
 
+// TradeMetrics stores the computed trade-related metrics.
+// TODO DS Pre-pend interval__ to all JSON fields.
+type TradeMetrics struct {
+	totalBaseVolume   float64 `json:"total_base_volume"`
+	totalQuoteVolume  float64 `json:"total_quote_volume"`
+	netBaseVolume     float64 `json:"net_base_volume"`
+	netQuoteVolume    float64 `json:"net_quote_volume"`
+	numTrades         float64 `json:"num_trades"`
+	avgTradeSizeBase  float64 `json:"avg_trade_size_base"`
+	avgTradeSizeQuote float64 `json:"avg_trade_size_quote"`
+	avgTradePrice     float64 `json:"avg_trade_price"`
+	vwap              float64 `json:"vwap"`
+}
+
 // MakeTradeMetricsHandler is a factory method for the TradeMetricsHandler
 func MakeTradeMetricsHandler() *TradeMetricsHandler {
 	return &TradeMetricsHandler{
@@ -32,3 +46,55 @@ func (h *TradeMetricsHandler) HandleFill(trade model.Trade) error {
 	h.trades = append(h.trades, trade)
 	return nil
 }
+
+// ComputeTradeMetrics computes trade-related metrics.
+func (h *TradeMetricsHandler) ComputeTradeMetrics(secondsSinceLastUpdate float64) TradeMetrics {
+	trades := h.GetTrades()
+	h.Reset()
+
+	// Note that we don't consider fees right now, as we don't have the infrastructure to understand fee units when tracking trades.
+	totalBaseVolume := 0.0
+	totalQuoteVolume := 0.0
+	totalPrice := 0.0
+	netBaseVolume := 0.0
+	netQuoteVolume := 0.0
+
+	numTrades := float64(len(trades))
+	for _, t := range trades {
+		base := t.Volume.AsFloat()
+		price := t.Price.AsFloat()
+		quote := base * price
+
+		totalBaseVolume += base
+		totalPrice += price
+		totalQuoteVolume += quote
+
+		if t.OrderAction.IsBuy() {
+			netBaseVolume += base
+			netQuoteVolume -= quote
+		} else {
+			netBaseVolume -= base
+			netQuoteVolume -= quote
+		}
+	}
+
+	avgTradeSizeBase := totalBaseVolume / numTrades
+	avgTradeSizeQuote := totalQuoteVolume / numTrades
+	avgTradePrice := totalPrice / numTrades
+	avgTradeThroughputBase := totalBaseVolume / secondsSinceLastUpdate
+	avgTradeThroughputQuote := totalQuoteVolume / secondsSinceLastUpdate
+
+	tradeMetrics := TradeMetrics{
+		totalBaseVolume:   totalBaseVolume,
+		totalQuoteVolume:  totalQuoteVolume,
+		netBaseVolume:     netBaseVolume,
+		netQuoteVolume:    netQuoteVolume,
+		numTrades:         numTrades,
+		avgTradeSizeBase:  avgTradeSizeBase,
+		avgTradeSizeQuote: avgTradeSizeQuote,
+		avgTradePrice:     avgTradePrice,
+		vwap:              totalQuoteVolume / totalBaseVolume,
+	}
+
+	return tradeMetrics
+}