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compare: lychiyu:eddcaecc925d43d57325343f5bf1387112adb362
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76 Commits
eff75239cc ... eddcaecc92

Author SHA1 Message Date
lychiyu
eddcaecc92 [update] 新增模拟交易参数 2024-09-12 23:54:49 +08:00
lychiyu
15e2268351 [update] update go.mod 2024-09-12 23:53:14 +08:00
c9s
6f4974c8fe add v1.60.2 release note 2024-09-12 23:43:53 +08:00
c9s
6bd4b3a2f2 bump version to v1.60.2 2024-09-12 23:43:53 +08:00
c9s
93c5ea3eb0 update command doc files 2024-09-12 23:43:53 +08:00
c9s
eeea3ef6bc Merge pull request #1742 from c9s/c9s/fix-ws-close-err 
FIX: types/stream: change errorf to warnf
 2024-09-12 23:43:49 +08:00
c9s
a6e1e5b27c Merge pull request #1741 from c9s/c9s/upgrade-requestgen 
FIX: upgrade github.com/c9s/requestgen to 1.4.3
 2024-09-12 23:43:41 +08:00
c9s
8b376de473 types/stream: change errorf to warnf 2024-09-12 23:43:13 +08:00
c9s
f584fd10be upgrade github.com/c9s/requestgen to 1.4.3 2024-09-12 23:43:11 +08:00
c9s
6f3fcca44c Merge pull request #1740 from c9s/c9s/upgrade-requestgen 
FIX: upgrade requestgen and re-generate max cancel order request files
 2024-09-12 23:42:16 +08:00
c9s
6e17416226 max: regenerate order cancel requests 2024-09-12 23:41:02 +08:00
c9s
48d81acf6d upgrade github.com/c9s/requestgen to 1.4.2 2024-09-12 23:40:03 +08:00
kbearXD
a4a913fc60 Merge pull request #1739 from c9s/kbearXD/dca2/set-exchange-fee-rate 
FEATURE: [dca2] set exchange fee rate for round position
 2024-09-12 23:38:04 +08:00
kbearXD
2c1e84ee5a FEATURE: [dca2] set exchange fee rate for round position 2024-09-12 23:38:02 +08:00
bailantaotao
9bb593e5c3 Merge pull request #1738 from c9s/edwin/okx/add-polusdt 
FEATURE: [okx] update symbols to latest
 2024-09-12 23:37:59 +08:00
edwin
8ff9199776 pkg/exchange: update to latest 2024-09-12 23:37:56 +08:00
c9s
0976efbb88 Merge pull request #1726 from c9s/dependabot/github_actions/morphy2k/revive-action-2.5.10 
dep: bump morphy2k/revive-action from 2.5.9 to 2.5.10
 2024-09-12 23:37:53 +08:00
c9s
7e4ed763c6 Merge pull request #1737 from c9s/c9s/xmaker/ioc-arb 
FEATURE: [xmaker] implement tryArbitrage
 2024-09-12 23:37:29 +08:00
lychiyu
2a81e65ec8 [update] 更新go.mod 2024-09-12 23:36:52 +08:00
c9s
eb6fe21fd4 go: upgrade go sqlite 2024-09-12 23:36:04 +08:00
c9s
a6f364f6ae xmaker: refactor and clean up tryArbitrage 2024-09-12 23:35:37 +08:00
c9s
3c4e3c0979 xmaker: calculate balance for arbitrage 2024-09-12 23:35:37 +08:00
c9s
6f391c7a1f xmaker: fix sides 2024-09-12 23:35:37 +08:00
c9s
0eb6808ad4 xmaker: implement tryArbitrage 2024-09-12 23:35:37 +08:00
c9s
5df06c2c2c Merge pull request #1736 from c9s/kbearXD/session/remove-log 
MINOR: [session] remove environment nil validation log
 2024-09-12 23:35:33 +08:00
c9s
09fd4682c9 Merge pull request #1734 from c9s/c9s/xmaker/ioc-arb 
REFACTOR: [xmaker] refactor for supporting ioc arb [part1]
 2024-09-12 23:35:27 +08:00
kbearXD
80a2bf9d82 MINOR: [session] remove environment nil validation log 2024-09-12 23:34:56 +08:00
kbearXD
b3cc53dc42 Merge pull request #1735 from c9s/kbearXD/dca2/fix-memory-leak 
FIX: configure environment
 2024-09-12 23:34:54 +08:00
kbearXD
2cd1de3e24 FIX: add debug log 2024-09-12 23:34:47 +08:00
c9s
131d4b3d26 xmaker: pull out s.UseDepthPrice dependency 2024-09-12 23:34:47 +08:00
c9s
4d3af3a6bc xmaker: pull out getLayerPrice and add test against the method 2024-09-12 23:34:44 +08:00
c9s
0e4f7b366a testhelper: add more test helpers 2024-09-12 23:33:35 +08:00
c9s
1d71e5c80a xmaker: refactor getInitialLayerQuantity for quantity multiplier 2024-09-12 23:33:35 +08:00
c9s
bb525c72f7 xmaker: add EnableArbitrage option and makerBook 2024-09-12 23:33:35 +08:00
c9s
47480602fd xmaker: add sourceDepthLevel option 2024-09-12 23:33:35 +08:00
c9s
15f0ed83df Merge pull request #1724 from dropbigfish/main 
fix: fix slice init length
 2024-09-12 23:33:32 +08:00
c9s
c7ab9c832e Merge pull request #1733 from c9s/c9s/fix-initialize-defaults-steps 
FIX: [bbgo] fix the defaults / initialize steps
 2024-09-12 23:33:29 +08:00
c9s
6e8d2c54fc Merge pull request #1732 from lanphan/telegram_doc 
fix env name
 2024-09-12 23:33:24 +08:00
c9s
53f9d523b0 bbgo: fix the defaults / initialize steps 2024-09-12 23:33:23 +08:00
Lan Phan
d002e98271 fix env name 2024-09-12 23:33:23 +08:00
kbearXD
2c40932c4b Merge pull request #1728 from c9s/kbearXD/dca2/fix-memory-leak 
FIX: [core] fix memory leak
 2024-09-12 23:33:20 +08:00
kbearXD
a30ac3d900 FIX: fix memory leak 2024-09-12 23:33:18 +08:00
c9s
0de02b5ab4 Merge pull request #1731 from longhutianjie/main 
bug: fix json tag
 2024-09-12 23:33:15 +08:00
longhutianjie
d34e8a1a18 bug: fix json tag 2024-09-12 23:33:13 +08:00
c9s
cb7a65ea48 Merge pull request #1730 from c9s/c9s/xmaker/market-trade-signal 
FEATURE: [xmaker] add market trade signal
 2024-09-12 23:33:10 +08:00
c9s
d56155c6e1 xmaker: rename to aggTradeVolume 2024-09-12 23:33:07 +08:00
c9s
744ab2ebbe xmaker: call signalConfig.TradeVolumeWindowSignal.Bind 2024-09-12 23:33:07 +08:00
c9s
d8153361ff xmaker: add TradeVolumeWindowSignal 2024-09-12 23:33:07 +08:00
c9s
cb9f4a0186 max: convert v3 DepositStateFailed into rejected 2024-09-12 23:33:07 +08:00
c9s
4b74a699f4 max: add v3 DepositStateFailed state 2024-09-12 23:33:07 +08:00
c9s
0129b8d99a max: drop unused function 2024-09-12 23:33:07 +08:00
c9s
e4c466373f add v1.60.1 release note 2024-09-12 23:33:06 +08:00
c9s
38ad0f4c90 bump version to v1.60.1 2024-09-12 23:33:06 +08:00
c9s
bd1f834977 update command doc files 2024-09-12 23:33:06 +08:00
c9s
0c8b1ec290 Merge pull request #1727 from lanphan/ioc 
FIX: update timeInForce for binance margin order
 2024-09-12 23:33:03 +08:00
c9s
fcd94b5219 Merge pull request #1729 from c9s/c9s/max/fix-v3-deposit-state-conversion 
FIX: [max] fix v3 deposit state conversion
 2024-09-12 23:32:57 +08:00
c9s
029906bb2f max: use error log instead of warning log for convertion 2024-09-12 23:32:52 +08:00
c9s
5bd806e03e deposit2transfer: fix comments 2024-09-12 23:32:52 +08:00
c9s
38e7f4f98f max: fix v3 deposit state conversion 2024-09-12 23:32:52 +08:00
c9s
0b572aa967 bbgo: add stringer method to the quota struct 2024-09-12 23:32:52 +08:00
c9s
b99f49c8b8 xmaker: fix MaxExposurePosition check condition 2024-09-12 23:32:52 +08:00
Lan Phan
af777c335b update timeInForce for binance margin order 2024-09-12 23:32:52 +08:00
c9s
ca847047ac bbgo: add comments to the quota methods 2024-09-12 23:32:52 +08:00
c9s
cee99956ff xmaker: add more logs 2024-09-12 23:32:52 +08:00
c9s
ae6de98a8e xmaker: update position metrics when restored 2024-09-12 23:32:52 +08:00
c9s
a83f378913 add more logs 2024-09-12 23:32:51 +08:00
c9s
23b1c350d6 Merge pull request #1725 from c9s/c9s/xmaker/stb-improvements 
IMPROVE: [xmaker] improve hedge margin account leverage calculation
 2024-09-12 23:32:48 +08:00
dependabot[bot]
fa7bc7fb1d dep: bump morphy2k/revive-action from 2.5.9 to 2.5.10 
Bumps [morphy2k/revive-action](https://github.com/morphy2k/revive-action) from 2.5.9 to 2.5.10.
- [Release notes](https://github.com/morphy2k/revive-action/releases)
- [Commits](https://github.com/morphy2k/revive-action/compare/v2.5.9...v2.5.10)

---
updated-dependencies:
- dependency-name: morphy2k/revive-action
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
 2024-09-12 23:32:31 +08:00
c9s
1ff783bf5a xmaker: reuse makerMarket field 2024-09-12 23:31:59 +08:00
c9s
bb33c956b0 xmaker: add more logs 2024-09-12 23:31:59 +08:00
c9s
ffc490aab5 xmaker: add MaxHedgeAccountLeverage option 2024-09-12 23:31:59 +08:00
c9s
ec6cbe0f18 xmaker: separate maximumValueInUsd in a new var 2024-09-12 23:31:59 +08:00
c9s
ace8466acb xmaker: calculate maximum leveraged account value 2024-09-12 23:31:59 +08:00
c9s
f864974efe xmaker: improve hedge account credit calculation 2024-09-12 23:31:59 +08:00
dropbigfish
5821639460 fix: fix slice init length 
Signed-off-by: dropbigfish <fillfish@foxmail.com>
 2024-09-12 23:31:59 +08:00
c9s
27372c496e fix math import 2024-09-12 23:31:21 +08:00
69 changed files with 2335 additions and 1021 deletions
Show Stats Expand all files Collapse all files

2
doc/commands/bbgo.md
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@ -58,4 +58,4 @@ bbgo [flags]
* [bbgo userdatastream](bbgo_userdatastream.md) - Listen to session events (orderUpdate, tradeUpdate, balanceUpdate, balanceSnapshot) * [bbgo userdatastream](bbgo_userdatastream.md) - Listen to session events (orderUpdate, tradeUpdate, balanceUpdate, balanceSnapshot)
* [bbgo version](bbgo_version.md) - show version name * [bbgo version](bbgo_version.md) - show version name
###### Auto generated by spf13/cobra on 21-Aug-2024 ###### Auto generated by spf13/cobra on 12-Sep-2024

2
doc/commands/bbgo_account.md
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@ -41,4 +41,4 @@ bbgo account [--session SESSION] [flags]
* [bbgo](bbgo.md) - bbgo is a crypto trading bot * [bbgo](bbgo.md) - bbgo is a crypto trading bot
###### Auto generated by spf13/cobra on 21-Aug-2024 ###### Auto generated by spf13/cobra on 12-Sep-2024

2
doc/commands/bbgo_backtest.md
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@ -50,4 +50,4 @@ bbgo backtest [flags]
* [bbgo](bbgo.md) - bbgo is a crypto trading bot * [bbgo](bbgo.md) - bbgo is a crypto trading bot
###### Auto generated by spf13/cobra on 21-Aug-2024 ###### Auto generated by spf13/cobra on 12-Sep-2024

2
doc/commands/bbgo_balances.md
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@ -40,4 +40,4 @@ bbgo balances [--session SESSION] [flags]
* [bbgo](bbgo.md) - bbgo is a crypto trading bot * [bbgo](bbgo.md) - bbgo is a crypto trading bot
###### Auto generated by spf13/cobra on 21-Aug-2024 ###### Auto generated by spf13/cobra on 12-Sep-2024

2
doc/commands/bbgo_build.md
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@ -39,4 +39,4 @@ bbgo build [flags]
* [bbgo](bbgo.md) - bbgo is a crypto trading bot * [bbgo](bbgo.md) - bbgo is a crypto trading bot
###### Auto generated by spf13/cobra on 21-Aug-2024 ###### Auto generated by spf13/cobra on 12-Sep-2024

2
doc/commands/bbgo_cancel-order.md
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@ -49,4 +49,4 @@ bbgo cancel-order [flags]
* [bbgo](bbgo.md) - bbgo is a crypto trading bot * [bbgo](bbgo.md) - bbgo is a crypto trading bot
###### Auto generated by spf13/cobra on 21-Aug-2024 ###### Auto generated by spf13/cobra on 12-Sep-2024

2
doc/commands/bbgo_deposits.md
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@ -41,4 +41,4 @@ bbgo deposits [flags]
* [bbgo](bbgo.md) - bbgo is a crypto trading bot * [bbgo](bbgo.md) - bbgo is a crypto trading bot
###### Auto generated by spf13/cobra on 21-Aug-2024 ###### Auto generated by spf13/cobra on 12-Sep-2024

24
doc/commands/bbgo_execute-order.md
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@ -9,16 +9,18 @@ bbgo execute-order --session SESSION --symbol SYMBOL --side SIDE --target-quanti
### Options ### Options
``` ```
--deadline duration deadline of the order execution --deadline duration deadline duration of the order execution, e.g. 1h
-h, --help help for execute-order --delay-interval duration order delay time after filled (default 3s)
--price-ticks int the number of price tick for the jump spread, default to 0 -h, --help help for execute-order
--session string the exchange session name for sync --order-update-rate-limit string order update rate limit, syntax: 1+1/1m (default "1s")
--side string the trading side: buy or sell --price-ticks int the number of price tick for the jump spread, default to 0
--slice-quantity string slice quantity --session string the exchange session name for sync
--stop-price string stop price (default "0") --side string the trading side: buy or sell
--symbol string the trading pair, like btcusdt --slice-quantity string slice quantity
--target-quantity string target quantity --stop-price string stop price (default "0")
--update-interval duration order update time (default 10s) --symbol string the trading pair, like btcusdt
--target-quantity string target quantity
--update-interval duration order update time (default 10s)
``` ```
### Options inherited from parent commands ### Options inherited from parent commands
@ -48,4 +50,4 @@ bbgo execute-order --session SESSION --symbol SYMBOL --side SIDE --target-quanti
* [bbgo](bbgo.md) - bbgo is a crypto trading bot * [bbgo](bbgo.md) - bbgo is a crypto trading bot
###### Auto generated by spf13/cobra on 21-Aug-2024 ###### Auto generated by spf13/cobra on 12-Sep-2024

2
doc/commands/bbgo_get-order.md
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@ -42,4 +42,4 @@ bbgo get-order --session SESSION --order-id ORDER_ID [flags]
* [bbgo](bbgo.md) - bbgo is a crypto trading bot * [bbgo](bbgo.md) - bbgo is a crypto trading bot
###### Auto generated by spf13/cobra on 21-Aug-2024 ###### Auto generated by spf13/cobra on 12-Sep-2024

2
doc/commands/bbgo_hoptimize.md
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@ -45,4 +45,4 @@ bbgo hoptimize [flags]
* [bbgo](bbgo.md) - bbgo is a crypto trading bot * [bbgo](bbgo.md) - bbgo is a crypto trading bot
###### Auto generated by spf13/cobra on 21-Aug-2024 ###### Auto generated by spf13/cobra on 12-Sep-2024

2
doc/commands/bbgo_kline.md
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@ -42,4 +42,4 @@ bbgo kline [flags]
* [bbgo](bbgo.md) - bbgo is a crypto trading bot * [bbgo](bbgo.md) - bbgo is a crypto trading bot
###### Auto generated by spf13/cobra on 21-Aug-2024 ###### Auto generated by spf13/cobra on 12-Sep-2024

2
doc/commands/bbgo_list-orders.md
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@ -41,4 +41,4 @@ bbgo list-orders open|closed --session SESSION --symbol SYMBOL [flags]
* [bbgo](bbgo.md) - bbgo is a crypto trading bot * [bbgo](bbgo.md) - bbgo is a crypto trading bot
###### Auto generated by spf13/cobra on 21-Aug-2024 ###### Auto generated by spf13/cobra on 12-Sep-2024

2
doc/commands/bbgo_margin.md
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@ -38,4 +38,4 @@ margin related history
* [bbgo margin loans](bbgo_margin_loans.md) - query loans history * [bbgo margin loans](bbgo_margin_loans.md) - query loans history
* [bbgo margin repays](bbgo_margin_repays.md) - query repay history * [bbgo margin repays](bbgo_margin_repays.md) - query repay history
###### Auto generated by spf13/cobra on 21-Aug-2024 ###### Auto generated by spf13/cobra on 12-Sep-2024

2
doc/commands/bbgo_margin_interests.md
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@ -41,4 +41,4 @@ bbgo margin interests --session=SESSION_NAME --asset=ASSET [flags]
* [bbgo margin](bbgo_margin.md) - margin related history * [bbgo margin](bbgo_margin.md) - margin related history
###### Auto generated by spf13/cobra on 21-Aug-2024 ###### Auto generated by spf13/cobra on 12-Sep-2024

2
doc/commands/bbgo_margin_loans.md
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@ -41,4 +41,4 @@ bbgo margin loans --session=SESSION_NAME --asset=ASSET [flags]
* [bbgo margin](bbgo_margin.md) - margin related history * [bbgo margin](bbgo_margin.md) - margin related history
###### Auto generated by spf13/cobra on 21-Aug-2024 ###### Auto generated by spf13/cobra on 12-Sep-2024

2
doc/commands/bbgo_margin_repays.md
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@ -41,4 +41,4 @@ bbgo margin repays --session=SESSION_NAME --asset=ASSET [flags]
* [bbgo margin](bbgo_margin.md) - margin related history * [bbgo margin](bbgo_margin.md) - margin related history
###### Auto generated by spf13/cobra on 21-Aug-2024 ###### Auto generated by spf13/cobra on 12-Sep-2024

2
doc/commands/bbgo_market.md
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@ -40,4 +40,4 @@ bbgo market [flags]
* [bbgo](bbgo.md) - bbgo is a crypto trading bot * [bbgo](bbgo.md) - bbgo is a crypto trading bot
###### Auto generated by spf13/cobra on 21-Aug-2024 ###### Auto generated by spf13/cobra on 12-Sep-2024

2
doc/commands/bbgo_optimize.md
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@ -44,4 +44,4 @@ bbgo optimize [flags]
* [bbgo](bbgo.md) - bbgo is a crypto trading bot * [bbgo](bbgo.md) - bbgo is a crypto trading bot
###### Auto generated by spf13/cobra on 21-Aug-2024 ###### Auto generated by spf13/cobra on 12-Sep-2024

2
doc/commands/bbgo_orderbook.md
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@ -42,4 +42,4 @@ bbgo orderbook --session=[exchange_name] --symbol=[pair_name] [flags]
* [bbgo](bbgo.md) - bbgo is a crypto trading bot * [bbgo](bbgo.md) - bbgo is a crypto trading bot
###### Auto generated by spf13/cobra on 21-Aug-2024 ###### Auto generated by spf13/cobra on 12-Sep-2024

2
doc/commands/bbgo_orderupdate.md
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@ -40,4 +40,4 @@ bbgo orderupdate [flags]
* [bbgo](bbgo.md) - bbgo is a crypto trading bot * [bbgo](bbgo.md) - bbgo is a crypto trading bot
###### Auto generated by spf13/cobra on 21-Aug-2024 ###### Auto generated by spf13/cobra on 12-Sep-2024

2
doc/commands/bbgo_pnl.md
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@ -49,4 +49,4 @@ bbgo pnl [flags]
* [bbgo](bbgo.md) - bbgo is a crypto trading bot * [bbgo](bbgo.md) - bbgo is a crypto trading bot
###### Auto generated by spf13/cobra on 21-Aug-2024 ###### Auto generated by spf13/cobra on 12-Sep-2024

2
doc/commands/bbgo_run.md
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@ -51,4 +51,4 @@ bbgo run [flags]
* [bbgo](bbgo.md) - bbgo is a crypto trading bot * [bbgo](bbgo.md) - bbgo is a crypto trading bot
###### Auto generated by spf13/cobra on 21-Aug-2024 ###### Auto generated by spf13/cobra on 12-Sep-2024

2
doc/commands/bbgo_submit-order.md
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@ -46,4 +46,4 @@ bbgo submit-order --session SESSION --symbol SYMBOL --side SIDE --quantity QUANT
* [bbgo](bbgo.md) - bbgo is a crypto trading bot * [bbgo](bbgo.md) - bbgo is a crypto trading bot
###### Auto generated by spf13/cobra on 21-Aug-2024 ###### Auto generated by spf13/cobra on 12-Sep-2024

2
doc/commands/bbgo_sync.md
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@ -42,4 +42,4 @@ bbgo sync [--session=[exchange_name]] [--symbol=[pair_name]] [[--since=yyyy/mm/d
* [bbgo](bbgo.md) - bbgo is a crypto trading bot * [bbgo](bbgo.md) - bbgo is a crypto trading bot
###### Auto generated by spf13/cobra on 21-Aug-2024 ###### Auto generated by spf13/cobra on 12-Sep-2024

2
doc/commands/bbgo_trades.md
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@ -42,4 +42,4 @@ bbgo trades --session=[exchange_name] --symbol=[pair_name] [flags]
* [bbgo](bbgo.md) - bbgo is a crypto trading bot * [bbgo](bbgo.md) - bbgo is a crypto trading bot
###### Auto generated by spf13/cobra on 21-Aug-2024 ###### Auto generated by spf13/cobra on 12-Sep-2024

2
doc/commands/bbgo_tradeupdate.md
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@ -40,4 +40,4 @@ bbgo tradeupdate --session=[exchange_name] [flags]
* [bbgo](bbgo.md) - bbgo is a crypto trading bot * [bbgo](bbgo.md) - bbgo is a crypto trading bot
###### Auto generated by spf13/cobra on 21-Aug-2024 ###### Auto generated by spf13/cobra on 12-Sep-2024

2
doc/commands/bbgo_transfer-history.md
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@ -42,4 +42,4 @@ bbgo transfer-history [flags]
* [bbgo](bbgo.md) - bbgo is a crypto trading bot * [bbgo](bbgo.md) - bbgo is a crypto trading bot
###### Auto generated by spf13/cobra on 21-Aug-2024 ###### Auto generated by spf13/cobra on 12-Sep-2024

2
doc/commands/bbgo_userdatastream.md
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@ -40,4 +40,4 @@ bbgo userdatastream [flags]
* [bbgo](bbgo.md) - bbgo is a crypto trading bot * [bbgo](bbgo.md) - bbgo is a crypto trading bot
###### Auto generated by spf13/cobra on 21-Aug-2024 ###### Auto generated by spf13/cobra on 12-Sep-2024

2
doc/commands/bbgo_version.md
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@ -39,4 +39,4 @@ bbgo version [flags]
* [bbgo](bbgo.md) - bbgo is a crypto trading bot * [bbgo](bbgo.md) - bbgo is a crypto trading bot
###### Auto generated by spf13/cobra on 21-Aug-2024 ###### Auto generated by spf13/cobra on 12-Sep-2024

2
doc/configuration/telegram.md
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@ -17,7 +17,7 @@ TELEGRAM_BOT_TOKEN=347374838:ABFTjfiweajfiawoejfiaojfeijoaef
``` ```
For the telegram chat authentication (your bot needs to verify it's you), if you only need a fixed authentication token, For the telegram chat authentication (your bot needs to verify it's you), if you only need a fixed authentication token,
you can set `TELEGRAM_AUTH_TOKEN` in the `.env.local` file, e.g., you can set `TELEGRAM_BOT_AUTH_TOKEN` in the `.env.local` file, e.g.,
```sh ```sh
TELEGRAM_BOT_AUTH_TOKEN=itsme55667788 TELEGRAM_BOT_AUTH_TOKEN=itsme55667788

35
doc/release/v1.60.1.md Normal file
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@ -0,0 +1,35 @@
## Fixes
- fixed xmaker bugs
- updated helm chart for sync cronjob
- fixed max deposits api
[Full Changelog](https://github.com/c9s/bbgo/compare/v1.60.0...main)
- [#1727](https://github.com/c9s/bbgo/pull/1727): FIX: update timeInForce for binance margin order
- [#1729](https://github.com/c9s/bbgo/pull/1729): FIX: [max] fix v3 deposit state conversion
- [#1723](https://github.com/c9s/bbgo/pull/1723): FIX: [xmaker] avoid calculate margin from 0.0 signal
- [#1721](https://github.com/c9s/bbgo/pull/1721): FIX: [xmaker] fix aggregatePrice method
- [#1725](https://github.com/c9s/bbgo/pull/1725): IMPROVE: [xmaker] improve hedge margin account leverage calculation
- [#1722](https://github.com/c9s/bbgo/pull/1722): FEATURE: [xmaker] add signals
- [#1720](https://github.com/c9s/bbgo/pull/1720): FEATURE: [xmaker] margin credit improvement
- [#1718](https://github.com/c9s/bbgo/pull/1718): FEATURE: [xmaker] add more config metrics
- [#1719](https://github.com/c9s/bbgo/pull/1719): IMPROVE: [xmaker] fix bollinger band price calculation
- [#1709](https://github.com/c9s/bbgo/pull/1709): IMPROVE: [xmaker] improve profit stats ticker and integrate rate limiter
- [#1708](https://github.com/c9s/bbgo/pull/1708): FEATURE: [xmaker] integrate circuit breaker
- [#1712](https://github.com/c9s/bbgo/pull/1712): FEATURE: [xmaker] add profit fixer
- [#1710](https://github.com/c9s/bbgo/pull/1710): IMPROVE: [xmaker] improve stability
- [#1717](https://github.com/c9s/bbgo/pull/1717): REFACTOR: [xmaker] refactor hedge worker and quote worker
- [#1716](https://github.com/c9s/bbgo/pull/1716): FIX: [xmaker] profit object can be nil
- [#1707](https://github.com/c9s/bbgo/pull/1707): FIX: [xmaker] position metrics missing label
- [#1715](https://github.com/c9s/bbgo/pull/1715): UPGRADE: [go] upgrade packages that are too old
- [#1713](https://github.com/c9s/bbgo/pull/1713): FEATURE: [chart] add env vars section
- [#1711](https://github.com/c9s/bbgo/pull/1711): FEATURE: [binance] add new margin order side effect AUTO_BORROW_REPAY
- [#1705](https://github.com/c9s/bbgo/pull/1705): FIX: [k8s] fix sync.enabled option
- [#1704](https://github.com/c9s/bbgo/pull/1704): FEATURE: [k8s] add cronjob for sync
- [#1700](https://github.com/c9s/bbgo/pull/1700): Fix: [autobuy] fix error when bollinger settings is not set
- [#1703](https://github.com/c9s/bbgo/pull/1703): FEATURE: [core] add position metrics
- [#1702](https://github.com/c9s/bbgo/pull/1702): IMPROVE: improve balance related metrics
- [#1699](https://github.com/c9s/bbgo/pull/1699): REFACTOR: [twap] upgrade twap command and add optional order update rate limiter
- [#1701](https://github.com/c9s/bbgo/pull/1701): RELEASE: v1.60.0
- [#1714](https://github.com/c9s/bbgo/pull/1714): dep: bump actions/setup-node from 2 to 4

18
doc/release/v1.60.2.md Normal file
View File

@ -0,0 +1,18 @@
[Full Changelog](https://github.com/c9s/bbgo/compare/v1.60.1...main)
- [#1739](https://github.com/c9s/bbgo/pull/1739): FEATURE: [dca2] set exchange fee rate for round position
- [#1738](https://github.com/c9s/bbgo/pull/1738): FEATURE: [okx] update symbols to latest
- [#1737](https://github.com/c9s/bbgo/pull/1737): FEATURE: [xmaker] implement tryArbitrage
- [#1730](https://github.com/c9s/bbgo/pull/1730): FEATURE: [xmaker] add market trade signal
- [#1734](https://github.com/c9s/bbgo/pull/1734): REFACTOR: [xmaker] refactor for supporting ioc arb [part1]
- [#1736](https://github.com/c9s/bbgo/pull/1736): MINOR: [session] remove environment nil validation log
- [#1742](https://github.com/c9s/bbgo/pull/1742): FIX: types/stream: change errorf to warnf
- [#1741](https://github.com/c9s/bbgo/pull/1741): FIX: upgrade github.com/c9s/requestgen to 1.4.3
- [#1740](https://github.com/c9s/bbgo/pull/1740): FIX: upgrade requestgen and re-generate max cancel order request files
- [#1726](https://github.com/c9s/bbgo/pull/1726): dep: bump morphy2k/revive-action from 2.5.9 to 2.5.10
- [#1735](https://github.com/c9s/bbgo/pull/1735): FIX: configure environment
- [#1724](https://github.com/c9s/bbgo/pull/1724): FIX: fix slice init length
- [#1733](https://github.com/c9s/bbgo/pull/1733): FIX: [bbgo] fix the defaults / initialize steps
- [#1732](https://github.com/c9s/bbgo/pull/1732): FIX: fix env name
- [#1728](https://github.com/c9s/bbgo/pull/1728): FIX: [core] fix memory leak
- [#1731](https://github.com/c9s/bbgo/pull/1731): FIX: fix json tag

78
go.mod
View File

@ -6,10 +6,11 @@ go 1.22.4
require ( require (
github.com/DATA-DOG/go-sqlmock v1.5.2 github.com/DATA-DOG/go-sqlmock v1.5.2
github.com/Masterminds/squirrel v1.5.4 github.com/Masterminds/squirrel v1.5.3
github.com/adshao/go-binance/v2 v2.5.1 github.com/adshao/go-binance/v2 v2.6.0
github.com/c-bata/goptuna v0.9.0 github.com/c-bata/goptuna v0.8.1
github.com/c9s/requestgen v1.3.6 github.com/c9s/bbgo v1.60.2
github.com/c9s/requestgen v1.4.3
github.com/c9s/rockhopper/v2 v2.0.4 github.com/c9s/rockhopper/v2 v2.0.4
github.com/cenkalti/backoff/v4 v4.3.0 github.com/cenkalti/backoff/v4 v4.3.0
github.com/cheggaaa/pb/v3 v3.1.5 github.com/cheggaaa/pb/v3 v3.1.5
@ -53,30 +54,30 @@ require (
github.com/zserge/lorca v0.1.10 github.com/zserge/lorca v0.1.10
go.uber.org/mock v0.4.0 go.uber.org/mock v0.4.0
go.uber.org/multierr v1.11.0 go.uber.org/multierr v1.11.0
golang.org/x/oauth2 v0.21.0 golang.org/x/oauth2 v0.22.0
golang.org/x/sync v0.7.0 golang.org/x/sync v0.8.0
golang.org/x/time v0.5.0 golang.org/x/time v0.6.0
gonum.org/v1/gonum v0.15.0 gonum.org/v1/gonum v0.15.0
google.golang.org/api v0.186.0 google.golang.org/api v0.194.0
google.golang.org/grpc v1.64.0 google.golang.org/grpc v1.65.0
google.golang.org/protobuf v1.34.2 google.golang.org/protobuf v1.34.2
gopkg.in/tucnak/telebot.v2 v2.5.0 gopkg.in/tucnak/telebot.v2 v2.5.0
gopkg.in/yaml.v3 v3.0.1 gopkg.in/yaml.v3 v3.0.1
) )
require ( require (
cloud.google.com/go/auth v0.6.0 // indirect cloud.google.com/go/auth v0.9.1 // indirect
cloud.google.com/go/auth/oauth2adapt v0.2.2 // indirect cloud.google.com/go/auth/oauth2adapt v0.2.4 // indirect
cloud.google.com/go/compute/metadata v0.3.0 // indirect cloud.google.com/go/compute/metadata v0.5.0 // indirect
filippo.io/edwards25519 v1.1.0 // indirect filippo.io/edwards25519 v1.1.0 // indirect
github.com/VividCortex/ewma v1.2.0 // indirect github.com/VividCortex/ewma v1.2.0 // indirect
github.com/beorn7/perks v1.0.1 // indirect github.com/beorn7/perks v1.0.1 // indirect
github.com/bitly/go-simplejson v0.5.0 // indirect github.com/bitly/go-simplejson v0.5.1 // indirect
github.com/blend/go-sdk v1.20220411.3 // indirect github.com/blend/go-sdk v1.20220411.3 // indirect
github.com/boombuler/barcode v1.0.1-0.20190219062509-6c824513bacc // indirect github.com/boombuler/barcode v1.0.1-0.20190219062509-6c824513bacc // indirect
github.com/bytedance/sonic v1.11.6 // indirect github.com/bytedance/sonic v1.12.1 // indirect
github.com/bytedance/sonic/loader v0.1.1 // indirect github.com/bytedance/sonic/loader v0.2.0 // indirect
github.com/cespare/xxhash/v2 v2.2.0 // indirect github.com/cespare/xxhash/v2 v2.3.0 // indirect
github.com/cloudwego/base64x v0.1.4 // indirect github.com/cloudwego/base64x v0.1.4 // indirect
github.com/cloudwego/iasm v0.2.0 // indirect github.com/cloudwego/iasm v0.2.0 // indirect
github.com/cockroachdb/apd v1.1.0 // indirect github.com/cockroachdb/apd v1.1.0 // indirect
@ -86,27 +87,26 @@ require (
github.com/dgryski/go-rendezvous v0.0.0-20200823014737-9f7001d12a5f // indirect github.com/dgryski/go-rendezvous v0.0.0-20200823014737-9f7001d12a5f // indirect
github.com/felixge/httpsnoop v1.0.4 // indirect github.com/felixge/httpsnoop v1.0.4 // indirect
github.com/fsnotify/fsnotify v1.7.0 // indirect github.com/fsnotify/fsnotify v1.7.0 // indirect
github.com/gabriel-vasile/mimetype v1.4.3 // indirect github.com/gabriel-vasile/mimetype v1.4.5 // indirect
github.com/gin-contrib/sse v0.1.0 // indirect github.com/gin-contrib/sse v0.1.0 // indirect
github.com/go-logr/logr v1.4.1 // indirect github.com/go-logr/logr v1.4.2 // indirect
github.com/go-logr/stdr v1.2.2 // indirect github.com/go-logr/stdr v1.2.2 // indirect
github.com/go-playground/locales v0.14.1 // indirect github.com/go-playground/locales v0.14.1 // indirect
github.com/go-playground/universal-translator v0.18.1 // indirect github.com/go-playground/universal-translator v0.18.1 // indirect
github.com/go-playground/validator/v10 v10.20.0 // indirect github.com/go-playground/validator/v10 v10.22.0 // indirect
github.com/goccy/go-json v0.10.2 // indirect github.com/goccy/go-json v0.10.3 // indirect
github.com/golang-sql/civil v0.0.0-20220223132316-b832511892a9 // indirect github.com/golang-sql/civil v0.0.0-20220223132316-b832511892a9 // indirect
github.com/golang-sql/sqlexp v0.1.0 // indirect github.com/golang-sql/sqlexp v0.1.0 // indirect
github.com/golang/freetype v0.0.0-20170609003504-e2365dfdc4a0 // indirect github.com/golang/freetype v0.0.0-20170609003504-e2365dfdc4a0 // indirect
github.com/golang/groupcache v0.0.0-20210331224755-41bb18bfe9da // indirect github.com/golang/groupcache v0.0.0-20210331224755-41bb18bfe9da // indirect
github.com/golang/protobuf v1.5.4 // indirect github.com/google/s2a-go v0.1.8 // indirect
github.com/google/s2a-go v0.1.7 // indirect
github.com/googleapis/enterprise-certificate-proxy v0.3.2 // indirect github.com/googleapis/enterprise-certificate-proxy v0.3.2 // indirect
github.com/googleapis/gax-go/v2 v2.12.5 // indirect github.com/googleapis/gax-go/v2 v2.13.0 // indirect
github.com/hashicorp/hcl v1.0.0 // indirect github.com/hashicorp/hcl v1.0.0 // indirect
github.com/inconshreveable/mousetrap v1.1.0 // indirect github.com/inconshreveable/mousetrap v1.1.0 // indirect
github.com/jonboulle/clockwork v0.4.0 // indirect github.com/jonboulle/clockwork v0.4.0 // indirect
github.com/json-iterator/go v1.1.12 // indirect github.com/json-iterator/go v1.1.12 // indirect
github.com/klauspost/cpuid/v2 v2.2.7 // indirect github.com/klauspost/cpuid/v2 v2.2.8 // indirect
github.com/lann/builder v0.0.0-20180802200727-47ae307949d0 // indirect github.com/lann/builder v0.0.0-20180802200727-47ae307949d0 // indirect
github.com/lann/ps v0.0.0-20150810152359-62de8c46ede0 // indirect github.com/lann/ps v0.0.0-20150810152359-62de8c46ede0 // indirect
github.com/leodido/go-urn v1.4.0 // indirect github.com/leodido/go-urn v1.4.0 // indirect
@ -116,22 +116,22 @@ require (
github.com/mattn/go-colorable v0.1.13 // indirect github.com/mattn/go-colorable v0.1.13 // indirect
github.com/mattn/go-isatty v0.0.20 // indirect github.com/mattn/go-isatty v0.0.20 // indirect
github.com/mattn/go-runewidth v0.0.15 // indirect github.com/mattn/go-runewidth v0.0.15 // indirect
github.com/mattn/go-sqlite3 v1.14.22 // indirect github.com/mattn/go-sqlite3 v1.14.23 // indirect
github.com/mgutz/ansi v0.0.0-20200706080929-d51e80ef957d // indirect github.com/mgutz/ansi v0.0.0-20200706080929-d51e80ef957d // indirect
github.com/mitchellh/mapstructure v1.5.0 // indirect github.com/mitchellh/mapstructure v1.5.0 // indirect
github.com/modern-go/concurrent v0.0.0-20180306012644-bacd9c7ef1dd // indirect github.com/modern-go/concurrent v0.0.0-20180306012644-bacd9c7ef1dd // indirect
github.com/modern-go/reflect2 v1.0.2 // indirect github.com/modern-go/reflect2 v1.0.2 // indirect
github.com/pelletier/go-toml/v2 v2.2.2 // indirect github.com/pelletier/go-toml/v2 v2.2.3 // indirect
github.com/pmezard/go-difflib v1.0.1-0.20181226105442-5d4384ee4fb2 // indirect github.com/pmezard/go-difflib v1.0.1-0.20181226105442-5d4384ee4fb2 // indirect
github.com/prometheus/client_model v0.5.0 // indirect github.com/prometheus/client_model v0.5.0 // indirect
github.com/prometheus/common v0.48.0 // indirect github.com/prometheus/common v0.48.0 // indirect
github.com/prometheus/procfs v0.12.0 // indirect github.com/prometheus/procfs v0.12.0 // indirect
github.com/rivo/uniseg v0.4.4 // indirect github.com/rivo/uniseg v0.4.7 // indirect
github.com/rollbar/rollbar-go v1.0.2 // indirect github.com/rollbar/rollbar-go v1.4.5 // indirect
github.com/russross/blackfriday/v2 v2.1.0 // indirect github.com/russross/blackfriday/v2 v2.1.0 // indirect
github.com/sagikazarmark/locafero v0.4.0 // indirect github.com/sagikazarmark/locafero v0.4.0 // indirect
github.com/sagikazarmark/slog-shim v0.1.0 // indirect github.com/sagikazarmark/slog-shim v0.1.0 // indirect
github.com/shopspring/decimal v0.0.0-20180709203117-cd690d0c9e24 // indirect github.com/shopspring/decimal v1.2.0 // indirect
github.com/sourcegraph/conc v0.3.0 // indirect github.com/sourcegraph/conc v0.3.0 // indirect
github.com/spf13/afero v1.11.0 // indirect github.com/spf13/afero v1.11.0 // indirect
github.com/spf13/cast v1.6.0 // indirect github.com/spf13/cast v1.6.0 // indirect
@ -144,16 +144,16 @@ require (
go.opentelemetry.io/otel v1.24.0 // indirect go.opentelemetry.io/otel v1.24.0 // indirect
go.opentelemetry.io/otel/metric v1.24.0 // indirect go.opentelemetry.io/otel/metric v1.24.0 // indirect
go.opentelemetry.io/otel/trace v1.24.0 // indirect go.opentelemetry.io/otel/trace v1.24.0 // indirect
golang.org/x/arch v0.8.0 // indirect golang.org/x/arch v0.9.0 // indirect
golang.org/x/crypto v0.24.0 // indirect golang.org/x/crypto v0.26.0 // indirect
golang.org/x/exp v0.0.0-20240112132812-db7319d0e0e3 // indirect golang.org/x/exp v0.0.0-20240404231335-c0f41cb1a7a0 // indirect
golang.org/x/image v0.14.0 // indirect golang.org/x/image v0.14.0 // indirect
golang.org/x/mod v0.17.0 // indirect golang.org/x/mod v0.20.0 // indirect
golang.org/x/net v0.26.0 // indirect golang.org/x/net v0.28.0 // indirect
golang.org/x/sys v0.21.0 // indirect golang.org/x/sys v0.24.0 // indirect
golang.org/x/term v0.21.0 // indirect golang.org/x/term v0.23.0 // indirect
golang.org/x/text v0.16.0 // indirect golang.org/x/text v0.17.0 // indirect
golang.org/x/tools v0.21.1-0.20240508182429-e35e4ccd0d2d // indirect golang.org/x/tools v0.24.0 // indirect
google.golang.org/genproto/googleapis/rpc v0.0.0-20240617180043-68d350f18fd4 // indirect google.golang.org/genproto/googleapis/rpc v0.0.0-20240814211410-ddb44dafa142 // indirect
gopkg.in/ini.v1 v1.67.0 // indirect gopkg.in/ini.v1 v1.67.0 // indirect
) )

589
go.sum
View File

@ -1,52 +1,87 @@
cloud.google.com/go v0.26.0/go.mod h1:aQUYkXzVsufM+DwF1aE+0xfcU+56JwCaLick0ClmMTw= cloud.google.com/go v0.26.0/go.mod h1:aQUYkXzVsufM+DwF1aE+0xfcU+56JwCaLick0ClmMTw=
cloud.google.com/go/auth v0.6.0 h1:5x+d6b5zdezZ7gmLWD1m/xNjnaQ2YDhmIz/HH3doy1g= cloud.google.com/go v0.34.0/go.mod h1:aQUYkXzVsufM+DwF1aE+0xfcU+56JwCaLick0ClmMTw=
cloud.google.com/go/auth v0.6.0/go.mod h1:b4acV+jLQDyjwm4OXHYjNvRi4jvGBzHWJRtJcy+2P4g= cloud.google.com/go v0.38.0/go.mod h1:990N+gfupTy94rShfmMCWGDn0LpTmnzTp2qbd1dvSRU=
cloud.google.com/go/auth/oauth2adapt v0.2.2 h1:+TTV8aXpjeChS9M+aTtN/TjdQnzJvmzKFt//oWu7HX4= cloud.google.com/go v0.44.1/go.mod h1:iSa0KzasP4Uvy3f1mN/7PiObzGgflwredwwASm/v6AU=
cloud.google.com/go/auth/oauth2adapt v0.2.2/go.mod h1:wcYjgpZI9+Yu7LyYBg4pqSiaRkfEK3GQcpb7C/uyF1Q= cloud.google.com/go v0.44.2/go.mod h1:60680Gw3Yr4ikxnPRS/oxxkBccT6SA1yMk63TGekxKY=
cloud.google.com/go/compute/metadata v0.3.0 h1:Tz+eQXMEqDIKRsmY3cHTL6FVaynIjX2QxYC4trgAKZc= cloud.google.com/go v0.45.1/go.mod h1:RpBamKRgapWJb87xiFSdk4g1CME7QZg3uwTez+TSTjc=
cloud.google.com/go/compute/metadata v0.3.0/go.mod h1:zFmK7XCadkQkj6TtorcaGlCW1hT1fIilQDwofLpJ20k= cloud.google.com/go v0.46.3/go.mod h1:a6bKKbmY7er1mI7TEI4lsAkts/mkhTSZK8w33B4RAg0=
cloud.google.com/go/auth v0.9.1 h1:+pMtLEV2k0AXKvs/tGZojuj6QaioxfUjOpMsG5Gtx+w=
cloud.google.com/go/auth v0.9.1/go.mod h1:Sw8ocT5mhhXxFklyhT12Eiy0ed6tTrPMCJjSI8KhYLk=
cloud.google.com/go/auth/oauth2adapt v0.2.4 h1:0GWE/FUsXhf6C+jAkWgYm7X9tK8cuEIfy19DBn6B6bY=
cloud.google.com/go/auth/oauth2adapt v0.2.4/go.mod h1:jC/jOpwFP6JBxhB3P5Rr0a9HLMC/Pe3eaL4NmdvqPtc=
cloud.google.com/go/bigquery v1.0.1/go.mod h1:i/xbL2UlR5RvWAURpBYZTtm/cXjCha9lbfbpx4poX+o=
cloud.google.com/go/compute/metadata v0.5.0 h1:Zr0eK8JbFv6+Wi4ilXAR8FJ3wyNdpxHKJNPos6LTZOY=
cloud.google.com/go/compute/metadata v0.5.0/go.mod h1:aHnloV2TPI38yx4s9+wAZhHykWvVCfu7hQbF+9CWoiY=
cloud.google.com/go/datastore v1.0.0/go.mod h1:LXYbyblFSglQ5pkeyhO+Qmw7ukd3C+pD7TKLgZqpHYE=
cloud.google.com/go/firestore v1.1.0/go.mod h1:ulACoGHTpvq5r8rxGJ4ddJZBZqakUQqClKRT5SZwBmk=
cloud.google.com/go/pubsub v1.0.1/go.mod h1:R0Gpsv3s54REJCy4fxDixWD93lHJMoZTyQ2kNxGRt3I=
cloud.google.com/go/storage v1.0.0/go.mod h1:IhtSnM/ZTZV8YYJWCY8RULGVqBDmpoyjwiyrjsg+URw=
dmitri.shuralyov.com/gpu/mtl v0.0.0-20190408044501-666a987793e9/go.mod h1:H6x//7gZCb22OMCxBHrMx7a5I7Hp++hsVxbQ4BYO7hU=
filippo.io/edwards25519 v1.1.0 h1:FNf4tywRC1HmFuKW5xopWpigGjJKiJSV0Cqo0cJWDaA= filippo.io/edwards25519 v1.1.0 h1:FNf4tywRC1HmFuKW5xopWpigGjJKiJSV0Cqo0cJWDaA=
filippo.io/edwards25519 v1.1.0/go.mod h1:BxyFTGdWcka3PhytdK4V28tE5sGfRvvvRV7EaN4VDT4= filippo.io/edwards25519 v1.1.0/go.mod h1:BxyFTGdWcka3PhytdK4V28tE5sGfRvvvRV7EaN4VDT4=
github.com/Azure/azure-sdk-for-go/sdk/azcore v0.19.0/go.mod h1:h6H6c8enJmmocHUbLiiGY6sx7f9i+X3m1CHdd5c6Rdw= github.com/Azure/azure-sdk-for-go/sdk/azcore v0.19.0/go.mod h1:h6H6c8enJmmocHUbLiiGY6sx7f9i+X3m1CHdd5c6Rdw=
github.com/Azure/azure-sdk-for-go/sdk/azidentity v0.11.0/go.mod h1:HcM1YX14R7CJcghJGOYCgdezslRSVzqwLf/q+4Y2r/0= github.com/Azure/azure-sdk-for-go/sdk/azidentity v0.11.0/go.mod h1:HcM1YX14R7CJcghJGOYCgdezslRSVzqwLf/q+4Y2r/0=
github.com/Azure/azure-sdk-for-go/sdk/internal v0.7.0/go.mod h1:yqy467j36fJxcRV2TzfVZ1pCb5vxm4BtZPUdYWe/Xo8= github.com/Azure/azure-sdk-for-go/sdk/internal v0.7.0/go.mod h1:yqy467j36fJxcRV2TzfVZ1pCb5vxm4BtZPUdYWe/Xo8=
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github.com/golang-sql/civil v0.0.0-20190719163853-cb61b32ac6fe/go.mod h1:8vg3r2VgvsThLBIFL93Qb5yWzgyZWhEmBwUJWevAkK0= github.com/golang-sql/civil v0.0.0-20190719163853-cb61b32ac6fe/go.mod h1:8vg3r2VgvsThLBIFL93Qb5yWzgyZWhEmBwUJWevAkK0=
github.com/golang-sql/civil v0.0.0-20220223132316-b832511892a9 h1:au07oEsX2xN0ktxqI+Sida1w446QrXBRJ0nee3SNZlA= github.com/golang-sql/civil v0.0.0-20220223132316-b832511892a9 h1:au07oEsX2xN0ktxqI+Sida1w446QrXBRJ0nee3SNZlA=
github.com/golang-sql/civil v0.0.0-20220223132316-b832511892a9/go.mod h1:8vg3r2VgvsThLBIFL93Qb5yWzgyZWhEmBwUJWevAkK0= github.com/golang-sql/civil v0.0.0-20220223132316-b832511892a9/go.mod h1:8vg3r2VgvsThLBIFL93Qb5yWzgyZWhEmBwUJWevAkK0=
@ -124,21 +192,32 @@ github.com/golang-sql/sqlexp v0.1.0/go.mod h1:J4ad9Vo8ZCWQ2GMrC4UCQy1JpCbwU9m3EO
github.com/golang/freetype v0.0.0-20170609003504-e2365dfdc4a0 h1:DACJavvAHhabrF08vX0COfcOBJRhZ8lUbR+ZWIs0Y5g= github.com/golang/freetype v0.0.0-20170609003504-e2365dfdc4a0 h1:DACJavvAHhabrF08vX0COfcOBJRhZ8lUbR+ZWIs0Y5g=
github.com/golang/freetype v0.0.0-20170609003504-e2365dfdc4a0/go.mod h1:E/TSTwGwJL78qG/PmXZO1EjYhfJinVAhrmmHX6Z8B9k= github.com/golang/freetype v0.0.0-20170609003504-e2365dfdc4a0/go.mod h1:E/TSTwGwJL78qG/PmXZO1EjYhfJinVAhrmmHX6Z8B9k=
github.com/golang/glog v0.0.0-20160126235308-23def4e6c14b/go.mod h1:SBH7ygxi8pfUlaOkMMuAQtPIUF8ecWP5IEl/CR7VP2Q= github.com/golang/glog v0.0.0-20160126235308-23def4e6c14b/go.mod h1:SBH7ygxi8pfUlaOkMMuAQtPIUF8ecWP5IEl/CR7VP2Q=
github.com/golang/groupcache v0.0.0-20190129154638-5b532d6fd5ef/go.mod h1:cIg4eruTrX1D+g88fzRXU5OdNfaM+9IcxsU14FzY7Hc=
github.com/golang/groupcache v0.0.0-20200121045136-8c9f03a8e57e/go.mod h1:cIg4eruTrX1D+g88fzRXU5OdNfaM+9IcxsU14FzY7Hc= github.com/golang/groupcache v0.0.0-20200121045136-8c9f03a8e57e/go.mod h1:cIg4eruTrX1D+g88fzRXU5OdNfaM+9IcxsU14FzY7Hc=
github.com/golang/groupcache v0.0.0-20210331224755-41bb18bfe9da h1:oI5xCqsCo564l8iNU+DwB5epxmsaqB+rhGL0m5jtYqE= github.com/golang/groupcache v0.0.0-20210331224755-41bb18bfe9da h1:oI5xCqsCo564l8iNU+DwB5epxmsaqB+rhGL0m5jtYqE=
github.com/golang/groupcache v0.0.0-20210331224755-41bb18bfe9da/go.mod h1:cIg4eruTrX1D+g88fzRXU5OdNfaM+9IcxsU14FzY7Hc= github.com/golang/groupcache v0.0.0-20210331224755-41bb18bfe9da/go.mod h1:cIg4eruTrX1D+g88fzRXU5OdNfaM+9IcxsU14FzY7Hc=
github.com/golang/mock v1.1.1/go.mod h1:oTYuIxOrZwtPieC+H1uAHpcLFnEyAGVDL/k47Jfbm0A= github.com/golang/mock v1.1.1/go.mod h1:oTYuIxOrZwtPieC+H1uAHpcLFnEyAGVDL/k47Jfbm0A=
github.com/golang/mock v1.2.0/go.mod h1:oTYuIxOrZwtPieC+H1uAHpcLFnEyAGVDL/k47Jfbm0A=
github.com/golang/mock v1.3.1/go.mod h1:sBzyDLLjw3U8JLTeZvSv8jJB+tU5PVekmnlKIyFUx0Y=
github.com/golang/protobuf v1.2.0/go.mod h1:6lQm79b+lXiMfvg/cZm0SGofjICqVBUtrP5yJMmIC1U= github.com/golang/protobuf v1.2.0/go.mod h1:6lQm79b+lXiMfvg/cZm0SGofjICqVBUtrP5yJMmIC1U=
github.com/golang/protobuf v1.3.0/go.mod h1:Qd/q+1AKNOZr9uGQzbzCmRO6sUih6GTPZv6a1/R87v0=
github.com/golang/protobuf v1.3.1/go.mod h1:6lQm79b+lXiMfvg/cZm0SGofjICqVBUtrP5yJMmIC1U=
github.com/golang/protobuf v1.3.2/go.mod h1:6lQm79b+lXiMfvg/cZm0SGofjICqVBUtrP5yJMmIC1U= github.com/golang/protobuf v1.3.2/go.mod h1:6lQm79b+lXiMfvg/cZm0SGofjICqVBUtrP5yJMmIC1U=
github.com/golang/protobuf v1.3.3/go.mod h1:vzj43D7+SQXF/4pzW/hwtAqwc6iTitCiVSaWz5lYuqw=
github.com/golang/protobuf v1.4.0-rc.1/go.mod h1:ceaxUfeHdC40wWswd/P6IGgMaK3YpKi5j83Wpe3EHw8= github.com/golang/protobuf v1.4.0-rc.1/go.mod h1:ceaxUfeHdC40wWswd/P6IGgMaK3YpKi5j83Wpe3EHw8=
github.com/golang/protobuf v1.4.0-rc.1.0.20200221234624-67d41d38c208/go.mod h1:xKAWHe0F5eneWXFV3EuXVDTCmh+JuBKY0li0aMyXATA= github.com/golang/protobuf v1.4.0-rc.1.0.20200221234624-67d41d38c208/go.mod h1:xKAWHe0F5eneWXFV3EuXVDTCmh+JuBKY0li0aMyXATA=
github.com/golang/protobuf v1.4.0-rc.2/go.mod h1:LlEzMj4AhA7rCAGe4KMBDvJI+AwstrUpVNzEA03Pprs= github.com/golang/protobuf v1.4.0-rc.2/go.mod h1:LlEzMj4AhA7rCAGe4KMBDvJI+AwstrUpVNzEA03Pprs=
github.com/golang/protobuf v1.4.0-rc.4.0.20200313231945-b860323f09d0/go.mod h1:WU3c8KckQ9AFe+yFwt9sWVRKCVIyN9cPHBJSNnbL67w= github.com/golang/protobuf v1.4.0-rc.4.0.20200313231945-b860323f09d0/go.mod h1:WU3c8KckQ9AFe+yFwt9sWVRKCVIyN9cPHBJSNnbL67w=
github.com/golang/protobuf v1.4.0/go.mod h1:jodUvKwWbYaEsadDk5Fwe5c77LiNKVO9IDvqG2KuDX0= github.com/golang/protobuf v1.4.0/go.mod h1:jodUvKwWbYaEsadDk5Fwe5c77LiNKVO9IDvqG2KuDX0=
github.com/golang/protobuf v1.4.1/go.mod h1:U8fpvMrcmy5pZrNK1lt4xCsGvpyWQ/VVv6QDs8UjoX8= github.com/golang/protobuf v1.4.1/go.mod h1:U8fpvMrcmy5pZrNK1lt4xCsGvpyWQ/VVv6QDs8UjoX8=
github.com/golang/protobuf v1.4.2/go.mod h1:oDoupMAO8OvCJWAcko0GGGIgR6R6ocIYbsSw735rRwI=
github.com/golang/protobuf v1.4.3/go.mod h1:oDoupMAO8OvCJWAcko0GGGIgR6R6ocIYbsSw735rRwI= github.com/golang/protobuf v1.4.3/go.mod h1:oDoupMAO8OvCJWAcko0GGGIgR6R6ocIYbsSw735rRwI=
github.com/golang/protobuf v1.5.4 h1:i7eJL8qZTpSEXOPTxNKhASYpMn+8e5Q6AdndVa1dWek= github.com/gonum/blas v0.0.0-20181208220705-f22b278b28ac/go.mod h1:P32wAyui1PQ58Oce/KYkOqQv8cVw1zAapXOl+dRFGbc=
github.com/golang/protobuf v1.5.4/go.mod h1:lnTiLA8Wa4RWRcIUkrtSVa5nRhsEGBg48fD6rSs7xps= github.com/google/btree v0.0.0-20180813153112-4030bb1f1f0c/go.mod h1:lNA+9X1NB3Zf8V7Ke586lFgjr2dZNuvo3lPJSGZ5JPQ=
github.com/google/btree v1.0.0/go.mod h1:lNA+9X1NB3Zf8V7Ke586lFgjr2dZNuvo3lPJSGZ5JPQ=
github.com/google/flatbuffers v1.10.0/go.mod h1:1AeVuKshWv4vARoZatz6mlQ0JxURH0Kv5+zNeJKJCa8=
github.com/google/flatbuffers v1.11.0/go.mod h1:1AeVuKshWv4vARoZatz6mlQ0JxURH0Kv5+zNeJKJCa8=
github.com/google/flatbuffers v1.12.0/go.mod h1:1AeVuKshWv4vARoZatz6mlQ0JxURH0Kv5+zNeJKJCa8=
github.com/google/go-cmp v0.2.0/go.mod h1:oXzfMopK8JAjlY9xF4vHSVASa0yLyX7SntLO5aqRK0M= github.com/google/go-cmp v0.2.0/go.mod h1:oXzfMopK8JAjlY9xF4vHSVASa0yLyX7SntLO5aqRK0M=
github.com/google/go-cmp v0.3.0/go.mod h1:8QqcDgzrUqlUb/G2PQTWiueGozuR1884gddMywk6iLU= github.com/google/go-cmp v0.3.0/go.mod h1:8QqcDgzrUqlUb/G2PQTWiueGozuR1884gddMywk6iLU=
github.com/google/go-cmp v0.3.1/go.mod h1:8QqcDgzrUqlUb/G2PQTWiueGozuR1884gddMywk6iLU= github.com/google/go-cmp v0.3.1/go.mod h1:8QqcDgzrUqlUb/G2PQTWiueGozuR1884gddMywk6iLU=
@ -149,43 +228,135 @@ github.com/google/go-cmp v0.5.7/go.mod h1:n+brtR0CgQNWTVd5ZUFpTBC8YFBDLK/h/bpaJ8
github.com/google/go-cmp v0.6.0 h1:ofyhxvXcZhMsU5ulbFiLKl/XBFqE1GSq7atu8tAmTRI= github.com/google/go-cmp v0.6.0 h1:ofyhxvXcZhMsU5ulbFiLKl/XBFqE1GSq7atu8tAmTRI=
github.com/google/go-cmp v0.6.0/go.mod h1:17dUlkBOakJ0+DkrSSNjCkIjxS6bF9zb3elmeNGIjoY= github.com/google/go-cmp v0.6.0/go.mod h1:17dUlkBOakJ0+DkrSSNjCkIjxS6bF9zb3elmeNGIjoY=
github.com/google/gofuzz v1.0.0/go.mod h1:dBl0BpW6vV/+mYPU4Po3pmUjxk6FQPldtuIdl/M65Eg= github.com/google/gofuzz v1.0.0/go.mod h1:dBl0BpW6vV/+mYPU4Po3pmUjxk6FQPldtuIdl/M65Eg=
github.com/google/s2a-go v0.1.7 h1:60BLSyTrOV4/haCDW4zb1guZItoSq8foHCXrAnjBo/o= github.com/google/martian v2.1.0+incompatible/go.mod h1:9I4somxYTbIHy5NJKHRl3wXiIaQGbYVAs8BPL6v8lEs=
github.com/google/s2a-go v0.1.7/go.mod h1:50CgR4k1jNlWBu4UfS4AcfhVe1r6pdZPygJ3R8F0Qdw= github.com/google/pprof v0.0.0-20181206194817-3ea8567a2e57/go.mod h1:zfwlbNMJ+OItoe0UupaVj+oy1omPYYDuagoSzA8v9mc=
github.com/google/pprof v0.0.0-20190515194954-54271f7e092f/go.mod h1:zfwlbNMJ+OItoe0UupaVj+oy1omPYYDuagoSzA8v9mc=
github.com/google/renameio v0.1.0/go.mod h1:KWCgfxg9yswjAJkECMjeO8J8rahYeXnNhOm40UhjYkI=
github.com/google/s2a-go v0.1.8 h1:zZDs9gcbt9ZPLV0ndSyQk6Kacx2g/X+SKYovpnz3SMM=
github.com/google/s2a-go v0.1.8/go.mod h1:6iNWHTpQ+nfNRN5E00MSdfDwVesa8hhS32PhPO8deJA=
github.com/google/uuid v1.1.2/go.mod h1:TIyPZe4MgqvfeYDBFedMoGGpEw/LqOeaOT+nhxU+yHo= github.com/google/uuid v1.1.2/go.mod h1:TIyPZe4MgqvfeYDBFedMoGGpEw/LqOeaOT+nhxU+yHo=
github.com/google/uuid v1.1.5/go.mod h1:TIyPZe4MgqvfeYDBFedMoGGpEw/LqOeaOT+nhxU+yHo=
github.com/google/uuid v1.6.0 h1:NIvaJDMOsjHA8n1jAhLSgzrAzy1Hgr+hNrb57e+94F0= github.com/google/uuid v1.6.0 h1:NIvaJDMOsjHA8n1jAhLSgzrAzy1Hgr+hNrb57e+94F0=
github.com/google/uuid v1.6.0/go.mod h1:TIyPZe4MgqvfeYDBFedMoGGpEw/LqOeaOT+nhxU+yHo= github.com/google/uuid v1.6.0/go.mod h1:TIyPZe4MgqvfeYDBFedMoGGpEw/LqOeaOT+nhxU+yHo=
github.com/googleapis/enterprise-certificate-proxy v0.3.2 h1:Vie5ybvEvT75RniqhfFxPRy3Bf7vr3h0cechB90XaQs= github.com/googleapis/enterprise-certificate-proxy v0.3.2 h1:Vie5ybvEvT75RniqhfFxPRy3Bf7vr3h0cechB90XaQs=
github.com/googleapis/enterprise-certificate-proxy v0.3.2/go.mod h1:VLSiSSBs/ksPL8kq3OBOQ6WRI2QnaFynd1DCjZ62+V0= github.com/googleapis/enterprise-certificate-proxy v0.3.2/go.mod h1:VLSiSSBs/ksPL8kq3OBOQ6WRI2QnaFynd1DCjZ62+V0=
github.com/googleapis/gax-go/v2 v2.12.5 h1:8gw9KZK8TiVKB6q3zHY3SBzLnrGp6HQjyfYBYGmXdxA= github.com/googleapis/gax-go/v2 v2.0.4/go.mod h1:0Wqv26UfaUD9n4G6kQubkQ+KchISgw+vpHVxEJEs9eg=
github.com/googleapis/gax-go/v2 v2.12.5/go.mod h1:BUDKcWo+RaKq5SC9vVYL0wLADa3VcfswbOMMRmB9H3E= github.com/googleapis/gax-go/v2 v2.0.5/go.mod h1:DWXyrwAJ9X0FpwwEdw+IPEYBICEFu5mhpdKc/us6bOk=
github.com/googleapis/gax-go/v2 v2.13.0 h1:yitjD5f7jQHhyDsnhKEBU52NdvvdSeGzlAnDPT0hH1s=
github.com/googleapis/gax-go/v2 v2.13.0/go.mod h1:Z/fvTZXF8/uw7Xu5GuslPw+bplx6SS338j1Is2S+B7A=
github.com/gopherjs/gopherjs v0.0.0-20181017120253-0766667cb4d1/go.mod h1:wJfORRmW1u3UXTncJ5qlYoELFm8eSnnEO6hX4iZ3EWY=
github.com/gorgonia/bindgen v0.0.0-20180812032444-09626750019e/go.mod h1:YzKk63P9jQHkwAo2rXHBv02yPxDzoQT2cBV0x5bGV/8=
github.com/gorilla/mux v1.8.0/go.mod h1:DVbg23sWSpFRCP0SfiEN6jmj59UnW/n46BH5rLB71So=
github.com/gorilla/websocket v1.4.2/go.mod h1:YR8l580nyteQvAITg2hZ9XVh4b55+EU/adAjf1fMHhE= github.com/gorilla/websocket v1.4.2/go.mod h1:YR8l580nyteQvAITg2hZ9XVh4b55+EU/adAjf1fMHhE=
github.com/gorilla/websocket v1.5.3 h1:saDtZ6Pbx/0u+bgYQ3q96pZgCzfhKXGPqt7kZ72aNNg= github.com/gorilla/websocket v1.5.3 h1:saDtZ6Pbx/0u+bgYQ3q96pZgCzfhKXGPqt7kZ72aNNg=
github.com/gorilla/websocket v1.5.3/go.mod h1:YR8l580nyteQvAITg2hZ9XVh4b55+EU/adAjf1fMHhE= github.com/gorilla/websocket v1.5.3/go.mod h1:YR8l580nyteQvAITg2hZ9XVh4b55+EU/adAjf1fMHhE=
github.com/grpc-ecosystem/go-grpc-middleware v1.0.0/go.mod h1:FiyG127CGDf3tlThmgyCl78X/SZQqEOJBCDaAfeWzPs=
github.com/grpc-ecosystem/go-grpc-prometheus v1.2.0/go.mod h1:8NvIoxWQoOIhqOTXgfV/d3M/q6VIi02HzZEHgUlZvzk=
github.com/grpc-ecosystem/grpc-gateway v1.9.0/go.mod h1:vNeuVxBJEsws4ogUvrchl83t/GYV9WGTSLVdBhOQFDY=
github.com/hashicorp/consul/api v1.1.0/go.mod h1:VmuI/Lkw1nC05EYQWNKwWGbkg+FbDBtguAZLlVdkD9Q=
github.com/hashicorp/consul/sdk v0.1.1/go.mod h1:VKf9jXwCTEY1QZP2MOLRhb5i/I/ssyNV1vwHyQBF0x8=
github.com/hashicorp/errwrap v1.0.0/go.mod h1:YH+1FKiLXxHSkmPseP+kNlulaMuP3n2brvKWEqk/Jc4=
github.com/hashicorp/go-cleanhttp v0.5.1/go.mod h1:JpRdi6/HCYpAwUzNwuwqhbovhLtngrth3wmdIIUrZ80=
github.com/hashicorp/go-immutable-radix v1.0.0/go.mod h1:0y9vanUI8NX6FsYoO3zeMjhV/C5i9g4Q3DwcSNZ4P60=
github.com/hashicorp/go-msgpack v0.5.3/go.mod h1:ahLV/dePpqEmjfWmKiqvPkv/twdG7iPBM1vqhUKIvfM=
github.com/hashicorp/go-multierror v1.0.0/go.mod h1:dHtQlpGsu+cZNNAkkCN/P3hoUDHhCYQXV3UM06sGGrk=
github.com/hashicorp/go-rootcerts v1.0.0/go.mod h1:K6zTfqpRlCUIjkwsN4Z+hiSfzSTQa6eBIzfwKfwNnHU=
github.com/hashicorp/go-sockaddr v1.0.0/go.mod h1:7Xibr9yA9JjQq1JpNB2Vw7kxv8xerXegt+ozgdvDeDU=
github.com/hashicorp/go-syslog v1.0.0/go.mod h1:qPfqrKkXGihmCqbJM2mZgkZGvKG1dFdvsLplgctolz4=
github.com/hashicorp/go-uuid v1.0.0/go.mod h1:6SBZvOh/SIDV7/2o3Jml5SYk/TvGqwFJ/bN7x4byOro=
github.com/hashicorp/go-uuid v1.0.1/go.mod h1:6SBZvOh/SIDV7/2o3Jml5SYk/TvGqwFJ/bN7x4byOro=
github.com/hashicorp/go.net v0.0.1/go.mod h1:hjKkEWcCURg++eb33jQU7oqQcI9XDCnUzHA0oac0k90=
github.com/hashicorp/golang-lru v0.5.0/go.mod h1:/m3WP610KZHVQ1SGc6re/UDhFvYD7pJ4Ao+sR/qLZy8=
github.com/hashicorp/golang-lru v0.5.1/go.mod h1:/m3WP610KZHVQ1SGc6re/UDhFvYD7pJ4Ao+sR/qLZy8=
github.com/hashicorp/hcl v1.0.0 h1:0Anlzjpi4vEasTeNFn2mLJgTSwt0+6sfsiTG8qcWGx4= github.com/hashicorp/hcl v1.0.0 h1:0Anlzjpi4vEasTeNFn2mLJgTSwt0+6sfsiTG8qcWGx4=
github.com/hashicorp/hcl v1.0.0/go.mod h1:E5yfLk+7swimpb2L/Alb/PJmXilQ/rhwaUYs4T20WEQ= github.com/hashicorp/hcl v1.0.0/go.mod h1:E5yfLk+7swimpb2L/Alb/PJmXilQ/rhwaUYs4T20WEQ=
github.com/hashicorp/logutils v1.0.0/go.mod h1:QIAnNjmIWmVIIkWDTG1z5v++HQmx9WQRO+LraFDTW64=
github.com/hashicorp/mdns v1.0.0/go.mod h1:tL+uN++7HEJ6SQLQ2/p+z2pH24WQKWjBPkE0mNTz8vQ=
github.com/hashicorp/memberlist v0.1.3/go.mod h1:ajVTdAv/9Im8oMAAj5G31PhhMCZJV2pPBoIllUwCN7I=
github.com/hashicorp/serf v0.8.2/go.mod h1:6hOLApaqBFA1NXqRQAsxw9QxuDEvNxSQRwA/JwenrHc=
github.com/heroku/rollrus v0.2.0 h1:b3AgcXJKFJNUwbQOC2S69/+mxuTpe4laznem9VJdPEo= github.com/heroku/rollrus v0.2.0 h1:b3AgcXJKFJNUwbQOC2S69/+mxuTpe4laznem9VJdPEo=
github.com/heroku/rollrus v0.2.0/go.mod h1:B3MwEcr9nmf4xj0Sr5l9eSht7wLKMa1C+9ajgAU79ek= github.com/heroku/rollrus v0.2.0/go.mod h1:B3MwEcr9nmf4xj0Sr5l9eSht7wLKMa1C+9ajgAU79ek=
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@ -194,6 +365,8 @@ github.com/lann/ps v0.0.0-20150810152359-62de8c46ede0 h1:P6pPBnrTSX3DEVR4fDembhR
github.com/lann/ps v0.0.0-20150810152359-62de8c46ede0/go.mod h1:vmVJ0l/dxyfGW6FmdpVm2joNMFikkuWg0EoCKLGUMNw= github.com/lann/ps v0.0.0-20150810152359-62de8c46ede0/go.mod h1:vmVJ0l/dxyfGW6FmdpVm2joNMFikkuWg0EoCKLGUMNw=
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github.com/leekchan/accounting v0.3.1/go.mod h1:3timm6YPhY3YDaGxl0q3eaflX0eoSx3FXn7ckHe4tO0= github.com/leekchan/accounting v0.3.1/go.mod h1:3timm6YPhY3YDaGxl0q3eaflX0eoSx3FXn7ckHe4tO0=
github.com/leesper/go_rng v0.0.0-20171009123644-5344a9259b21/go.mod h1:N0SVk0uhy+E1PZ3C9ctsPRlvOPAFPkCNlcPBDkt0N3U=
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@ -203,28 +376,58 @@ github.com/lestrrat-go/file-rotatelogs v2.4.0+incompatible/go.mod h1:ZQnN8lSECae
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github.com/lib/pq v1.1.0/go.mod h1:5WUZQaWbwv1U+lTReE5YruASi9Al49XbQIvNi/34Woo=
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github.com/mitchellh/iochan v1.0.0/go.mod h1:JwYml1nuB7xOzsp52dPpHFffvOCDupsG0QubkSMEySY=
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github.com/modern-go/concurrent v0.0.0-20180228061459-e0a39a4cb421/go.mod h1:6dJC0mAP4ikYIbvyc7fijjWJddQyLn8Ig3JB5CqoB9Q= github.com/modern-go/concurrent v0.0.0-20180228061459-e0a39a4cb421/go.mod h1:6dJC0mAP4ikYIbvyc7fijjWJddQyLn8Ig3JB5CqoB9Q=
github.com/modern-go/concurrent v0.0.0-20180306012644-bacd9c7ef1dd h1:TRLaZ9cD/w8PVh93nsPXa1VrQ6jlwL5oN8l14QlcNfg= github.com/modern-go/concurrent v0.0.0-20180306012644-bacd9c7ef1dd h1:TRLaZ9cD/w8PVh93nsPXa1VrQ6jlwL5oN8l14QlcNfg=
github.com/modern-go/concurrent v0.0.0-20180306012644-bacd9c7ef1dd/go.mod h1:6dJC0mAP4ikYIbvyc7fijjWJddQyLn8Ig3JB5CqoB9Q= github.com/modern-go/concurrent v0.0.0-20180306012644-bacd9c7ef1dd/go.mod h1:6dJC0mAP4ikYIbvyc7fijjWJddQyLn8Ig3JB5CqoB9Q=
github.com/modern-go/reflect2 v1.0.1/go.mod h1:bx2lNnkwVCuqBIxFjflWJWanXIb3RllmbCylyMrvgv0=
github.com/modern-go/reflect2 v1.0.2 h1:xBagoLtFs94CBntxluKeaWgTMpvLxC4ur3nMaC9Gz0M= github.com/modern-go/reflect2 v1.0.2 h1:xBagoLtFs94CBntxluKeaWgTMpvLxC4ur3nMaC9Gz0M=
github.com/modern-go/reflect2 v1.0.2/go.mod h1:yWuevngMOJpCy52FWWMvUC8ws7m/LJsjYzDa0/r8luk= github.com/modern-go/reflect2 v1.0.2/go.mod h1:yWuevngMOJpCy52FWWMvUC8ws7m/LJsjYzDa0/r8luk=
github.com/modocache/gover v0.0.0-20171022184752-b58185e213c5/go.mod h1:caMODM3PzxT8aQXRPkAt8xlV/e7d7w8GM5g0fa5F0D8= github.com/modocache/gover v0.0.0-20171022184752-b58185e213c5/go.mod h1:caMODM3PzxT8aQXRPkAt8xlV/e7d7w8GM5g0fa5F0D8=
@ -233,15 +436,20 @@ github.com/muesli/clusters v0.0.0-20200529215643-2700303c1762 h1:p4A2Jx7Lm3NV98V
github.com/muesli/clusters v0.0.0-20200529215643-2700303c1762/go.mod h1:mw5KDqUj0eLj/6DUNINLVJNoPTFkEuGMHtJsXLviLkY= github.com/muesli/clusters v0.0.0-20200529215643-2700303c1762/go.mod h1:mw5KDqUj0eLj/6DUNINLVJNoPTFkEuGMHtJsXLviLkY=
github.com/muesli/kmeans v0.3.1 h1:KshLQ8wAETfLWOJKMuDCVYHnafddSa1kwGh/IypGIzY= github.com/muesli/kmeans v0.3.1 h1:KshLQ8wAETfLWOJKMuDCVYHnafddSa1kwGh/IypGIzY=
github.com/muesli/kmeans v0.3.1/go.mod h1:8/OvJW7cHc1BpRf8URb43m+vR105DDe+Kj1WcFXYDqc= github.com/muesli/kmeans v0.3.1/go.mod h1:8/OvJW7cHc1BpRf8URb43m+vR105DDe+Kj1WcFXYDqc=
github.com/mwitkow/go-conntrack v0.0.0-20161129095857-cc309e4a2223/go.mod h1:qRWi+5nqEBWmkhHvq77mSJWrCKwh8bxhgT7d/eI7P4U=
github.com/nxadm/tail v1.4.8 h1:nPr65rt6Y5JFSKQO7qToXr7pePgD6Gwiw05lkbyAQTE= github.com/nxadm/tail v1.4.8 h1:nPr65rt6Y5JFSKQO7qToXr7pePgD6Gwiw05lkbyAQTE=
github.com/nxadm/tail v1.4.8/go.mod h1:+ncqLTQzXmGhMZNUePPaPqPvBxHAIsmXswZKocGu+AU= github.com/nxadm/tail v1.4.8/go.mod h1:+ncqLTQzXmGhMZNUePPaPqPvBxHAIsmXswZKocGu+AU=
github.com/oklog/ulid v1.3.1/go.mod h1:CirwcVhetQ6Lv90oh/F+FBtV6XMibvdAFo93nm5qn4U=
github.com/onsi/ginkgo v1.16.5 h1:8xi0RTUf59SOSfEtZMvwTvXYMzG4gV23XVHOZiXNtnE= github.com/onsi/ginkgo v1.16.5 h1:8xi0RTUf59SOSfEtZMvwTvXYMzG4gV23XVHOZiXNtnE=
github.com/onsi/ginkgo v1.16.5/go.mod h1:+E8gABHa3K6zRBolWtd+ROzc/U5bkGt0FwiG042wbpU= github.com/onsi/ginkgo v1.16.5/go.mod h1:+E8gABHa3K6zRBolWtd+ROzc/U5bkGt0FwiG042wbpU=
github.com/onsi/gomega v1.18.1 h1:M1GfJqGRrBrrGGsbxzV5dqM2U2ApXefZCQpkukxYRLE= github.com/onsi/gomega v1.18.1 h1:M1GfJqGRrBrrGGsbxzV5dqM2U2ApXefZCQpkukxYRLE=
github.com/onsi/gomega v1.18.1/go.mod h1:0q+aL8jAiMXy9hbwj2mr5GziHiwhAIQpFmmtT5hitRs= github.com/onsi/gomega v1.18.1/go.mod h1:0q+aL8jAiMXy9hbwj2mr5GziHiwhAIQpFmmtT5hitRs=
github.com/pelletier/go-toml/v2 v2.2.2 h1:aYUidT7k73Pcl9nb2gScu7NSrKCSHIDE89b3+6Wq+LM= github.com/pascaldekloe/goe v0.0.0-20180627143212-57f6aae5913c/go.mod h1:lzWF7FIEvWOWxwDKqyGYQf6ZUaNfKdP144TG7ZOy1lc=
github.com/pelletier/go-toml/v2 v2.2.2/go.mod h1:1t835xjRzz80PqgE6HHgN2JOsmgYu/h4qDAS4n929Rs= github.com/pelletier/go-toml v1.2.0/go.mod h1:5z9KED0ma1S8pY6P1sdut58dfprrGBbd/94hg7ilaic=
github.com/pelletier/go-toml/v2 v2.2.3 h1:YmeHyLY8mFWbdkNWwpr+qIL2bEqT0o95WSdkNHvL12M=
github.com/pelletier/go-toml/v2 v2.2.3/go.mod h1:MfCQTFTvCcUyyvvwm1+G6H/jORL20Xlb6rzQu9GuUkc=
github.com/pkg/browser v0.0.0-20180916011732-0a3d74bf9ce4/go.mod h1:4OwLy04Bl9Ef3GJJCoec+30X3LQs/0/m4HFRt/2LUSA= github.com/pkg/browser v0.0.0-20180916011732-0a3d74bf9ce4/go.mod h1:4OwLy04Bl9Ef3GJJCoec+30X3LQs/0/m4HFRt/2LUSA=
github.com/pkg/errors v0.8.0/go.mod h1:bwawxfHBFNV+L2hUp1rHADufV3IMtnDRdf1r5NINEl0=
github.com/pkg/errors v0.8.1/go.mod h1:bwawxfHBFNV+L2hUp1rHADufV3IMtnDRdf1r5NINEl0= github.com/pkg/errors v0.8.1/go.mod h1:bwawxfHBFNV+L2hUp1rHADufV3IMtnDRdf1r5NINEl0=
github.com/pkg/errors v0.8.2-0.20190227000051-27936f6d90f9/go.mod h1:bwawxfHBFNV+L2hUp1rHADufV3IMtnDRdf1r5NINEl0= github.com/pkg/errors v0.8.2-0.20190227000051-27936f6d90f9/go.mod h1:bwawxfHBFNV+L2hUp1rHADufV3IMtnDRdf1r5NINEl0=
github.com/pkg/errors v0.9.1 h1:FEBLx1zS214owpjy7qsBeixbURkuhQAwrK5UwLGTwt4= github.com/pkg/errors v0.9.1 h1:FEBLx1zS214owpjy7qsBeixbURkuhQAwrK5UwLGTwt4=
@ -249,73 +457,116 @@ github.com/pkg/errors v0.9.1/go.mod h1:bwawxfHBFNV+L2hUp1rHADufV3IMtnDRdf1r5NINE
github.com/pmezard/go-difflib v1.0.0/go.mod h1:iKH77koFhYxTK1pcRnkKkqfTogsbg7gZNVY4sRDYZ/4= github.com/pmezard/go-difflib v1.0.0/go.mod h1:iKH77koFhYxTK1pcRnkKkqfTogsbg7gZNVY4sRDYZ/4=
github.com/pmezard/go-difflib v1.0.1-0.20181226105442-5d4384ee4fb2 h1:Jamvg5psRIccs7FGNTlIRMkT8wgtp5eCXdBlqhYGL6U= github.com/pmezard/go-difflib v1.0.1-0.20181226105442-5d4384ee4fb2 h1:Jamvg5psRIccs7FGNTlIRMkT8wgtp5eCXdBlqhYGL6U=
github.com/pmezard/go-difflib v1.0.1-0.20181226105442-5d4384ee4fb2/go.mod h1:iKH77koFhYxTK1pcRnkKkqfTogsbg7gZNVY4sRDYZ/4= github.com/pmezard/go-difflib v1.0.1-0.20181226105442-5d4384ee4fb2/go.mod h1:iKH77koFhYxTK1pcRnkKkqfTogsbg7gZNVY4sRDYZ/4=
github.com/posener/complete v1.1.1/go.mod h1:em0nMJCgc9GFtwrmVmEMR/ZL6WyhyjMBndrE9hABlRI=
github.com/pquerna/otp v1.4.0 h1:wZvl1TIVxKRThZIBiwOOHOGP/1+nZyWBil9Y2XNEDzg= github.com/pquerna/otp v1.4.0 h1:wZvl1TIVxKRThZIBiwOOHOGP/1+nZyWBil9Y2XNEDzg=
github.com/pquerna/otp v1.4.0/go.mod h1:dkJfzwRKNiegxyNb54X/3fLwhCynbMspSyWKnvi1AEg= github.com/pquerna/otp v1.4.0/go.mod h1:dkJfzwRKNiegxyNb54X/3fLwhCynbMspSyWKnvi1AEg=
github.com/prometheus/client_golang v0.9.1/go.mod h1:7SWBe2y4D6OKWSNQJUaRYU/AaXPKyh/dDVn+NZz0KFw=
github.com/prometheus/client_golang v0.9.3/go.mod h1:/TN21ttK/J9q6uSwhBd54HahCDft0ttaMvbicHlPoso=
github.com/prometheus/client_golang v1.19.1 h1:wZWJDwK+NameRJuPGDhlnFgx8e8HN3XHQeLaYJFJBOE= github.com/prometheus/client_golang v1.19.1 h1:wZWJDwK+NameRJuPGDhlnFgx8e8HN3XHQeLaYJFJBOE=
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github.com/stretchr/testify v1.2.2/go.mod h1:a8OnRcib4nhh0OaRAV+Yts87kKdq0PP7pXfy6kDkUVs= github.com/stretchr/testify v1.2.2/go.mod h1:a8OnRcib4nhh0OaRAV+Yts87kKdq0PP7pXfy6kDkUVs=
github.com/stretchr/testify v1.3.0/go.mod h1:M5WIy9Dh21IEIfnGCwXGc5bZfKNJtfHm1UVUgZn+9EI= github.com/stretchr/testify v1.3.0/go.mod h1:M5WIy9Dh21IEIfnGCwXGc5bZfKNJtfHm1UVUgZn+9EI=
github.com/stretchr/testify v1.4.0/go.mod h1:j7eGeouHqKxXV5pUuKE4zz7dFj8WfuZ+81PSLYec5m4=
github.com/stretchr/testify v1.5.1/go.mod h1:5W2xD1RspED5o8YsWQXVCued0rvSQ+mT+I5cxcmMvtA= github.com/stretchr/testify v1.5.1/go.mod h1:5W2xD1RspED5o8YsWQXVCued0rvSQ+mT+I5cxcmMvtA=
github.com/stretchr/testify v1.6.1/go.mod h1:6Fq8oRcR53rry900zMqJjRRixrwX3KX962/h/Wwjteg=
github.com/stretchr/testify v1.7.0/go.mod h1:6Fq8oRcR53rry900zMqJjRRixrwX3KX962/h/Wwjteg= github.com/stretchr/testify v1.7.0/go.mod h1:6Fq8oRcR53rry900zMqJjRRixrwX3KX962/h/Wwjteg=
github.com/stretchr/testify v1.7.1/go.mod h1:6Fq8oRcR53rry900zMqJjRRixrwX3KX962/h/Wwjteg= github.com/stretchr/testify v1.7.1/go.mod h1:6Fq8oRcR53rry900zMqJjRRixrwX3KX962/h/Wwjteg=
github.com/stretchr/testify v1.8.0/go.mod h1:yNjHg4UonilssWZ8iaSj1OCr/vHnekPRkoO+kdMU+MU= github.com/stretchr/testify v1.8.0/go.mod h1:yNjHg4UonilssWZ8iaSj1OCr/vHnekPRkoO+kdMU+MU=
github.com/stretchr/testify v1.8.1/go.mod h1:w2LPCIKwWwSfY2zedu0+kehJoqGctiVI29o6fzry7u4= github.com/stretchr/testify v1.8.1/go.mod h1:w2LPCIKwWwSfY2zedu0+kehJoqGctiVI29o6fzry7u4=
github.com/stretchr/testify v1.8.4/go.mod h1:sz/lmYIOXD/1dqDmKjjqLyZ2RngseejIcXlSw2iwfAo=
github.com/stretchr/testify v1.9.0 h1:HtqpIVDClZ4nwg75+f6Lvsy/wHu+3BoSGCbBAcpTsTg= github.com/stretchr/testify v1.9.0 h1:HtqpIVDClZ4nwg75+f6Lvsy/wHu+3BoSGCbBAcpTsTg=
github.com/stretchr/testify v1.9.0/go.mod h1:r2ic/lqez/lEtzL7wO/rwa5dbSLXVDPFyf8C91i36aY= github.com/stretchr/testify v1.9.0/go.mod h1:r2ic/lqez/lEtzL7wO/rwa5dbSLXVDPFyf8C91i36aY=
github.com/subosito/gotenv v1.2.0/go.mod h1:N0PQaV/YGNqwC0u51sEeR/aUtSLEXKX9iv69rRypqCw=
github.com/subosito/gotenv v1.6.0 h1:9NlTDc1FTs4qu0DDq7AEtTPNw6SVm7uBMsUCUjABIf8= github.com/subosito/gotenv v1.6.0 h1:9NlTDc1FTs4qu0DDq7AEtTPNw6SVm7uBMsUCUjABIf8=
github.com/subosito/gotenv v1.6.0/go.mod h1:Dk4QP5c2W3ibzajGcXpNraDfq2IrhjMIvMSWPKKo0FU= github.com/subosito/gotenv v1.6.0/go.mod h1:Dk4QP5c2W3ibzajGcXpNraDfq2IrhjMIvMSWPKKo0FU=
github.com/tmc/grpc-websocket-proxy v0.0.0-20190109142713-0ad062ec5ee5/go.mod h1:ncp9v5uamzpCO7NfCPTXjqaC+bZgJeR0sMTm6dMHP7U=
github.com/twitchyliquid64/golang-asm v0.15.1 h1:SU5vSMR7hnwNxj24w34ZyCi/FmDZTkS4MhqMhdFk5YI= github.com/twitchyliquid64/golang-asm v0.15.1 h1:SU5vSMR7hnwNxj24w34ZyCi/FmDZTkS4MhqMhdFk5YI=
github.com/twitchyliquid64/golang-asm v0.15.1/go.mod h1:a1lVb/DtPvCB8fslRZhAngC2+aY1QWCk3Cedj/Gdt08= github.com/twitchyliquid64/golang-asm v0.15.1/go.mod h1:a1lVb/DtPvCB8fslRZhAngC2+aY1QWCk3Cedj/Gdt08=
github.com/ugorji/go/codec v1.2.12 h1:9LC83zGrHhuUA9l16C9AHXAqEV/2wBQ4nkvumAE65EE= github.com/ugorji/go/codec v1.2.12 h1:9LC83zGrHhuUA9l16C9AHXAqEV/2wBQ4nkvumAE65EE=
@ -329,11 +580,17 @@ github.com/webview/webview v0.0.0-20210216142346-e0bfdf0e5d90 h1:G/O1RFjhc9hgVYj
github.com/webview/webview v0.0.0-20210216142346-e0bfdf0e5d90/go.mod h1:rpXAuuHgyEJb6kXcXldlkOjU6y4x+YcASKKXJNUhh0Y= github.com/webview/webview v0.0.0-20210216142346-e0bfdf0e5d90/go.mod h1:rpXAuuHgyEJb6kXcXldlkOjU6y4x+YcASKKXJNUhh0Y=
github.com/x-cray/logrus-prefixed-formatter v0.5.2 h1:00txxvfBM9muc0jiLIEAkAcIMJzfthRT6usrui8uGmg= github.com/x-cray/logrus-prefixed-formatter v0.5.2 h1:00txxvfBM9muc0jiLIEAkAcIMJzfthRT6usrui8uGmg=
github.com/x-cray/logrus-prefixed-formatter v0.5.2/go.mod h1:2duySbKsL6M18s5GU7VPsoEPHyzalCE06qoARUCeBBE= github.com/x-cray/logrus-prefixed-formatter v0.5.2/go.mod h1:2duySbKsL6M18s5GU7VPsoEPHyzalCE06qoARUCeBBE=
github.com/xiang90/probing v0.0.0-20190116061207-43a291ad63a2/go.mod h1:UETIi67q53MR2AWcXfiuqkDkRtnGDLqkBTpCHuJHxtU=
github.com/xtgo/set v1.0.0/go.mod h1:d3NHzGzSa0NmB2NhFyECA+QdRp29oEn2xbT+TpeFoM8=
github.com/yuin/goldmark v1.4.13/go.mod h1:6yULJ656Px+3vBD8DxQVa3kxgyrAnzto9xy5taEt/CY= github.com/yuin/goldmark v1.4.13/go.mod h1:6yULJ656Px+3vBD8DxQVa3kxgyrAnzto9xy5taEt/CY=
github.com/zenazn/goji v0.9.0/go.mod h1:7S9M489iMyHBNxwZnk9/EHS098H4/F6TATF2mIxtB1Q=
github.com/ziutek/mymysql v1.5.4 h1:GB0qdRGsTwQSBVYuVShFBKaXSnSnYYC2d9knnE1LHFs= github.com/ziutek/mymysql v1.5.4 h1:GB0qdRGsTwQSBVYuVShFBKaXSnSnYYC2d9knnE1LHFs=
github.com/ziutek/mymysql v1.5.4/go.mod h1:LMSpPZ6DbqWFxNCHW77HeMg9I646SAhApZ/wKdgO/C0= github.com/ziutek/mymysql v1.5.4/go.mod h1:LMSpPZ6DbqWFxNCHW77HeMg9I646SAhApZ/wKdgO/C0=
github.com/zserge/lorca v0.1.10 h1:f/xBJ3D3ipcVRCcvN8XqZnpoKcOXV8I4vwqlFyw7ruc= github.com/zserge/lorca v0.1.10 h1:f/xBJ3D3ipcVRCcvN8XqZnpoKcOXV8I4vwqlFyw7ruc=
github.com/zserge/lorca v0.1.10/go.mod h1:bVmnIbIRlOcoV285KIRSe4bUABKi7R7384Ycuum6e4A= github.com/zserge/lorca v0.1.10/go.mod h1:bVmnIbIRlOcoV285KIRSe4bUABKi7R7384Ycuum6e4A=
go.etcd.io/bbolt v1.3.2/go.mod h1:IbVyRI1SCnLcuJnV2u8VeU0CEYM7e686BmAb1XKL+uU=
go.opencensus.io v0.21.0/go.mod h1:mSImk1erAIZhrmZN+AvHh14ztQfjbGwt4TtuofqLduU=
go.opencensus.io v0.22.0/go.mod h1:+kGneAE2xo2IficOXnaByMWTGM9T73dGwxeWcUqIpI8=
go.opencensus.io v0.24.0 h1:y73uSU6J157QMP2kn2r30vwW1A2W2WFwSCGnAVxeaD0= go.opencensus.io v0.24.0 h1:y73uSU6J157QMP2kn2r30vwW1A2W2WFwSCGnAVxeaD0=
go.opencensus.io v0.24.0/go.mod h1:vNK8G9p7aAivkbmorf4v+7Hgx+Zs0yY+0fOtgBfjQKo= go.opencensus.io v0.24.0/go.mod h1:vNK8G9p7aAivkbmorf4v+7Hgx+Zs0yY+0fOtgBfjQKo=
go.opentelemetry.io/contrib/instrumentation/net/http/otelhttp v0.49.0 h1:jq9TW8u3so/bN+JPT166wjOI6/vQPF6Xe7nMNIltagk= go.opentelemetry.io/contrib/instrumentation/net/http/otelhttp v0.49.0 h1:jq9TW8u3so/bN+JPT166wjOI6/vQPF6Xe7nMNIltagk=
@ -344,64 +601,138 @@ go.opentelemetry.io/otel/metric v1.24.0 h1:6EhoGWWK28x1fbpA4tYTOWBkPefTDQnb8WSGX
go.opentelemetry.io/otel/metric v1.24.0/go.mod h1:VYhLe1rFfxuTXLgj4CBiyz+9WYBA8pNGJgDcSFRKBco= go.opentelemetry.io/otel/metric v1.24.0/go.mod h1:VYhLe1rFfxuTXLgj4CBiyz+9WYBA8pNGJgDcSFRKBco=
go.opentelemetry.io/otel/trace v1.24.0 h1:CsKnnL4dUAr/0llH9FKuc698G04IrpWV0MQA/Y1YELI= go.opentelemetry.io/otel/trace v1.24.0 h1:CsKnnL4dUAr/0llH9FKuc698G04IrpWV0MQA/Y1YELI=
go.opentelemetry.io/otel/trace v1.24.0/go.mod h1:HPc3Xr/cOApsBI154IU0OI0HJexz+aw5uPdbs3UCjNU= go.opentelemetry.io/otel/trace v1.24.0/go.mod h1:HPc3Xr/cOApsBI154IU0OI0HJexz+aw5uPdbs3UCjNU=
go.uber.org/atomic v1.3.2/go.mod h1:gD2HeocX3+yG+ygLZcrzQJaqmWj9AIm7n08wl/qW/PE=
go.uber.org/atomic v1.4.0/go.mod h1:gD2HeocX3+yG+ygLZcrzQJaqmWj9AIm7n08wl/qW/PE=
go.uber.org/atomic v1.6.0/go.mod h1:sABNBOSYdrvTF6hTgEIbc7YasKWGhgEQZyfxyTvoXHQ=
go.uber.org/mock v0.4.0 h1:VcM4ZOtdbR4f6VXfiOpwpVJDL6lCReaZ6mw31wqh7KU= go.uber.org/mock v0.4.0 h1:VcM4ZOtdbR4f6VXfiOpwpVJDL6lCReaZ6mw31wqh7KU=
go.uber.org/mock v0.4.0/go.mod h1:a6FSlNadKUHUa9IP5Vyt1zh4fC7uAwxMutEAscFbkZc= go.uber.org/mock v0.4.0/go.mod h1:a6FSlNadKUHUa9IP5Vyt1zh4fC7uAwxMutEAscFbkZc=
go.uber.org/multierr v1.1.0/go.mod h1:wR5kodmAFQ0UK8QlbwjlSNy0Z68gJhDJUG5sjR94q/0=
go.uber.org/multierr v1.5.0/go.mod h1:FeouvMocqHpRaaGuG9EjoKcStLC43Zu/fmqdUMPcKYU=
go.uber.org/multierr v1.11.0 h1:blXXJkSxSSfBVBlC76pxqeO+LN3aDfLQo+309xJstO0= go.uber.org/multierr v1.11.0 h1:blXXJkSxSSfBVBlC76pxqeO+LN3aDfLQo+309xJstO0=
go.uber.org/multierr v1.11.0/go.mod h1:20+QtiLqy0Nd6FdQB9TLXag12DsQkrbs3htMFfDN80Y= go.uber.org/multierr v1.11.0/go.mod h1:20+QtiLqy0Nd6FdQB9TLXag12DsQkrbs3htMFfDN80Y=
golang.org/x/arch v0.0.0-20210923205945-b76863e36670/go.mod h1:5om86z9Hs0C8fWVUuoMHwpExlXzs5Tkyp9hOrfG7pp8= go.uber.org/tools v0.0.0-20190618225709-2cfd321de3ee/go.mod h1:vJERXedbb3MVM5f9Ejo0C68/HhF8uaILCdgjnY+goOA=
golang.org/x/arch v0.8.0 h1:3wRIsP3pM4yUptoR96otTUOXI367OS0+c9eeRi9doIc= go.uber.org/zap v1.9.1/go.mod h1:vwi/ZaCAaUcBkycHslxD9B2zi4UTXhF60s6SWpuDF0Q=
golang.org/x/arch v0.8.0/go.mod h1:FEVrYAQjsQXMVJ1nsMoVVXPZg6p2JE2mx8psSWTDQys= go.uber.org/zap v1.10.0/go.mod h1:vwi/ZaCAaUcBkycHslxD9B2zi4UTXhF60s6SWpuDF0Q=
go4.org/unsafe/assume-no-moving-gc v0.0.0-20201222180813-1025295fd063/go.mod h1:FftLjUGFEDu5k8lt0ddY+HcrH/qU/0qk+H8j9/nTl3E=
golang.org/x/arch v0.9.0 h1:ub9TgUInamJ8mrZIGlBG6/4TqWeMszd4N8lNorbrr6k=
golang.org/x/arch v0.9.0/go.mod h1:FEVrYAQjsQXMVJ1nsMoVVXPZg6p2JE2mx8psSWTDQys=
golang.org/x/crypto v0.0.0-20180904163835-0709b304e793/go.mod h1:6SG95UA2DQfeDnfUPMdvaQW0Q7yPrPDi9nlGo2tz2b4=
golang.org/x/crypto v0.0.0-20181029021203-45a5f77698d3/go.mod h1:6SG95UA2DQfeDnfUPMdvaQW0Q7yPrPDi9nlGo2tz2b4=
golang.org/x/crypto v0.0.0-20190308221718-c2843e01d9a2/go.mod h1:djNgcEr1/C05ACkg1iLfiJU5Ep61QUkGW8qpdssI0+w= golang.org/x/crypto v0.0.0-20190308221718-c2843e01d9a2/go.mod h1:djNgcEr1/C05ACkg1iLfiJU5Ep61QUkGW8qpdssI0+w=
golang.org/x/crypto v0.0.0-20190325154230-a5d413f7728c/go.mod h1:djNgcEr1/C05ACkg1iLfiJU5Ep61QUkGW8qpdssI0+w=
golang.org/x/crypto v0.0.0-20190411191339-88737f569e3a/go.mod h1:WFFai1msRO1wXaEeE5yQxYXgSfI8pQAWXbQop6sCtWE=
golang.org/x/crypto v0.0.0-20190510104115-cbcb75029529/go.mod h1:yigFU9vqHzYiE8UmvKecakEJjdnWj3jj499lnFckfCI=
golang.org/x/crypto v0.0.0-20190605123033-f99c8df09eb5/go.mod h1:yigFU9vqHzYiE8UmvKecakEJjdnWj3jj499lnFckfCI=
golang.org/x/crypto v0.0.0-20190820162420-60c769a6c586/go.mod h1:yigFU9vqHzYiE8UmvKecakEJjdnWj3jj499lnFckfCI=
golang.org/x/crypto v0.0.0-20190911031432-227b76d455e7/go.mod h1:yigFU9vqHzYiE8UmvKecakEJjdnWj3jj499lnFckfCI=
golang.org/x/crypto v0.0.0-20191205180655-e7c4368fe9dd/go.mod h1:LzIPMQfyMNhhGPhUkYOs5KpL4U8rLKemX1yGLhDgUto=
golang.org/x/crypto v0.0.0-20200323165209-0ec3e9974c59/go.mod h1:LzIPMQfyMNhhGPhUkYOs5KpL4U8rLKemX1yGLhDgUto=
golang.org/x/crypto v0.0.0-20200622213623-75b288015ac9/go.mod h1:LzIPMQfyMNhhGPhUkYOs5KpL4U8rLKemX1yGLhDgUto= golang.org/x/crypto v0.0.0-20200622213623-75b288015ac9/go.mod h1:LzIPMQfyMNhhGPhUkYOs5KpL4U8rLKemX1yGLhDgUto=
golang.org/x/crypto v0.0.0-20201016220609-9e8e0b390897/go.mod h1:LzIPMQfyMNhhGPhUkYOs5KpL4U8rLKemX1yGLhDgUto= golang.org/x/crypto v0.0.0-20201016220609-9e8e0b390897/go.mod h1:LzIPMQfyMNhhGPhUkYOs5KpL4U8rLKemX1yGLhDgUto=
golang.org/x/crypto v0.0.0-20210921155107-089bfa567519/go.mod h1:GvvjBRRGRdwPK5ydBHafDWAxML/pGHZbMvKqRZ5+Abc= golang.org/x/crypto v0.0.0-20210921155107-089bfa567519/go.mod h1:GvvjBRRGRdwPK5ydBHafDWAxML/pGHZbMvKqRZ5+Abc=
golang.org/x/crypto v0.0.0-20220622213112-05595931fe9d/go.mod h1:IxCIyHEi3zRg3s0A5j5BB6A9Jmi73HwBIUl50j+osU4= golang.org/x/crypto v0.0.0-20220622213112-05595931fe9d/go.mod h1:IxCIyHEi3zRg3s0A5j5BB6A9Jmi73HwBIUl50j+osU4=
golang.org/x/crypto v0.24.0 h1:mnl8DM0o513X8fdIkmyFE/5hTYxbwYOjDS/+rK6qpRI= golang.org/x/crypto v0.26.0 h1:RrRspgV4mU+YwB4FYnuBoKsUapNIL5cohGAmSH3azsw=
golang.org/x/crypto v0.24.0/go.mod h1:Z1PMYSOR5nyMcyAVAIQSKCDwalqy85Aqn1x3Ws4L5DM= golang.org/x/crypto v0.26.0/go.mod h1:GY7jblb9wI+FOo5y8/S2oY4zWP07AkOJ4+jxCqdqn54=
golang.org/x/exp v0.0.0-20180321215751-8460e604b9de/go.mod h1:CJ0aWSM057203Lf6IL+f9T1iT9GByDxfZKAQTCR3kQA=
golang.org/x/exp v0.0.0-20180807140117-3d87b88a115f/go.mod h1:CJ0aWSM057203Lf6IL+f9T1iT9GByDxfZKAQTCR3kQA=
golang.org/x/exp v0.0.0-20190121172915-509febef88a4/go.mod h1:CJ0aWSM057203Lf6IL+f9T1iT9GByDxfZKAQTCR3kQA= golang.org/x/exp v0.0.0-20190121172915-509febef88a4/go.mod h1:CJ0aWSM057203Lf6IL+f9T1iT9GByDxfZKAQTCR3kQA=
golang.org/x/exp v0.0.0-20240112132812-db7319d0e0e3 h1:hNQpMuAJe5CtcUqCXaWga3FHu+kQvCqcsoVaQgSV60o= golang.org/x/exp v0.0.0-20190125153040-c74c464bbbf2/go.mod h1:CJ0aWSM057203Lf6IL+f9T1iT9GByDxfZKAQTCR3kQA=
golang.org/x/exp v0.0.0-20240112132812-db7319d0e0e3/go.mod h1:idGWGoKP1toJGkd5/ig9ZLuPcZBC3ewk7SzmH0uou08= golang.org/x/exp v0.0.0-20190306152737-a1d7652674e8/go.mod h1:CJ0aWSM057203Lf6IL+f9T1iT9GByDxfZKAQTCR3kQA=
golang.org/x/exp v0.0.0-20190312203227-4b39c73a6495/go.mod h1:ZjyILWgesfNpC6sMxTJOJm9Kp84zZh5NQWvqDGG3Qr8=
golang.org/x/exp v0.0.0-20190510132918-efd6b22b2522/go.mod h1:ZjyILWgesfNpC6sMxTJOJm9Kp84zZh5NQWvqDGG3Qr8=
golang.org/x/exp v0.0.0-20190829153037-c13cbed26979/go.mod h1:86+5VVa7VpoJ4kLfm080zCjGlMRFzhUhsZKEZO7MGek=
golang.org/x/exp v0.0.0-20191030013958-a1ab85dbe136/go.mod h1:JXzH8nQsPlswgeRAPE3MuO9GYsAcnJvJ4vnMwN/5qkY=
golang.org/x/exp v0.0.0-20240404231335-c0f41cb1a7a0 h1:985EYyeCOxTpcgOTJpflJUwOeEz0CQOdPt73OzpE9F8=
golang.org/x/exp v0.0.0-20240404231335-c0f41cb1a7a0/go.mod h1:/lliqkxwWAhPjf5oSOIJup2XcqJaw8RGS6k3TGEc7GI=
golang.org/x/image v0.0.0-20180708004352-c73c2afc3b81/go.mod h1:ux5Hcp/YLpHSI86hEcLt0YII63i6oz57MZXIpbrjZUs=
golang.org/x/image v0.0.0-20190227222117-0694c2d4d067/go.mod h1:kZ7UVZpmo3dzQBMxlp+ypCbDeSB+sBbTgSJuh5dn5js=
golang.org/x/image v0.0.0-20190802002840-cff245a6509b/go.mod h1:FeLwcggjj3mMvU+oOTbSwawSJRM1uh48EjtB4UJZlP0=
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golang.org/x/sys v0.0.0-20190624142023-c5567b49c5d0/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
golang.org/x/sys v0.0.0-20190804053845-51ab0e2deafa/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs= golang.org/x/sys v0.0.0-20190804053845-51ab0e2deafa/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
golang.org/x/sys v0.0.0-20190813064441-fde4db37ae7a/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
golang.org/x/sys v0.0.0-20190826190057-c7b8b68b1456/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
golang.org/x/sys v0.0.0-20200116001909-b77594299b42/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
golang.org/x/sys v0.0.0-20200223170610-d5e6a3e2c0ae/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
golang.org/x/sys v0.0.0-20200323222414-85ca7c5b95cd/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
golang.org/x/sys v0.0.0-20200909081042-eff7692f9009/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
golang.org/x/sys v0.0.0-20200930185726-fdedc70b468f/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs= golang.org/x/sys v0.0.0-20200930185726-fdedc70b468f/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
golang.org/x/sys v0.0.0-20201119102817-f84b799fce68/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs= golang.org/x/sys v0.0.0-20201119102817-f84b799fce68/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
golang.org/x/sys v0.0.0-20210423082822-04245dca01da/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs= golang.org/x/sys v0.0.0-20210423082822-04245dca01da/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
@ -412,56 +743,111 @@ golang.org/x/sys v0.0.0-20220722155257-8c9f86f7a55f/go.mod h1:oPkhp1MJrh7nUepCBc
golang.org/x/sys v0.0.0-20220811171246-fbc7d0a398ab/go.mod h1:oPkhp1MJrh7nUepCBck5+mAzfO9JrbApNNgaTdGDITg= golang.org/x/sys v0.0.0-20220811171246-fbc7d0a398ab/go.mod h1:oPkhp1MJrh7nUepCBck5+mAzfO9JrbApNNgaTdGDITg=
golang.org/x/sys v0.5.0/go.mod h1:oPkhp1MJrh7nUepCBck5+mAzfO9JrbApNNgaTdGDITg= golang.org/x/sys v0.5.0/go.mod h1:oPkhp1MJrh7nUepCBck5+mAzfO9JrbApNNgaTdGDITg=
golang.org/x/sys v0.6.0/go.mod h1:oPkhp1MJrh7nUepCBck5+mAzfO9JrbApNNgaTdGDITg= golang.org/x/sys v0.6.0/go.mod h1:oPkhp1MJrh7nUepCBck5+mAzfO9JrbApNNgaTdGDITg=
golang.org/x/sys v0.21.0 h1:rF+pYz3DAGSQAxAu1CbC7catZg4ebC4UIeIhKxBZvws= golang.org/x/sys v0.24.0 h1:Twjiwq9dn6R1fQcyiK+wQyHWfaz/BJB+YIpzU/Cv3Xg=
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golang.org/x/term v0.0.0-20201126162022-7de9c90e9dd1/go.mod h1:bj7SfCRtBDWHUb9snDiAeCFNEtKQo2Wmx5Cou7ajbmo= golang.org/x/term v0.0.0-20201126162022-7de9c90e9dd1/go.mod h1:bj7SfCRtBDWHUb9snDiAeCFNEtKQo2Wmx5Cou7ajbmo=
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golang.org/x/text v0.3.0/go.mod h1:NqM8EUOU14njkJ3fqMW+pc6Ldnwhi/IjpwHt7yyuwOQ= golang.org/x/text v0.3.0/go.mod h1:NqM8EUOU14njkJ3fqMW+pc6Ldnwhi/IjpwHt7yyuwOQ=
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gonum.org/v1/gonum v0.0.0-20180816165407-929014505bf4/go.mod h1:Y+Yx5eoAFn32cQvJDxZx5Dpnq+c3wtXuadVZAcxbbBo=
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google.golang.org/api v0.13.0/go.mod h1:iLdEw5Ide6rF15KTC1Kkl0iskquN2gFfn9o9XIsbkAI=
google.golang.org/api v0.194.0 h1:dztZKG9HgtIpbI35FhfuSNR/zmaMVdxNlntHj1sIS4s=
google.golang.org/api v0.194.0/go.mod h1:AgvUFdojGANh3vI+P7EVnxj3AISHllxGCJSFmggmnd0=
google.golang.org/appengine v1.1.0/go.mod h1:EbEs0AVv82hx2wNQdGPgUI5lhzA/G0D9YwlJXL52JkM= google.golang.org/appengine v1.1.0/go.mod h1:EbEs0AVv82hx2wNQdGPgUI5lhzA/G0D9YwlJXL52JkM=
google.golang.org/appengine v1.4.0/go.mod h1:xpcJRLb0r/rnEns0DIKYYv+WjYCduHsrkT7/EB5XEv4= google.golang.org/appengine v1.4.0/go.mod h1:xpcJRLb0r/rnEns0DIKYYv+WjYCduHsrkT7/EB5XEv4=
google.golang.org/appengine v1.5.0/go.mod h1:xpcJRLb0r/rnEns0DIKYYv+WjYCduHsrkT7/EB5XEv4=
google.golang.org/appengine v1.6.1/go.mod h1:i06prIuMbXzDqacNJfV5OdTW448YApPu5ww/cMBSeb0=
google.golang.org/genproto v0.0.0-20180817151627-c66870c02cf8/go.mod h1:JiN7NxoALGmiZfu7CAH4rXhgtRTLTxftemlI0sWmxmc= google.golang.org/genproto v0.0.0-20180817151627-c66870c02cf8/go.mod h1:JiN7NxoALGmiZfu7CAH4rXhgtRTLTxftemlI0sWmxmc=
google.golang.org/genproto v0.0.0-20180831171423-11092d34479b/go.mod h1:JiN7NxoALGmiZfu7CAH4rXhgtRTLTxftemlI0sWmxmc=
google.golang.org/genproto v0.0.0-20190307195333-5fe7a883aa19/go.mod h1:VzzqZJRnGkLBvHegQrXjBqPurQTc5/KpmUdxsrq26oE=
google.golang.org/genproto v0.0.0-20190418145605-e7d98fc518a7/go.mod h1:VzzqZJRnGkLBvHegQrXjBqPurQTc5/KpmUdxsrq26oE=
google.golang.org/genproto v0.0.0-20190425155659-357c62f0e4bb/go.mod h1:VzzqZJRnGkLBvHegQrXjBqPurQTc5/KpmUdxsrq26oE=
google.golang.org/genproto v0.0.0-20190502173448-54afdca5d873/go.mod h1:VzzqZJRnGkLBvHegQrXjBqPurQTc5/KpmUdxsrq26oE=
google.golang.org/genproto v0.0.0-20190801165951-fa694d86fc64/go.mod h1:DMBHOl98Agz4BDEuKkezgsaosCRResVns1a3J2ZsMNc=
google.golang.org/genproto v0.0.0-20190819201941-24fa4b261c55/go.mod h1:DMBHOl98Agz4BDEuKkezgsaosCRResVns1a3J2ZsMNc= google.golang.org/genproto v0.0.0-20190819201941-24fa4b261c55/go.mod h1:DMBHOl98Agz4BDEuKkezgsaosCRResVns1a3J2ZsMNc=
google.golang.org/genproto v0.0.0-20190911173649-1774047e7e51/go.mod h1:IbNlFCBrqXvoKpeg0TB2l7cyZUmoaFKYIwrEpbDKLA8=
google.golang.org/genproto v0.0.0-20191108220845-16a3f7862a1a/go.mod h1:n3cpQtvxv34hfy77yVDNjmbRyujviMdxYliBSkLhpCc=
google.golang.org/genproto v0.0.0-20200526211855-cb27e3aa2013/go.mod h1:NbSheEEYHJ7i3ixzK3sjbqSGDJWnxyFXZblF3eUsNvo= google.golang.org/genproto v0.0.0-20200526211855-cb27e3aa2013/go.mod h1:NbSheEEYHJ7i3ixzK3sjbqSGDJWnxyFXZblF3eUsNvo=
google.golang.org/genproto v0.0.0-20240617180043-68d350f18fd4 h1:CUiCqkPw1nNrNQzCCG4WA65m0nAmQiwXHpub3dNyruU= google.golang.org/genproto v0.0.0-20200911024640-645f7a48b24f/go.mod h1:FWY/as6DDZQgahTzZj3fqbO1CbirC29ZNUFHwi0/+no=
google.golang.org/genproto/googleapis/api v0.0.0-20240610135401-a8a62080eff3 h1:QW9+G6Fir4VcRXVH8x3LilNAb6cxBGLa6+GM4hRwexE= google.golang.org/genproto v0.0.0-20240814211410-ddb44dafa142 h1:oLiyxGgE+rt22duwci1+TG7bg2/L1LQsXwfjPlmuJA0=
google.golang.org/genproto/googleapis/api v0.0.0-20240610135401-a8a62080eff3/go.mod h1:kdrSS/OiLkPrNUpzD4aHgCq2rVuC/YRxok32HXZ4vRE= google.golang.org/genproto/googleapis/api v0.0.0-20240814211410-ddb44dafa142 h1:wKguEg1hsxI2/L3hUYrpo1RVi48K+uTyzKqprwLXsb8=
google.golang.org/genproto/googleapis/rpc v0.0.0-20240617180043-68d350f18fd4 h1:Di6ANFilr+S60a4S61ZM00vLdw0IrQOSMS2/6mrnOU0= google.golang.org/genproto/googleapis/api v0.0.0-20240814211410-ddb44dafa142/go.mod h1:d6be+8HhtEtucleCbxpPW9PA9XwISACu8nvpPqF0BVo=
google.golang.org/genproto/googleapis/rpc v0.0.0-20240617180043-68d350f18fd4/go.mod h1:Ue6ibwXGpU+dqIcODieyLOcgj7z8+IcskoNIgZxtrFY= google.golang.org/genproto/googleapis/rpc v0.0.0-20240814211410-ddb44dafa142 h1:e7S5W7MGGLaSu8j3YjdezkZ+m1/Nm0uRVRMEMGk26Xs=
google.golang.org/genproto/googleapis/rpc v0.0.0-20240814211410-ddb44dafa142/go.mod h1:UqMtugtsSgubUsoxbuAoiCXvqvErP7Gf0so0mK9tHxU=
google.golang.org/grpc v1.19.0/go.mod h1:mqu4LbDTu4XGKhr4mRzUsmM4RtVoemTSY81AxZiDr8c= google.golang.org/grpc v1.19.0/go.mod h1:mqu4LbDTu4XGKhr4mRzUsmM4RtVoemTSY81AxZiDr8c=
google.golang.org/grpc v1.20.1/go.mod h1:10oTOabMzJvdu6/UiuZezV6QK5dSlG84ov/aaiqXj38=
google.golang.org/grpc v1.21.1/go.mod h1:oYelfM1adQP15Ek0mdvEgi9Df8B9CZIaU1084ijfRaM=
google.golang.org/grpc v1.23.0/go.mod h1:Y5yQAOtifL1yxbo5wqy6BxZv8vAUGQwXBOALyacEbxg= google.golang.org/grpc v1.23.0/go.mod h1:Y5yQAOtifL1yxbo5wqy6BxZv8vAUGQwXBOALyacEbxg=
google.golang.org/grpc v1.25.1/go.mod h1:c3i+UQWmh7LiEpx4sFZnkU36qjEYZ0imhYfXVyQciAY= google.golang.org/grpc v1.25.1/go.mod h1:c3i+UQWmh7LiEpx4sFZnkU36qjEYZ0imhYfXVyQciAY=
google.golang.org/grpc v1.27.0/go.mod h1:qbnxyOmOxrQa7FizSgH+ReBfzJrCY1pSN7KXBS8abTk= google.golang.org/grpc v1.27.0/go.mod h1:qbnxyOmOxrQa7FizSgH+ReBfzJrCY1pSN7KXBS8abTk=
google.golang.org/grpc v1.32.0/go.mod h1:N36X2cJ7JwdamYAgDz+s+rVMFjt3numwzf/HckM8pak=
google.golang.org/grpc v1.33.2/go.mod h1:JMHMWHQWaTccqQQlmk3MJZS+GWXOdAesneDmEnv2fbc= google.golang.org/grpc v1.33.2/go.mod h1:JMHMWHQWaTccqQQlmk3MJZS+GWXOdAesneDmEnv2fbc=
google.golang.org/grpc v1.64.0 h1:KH3VH9y/MgNQg1dE7b3XfVK0GsPSIzJwdF617gUSbvY= google.golang.org/grpc v1.65.0 h1:bs/cUb4lp1G5iImFFd3u5ixQzweKizoZJAwBNLR42lc=
google.golang.org/grpc v1.64.0/go.mod h1:oxjF8E3FBnjp+/gVFYdWacaLDx9na1aqy9oovLpxQYg= google.golang.org/grpc v1.65.0/go.mod h1:WgYC2ypjlB0EiQi6wdKixMqukr6lBc0Vo+oOgjrM5ZQ=
google.golang.org/grpc/cmd/protoc-gen-go-grpc v0.0.0-20200910201057-6591123024b3/go.mod h1:6Kw0yEErY5E/yWrBtf03jp27GLLJujG4z/JK95pnjjw=
google.golang.org/protobuf v0.0.0-20200109180630-ec00e32a8dfd/go.mod h1:DFci5gLYBciE7Vtevhsrf46CRTquxDuWsQurQQe4oz8= google.golang.org/protobuf v0.0.0-20200109180630-ec00e32a8dfd/go.mod h1:DFci5gLYBciE7Vtevhsrf46CRTquxDuWsQurQQe4oz8=
google.golang.org/protobuf v0.0.0-20200221191635-4d8936d0db64/go.mod h1:kwYJMbMJ01Woi6D6+Kah6886xMZcty6N08ah7+eCXa0= google.golang.org/protobuf v0.0.0-20200221191635-4d8936d0db64/go.mod h1:kwYJMbMJ01Woi6D6+Kah6886xMZcty6N08ah7+eCXa0=
google.golang.org/protobuf v0.0.0-20200228230310-ab0ca4ff8a60/go.mod h1:cfTl7dwQJ+fmap5saPgwCLgHXTUD7jkjRqWcaiX5VyM= google.golang.org/protobuf v0.0.0-20200228230310-ab0ca4ff8a60/go.mod h1:cfTl7dwQJ+fmap5saPgwCLgHXTUD7jkjRqWcaiX5VyM=
@ -470,19 +856,30 @@ google.golang.org/protobuf v1.21.0/go.mod h1:47Nbq4nVaFHyn7ilMalzfO3qCViNmqZ2kzi
google.golang.org/protobuf v1.22.0/go.mod h1:EGpADcykh3NcUnDUJcl1+ZksZNG86OlYog2l/sGQquU= google.golang.org/protobuf v1.22.0/go.mod h1:EGpADcykh3NcUnDUJcl1+ZksZNG86OlYog2l/sGQquU=
google.golang.org/protobuf v1.23.0/go.mod h1:EGpADcykh3NcUnDUJcl1+ZksZNG86OlYog2l/sGQquU= google.golang.org/protobuf v1.23.0/go.mod h1:EGpADcykh3NcUnDUJcl1+ZksZNG86OlYog2l/sGQquU=
google.golang.org/protobuf v1.23.1-0.20200526195155-81db48ad09cc/go.mod h1:EGpADcykh3NcUnDUJcl1+ZksZNG86OlYog2l/sGQquU= google.golang.org/protobuf v1.23.1-0.20200526195155-81db48ad09cc/go.mod h1:EGpADcykh3NcUnDUJcl1+ZksZNG86OlYog2l/sGQquU=
google.golang.org/protobuf v1.24.0/go.mod h1:r/3tXBNzIEhYS9I1OUVjXDlt8tc493IdKGjtUeSXeh4=
google.golang.org/protobuf v1.25.0/go.mod h1:9JNX74DMeImyA3h4bdi1ymwjUzf21/xIlbajtzgsN7c= google.golang.org/protobuf v1.25.0/go.mod h1:9JNX74DMeImyA3h4bdi1ymwjUzf21/xIlbajtzgsN7c=
google.golang.org/protobuf v1.34.2 h1:6xV6lTsCfpGD21XK49h7MhtcApnLqkfYgPcdHftf6hg= google.golang.org/protobuf v1.34.2 h1:6xV6lTsCfpGD21XK49h7MhtcApnLqkfYgPcdHftf6hg=
google.golang.org/protobuf v1.34.2/go.mod h1:qYOHts0dSfpeUzUFpOMr/WGzszTmLH+DiWniOlNbLDw= google.golang.org/protobuf v1.34.2/go.mod h1:qYOHts0dSfpeUzUFpOMr/WGzszTmLH+DiWniOlNbLDw=
gopkg.in/alecthomas/kingpin.v2 v2.2.6/go.mod h1:FMv+mEhP44yOT+4EoQTLFTRgOQ1FBLkstjWtayDeSgw=
gopkg.in/check.v1 v0.0.0-20161208181325-20d25e280405/go.mod h1:Co6ibVJAznAaIkqp8huTwlJQCZ016jof/cbN4VW5Yz0= gopkg.in/check.v1 v0.0.0-20161208181325-20d25e280405/go.mod h1:Co6ibVJAznAaIkqp8huTwlJQCZ016jof/cbN4VW5Yz0=
gopkg.in/check.v1 v1.0.0-20180628173108-788fd7840127/go.mod h1:Co6ibVJAznAaIkqp8huTwlJQCZ016jof/cbN4VW5Yz0=
gopkg.in/check.v1 v1.0.0-20201130134442-10cb98267c6c h1:Hei/4ADfdWqJk1ZMxUNpqntNwaWcugrBjAiHlqqRiVk= gopkg.in/check.v1 v1.0.0-20201130134442-10cb98267c6c h1:Hei/4ADfdWqJk1ZMxUNpqntNwaWcugrBjAiHlqqRiVk=
gopkg.in/check.v1 v1.0.0-20201130134442-10cb98267c6c/go.mod h1:JHkPIbrfpd72SG/EVd6muEfDQjcINNoR0C8j2r3qZ4Q= gopkg.in/check.v1 v1.0.0-20201130134442-10cb98267c6c/go.mod h1:JHkPIbrfpd72SG/EVd6muEfDQjcINNoR0C8j2r3qZ4Q=
gopkg.in/cheggaaa/pb.v1 v1.0.27/go.mod h1:V/YB90LKu/1FcN3WVnfiiE5oMCibMjukxqG/qStrOgw=
gopkg.in/errgo.v2 v2.1.0/go.mod h1:hNsd1EY+bozCKY1Ytp96fpM3vjJbqLJn88ws8XvfDNI=
gopkg.in/inconshreveable/log15.v2 v2.0.0-20180818164646-67afb5ed74ec/go.mod h1:aPpfJ7XW+gOuirDoZ8gHhLh3kZ1B08FtV2bbmy7Jv3s=
gopkg.in/ini.v1 v1.51.0/go.mod h1:pNLf8WUiyNEtQjuu5G5vTm06TEv9tsIgeAvK8hOrP4k=
gopkg.in/ini.v1 v1.67.0 h1:Dgnx+6+nfE+IfzjUEISNeydPJh9AXNNsWbGP9KzCsOA= gopkg.in/ini.v1 v1.67.0 h1:Dgnx+6+nfE+IfzjUEISNeydPJh9AXNNsWbGP9KzCsOA=
gopkg.in/ini.v1 v1.67.0/go.mod h1:pNLf8WUiyNEtQjuu5G5vTm06TEv9tsIgeAvK8hOrP4k= gopkg.in/ini.v1 v1.67.0/go.mod h1:pNLf8WUiyNEtQjuu5G5vTm06TEv9tsIgeAvK8hOrP4k=
gopkg.in/resty.v1 v1.12.0/go.mod h1:mDo4pnntr5jdWRML875a/NmxYqAlA73dVijT2AXvQQo=
gopkg.in/tomb.v1 v1.0.0-20141024135613-dd632973f1e7 h1:uRGJdciOHaEIrze2W8Q3AKkepLTh2hOroT7a+7czfdQ= gopkg.in/tomb.v1 v1.0.0-20141024135613-dd632973f1e7 h1:uRGJdciOHaEIrze2W8Q3AKkepLTh2hOroT7a+7czfdQ=
gopkg.in/tomb.v1 v1.0.0-20141024135613-dd632973f1e7/go.mod h1:dt/ZhP58zS4L8KSrWDmTeBkI65Dw0HsyUHuEVlX15mw= gopkg.in/tomb.v1 v1.0.0-20141024135613-dd632973f1e7/go.mod h1:dt/ZhP58zS4L8KSrWDmTeBkI65Dw0HsyUHuEVlX15mw=
gopkg.in/tucnak/telebot.v2 v2.5.0 h1:i+NynLo443Vp+Zn3Gv9JBjh3Z/PaiKAQwcnhNI7y6Po= gopkg.in/tucnak/telebot.v2 v2.5.0 h1:i+NynLo443Vp+Zn3Gv9JBjh3Z/PaiKAQwcnhNI7y6Po=
gopkg.in/tucnak/telebot.v2 v2.5.0/go.mod h1:BgaIIx50PSRS9pG59JH+geT82cfvoJU/IaI5TJdN3v8= gopkg.in/tucnak/telebot.v2 v2.5.0/go.mod h1:BgaIIx50PSRS9pG59JH+geT82cfvoJU/IaI5TJdN3v8=
gopkg.in/yaml.v2 v2.0.0-20170812160011-eb3733d160e7/go.mod h1:JAlM8MvJe8wmxCU4Bli9HhUf9+ttbYbLASfIpnQbh74=
gopkg.in/yaml.v2 v2.2.1/go.mod h1:hI93XBmqTisBFMUTm0b8Fm+jr3Dg1NNxqwp+5A1VGuI=
gopkg.in/yaml.v2 v2.2.2/go.mod h1:hI93XBmqTisBFMUTm0b8Fm+jr3Dg1NNxqwp+5A1VGuI= gopkg.in/yaml.v2 v2.2.2/go.mod h1:hI93XBmqTisBFMUTm0b8Fm+jr3Dg1NNxqwp+5A1VGuI=
gopkg.in/yaml.v2 v2.2.4/go.mod h1:hI93XBmqTisBFMUTm0b8Fm+jr3Dg1NNxqwp+5A1VGuI=
gopkg.in/yaml.v2 v2.2.8/go.mod h1:hI93XBmqTisBFMUTm0b8Fm+jr3Dg1NNxqwp+5A1VGuI= gopkg.in/yaml.v2 v2.2.8/go.mod h1:hI93XBmqTisBFMUTm0b8Fm+jr3Dg1NNxqwp+5A1VGuI=
gopkg.in/yaml.v2 v2.4.0 h1:D8xgwECY7CYvx+Y2n4sBz93Jn9JRvxdiyyo8CTfuKaY= gopkg.in/yaml.v2 v2.4.0 h1:D8xgwECY7CYvx+Y2n4sBz93Jn9JRvxdiyyo8CTfuKaY=
gopkg.in/yaml.v2 v2.4.0/go.mod h1:RDklbk79AGWmwhnvt/jBztapEOGDOx6ZbXqjP6csGnQ= gopkg.in/yaml.v2 v2.4.0/go.mod h1:RDklbk79AGWmwhnvt/jBztapEOGDOx6ZbXqjP6csGnQ=
@ -490,7 +887,35 @@ gopkg.in/yaml.v3 v3.0.0-20200313102051-9f266ea9e77c/go.mod h1:K4uyk7z7BCEPqu6E+C
gopkg.in/yaml.v3 v3.0.0-20210107192922-496545a6307b/go.mod h1:K4uyk7z7BCEPqu6E+C64Yfv1cQ7kz7rIZviUmN+EgEM= gopkg.in/yaml.v3 v3.0.0-20210107192922-496545a6307b/go.mod h1:K4uyk7z7BCEPqu6E+C64Yfv1cQ7kz7rIZviUmN+EgEM=
gopkg.in/yaml.v3 v3.0.1 h1:fxVm/GzAzEWqLHuvctI91KS9hhNmmWOoWu0XTYJS7CA= gopkg.in/yaml.v3 v3.0.1 h1:fxVm/GzAzEWqLHuvctI91KS9hhNmmWOoWu0XTYJS7CA=
gopkg.in/yaml.v3 v3.0.1/go.mod h1:K4uyk7z7BCEPqu6E+C64Yfv1cQ7kz7rIZviUmN+EgEM= gopkg.in/yaml.v3 v3.0.1/go.mod h1:K4uyk7z7BCEPqu6E+C64Yfv1cQ7kz7rIZviUmN+EgEM=
gorgonia.org/cu v0.9.0-beta/go.mod h1:RPEPIfaxxqUmeRe7T1T8a0NER+KxBI2McoLEXhP1Vd8=
gorgonia.org/cu v0.9.3/go.mod h1:LgyAYDkN7HWhh8orGnCY2R8pP9PYbO44ivEbLMatkVU=
gorgonia.org/dawson v1.1.0/go.mod h1:Px1mcziba8YUBIDsbzGwbKJ11uIblv/zkln4jNrZ9Ws=
gorgonia.org/dawson v1.2.0/go.mod h1:Px1mcziba8YUBIDsbzGwbKJ11uIblv/zkln4jNrZ9Ws=
gorgonia.org/gorgonia v0.9.2/go.mod h1:ZtOb9f/wM2OMta1ISGspQ4roGDgz9d9dKOaPNvGR+ec=
gorgonia.org/gorgonia v0.9.16/go.mod h1:EnZtUbxgbqMx8eCTGPq8C0RfBlr/WllVtMyAFUYG+b4=
gorgonia.org/tensor v0.9.0-beta/go.mod h1:05Y4laKuVlj4qFoZIZW1q/9n1jZkgDBOLmKXZdBLG1w=
gorgonia.org/tensor v0.9.16/go.mod h1:75SMdLLhZ+2oB0/EE8lFEIt1Caoykdd4bz1mAe59deg=
gorgonia.org/tensor v0.9.19/go.mod h1:75SMdLLhZ+2oB0/EE8lFEIt1Caoykdd4bz1mAe59deg=
gorgonia.org/vecf32 v0.7.0/go.mod h1:iHG+kvTMqGYA0SgahfO2k62WRnxmHsqAREGbayRDzy8=
gorgonia.org/vecf32 v0.9.0/go.mod h1:NCc+5D2oxddRL11hd+pCB1PEyXWOyiQxfZ/1wwhOXCA=
gorgonia.org/vecf64 v0.7.0/go.mod h1:1y4pmcSd+wh3phG+InwWQjYrqwyrtN9h27WLFVQfV1Q=
gorgonia.org/vecf64 v0.9.0/go.mod h1:hp7IOWCnRiVQKON73kkC/AUMtEXyf9kGlVrtPQ9ccVA=
gorm.io/driver/mysql v1.0.3/go.mod h1:twGxftLBlFgNVNakL7F+P/x9oYqoymG3YYT8cAfI9oI=
gorm.io/driver/postgres v1.0.8/go.mod h1:4eOzrI1MUfm6ObJU/UcmbXyiHSs8jSwH95G5P5dxcAg=
gorm.io/driver/sqlite v1.1.4/go.mod h1:mJCeTFr7+crvS+TRnWc5Z3UvwxUN1BGBLMrf5LA9DYw=
gorm.io/gorm v1.20.4/go.mod h1:0HFTzE/SqkGTzK6TlDPPQbAYCluiVvhzoA1+aVyzenw=
gorm.io/gorm v1.20.7/go.mod h1:0HFTzE/SqkGTzK6TlDPPQbAYCluiVvhzoA1+aVyzenw=
gorm.io/gorm v1.20.12/go.mod h1:0HFTzE/SqkGTzK6TlDPPQbAYCluiVvhzoA1+aVyzenw=
honnef.co/go/tools v0.0.0-20190102054323-c2f93a96b099/go.mod h1:rf3lG4BRIbNafJWhAfAdb/ePZxsR/4RtNHQocxwk9r4= honnef.co/go/tools v0.0.0-20190102054323-c2f93a96b099/go.mod h1:rf3lG4BRIbNafJWhAfAdb/ePZxsR/4RtNHQocxwk9r4=
honnef.co/go/tools v0.0.0-20190106161140-3f1c8253044a/go.mod h1:rf3lG4BRIbNafJWhAfAdb/ePZxsR/4RtNHQocxwk9r4=
honnef.co/go/tools v0.0.0-20190418001031-e561f6794a2a/go.mod h1:rf3lG4BRIbNafJWhAfAdb/ePZxsR/4RtNHQocxwk9r4=
honnef.co/go/tools v0.0.0-20190523083050-ea95bdfd59fc/go.mod h1:rf3lG4BRIbNafJWhAfAdb/ePZxsR/4RtNHQocxwk9r4= honnef.co/go/tools v0.0.0-20190523083050-ea95bdfd59fc/go.mod h1:rf3lG4BRIbNafJWhAfAdb/ePZxsR/4RtNHQocxwk9r4=
honnef.co/go/tools v0.0.1-2019.2.3/go.mod h1:a3bituU0lyd329TUQxRnasdCoJDkEUEAqEt0JzvZhAg=
modernc.org/cc v1.0.0/go.mod h1:1Sk4//wdnYJiUIxnW8ddKpaOJCF37yAdqYnkxUpaYxw=
modernc.org/golex v1.0.0/go.mod h1:b/QX9oBD/LhixY6NDh+IdGv17hgB+51fET1i2kPSmvk=
modernc.org/mathutil v1.0.0/go.mod h1:wU0vUrJsVWBZ4P6e7xtFJEhFSNsfRLJ8H458uRjg03k=
modernc.org/strutil v1.1.0/go.mod h1:lstksw84oURvj9y3tn8lGvRxyRC1S2+g5uuIzNfIOBs=
modernc.org/xc v1.0.0/go.mod h1:mRNCo0bvLjGhHO9WsyuKVU4q0ceiDDDoEeWDJHrNx8I=
nullprogram.com/x/optparse v1.0.0/go.mod h1:KdyPE+Igbe0jQUrVfMqDMeJQIJZEuyV7pjYmp6pbG50= nullprogram.com/x/optparse v1.0.0/go.mod h1:KdyPE+Igbe0jQUrVfMqDMeJQIJZEuyV7pjYmp6pbG50=
rsc.io/binaryregexp v0.2.0/go.mod h1:qTv7/COck+e2FymRvadv62gMdZztPaShugOCi3I+8D8=
rsc.io/pdf v0.1.1/go.mod h1:n8OzWcQ6Sp37PL01nO98y4iUCRdTGarVfzxY20ICaU4= rsc.io/pdf v0.1.1/go.mod h1:n8OzWcQ6Sp37PL01nO98y4iUCRdTGarVfzxY20ICaU4=

18
pkg/bbgo/marketdatastore.go
View File

@ -5,6 +5,8 @@ import "git.qtrade.icu/lychiyu/bbgo/pkg/types"
const MaxNumOfKLines = 5_000 const MaxNumOfKLines = 5_000
const MaxNumOfKLinesTruncate = 100 const MaxNumOfKLinesTruncate = 100
const CapacityOfKLineWindowLimit = 5_000
// MarketDataStore receives and maintain the public market data of a single symbol // MarketDataStore receives and maintain the public market data of a single symbol
// //
//go:generate callbackgen -type MarketDataStore //go:generate callbackgen -type MarketDataStore
@ -58,10 +60,20 @@ func (store *MarketDataStore) AddKLine(k types.KLine) {
} }
window.Add(k) window.Add(k)
if len(*window) > MaxNumOfKLines { truncateKLineWindowIfNeeded(window)
*window = (*window)[MaxNumOfKLinesTruncate-1:]
}
store.EmitKLineClosed(k) store.EmitKLineClosed(k)
store.EmitKLineWindowUpdate(k.Interval, *window) store.EmitKLineWindowUpdate(k.Interval, *window)
} }
func truncateKLineWindowIfNeeded(window *types.KLineWindow) {
lenOfWindow := len(*window)
capOfWindow := cap(*window)
if lenOfWindow == capOfWindow && capOfWindow > CapacityOfKLineWindowLimit {
size := CapacityOfKLineWindowLimit / 2
start := lenOfWindow - size
copy(*window, (*window)[start:])
*window = (*window)[:size]
}
}

45
pkg/bbgo/marketdatastore_test.go Normal file
View File

@ -0,0 +1,45 @@
package bbgo
import (
"testing"
"github.com/c9s/bbgo/pkg/types"
"github.com/stretchr/testify/assert"
)
func TestMarketDataStore_AddKLineAndTruncateWindow(t *testing.T) {
store := NewMarketDataStore("BTCUSD")
interval := types.Interval1s
var maxCap int = 0
capFixed := false
var gid uint64 = 0
// insert 1.5 * CapacityOfKLineWindowLimit KLine into window
for ; gid < CapacityOfKLineWindowLimit+(CapacityOfKLineWindowLimit/2); gid++ {
store.AddKLine(types.KLine{
Interval: interval,
GID: gid,
})
// if the capacity is > CapacityOfKLineWindowLimit, the capacity should be fixed. We use this if expression to verify it then.
if !capFixed && cap(*store.KLineWindows[interval]) > CapacityOfKLineWindowLimit {
maxCap = cap(*store.KLineWindows[interval])
capFixed = true
}
}
window := store.KLineWindows[interval]
// make sure the capacity is fixed
assert.Equal(t, maxCap, cap(*window))
// after truncate, it will remain (CapacityOfKLineWindowLimit / 2) KLine in the window
// so the first GIC will be the maxCap - (CapacityOfKLineWindowLimit / 2)
truncatedGID := uint64(maxCap - (CapacityOfKLineWindowLimit / 2))
for _, kline := range *window {
assert.Equal(t, truncatedGID, kline.GID)
truncatedGID++
}
}

17
pkg/bbgo/quota.go
View File

@ -12,12 +12,16 @@ type Quota struct {
Locked fixedpoint.Value Locked fixedpoint.Value
} }
// Add adds the fund to the available quota
func (q *Quota) Add(fund fixedpoint.Value) { func (q *Quota) Add(fund fixedpoint.Value) {
q.mu.Lock() q.mu.Lock()
q.Available = q.Available.Add(fund) q.Available = q.Available.Add(fund)
q.mu.Unlock() q.mu.Unlock()
} }
// Lock locks the fund from the available quota
// returns true if the fund is locked successfully
// returns false if the fund is not enough
func (q *Quota) Lock(fund fixedpoint.Value) bool { func (q *Quota) Lock(fund fixedpoint.Value) bool {
if fund.Compare(q.Available) > 0 { if fund.Compare(q.Available) > 0 {
return false return false
@ -31,12 +35,15 @@ func (q *Quota) Lock(fund fixedpoint.Value) bool {
return true return true
} }
// Commit commits the locked fund
func (q *Quota) Commit() { func (q *Quota) Commit() {
q.mu.Lock() q.mu.Lock()
q.Locked = fixedpoint.Zero q.Locked = fixedpoint.Zero
q.mu.Unlock() q.mu.Unlock()
} }
// Rollback rolls back the locked fund
// this will move the locked fund to the available quota
func (q *Quota) Rollback() { func (q *Quota) Rollback() {
q.mu.Lock() q.mu.Lock()
q.Available = q.Available.Add(q.Locked) q.Available = q.Available.Add(q.Locked)
@ -44,12 +51,21 @@ func (q *Quota) Rollback() {
q.mu.Unlock() q.mu.Unlock()
} }
func (q *Quota) String() string {
q.mu.Lock()
defer q.mu.Unlock()
return q.Locked.String() + "/" + q.Available.String()
}
// QuotaTransaction is a transactional quota manager
type QuotaTransaction struct { type QuotaTransaction struct {
mu sync.Mutex mu sync.Mutex
BaseAsset Quota BaseAsset Quota
QuoteAsset Quota QuoteAsset Quota
} }
// Commit commits the transaction
func (m *QuotaTransaction) Commit() bool { func (m *QuotaTransaction) Commit() bool {
m.mu.Lock() m.mu.Lock()
m.BaseAsset.Commit() m.BaseAsset.Commit()
@ -58,6 +74,7 @@ func (m *QuotaTransaction) Commit() bool {
return true return true
} }
// Rollback rolls back the transaction
func (m *QuotaTransaction) Rollback() bool { func (m *QuotaTransaction) Rollback() bool {
m.mu.Lock() m.mu.Lock()
m.BaseAsset.Rollback() m.BaseAsset.Rollback()

5
pkg/bbgo/session.go
View File

@ -43,6 +43,7 @@ type ExchangeSession struct {
Secret string `json:"secret,omitempty" yaml:"secret,omitempty"` Secret string `json:"secret,omitempty" yaml:"secret,omitempty"`
Passphrase string `json:"passphrase,omitempty" yaml:"passphrase,omitempty"` Passphrase string `json:"passphrase,omitempty" yaml:"passphrase,omitempty"`
Proxy string `json:"proxy,omitempty" yaml:"proxy,omitempty"` Proxy string `json:"proxy,omitempty" yaml:"proxy,omitempty"`
Simulated string `json:"simulated,omitempty" yaml:"simulated,omitempty"`
SubAccount string `json:"subAccount,omitempty" yaml:"subAccount,omitempty"` SubAccount string `json:"subAccount,omitempty" yaml:"subAccount,omitempty"`
// Withdrawal is used for enabling withdrawal functions // Withdrawal is used for enabling withdrawal functions
@ -406,6 +407,8 @@ func (session *ExchangeSession) initSymbol(ctx context.Context, environ *Environ
return fmt.Errorf("market %s is not defined", symbol) return fmt.Errorf("market %s is not defined", symbol)
} }
session.logger.Infof("environment config: %+v", environ.environmentConfig)
disableMarketDataStore := environ.environmentConfig != nil && environ.environmentConfig.DisableMarketDataStore disableMarketDataStore := environ.environmentConfig != nil && environ.environmentConfig.DisableMarketDataStore
disableSessionTradeBuffer := environ.environmentConfig != nil && environ.environmentConfig.DisableSessionTradeBuffer disableSessionTradeBuffer := environ.environmentConfig != nil && environ.environmentConfig.DisableSessionTradeBuffer
maxSessionTradeBufferSize := 0 maxSessionTradeBufferSize := 0
@ -794,7 +797,7 @@ func (session *ExchangeSession) newBasicPrivateExchange(exchangeName types.Excha
var err error var err error
var exMinimal types.ExchangeMinimal var exMinimal types.ExchangeMinimal
if session.Key != "" && session.Secret != "" { if session.Key != "" && session.Secret != "" {
exMinimal, err = exchange2.New(exchangeName, session.Key, session.Secret, session.Passphrase, session.Proxy) exMinimal, err = exchange2.New(exchangeName, session.Key, session.Secret, session.Passphrase, session.Proxy, session.Simulated)
} else { } else {
exMinimal, err = exchange2.NewWithEnvVarPrefix(exchangeName, session.EnvVarPrefix) exMinimal, err = exchange2.NewWithEnvVarPrefix(exchangeName, session.EnvVarPrefix)
} }

51
pkg/bbgo/trader.go
View File

@ -16,8 +16,18 @@ import (
) )
// Strategy method calls: // Strategy method calls:
// -> Initialize() (optional method)
// -> Defaults() (optional method) // -> Defaults() (optional method)
//
// setup default static values from constants
//
// -> Initialize() (optional method)
//
// initialize dynamic runtime objects
//
// -> Subscribe()
//
// register the subscriptions
//
// -> Validate() (optional method) // -> Validate() (optional method)
// -> Run() (optional method) // -> Run() (optional method)
// -> Shutdown(shutdownCtx context.Context, wg *sync.WaitGroup) // -> Shutdown(shutdownCtx context.Context, wg *sync.WaitGroup)
@ -112,6 +122,12 @@ func (trader *Trader) DisableLogging() {
} }
func (trader *Trader) Configure(userConfig *Config) error { func (trader *Trader) Configure(userConfig *Config) error {
// config environment
if userConfig.Environment != nil && trader.environment != nil {
trader.environment.environmentConfig = userConfig.Environment
}
// config risk control
if userConfig.RiskControls != nil { if userConfig.RiskControls != nil {
trader.SetRiskControls(userConfig.RiskControls) trader.SetRiskControls(userConfig.RiskControls)
} }
@ -171,12 +187,6 @@ func (trader *Trader) SetRiskControls(riskControls *RiskControls) {
func (trader *Trader) RunSingleExchangeStrategy( func (trader *Trader) RunSingleExchangeStrategy(
ctx context.Context, strategy SingleExchangeStrategy, session *ExchangeSession, orderExecutor OrderExecutor, ctx context.Context, strategy SingleExchangeStrategy, session *ExchangeSession, orderExecutor OrderExecutor,
) error { ) error {
if v, ok := strategy.(StrategyValidator); ok {
if err := v.Validate(); err != nil {
return fmt.Errorf("failed to validate the config: %w", err)
}
}
if shutdown, ok := strategy.(StrategyShutdown); ok { if shutdown, ok := strategy.(StrategyShutdown); ok {
trader.gracefulShutdown.OnShutdown(shutdown.Shutdown) trader.gracefulShutdown.OnShutdown(shutdown.Shutdown)
} }
@ -238,12 +248,6 @@ func (trader *Trader) injectFieldsAndSubscribe(ctx context.Context) error {
return err return err
} }
if defaulter, ok := strategy.(StrategyDefaulter); ok {
if err := defaulter.Defaults(); err != nil {
panic(err)
}
}
if subscriber, ok := strategy.(ExchangeSessionSubscriber); ok { if subscriber, ok := strategy.(ExchangeSessionSubscriber); ok {
subscriber.Subscribe(session) subscriber.Subscribe(session)
} else { } else {
@ -304,12 +308,6 @@ func (trader *Trader) injectFieldsAndSubscribe(ctx context.Context) error {
} }
} }
if initializer, ok := strategy.(StrategyInitializer); ok {
if err := initializer.Initialize(); err != nil {
return err
}
}
if subscriber, ok := strategy.(CrossExchangeSessionSubscriber); ok { if subscriber, ok := strategy.(CrossExchangeSessionSubscriber); ok {
subscriber.CrossSubscribe(trader.environment.sessions) subscriber.CrossSubscribe(trader.environment.sessions)
} else { } else {
@ -356,8 +354,23 @@ func (trader *Trader) Run(ctx context.Context) error {
return trader.environment.Connect(ctx) return trader.environment.Connect(ctx)
} }
// Initialize initializes the strategies, this method is called before the Run method.
// It sets the default values and validates the strategy configurations.
// And calls the Initialize method if the strategy implements the Initialize method.
func (trader *Trader) Initialize(ctx context.Context) error { func (trader *Trader) Initialize(ctx context.Context) error {
return trader.IterateStrategies(func(strategy StrategyID) error { return trader.IterateStrategies(func(strategy StrategyID) error {
if defaulter, ok := strategy.(StrategyDefaulter); ok {
if err := defaulter.Defaults(); err != nil {
return err
}
}
if v, ok := strategy.(StrategyValidator); ok {
if err := v.Validate(); err != nil {
return fmt.Errorf("found invalid strategy config: %w", err)
}
}
if initializer, ok := strategy.(StrategyInitializer); ok { if initializer, ok := strategy.(StrategyInitializer); ok {
return initializer.Initialize() return initializer.Initialize()
} }

17
pkg/exchange/binance/exchange.go
View File

@ -1020,16 +1020,13 @@ func (e *Exchange) submitMarginOrder(ctx context.Context, order types.SubmitOrde
} }
} }
// could be IOC or FOK if len(order.TimeInForce) > 0 {
switch order.Type { // TODO: check the TimeInForce value
case types.OrderTypeLimit, types.OrderTypeStopLimit: req.TimeInForce(binance.TimeInForceType(order.TimeInForce))
req.TimeInForce(binance.TimeInForceTypeGTC) } else {
case types.OrderTypeLimitMaker: switch order.Type {
// do not set TimeInForce for LimitMaker case types.OrderTypeLimit, types.OrderTypeStopLimit:
default: req.TimeInForce(binance.TimeInForceTypeGTC)
if len(order.TimeInForce) > 0 {
// TODO: check the TimeInForce value
req.TimeInForce(binance.TimeInForceType(order.TimeInForce))
} }
} }

9
pkg/exchange/factory.go
View File

@ -15,7 +15,7 @@ import (
) )
func NewPublic(exchangeName types.ExchangeName) (types.Exchange, error) { func NewPublic(exchangeName types.ExchangeName) (types.Exchange, error) {
exMinimal, err := New(exchangeName, "", "", "", "") exMinimal, err := New(exchangeName, "", "", "", "", "0")
if err != nil { if err != nil {
return nil, err return nil, err
} }
@ -27,7 +27,7 @@ func NewPublic(exchangeName types.ExchangeName) (types.Exchange, error) {
return nil, fmt.Errorf("exchange %T does not implement types.Exchange", exMinimal) return nil, fmt.Errorf("exchange %T does not implement types.Exchange", exMinimal)
} }
func New(n types.ExchangeName, key, secret, passphrase, proxy string) (types.ExchangeMinimal, error) { func New(n types.ExchangeName, key, secret, passphrase, proxy, simulated string) (types.ExchangeMinimal, error) {
switch n { switch n {
case types.ExchangeBinance: case types.ExchangeBinance:
@ -37,7 +37,7 @@ func New(n types.ExchangeName, key, secret, passphrase, proxy string) (types.Exc
return max.New(key, secret), nil return max.New(key, secret), nil
case types.ExchangeOKEx: case types.ExchangeOKEx:
return okex.New(key, secret, passphrase), nil return okex.New(key, secret, passphrase, simulated), nil
case types.ExchangeKucoin: case types.ExchangeKucoin:
return kucoin.New(key, secret, passphrase), nil return kucoin.New(key, secret, passphrase), nil
@ -71,5 +71,6 @@ func NewWithEnvVarPrefix(n types.ExchangeName, varPrefix string) (types.Exchange
passphrase := os.Getenv(varPrefix + "_API_PASSPHRASE") passphrase := os.Getenv(varPrefix + "_API_PASSPHRASE")
proxy := os.Getenv(varPrefix + "_PROXY") proxy := os.Getenv(varPrefix + "_PROXY")
return New(n, key, secret, passphrase, proxy) simulated := os.Getenv(varPrefix + "_SIMULATED")
return New(n, key, secret, passphrase, proxy, simulated)
} }

35
pkg/exchange/max/convert.go
View File

@ -247,29 +247,6 @@ func toGlobalTradeV3(t v3.Trade) ([]types.Trade, error) {
return trades, nil return trades, nil
} }
func toGlobalTradeV2(t max.Trade) (*types.Trade, error) {
isMargin := t.WalletType == max.WalletTypeMargin
side := toGlobalSideType(t.Side)
return &types.Trade{
ID: t.ID,
OrderID: t.OrderID,
Price: t.Price,
Symbol: toGlobalSymbol(t.Market),
Exchange: types.ExchangeMax,
Quantity: t.Volume,
Side: side,
IsBuyer: t.IsBuyer(),
IsMaker: t.IsMaker(),
Fee: t.Fee,
FeeCurrency: toGlobalCurrency(t.FeeCurrency),
QuoteQuantity: t.Funds,
Time: types.Time(t.CreatedAt),
IsMargin: isMargin,
IsIsolated: false,
IsFutures: false,
}, nil
}
func toGlobalDepositStatus(a max.DepositState) types.DepositStatus { func toGlobalDepositStatus(a max.DepositState) types.DepositStatus {
switch a { switch a {
@ -284,11 +261,21 @@ func toGlobalDepositStatus(a max.DepositState) types.DepositStatus {
case max.DepositStateAccepted: case max.DepositStateAccepted:
return types.DepositSuccess return types.DepositSuccess
case max.DepositStateFailed: // v3 state
return types.DepositRejected
case max.DepositStateProcessing: // v3 states
return types.DepositPending
case max.DepositStateDone: // v3 states
return types.DepositSuccess
} }
// other states goes to this // other states goes to this
// max.DepositStateSuspect, max.DepositStateSuspended // max.DepositStateSuspect, max.DepositStateSuspended
log.Warnf("unsupported deposit state %q from max exchange", a) log.Errorf("unsupported deposit state %q from max exchange", a)
return types.DepositStatus(a) return types.DepositStatus(a)
} }

5
pkg/exchange/max/maxapi/account.go
View File

@ -116,6 +116,11 @@ const (
DepositStateSuspended DepositState = "suspended" DepositStateSuspended DepositState = "suspended"
DepositStateAccepted DepositState = "accepted" DepositStateAccepted DepositState = "accepted"
DepositStateChecking DepositState = "checking" DepositStateChecking DepositState = "checking"
// v3 states
DepositStateProcessing DepositState = "processing"
DepositStateFailed DepositState = "failed"
DepositStateDone DepositState = "done"
) )
type Deposit struct { type Deposit struct {

38
pkg/exchange/max/maxapi/v3/cancel_order_request_requestgen.go
View File

@ -136,6 +136,12 @@ func (c *CancelOrderRequest) GetSlugsMap() (map[string]string, error) {
return slugs, nil return slugs, nil
} }
// GetPath returns the request path of the API
func (c *CancelOrderRequest) GetPath() string {
return "/api/v3/order"
}
// Do generates the request object and send the request object to the API endpoint
func (c *CancelOrderRequest) Do(ctx context.Context) (*max.Order, error) { func (c *CancelOrderRequest) Do(ctx context.Context) (*max.Order, error) {
params, err := c.GetParameters() params, err := c.GetParameters()
@ -144,7 +150,9 @@ func (c *CancelOrderRequest) Do(ctx context.Context) (*max.Order, error) {
} }
query := url.Values{} query := url.Values{}
apiURL := "/api/v3/order" var apiURL string
apiURL = c.GetPath()
req, err := c.client.NewAuthenticatedRequest(ctx, "DELETE", apiURL, query, params) req, err := c.client.NewAuthenticatedRequest(ctx, "DELETE", apiURL, query, params)
if err != nil { if err != nil {
@ -157,8 +165,32 @@ func (c *CancelOrderRequest) Do(ctx context.Context) (*max.Order, error) {
} }
var apiResponse max.Order var apiResponse max.Order
if err := response.DecodeJSON(&apiResponse); err != nil {
return nil, err type responseUnmarshaler interface {
Unmarshal(data []byte) error
}
if unmarshaler, ok := interface{}(&apiResponse).(responseUnmarshaler); ok {
if err := unmarshaler.Unmarshal(response.Body); err != nil {
return nil, err
}
} else {
// The line below checks the content type, however, some API server might not send the correct content type header,
// Hence, this is commented for backward compatibility
// response.IsJSON()
if err := response.DecodeJSON(&apiResponse); err != nil {
return nil, err
}
}
type responseValidator interface {
Validate() error
}
if validator, ok := interface{}(&apiResponse).(responseValidator); ok {
if err := validator.Validate(); err != nil {
return nil, err
}
} }
return &apiResponse, nil return &apiResponse, nil
} }

41
pkg/exchange/max/maxapi/v3/cancel_wallet_order_all_request_requestgen.go
View File

@ -6,11 +6,10 @@ import (
"context" "context"
"encoding/json" "encoding/json"
"fmt" "fmt"
"github.com/c9s/bbgo/pkg/exchange/max/maxapi"
"net/url" "net/url"
"reflect" "reflect"
"regexp" "regexp"
max "git.qtrade.icu/lychiyu/bbgo/pkg/exchange/max/maxapi"
) )
func (c *CancelWalletOrderAllRequest) Side(side string) *CancelWalletOrderAllRequest { func (c *CancelWalletOrderAllRequest) Side(side string) *CancelWalletOrderAllRequest {
@ -166,6 +165,12 @@ func (c *CancelWalletOrderAllRequest) GetSlugsMap() (map[string]string, error) {
return slugs, nil return slugs, nil
} }
// GetPath returns the request path of the API
func (c *CancelWalletOrderAllRequest) GetPath() string {
return "/api/v3/wallet/:walletType/orders"
}
// Do generates the request object and send the request object to the API endpoint
func (c *CancelWalletOrderAllRequest) Do(ctx context.Context) ([]OrderCancelResponse, error) { func (c *CancelWalletOrderAllRequest) Do(ctx context.Context) ([]OrderCancelResponse, error) {
params, err := c.GetParameters() params, err := c.GetParameters()
@ -174,7 +179,9 @@ func (c *CancelWalletOrderAllRequest) Do(ctx context.Context) ([]OrderCancelResp
} }
query := url.Values{} query := url.Values{}
apiURL := "/api/v3/wallet/:walletType/orders" var apiURL string
apiURL = c.GetPath()
slugs, err := c.GetSlugsMap() slugs, err := c.GetSlugsMap()
if err != nil { if err != nil {
return nil, err return nil, err
@ -193,8 +200,32 @@ func (c *CancelWalletOrderAllRequest) Do(ctx context.Context) ([]OrderCancelResp
} }
var apiResponse []OrderCancelResponse var apiResponse []OrderCancelResponse
if err := response.DecodeJSON(&apiResponse); err != nil {
return nil, err type responseUnmarshaler interface {
Unmarshal(data []byte) error
}
if unmarshaler, ok := interface{}(&apiResponse).(responseUnmarshaler); ok {
if err := unmarshaler.Unmarshal(response.Body); err != nil {
return nil, err
}
} else {
// The line below checks the content type, however, some API server might not send the correct content type header,
// Hence, this is commented for backward compatibility
// response.IsJSON()
if err := response.DecodeJSON(&apiResponse); err != nil {
return nil, err
}
}
type responseValidator interface {
Validate() error
}
if validator, ok := interface{}(&apiResponse).(responseValidator); ok {
if err := validator.Validate(); err != nil {
return nil, err
}
} }
return apiResponse, nil return apiResponse, nil
} }

38
pkg/exchange/max/maxapi/v3/create_wallet_order_request_requestgen.go
View File

@ -236,6 +236,12 @@ func (c *CreateWalletOrderRequest) GetSlugsMap() (map[string]string, error) {
return slugs, nil return slugs, nil
} }
// GetPath returns the request path of the API
func (c *CreateWalletOrderRequest) GetPath() string {
return "/api/v3/wallet/:walletType/order"
}
// Do generates the request object and send the request object to the API endpoint
func (c *CreateWalletOrderRequest) Do(ctx context.Context) (*max.Order, error) { func (c *CreateWalletOrderRequest) Do(ctx context.Context) (*max.Order, error) {
params, err := c.GetParameters() params, err := c.GetParameters()
@ -244,7 +250,9 @@ func (c *CreateWalletOrderRequest) Do(ctx context.Context) (*max.Order, error) {
} }
query := url.Values{} query := url.Values{}
apiURL := "/api/v3/wallet/:walletType/order" var apiURL string
apiURL = c.GetPath()
slugs, err := c.GetSlugsMap() slugs, err := c.GetSlugsMap()
if err != nil { if err != nil {
return nil, err return nil, err
@ -263,8 +271,32 @@ func (c *CreateWalletOrderRequest) Do(ctx context.Context) (*max.Order, error) {
} }
var apiResponse max.Order var apiResponse max.Order
if err := response.DecodeJSON(&apiResponse); err != nil {
return nil, err type responseUnmarshaler interface {
Unmarshal(data []byte) error
}
if unmarshaler, ok := interface{}(&apiResponse).(responseUnmarshaler); ok {
if err := unmarshaler.Unmarshal(response.Body); err != nil {
return nil, err
}
} else {
// The line below checks the content type, however, some API server might not send the correct content type header,
// Hence, this is commented for backward compatibility
// response.IsJSON()
if err := response.DecodeJSON(&apiResponse); err != nil {
return nil, err
}
}
type responseValidator interface {
Validate() error
}
if validator, ok := interface{}(&apiResponse).(responseValidator); ok {
if err := validator.Validate(); err != nil {
return nil, err
}
} }
return &apiResponse, nil return &apiResponse, nil
} }

38
pkg/exchange/max/maxapi/v3/get_margin_ad_ratio_request_requestgen.go
View File

@ -109,13 +109,21 @@ func (g *GetMarginADRatioRequest) GetSlugsMap() (map[string]string, error) {
return slugs, nil return slugs, nil
} }
// GetPath returns the request path of the API
func (g *GetMarginADRatioRequest) GetPath() string {
return "/api/v3/wallet/m/ad_ratio"
}
// Do generates the request object and send the request object to the API endpoint
func (g *GetMarginADRatioRequest) Do(ctx context.Context) (*ADRatio, error) { func (g *GetMarginADRatioRequest) Do(ctx context.Context) (*ADRatio, error) {
// no body params // no body params
var params interface{} var params interface{}
query := url.Values{} query := url.Values{}
apiURL := "/api/v3/wallet/m/ad_ratio" var apiURL string
apiURL = g.GetPath()
req, err := g.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params) req, err := g.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
if err != nil { if err != nil {
@ -128,8 +136,32 @@ func (g *GetMarginADRatioRequest) Do(ctx context.Context) (*ADRatio, error) {
} }
var apiResponse ADRatio var apiResponse ADRatio
if err := response.DecodeJSON(&apiResponse); err != nil {
return nil, err type responseUnmarshaler interface {
Unmarshal(data []byte) error
}
if unmarshaler, ok := interface{}(&apiResponse).(responseUnmarshaler); ok {
if err := unmarshaler.Unmarshal(response.Body); err != nil {
return nil, err
}
} else {
// The line below checks the content type, however, some API server might not send the correct content type header,
// Hence, this is commented for backward compatibility
// response.IsJSON()
if err := response.DecodeJSON(&apiResponse); err != nil {
return nil, err
}
}
type responseValidator interface {
Validate() error
}
if validator, ok := interface{}(&apiResponse).(responseValidator); ok {
if err := validator.Validate(); err != nil {
return nil, err
}
} }
return &apiResponse, nil return &apiResponse, nil
} }

38
pkg/exchange/max/maxapi/v3/get_order_request_requestgen.go
View File

@ -136,6 +136,12 @@ func (g *GetOrderRequest) GetSlugsMap() (map[string]string, error) {
return slugs, nil return slugs, nil
} }
// GetPath returns the request path of the API
func (g *GetOrderRequest) GetPath() string {
return "/api/v3/order"
}
// Do generates the request object and send the request object to the API endpoint
func (g *GetOrderRequest) Do(ctx context.Context) (*max.Order, error) { func (g *GetOrderRequest) Do(ctx context.Context) (*max.Order, error) {
// empty params for GET operation // empty params for GET operation
@ -145,7 +151,9 @@ func (g *GetOrderRequest) Do(ctx context.Context) (*max.Order, error) {
return nil, err return nil, err
} }
apiURL := "/api/v3/order" var apiURL string
apiURL = g.GetPath()
req, err := g.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params) req, err := g.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
if err != nil { if err != nil {
@ -158,8 +166,32 @@ func (g *GetOrderRequest) Do(ctx context.Context) (*max.Order, error) {
} }
var apiResponse max.Order var apiResponse max.Order
if err := response.DecodeJSON(&apiResponse); err != nil {
return nil, err type responseUnmarshaler interface {
Unmarshal(data []byte) error
}
if unmarshaler, ok := interface{}(&apiResponse).(responseUnmarshaler); ok {
if err := unmarshaler.Unmarshal(response.Body); err != nil {
return nil, err
}
} else {
// The line below checks the content type, however, some API server might not send the correct content type header,
// Hence, this is commented for backward compatibility
// response.IsJSON()
if err := response.DecodeJSON(&apiResponse); err != nil {
return nil, err
}
}
type responseValidator interface {
Validate() error
}
if validator, ok := interface{}(&apiResponse).(responseValidator); ok {
if err := validator.Validate(); err != nil {
return nil, err
}
} }
return &apiResponse, nil return &apiResponse, nil
} }

38
pkg/exchange/max/maxapi/v3/get_order_trades_request_requestgen.go
View File

@ -135,6 +135,12 @@ func (g *GetOrderTradesRequest) GetSlugsMap() (map[string]string, error) {
return slugs, nil return slugs, nil
} }
// GetPath returns the request path of the API
func (g *GetOrderTradesRequest) GetPath() string {
return "/api/v3/order/trades"
}
// Do generates the request object and send the request object to the API endpoint
func (g *GetOrderTradesRequest) Do(ctx context.Context) ([]Trade, error) { func (g *GetOrderTradesRequest) Do(ctx context.Context) ([]Trade, error) {
// empty params for GET operation // empty params for GET operation
@ -144,7 +150,9 @@ func (g *GetOrderTradesRequest) Do(ctx context.Context) ([]Trade, error) {
return nil, err return nil, err
} }
apiURL := "/api/v3/order/trades" var apiURL string
apiURL = g.GetPath()
req, err := g.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params) req, err := g.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
if err != nil { if err != nil {
@ -157,8 +165,32 @@ func (g *GetOrderTradesRequest) Do(ctx context.Context) ([]Trade, error) {
} }
var apiResponse []Trade var apiResponse []Trade
if err := response.DecodeJSON(&apiResponse); err != nil {
return nil, err type responseUnmarshaler interface {
Unmarshal(data []byte) error
}
if unmarshaler, ok := interface{}(&apiResponse).(responseUnmarshaler); ok {
if err := unmarshaler.Unmarshal(response.Body); err != nil {
return nil, err
}
} else {
// The line below checks the content type, however, some API server might not send the correct content type header,
// Hence, this is commented for backward compatibility
// response.IsJSON()
if err := response.DecodeJSON(&apiResponse); err != nil {
return nil, err
}
}
type responseValidator interface {
Validate() error
}
if validator, ok := interface{}(&apiResponse).(responseValidator); ok {
if err := validator.Validate(); err != nil {
return nil, err
}
} }
return apiResponse, nil return apiResponse, nil
} }

10
pkg/exchange/okex/exchange.go
View File

@ -65,13 +65,12 @@ var log = logrus.WithFields(logrus.Fields{
var ErrSymbolRequired = errors.New("symbol is a required parameter") var ErrSymbolRequired = errors.New("symbol is a required parameter")
type Exchange struct { type Exchange struct {
key, secret, passphrase string key, secret, passphrase, simulated string
client *okexapi.RestClient
client *okexapi.RestClient timeNowFunc func() time.Time
timeNowFunc func() time.Time
} }
func New(key, secret, passphrase string) *Exchange { func New(key, secret, passphrase, simulated string) *Exchange {
client := okexapi.NewClient() client := okexapi.NewClient()
if len(key) > 0 && len(secret) > 0 { if len(key) > 0 && len(secret) > 0 {
@ -82,6 +81,7 @@ func New(key, secret, passphrase string) *Exchange {
key: key, key: key,
secret: secret, secret: secret,
passphrase: passphrase, passphrase: passphrase,
simulated: simulated,
client: client, client: client,
timeNowFunc: time.Now, timeNowFunc: time.Now,
} }

12
pkg/exchange/okex/okexapi/client.go
View File

@ -24,6 +24,18 @@ const PublicWebSocketURL = "wss://wsaws.okx.com:8443/ws/v5/public"
const PrivateWebSocketURL = "wss://wsaws.okx.com:8443/ws/v5/private" const PrivateWebSocketURL = "wss://wsaws.okx.com:8443/ws/v5/private"
const PublicBusinessWebSocketURL = "wss://wsaws.okx.com:8443/ws/v5/business" const PublicBusinessWebSocketURL = "wss://wsaws.okx.com:8443/ws/v5/business"
/*
模拟交易
REST：https://www.okx.com
WebSocket公共频道：wss://wspap.okx.com:8443/ws/v5/public
WebSocket私有频道：wss://wspap.okx.com:8443/ws/v5/private
WebSocket业务频道：wss://wspap.okx.com:8443/ws/v5/business
*/
const SimulatedRestBaseURL = "https://www.okx.com/"
const SimulatedPublicWebSocketURL = "wss://wspap.okx.com:8443/ws/v5/public"
const SimulatedPrivateWebSocketURL = "wss://wspap.okx.com:8443/ws/v5/private"
const SimulatedPublicBusinessWebSocketURL = "wss://wspap.okx.com:8443/ws/v5/business"
type SideType string type SideType string
const ( const (

2
pkg/exchange/okex/query_kline_test.go
View File

@ -16,7 +16,7 @@ func Test_QueryKlines(t *testing.T) {
t.Skip("Please configure all credentials about OKEX") t.Skip("Please configure all credentials about OKEX")
} }
e := New(key, secret, passphrase) e := New(key, secret, passphrase, "0")
queryOrder := types.OrderQuery{ queryOrder := types.OrderQuery{
Symbol: "BTC-USDT", Symbol: "BTC-USDT",

1101
pkg/exchange/okex/symbols.go
View File

File diff suppressed because it is too large Load Diff

2
pkg/strategy/bollgrid/strategy.go
View File

@ -77,7 +77,7 @@ type Strategy struct {
// boll is the BOLLINGER indicator we used for predicting the price. // boll is the BOLLINGER indicator we used for predicting the price.
boll *indicator.BOLL boll *indicator.BOLL
CancelProfitOrdersOnShutdown bool `json: "shutdownCancelProfitOrders"` CancelProfitOrdersOnShutdown bool `json:"shutdownCancelProfitOrders"`
} }
func (s *Strategy) ID() string { func (s *Strategy) ID() string {

4
pkg/strategy/dca2/take_profit.go
View File

@ -27,6 +27,10 @@ func (s *Strategy) placeTakeProfitOrders(ctx context.Context) error {
} }
roundPosition := types.NewPositionFromMarket(s.Market) roundPosition := types.NewPositionFromMarket(s.Market)
roundPosition.SetExchangeFeeRate(s.ExchangeSession.ExchangeName, types.ExchangeFee{
MakerFeeRate: s.ExchangeSession.MakerFeeRate,
TakerFeeRate: s.ExchangeSession.TakerFeeRate,
})
for _, trade := range trades { for _, trade := range trades {
s.logger.Infof("add trade into the position of this round %s", trade.String()) s.logger.Infof("add trade into the position of this round %s", trade.String())

2
pkg/strategy/deposit2transfer/strategy.go
View File

@ -236,7 +236,7 @@ func (s *Strategy) scanDepositHistory(ctx context.Context, asset string, duratio
s.watchingDeposits[deposit.TransactionID] = deposit s.watchingDeposits[deposit.TransactionID] = deposit
} }
} else { } else {
// ignore all initial deposit history that are already success // ignore all initial deposits that are already in success status
logger.Infof("ignored succeess deposit: %s %+v", deposit.TransactionID, deposit) logger.Infof("ignored succeess deposit: %s %+v", deposit.TransactionID, deposit)
} }

12
pkg/strategy/harmonic/strategy.go
View File

@ -440,9 +440,9 @@ for t in 1 .. n:
return argmax(alpha[t,si] over si) return argmax(alpha[t,si] over si)
*/ */
func hmm(y_t []float64, x_t []float64, l int) float64 { func hmm(y_t []float64, x_t []float64, l int) float64 {
al := make([]float64, l) al := make([]float64, 0, l)
an := make([]float64, l) an := make([]float64, 0, l)
as := make([]float64, l) as := make([]float64, 0, l)
long := 0. long := 0.
neut := 0. neut := 0.
short := 0. short := 0.
@ -453,9 +453,9 @@ func hmm(y_t []float64, x_t []float64, l int) float64 {
sin := make([]float64, 3) sin := make([]float64, 3)
sis := make([]float64, 3) sis := make([]float64, 3)
for i := -1; i <= 1; i++ { for i := -1; i <= 1; i++ {
sil = append(sil, x_t[n-1-1]*transitProbability(i, j)) sil = append(sil, 0, x_t[n-1-1]*transitProbability(i, j))
sin = append(sin, x_t[n-1-1]*transitProbability(i, j)) sin = append(sin, 0, x_t[n-1-1]*transitProbability(i, j))
sis = append(sis, x_t[n-1-1]*transitProbability(i, j)) sis = append(sis, 0, x_t[n-1-1]*transitProbability(i, j))
} }
if j > 0 { if j > 0 {
_, longArr := floats.MinMax(sil, 3) _, longArr := floats.MinMax(sil, 3)

111
pkg/strategy/xmaker/signal_trade.go Normal file
View File

@ -0,0 +1,111 @@
package xmaker
import (
"context"
"sync"
"time"
"github.com/prometheus/client_golang/prometheus"
"github.com/c9s/bbgo/pkg/bbgo"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types"
)
var tradeVolumeWindowSignalMetrics = prometheus.NewGaugeVec(
prometheus.GaugeOpts{
Name: "xmaker_trade_volume_window_signal",
Help: "",
}, []string{"symbol"})
func init() {
prometheus.MustRegister(tradeVolumeWindowSignalMetrics)
}
type TradeVolumeWindowSignal struct {
Threshold fixedpoint.Value `json:"threshold"`
Window types.Duration `json:"window"`
trades []types.Trade
symbol string
mu sync.Mutex
}
func (s *TradeVolumeWindowSignal) handleTrade(trade types.Trade) {
s.mu.Lock()
s.trades = append(s.trades, trade)
s.mu.Unlock()
}
func (s *TradeVolumeWindowSignal) Bind(ctx context.Context, session *bbgo.ExchangeSession, symbol string) error {
s.symbol = symbol
if s.Window == 0 {
s.Window = types.Duration(time.Minute)
}
if s.Threshold.IsZero() {
s.Threshold = fixedpoint.NewFromFloat(0.7)
}
session.MarketDataStream.OnMarketTrade(s.handleTrade)
return nil
}
func (s *TradeVolumeWindowSignal) filterTrades(now time.Time) []types.Trade {
startTime := now.Add(-time.Duration(s.Window))
startIdx := 0
s.mu.Lock()
defer s.mu.Unlock()
for idx, td := range s.trades {
// skip trades before the start time
if td.Time.Before(startTime) {
continue
}
startIdx = idx
break
}
trades := s.trades[startIdx:]
s.trades = trades
return trades
}
func (s *TradeVolumeWindowSignal) aggTradeVolume(trades []types.Trade) (buyVolume, sellVolume float64) {
for _, td := range trades {
if td.IsBuyer {
buyVolume += td.Quantity.Float64()
} else {
sellVolume += td.Quantity.Float64()
}
}
return buyVolume, sellVolume
}
func (s *TradeVolumeWindowSignal) CalculateSignal(_ context.Context) (float64, error) {
now := time.Now()
trades := s.filterTrades(now)
buyVolume, sellVolume := s.aggTradeVolume(trades)
totalVolume := buyVolume + sellVolume
threshold := s.Threshold.Float64()
buyRatio := buyVolume / totalVolume
sellRatio := sellVolume / totalVolume
sig := 0.0
if buyRatio > threshold {
sig = (buyRatio - threshold) / 2.0
} else if sellRatio > threshold {
sig = -(sellRatio - threshold) / 2.0
}
log.Infof("[TradeVolumeWindowSignal] %f buy/sell = %f/%f", sig, buyVolume, sellVolume)
tradeVolumeWindowSignalMetrics.WithLabelValues(s.symbol).Set(sig)
return sig, nil
}

55
pkg/strategy/xmaker/signal_trade_test.go Normal file
View File

@ -0,0 +1,55 @@
package xmaker
import (
"context"
"testing"
"time"
"github.com/stretchr/testify/assert"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types"
. "github.com/c9s/bbgo/pkg/testing/testhelper"
)
var tradeId = 0
func Trade(symbol string, side types.SideType, price, quantity fixedpoint.Value, t time.Time) types.Trade {
tradeId++
return types.Trade{
ID: uint64(tradeId),
Symbol: symbol,
Side: side,
Price: price,
IsBuyer: side == types.SideTypeBuy,
Quantity: quantity,
Time: types.Time(t),
}
}
func TestMarketTradeWindowSignal(t *testing.T) {
now := time.Now()
symbol := "BTCUSDT"
sig := &TradeVolumeWindowSignal{
symbol: symbol,
Threshold: fixedpoint.NewFromFloat(0.65),
Window: types.Duration(time.Minute),
}
sig.trades = []types.Trade{
Trade(symbol, types.SideTypeBuy, Number(18000.0), Number(1.0), now.Add(-2*time.Minute)),
Trade(symbol, types.SideTypeSell, Number(18000.0), Number(0.5), now.Add(-2*time.Second)),
Trade(symbol, types.SideTypeBuy, Number(18000.0), Number(1.0), now.Add(-1*time.Second)),
}
ctx := context.Background()
sigNum, err := sig.CalculateSignal(ctx)
if assert.NoError(t, err) {
// buy ratio: 1/1.5 = 0.6666666666666666
// sell ratio: 0.5/1.5 = 0.3333333333333333
assert.InDelta(t, 0.0083333, sigNum, 0.0001)
}
assert.Len(t, sig.trades, 2)
}

599
pkg/strategy/xmaker/strategy.go
View File

@ -65,6 +65,7 @@ type SignalConfig struct {
BollingerBandTrendSignal *BollingerBandTrendSignal `json:"bollingerBandTrend,omitempty"` BollingerBandTrendSignal *BollingerBandTrendSignal `json:"bollingerBandTrend,omitempty"`
OrderBookBestPriceSignal *OrderBookBestPriceVolumeSignal `json:"orderBookBestPrice,omitempty"` OrderBookBestPriceSignal *OrderBookBestPriceVolumeSignal `json:"orderBookBestPrice,omitempty"`
KLineShapeSignal *KLineShapeSignal `json:"klineShape,omitempty"` KLineShapeSignal *KLineShapeSignal `json:"klineShape,omitempty"`
TradeVolumeWindowSignal *TradeVolumeWindowSignal `json:"tradeVolumeWindow,omitempty"`
} }
func init() { func init() {
@ -90,11 +91,12 @@ type Strategy struct {
SignalConfigList []SignalConfig `json:"signals"` SignalConfigList []SignalConfig `json:"signals"`
SignalMarginScale *bbgo.SlideRule `json:"signalMarginScale,omitempty"` SignalMarginScale *bbgo.SlideRule `json:"signalMarginScale,omitempty"`
Margin fixedpoint.Value `json:"margin"` Margin fixedpoint.Value `json:"margin"`
BidMargin fixedpoint.Value `json:"bidMargin"` BidMargin fixedpoint.Value `json:"bidMargin"`
AskMargin fixedpoint.Value `json:"askMargin"` AskMargin fixedpoint.Value `json:"askMargin"`
UseDepthPrice bool `json:"useDepthPrice"` UseDepthPrice bool `json:"useDepthPrice"`
DepthQuantity fixedpoint.Value `json:"depthQuantity"` DepthQuantity fixedpoint.Value `json:"depthQuantity"`
SourceDepthLevel types.Depth `json:"sourceDepthLevel"`
EnableBollBandMargin bool `json:"enableBollBandMargin"` EnableBollBandMargin bool `json:"enableBollBandMargin"`
BollBandInterval types.Interval `json:"bollBandInterval"` BollBandInterval types.Interval `json:"bollBandInterval"`
@ -119,10 +121,14 @@ type Strategy struct {
// MaxExposurePosition defines the unhedged quantity of stop // MaxExposurePosition defines the unhedged quantity of stop
MaxExposurePosition fixedpoint.Value `json:"maxExposurePosition"` MaxExposurePosition fixedpoint.Value `json:"maxExposurePosition"`
MaxHedgeAccountLeverage fixedpoint.Value `json:"maxHedgeAccountLeverage"`
DisableHedge bool `json:"disableHedge"` DisableHedge bool `json:"disableHedge"`
NotifyTrade bool `json:"notifyTrade"` NotifyTrade bool `json:"notifyTrade"`
EnableArbitrage bool `json:"arbitrage"`
// RecoverTrade tries to find the missing trades via the REStful API // RecoverTrade tries to find the missing trades via the REStful API
RecoverTrade bool `json:"recoverTrade"` RecoverTrade bool `json:"recoverTrade"`
@ -156,8 +162,8 @@ type Strategy struct {
ProfitStats *ProfitStats `json:"profitStats,omitempty" persistence:"profit_stats"` ProfitStats *ProfitStats `json:"profitStats,omitempty" persistence:"profit_stats"`
CoveredPosition fixedpoint.Value `json:"coveredPosition,omitempty" persistence:"covered_position"` CoveredPosition fixedpoint.Value `json:"coveredPosition,omitempty" persistence:"covered_position"`
book *types.StreamOrderBook sourceBook, makerBook *types.StreamOrderBook
activeMakerOrders *bbgo.ActiveOrderBook activeMakerOrders *bbgo.ActiveOrderBook
hedgeErrorLimiter *rate.Limiter hedgeErrorLimiter *rate.Limiter
hedgeErrorRateReservation *rate.Reservation hedgeErrorRateReservation *rate.Reservation
@ -196,14 +202,33 @@ func (s *Strategy) CrossSubscribe(sessions map[string]*bbgo.ExchangeSession) {
panic(fmt.Errorf("source session %s is not defined", s.SourceExchange)) panic(fmt.Errorf("source session %s is not defined", s.SourceExchange))
} }
sourceSession.Subscribe(types.BookChannel, s.Symbol, types.SubscribeOptions{}) sourceSession.Subscribe(types.BookChannel, s.Symbol, types.SubscribeOptions{
// TODO: fix depth20 stream for binance
// Depth: s.SourceDepthLevel,
})
sourceSession.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: "1m"}) sourceSession.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: "1m"})
makerSession, ok := sessions[s.MakerExchange] makerSession, ok := sessions[s.MakerExchange]
if !ok { if !ok {
panic(fmt.Errorf("maker session %s is not defined", s.MakerExchange)) panic(fmt.Errorf("maker session %s is not defined", s.MakerExchange))
} }
makerSession.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: "1m"}) makerSession.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: "1m"})
if s.EnableArbitrage {
makerSession.Subscribe(types.BookChannel, s.Symbol, types.SubscribeOptions{
Depth: types.DepthLevelMedium,
})
}
for _, sig := range s.SignalConfigList {
if sig.TradeVolumeWindowSignal != nil {
sourceSession.Subscribe(types.MarketTradeChannel, s.Symbol, types.SubscribeOptions{})
} else if sig.BollingerBandTrendSignal != nil {
sourceSession.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: sig.BollingerBandTrendSignal.Interval})
}
}
} }
func aggregatePrice(pvs types.PriceVolumeSlice, requiredQuantity fixedpoint.Value) (price fixedpoint.Value) { func aggregatePrice(pvs types.PriceVolumeSlice, requiredQuantity fixedpoint.Value) (price fixedpoint.Value) {
@ -261,7 +286,7 @@ func (s *Strategy) getBollingerTrend(quote *Quote) int {
} }
func (s *Strategy) applySignalMargin(ctx context.Context, quote *Quote) error { func (s *Strategy) applySignalMargin(ctx context.Context, quote *Quote) error {
signal, err := s.calculateSignal(ctx) signal, err := s.aggregateSignal(ctx)
if err != nil { if err != nil {
return err return err
} }
@ -357,65 +382,135 @@ func (s *Strategy) applyBollingerMargin(
return nil return nil
} }
func (s *Strategy) calculateSignal(ctx context.Context) (float64, error) { func (s *Strategy) aggregateSignal(ctx context.Context) (float64, error) {
sum := 0.0 sum := 0.0
voters := 0.0 voters := 0.0
for _, signal := range s.SignalConfigList { for _, signal := range s.SignalConfigList {
var sig float64
var err error
if signal.OrderBookBestPriceSignal != nil { if signal.OrderBookBestPriceSignal != nil {
sig, err := signal.OrderBookBestPriceSignal.CalculateSignal(ctx) sig, err = signal.OrderBookBestPriceSignal.CalculateSignal(ctx)
if err != nil {
return 0, err
}
if sig == 0.0 {
continue
}
if signal.Weight > 0.0 {
sum += sig * signal.Weight
voters += signal.Weight
} else {
sum += sig
voters++
}
} else if signal.BollingerBandTrendSignal != nil { } else if signal.BollingerBandTrendSignal != nil {
sig, err := signal.BollingerBandTrendSignal.CalculateSignal(ctx) sig, err = signal.BollingerBandTrendSignal.CalculateSignal(ctx)
if err != nil { } else if signal.TradeVolumeWindowSignal != nil {
return 0, err sig, err = signal.TradeVolumeWindowSignal.CalculateSignal(ctx)
}
if sig == 0.0 {
continue
}
if signal.Weight > 0.0 {
sum += sig * signal.Weight
voters += signal.Weight
} else {
sum += sig
voters++
}
} }
if err != nil {
return 0, err
} else if sig == 0.0 {
continue
}
if signal.Weight > 0.0 {
sum += sig * signal.Weight
voters += signal.Weight
} else {
sum += sig
voters++
}
}
if sum == 0.0 {
return 0.0, nil
} }
return sum / voters, nil return sum / voters, nil
} }
func (s *Strategy) updateQuote(ctx context.Context) { // getInitialLayerQuantity returns the initial quantity for the layer
// i is the layer index, starting from 0
func (s *Strategy) getInitialLayerQuantity(i int) (fixedpoint.Value, error) {
if s.QuantityScale != nil {
qf, err := s.QuantityScale.Scale(i + 1)
if err != nil {
return fixedpoint.Zero, fmt.Errorf("quantityScale error: %w", err)
}
log.Infof("%s scaling bid #%d quantity to %f", s.Symbol, i+1, qf)
// override the default quantity
return fixedpoint.NewFromFloat(qf), nil
}
q := s.Quantity
if s.QuantityMultiplier.Sign() > 0 && i > 0 {
q = fixedpoint.NewFromFloat(
q.Float64() * math.Pow(
s.QuantityMultiplier.Float64(), float64(i+1)))
}
// fallback to the fixed quantity
return q, nil
}
// getLayerPrice returns the price for the layer
// i is the layer index, starting from 0
// side is the side of the order
// sourceBook is the source order book
func (s *Strategy) getLayerPrice(
i int,
side types.SideType,
sourceBook *types.StreamOrderBook,
quote *Quote,
requiredDepth fixedpoint.Value,
) (price fixedpoint.Value) {
var margin, delta, pips fixedpoint.Value
switch side {
case types.SideTypeSell:
margin = quote.AskMargin
delta = margin
if quote.AskLayerPips.Sign() > 0 {
pips = quote.AskLayerPips
} else {
pips = fixedpoint.One
}
case types.SideTypeBuy:
margin = quote.BidMargin
delta = margin.Neg()
if quote.BidLayerPips.Sign() > 0 {
pips = quote.BidLayerPips.Neg()
} else {
pips = fixedpoint.One.Neg()
}
}
if requiredDepth.Sign() > 0 {
price = aggregatePrice(sourceBook.SideBook(side), requiredDepth)
price = price.Mul(fixedpoint.One.Add(delta))
if i > 0 {
price = price.Add(pips.Mul(s.makerMarket.TickSize))
}
} else {
price = price.Mul(fixedpoint.One.Add(delta))
if i > 0 {
price = price.Add(pips.Mul(s.makerMarket.TickSize))
}
}
return price
}
func (s *Strategy) updateQuote(ctx context.Context) error {
if err := s.activeMakerOrders.GracefulCancel(ctx, s.makerSession.Exchange); err != nil { if err := s.activeMakerOrders.GracefulCancel(ctx, s.makerSession.Exchange); err != nil {
s.logger.Warnf("there are some %s orders not canceled, skipping placing maker orders", s.Symbol) s.logger.Warnf("there are some %s orders not canceled, skipping placing maker orders", s.Symbol)
s.activeMakerOrders.Print() s.activeMakerOrders.Print()
return return nil
} }
if s.activeMakerOrders.NumOfOrders() > 0 { if s.activeMakerOrders.NumOfOrders() > 0 {
return s.logger.Warnf("unable to cancel all %s orders, skipping placing maker orders", s.Symbol)
return nil
} }
signal, err := s.calculateSignal(ctx) signal, err := s.aggregateSignal(ctx)
if err != nil { if err != nil {
return return err
} }
s.logger.Infof("aggregated signal: %f", signal) s.logger.Infof("aggregated signal: %f", signal)
@ -424,19 +519,31 @@ func (s *Strategy) updateQuote(ctx context.Context) {
if s.CircuitBreaker != nil { if s.CircuitBreaker != nil {
now := time.Now() now := time.Now()
if reason, halted := s.CircuitBreaker.IsHalted(now); halted { if reason, halted := s.CircuitBreaker.IsHalted(now); halted {
s.logger.Warnf("[arbWorker] strategy is halted, reason: %s", reason) s.logger.Warnf("strategy %s is halted, reason: %s", ID, reason)
if s.circuitBreakerAlertLimiter.AllowN(now, 1) { if s.circuitBreakerAlertLimiter.AllowN(now, 1) {
bbgo.Notify("Strategy is halted, reason: %s", reason) bbgo.Notify("Strategy %s is halted, reason: %s", ID, reason)
} }
return return nil
} }
} }
bestBid, bestAsk, hasPrice := s.book.BestBidAndAsk() bestBid, bestAsk, hasPrice := s.sourceBook.BestBidAndAsk()
if !hasPrice { if !hasPrice {
return s.logger.Warnf("no valid price, skip quoting")
return fmt.Errorf("no valid book price")
}
bestBidPrice := bestBid.Price
bestAskPrice := bestAsk.Price
s.logger.Infof("%s book ticker: best ask / best bid = %v / %v", s.Symbol, bestAskPrice, bestBidPrice)
if bestBidPrice.Compare(bestAskPrice) > 0 {
return fmt.Errorf("best bid price %f is higher than best ask price %f, skip quoting",
bestBidPrice.Float64(),
bestAskPrice.Float64(),
)
} }
// use mid-price for the last price // use mid-price for the last price
@ -444,26 +551,26 @@ func (s *Strategy) updateQuote(ctx context.Context) {
s.priceSolver.Update(s.Symbol, s.lastPrice) s.priceSolver.Update(s.Symbol, s.lastPrice)
bookLastUpdateTime := s.book.LastUpdateTime() bookLastUpdateTime := s.sourceBook.LastUpdateTime()
if _, err := s.bidPriceHeartBeat.Update(bestBid); err != nil { if _, err := s.bidPriceHeartBeat.Update(bestBid); err != nil {
s.logger.WithError(err).Errorf("quote update error, %s price not updating, order book last update: %s ago", s.logger.WithError(err).Errorf("quote update error, %s price not updating, order book last update: %s ago",
s.Symbol, s.Symbol,
time.Since(bookLastUpdateTime)) time.Since(bookLastUpdateTime))
return return err
} }
if _, err := s.askPriceHeartBeat.Update(bestAsk); err != nil { if _, err := s.askPriceHeartBeat.Update(bestAsk); err != nil {
s.logger.WithError(err).Errorf("quote update error, %s price not updating, order book last update: %s ago", s.logger.WithError(err).Errorf("quote update error, %s price not updating, order book last update: %s ago",
s.Symbol, s.Symbol,
time.Since(bookLastUpdateTime)) time.Since(bookLastUpdateTime))
return return err
} }
sourceBook := s.book.CopyDepth(10) sourceBook := s.sourceBook.CopyDepth(10)
if valid, err := sourceBook.IsValid(); !valid { if valid, err := sourceBook.IsValid(); !valid {
s.logger.WithError(err).Errorf("%s invalid copied order book, skip quoting: %v", s.Symbol, err) s.logger.WithError(err).Errorf("%s invalid copied order book, skip quoting: %v", s.Symbol, err)
return return err
} }
var disableMakerBid = false var disableMakerBid = false
@ -472,14 +579,21 @@ func (s *Strategy) updateQuote(ctx context.Context) {
// check maker's balance quota // check maker's balance quota
// we load the balances from the account while we're generating the orders, // we load the balances from the account while we're generating the orders,
// the balance may have a chance to be deducted by other strategies or manual orders submitted by the user // the balance may have a chance to be deducted by other strategies or manual orders submitted by the user
makerBalances := s.makerSession.GetAccount().Balances() makerBalances := s.makerSession.GetAccount().Balances().NotZero()
s.logger.Infof("maker balances: %+v", makerBalances)
makerQuota := &bbgo.QuotaTransaction{} makerQuota := &bbgo.QuotaTransaction{}
if b, ok := makerBalances[s.makerMarket.BaseCurrency]; ok { if b, ok := makerBalances[s.makerMarket.BaseCurrency]; ok {
if b.Available.Compare(s.makerMarket.MinQuantity) > 0 { if s.makerMarket.IsDustQuantity(b.Available, s.lastPrice) {
makerQuota.BaseAsset.Add(b.Available)
} else {
disableMakerAsk = true disableMakerAsk = true
s.logger.Infof("%s maker ask disabled: insufficient base balance %s", s.Symbol, b.String())
} else {
makerQuota.BaseAsset.Add(b.Available)
} }
} else {
disableMakerAsk = true
s.logger.Infof("%s maker ask disabled: base balance %s not found", s.Symbol, b.String())
} }
if b, ok := makerBalances[s.makerMarket.QuoteCurrency]; ok { if b, ok := makerBalances[s.makerMarket.QuoteCurrency]; ok {
@ -487,9 +601,15 @@ func (s *Strategy) updateQuote(ctx context.Context) {
makerQuota.QuoteAsset.Add(b.Available) makerQuota.QuoteAsset.Add(b.Available)
} else { } else {
disableMakerBid = true disableMakerBid = true
s.logger.Infof("%s maker bid disabled: insufficient quote balance %s", s.Symbol, b.String())
} }
} else {
disableMakerBid = true
s.logger.Infof("%s maker bid disabled: quote balance %s not found", s.Symbol, b.String())
} }
s.logger.Infof("maker quota: %+v", makerQuota)
// if // if
// 1) the source session is a margin session // 1) the source session is a margin session
// 2) the min margin level is configured // 2) the min margin level is configured
@ -503,6 +623,11 @@ func (s *Strategy) updateQuote(ctx context.Context) {
!hedgeAccount.MarginLevel.IsZero() { !hedgeAccount.MarginLevel.IsZero() {
if hedgeAccount.MarginLevel.Compare(s.MinMarginLevel) < 0 { if hedgeAccount.MarginLevel.Compare(s.MinMarginLevel) < 0 {
s.logger.Infof("hedge account margin level %s is less then the min margin level %s, calculating the borrowed positions",
hedgeAccount.MarginLevel.String(),
s.MinMarginLevel.String())
// TODO: should consider base asset debt as well.
if quote, ok := hedgeAccount.Balance(s.sourceMarket.QuoteCurrency); ok { if quote, ok := hedgeAccount.Balance(s.sourceMarket.QuoteCurrency); ok {
quoteDebt := quote.Debt() quoteDebt := quote.Debt()
if quoteDebt.Sign() > 0 { if quoteDebt.Sign() > 0 {
@ -517,24 +642,46 @@ func (s *Strategy) updateQuote(ctx context.Context) {
} }
} }
} else { } else {
// credit buffer s.logger.Infof("hedge account margin level %s is greater than the min margin level %s, calculating the net value",
creditBufferRatio := fixedpoint.NewFromFloat(1.2) hedgeAccount.MarginLevel.String(),
if quote, ok := hedgeAccount.Balance(s.sourceMarket.QuoteCurrency); ok { s.MinMarginLevel.String())
netQuote := quote.Net()
if netQuote.Sign() > 0 {
hedgeQuota.QuoteAsset.Add(netQuote.Mul(creditBufferRatio))
}
}
if base, ok := hedgeAccount.Balance(s.sourceMarket.BaseCurrency); ok { netValueInUsd, calcErr := s.accountValueCalculator.NetValue(ctx)
netBase := base.Net() if calcErr != nil {
if netBase.Sign() > 0 { s.logger.WithError(calcErr).Errorf("unable to calculate the net value")
hedgeQuota.BaseAsset.Add(netBase.Mul(creditBufferRatio)) } else {
// calculate credit buffer
s.logger.Infof("hedge account net value in usd: %f", netValueInUsd.Float64())
maximumValueInUsd := netValueInUsd.Mul(s.MaxHedgeAccountLeverage)
s.logger.Infof("hedge account maximum leveraged value in usd: %f (%f x)", maximumValueInUsd.Float64(), s.MaxHedgeAccountLeverage.Float64())
if quote, ok := hedgeAccount.Balance(s.sourceMarket.QuoteCurrency); ok {
debt := quote.Debt()
quota := maximumValueInUsd.Sub(debt)
s.logger.Infof("hedge account quote balance: %s, debt: %s, quota: %s",
quote.String(),
debt.String(),
quota.String())
hedgeQuota.QuoteAsset.Add(quota)
}
if base, ok := hedgeAccount.Balance(s.sourceMarket.BaseCurrency); ok {
debt := base.Debt()
quota := maximumValueInUsd.Div(bestAsk.Price).Sub(debt)
s.logger.Infof("hedge account base balance: %s, debt: %s, quota: %s",
base.String(),
debt.String(),
quota.String())
hedgeQuota.BaseAsset.Add(quota)
} }
} }
// netValueInUsd, err := s.accountValueCalculator.NetValue(ctx)
} }
} else { } else {
if b, ok := hedgeBalances[s.sourceMarket.BaseCurrency]; ok { if b, ok := hedgeBalances[s.sourceMarket.BaseCurrency]; ok {
// to make bid orders, we need enough base asset in the foreign exchange, // to make bid orders, we need enough base asset in the foreign exchange,
@ -544,13 +691,13 @@ func (s *Strategy) updateQuote(ctx context.Context) {
if b.Available.Compare(minAvailable) > 0 { if b.Available.Compare(minAvailable) > 0 {
hedgeQuota.BaseAsset.Add(b.Available.Sub(minAvailable)) hedgeQuota.BaseAsset.Add(b.Available.Sub(minAvailable))
} else { } else {
s.logger.Warnf("%s maker bid disabled: insufficient base balance %s", s.Symbol, b.String()) s.logger.Warnf("%s maker bid disabled: insufficient hedge base balance %s", s.Symbol, b.String())
disableMakerBid = true disableMakerBid = true
} }
} else if b.Available.Compare(s.sourceMarket.MinQuantity) > 0 { } else if b.Available.Compare(s.sourceMarket.MinQuantity) > 0 {
hedgeQuota.BaseAsset.Add(b.Available) hedgeQuota.BaseAsset.Add(b.Available)
} else { } else {
s.logger.Warnf("%s maker bid disabled: insufficient base balance %s", s.Symbol, b.String()) s.logger.Warnf("%s maker bid disabled: insufficient hedge base balance %s", s.Symbol, b.String())
disableMakerBid = true disableMakerBid = true
} }
} }
@ -563,17 +710,16 @@ func (s *Strategy) updateQuote(ctx context.Context) {
if b.Available.Compare(minAvailable) > 0 { if b.Available.Compare(minAvailable) > 0 {
hedgeQuota.QuoteAsset.Add(b.Available.Sub(minAvailable)) hedgeQuota.QuoteAsset.Add(b.Available.Sub(minAvailable))
} else { } else {
s.logger.Warnf("%s maker ask disabled: insufficient quote balance %s", s.Symbol, b.String()) s.logger.Warnf("%s maker ask disabled: insufficient hedge quote balance %s", s.Symbol, b.String())
disableMakerAsk = true disableMakerAsk = true
} }
} else if b.Available.Compare(s.sourceMarket.MinNotional) > 0 { } else if b.Available.Compare(s.sourceMarket.MinNotional) > 0 {
hedgeQuota.QuoteAsset.Add(b.Available) hedgeQuota.QuoteAsset.Add(b.Available)
} else { } else {
s.logger.Warnf("%s maker ask disabled: insufficient quote balance %s", s.Symbol, b.String()) s.logger.Warnf("%s maker ask disabled: insufficient hedge quote balance %s", s.Symbol, b.String())
disableMakerAsk = true disableMakerAsk = true
} }
} }
} }
// if max exposure position is configured, we should not: // if max exposure position is configured, we should not:
@ -582,36 +728,24 @@ func (s *Strategy) updateQuote(ctx context.Context) {
if s.MaxExposurePosition.Sign() > 0 { if s.MaxExposurePosition.Sign() > 0 {
pos := s.Position.GetBase() pos := s.Position.GetBase()
if pos.Compare(s.MaxExposurePosition.Neg()) > 0 { if pos.Compare(s.MaxExposurePosition.Neg()) <= 0 {
// stop sell if we over-sell // stop sell if we over-sell
disableMakerAsk = true disableMakerAsk = true
} else if pos.Compare(s.MaxExposurePosition) > 0 { s.logger.Warnf("%s ask maker is disabled: %f exceeded max exposure %f", s.Symbol, pos.Float64(), s.MaxExposurePosition.Float64())
} else if pos.Compare(s.MaxExposurePosition) >= 0 {
// stop buy if we over buy // stop buy if we over buy
disableMakerBid = true disableMakerBid = true
s.logger.Warnf("%s bid maker is disabled: %f exceeded max exposure %f", s.Symbol, pos.Float64(), s.MaxExposurePosition.Float64())
} }
} }
if disableMakerAsk && disableMakerBid { if disableMakerAsk && disableMakerBid {
log.Warnf("%s bid/ask maker is disabled due to insufficient balances", s.Symbol) log.Warnf("%s bid/ask maker is disabled due to insufficient balances", s.Symbol)
return return nil
}
bestBidPrice := bestBid.Price
bestAskPrice := bestAsk.Price
s.logger.Infof("%s book ticker: best ask / best bid = %v / %v", s.Symbol, bestAskPrice, bestBidPrice)
if bestBidPrice.Compare(bestAskPrice) > 0 {
log.Errorf("best bid price %f is higher than best ask price %f, skip quoting",
bestBidPrice.Float64(),
bestAskPrice.Float64(),
)
return
} }
var submitOrders []types.SubmitOrder var submitOrders []types.SubmitOrder
var accumulativeBidQuantity, accumulativeAskQuantity fixedpoint.Value var accumulativeBidQuantity, accumulativeAskQuantity fixedpoint.Value
var bidQuantity = s.Quantity
var askQuantity = s.Quantity
var quote = &Quote{ var quote = &Quote{
BestBidPrice: bestBidPrice, BestBidPrice: bestBidPrice,
@ -635,61 +769,40 @@ func (s *Strategy) updateQuote(ctx context.Context) {
bidExposureInUsd := fixedpoint.Zero bidExposureInUsd := fixedpoint.Zero
askExposureInUsd := fixedpoint.Zero askExposureInUsd := fixedpoint.Zero
bidPrice := quote.BestBidPrice
askPrice := quote.BestAskPrice
if bidPrice.Compare(askPrice) > 0 {
log.Errorf("maker bid price %f is higher than maker ask price %f, skip quoting",
bidPrice.Float64(),
askPrice.Float64(),
)
return
}
bidMarginMetrics.With(s.metricsLabels).Set(quote.BidMargin.Float64()) bidMarginMetrics.With(s.metricsLabels).Set(quote.BidMargin.Float64())
askMarginMetrics.With(s.metricsLabels).Set(quote.AskMargin.Float64()) askMarginMetrics.With(s.metricsLabels).Set(quote.AskMargin.Float64())
for i := 0; i < s.NumLayers; i++ { if s.EnableArbitrage {
// for maker bid orders done, err := s.tryArbitrage(ctx, quote, makerBalances, hedgeBalances)
if !disableMakerBid { if err != nil {
if s.QuantityScale != nil { s.logger.WithError(err).Errorf("unable to arbitrage")
qf, err := s.QuantityScale.Scale(i + 1) } else if done {
if err != nil { return nil
log.WithError(err).Errorf("quantityScale error") }
return }
}
log.Infof("%s scaling bid #%d quantity to %f", s.Symbol, i+1, qf) if !disableMakerBid {
for i := 0; i < s.NumLayers; i++ {
// override the default bid quantity bidQuantity, err := s.getInitialLayerQuantity(i)
bidQuantity = fixedpoint.NewFromFloat(qf) if err != nil {
return err
} }
// for maker bid orders
accumulativeBidQuantity = accumulativeBidQuantity.Add(bidQuantity) accumulativeBidQuantity = accumulativeBidQuantity.Add(bidQuantity)
requiredDepth := fixedpoint.Zero
if s.UseDepthPrice { if s.UseDepthPrice {
sideBook := sourceBook.SideBook(types.SideTypeBuy)
if s.DepthQuantity.Sign() > 0 { if s.DepthQuantity.Sign() > 0 {
if i == 0 { requiredDepth = s.DepthQuantity
bidPrice = aggregatePrice(sideBook, s.DepthQuantity)
bidPrice = bidPrice.Mul(fixedpoint.One.Sub(quote.BidMargin))
} else if i > 0 && quote.BidLayerPips.Sign() > 0 {
pips := quote.BidLayerPips.Mul(s.makerMarket.TickSize)
bidPrice = bidPrice.Sub(pips)
}
} else { } else {
bidPrice = aggregatePrice(sideBook, accumulativeBidQuantity) requiredDepth = accumulativeBidQuantity
bidPrice = bidPrice.Mul(fixedpoint.One.Sub(quote.BidMargin))
}
} else {
if i == 0 {
bidPrice = bidPrice.Mul(fixedpoint.One.Sub(quote.BidMargin))
} else if i > 0 && quote.BidLayerPips.Sign() > 0 {
pips := quote.BidLayerPips.Mul(s.makerMarket.TickSize)
bidPrice = bidPrice.Sub(pips)
} }
} }
bidPrice := s.getLayerPrice(i, types.SideTypeBuy, s.sourceBook, quote, requiredDepth)
if i == 0 { if i == 0 {
s.logger.Infof("maker best bid price %f", bidPrice.Float64()) s.logger.Infof("maker best bid price %f", bidPrice.Float64())
makerBestBidPriceMetrics.With(s.metricsLabels).Set(bidPrice.Float64()) makerBestBidPriceMetrics.With(s.metricsLabels).Set(bidPrice.Float64())
@ -715,49 +828,30 @@ func (s *Strategy) updateQuote(ctx context.Context) {
hedgeQuota.Rollback() hedgeQuota.Rollback()
} }
if s.QuantityMultiplier.Sign() > 0 {
bidQuantity = bidQuantity.Mul(s.QuantityMultiplier)
}
} }
}
// for maker ask orders // for maker ask orders
if !disableMakerAsk { if !disableMakerAsk {
if s.QuantityScale != nil { for i := 0; i < s.NumLayers; i++ {
qf, err := s.QuantityScale.Scale(i + 1) askQuantity, err := s.getInitialLayerQuantity(i)
if err != nil { if err != nil {
log.WithError(err).Errorf("quantityScale error") return err
return
}
log.Infof("%s scaling ask #%d quantity to %f", s.Symbol, i+1, qf)
// override the default bid quantity
askQuantity = fixedpoint.NewFromFloat(qf)
} }
accumulativeAskQuantity = accumulativeAskQuantity.Add(askQuantity) accumulativeAskQuantity = accumulativeAskQuantity.Add(askQuantity)
requiredDepth := fixedpoint.Zero
if s.UseDepthPrice { if s.UseDepthPrice {
if s.DepthQuantity.Sign() > 0 { if s.DepthQuantity.Sign() > 0 {
if i == 0 { requiredDepth = s.DepthQuantity
askPrice = aggregatePrice(sourceBook.SideBook(types.SideTypeSell), s.DepthQuantity)
askPrice = askPrice.Mul(fixedpoint.One.Add(quote.AskMargin))
} else if i > 0 && quote.AskLayerPips.Sign() > 0 {
pips := quote.AskLayerPips.Mul(s.makerMarket.TickSize)
askPrice = askPrice.Add(pips)
}
} else { } else {
askPrice = aggregatePrice(sourceBook.SideBook(types.SideTypeSell), accumulativeAskQuantity) requiredDepth = accumulativeAskQuantity
askPrice = askPrice.Mul(fixedpoint.One.Add(quote.AskMargin))
}
} else {
if i == 0 {
askPrice = askPrice.Mul(fixedpoint.One.Add(quote.AskMargin))
} else if i > 0 && quote.AskLayerPips.Sign() > 0 {
pips := quote.AskLayerPips.Mul(s.makerMarket.TickSize)
askPrice = askPrice.Add(pips)
} }
} }
askPrice := s.getLayerPrice(i, types.SideTypeSell, s.sourceBook, quote, requiredDepth)
if i == 0 { if i == 0 {
s.logger.Infof("maker best ask price %f", askPrice.Float64()) s.logger.Infof("maker best ask price %f", askPrice.Float64())
makerBestAskPriceMetrics.With(s.metricsLabels).Set(askPrice.Float64()) makerBestAskPriceMetrics.With(s.metricsLabels).Set(askPrice.Float64())
@ -793,24 +887,20 @@ func (s *Strategy) updateQuote(ctx context.Context) {
if len(submitOrders) == 0 { if len(submitOrders) == 0 {
log.Warnf("no orders generated") log.Warnf("no orders generated")
return return nil
} }
formattedOrders, err := s.makerSession.FormatOrders(submitOrders) formattedOrders, err := s.makerSession.FormatOrders(submitOrders)
if err != nil { if err != nil {
return return err
}
orderCreateCallback := func(createdOrder types.Order) {
s.orderStore.Add(createdOrder)
s.activeMakerOrders.Add(createdOrder)
} }
defer s.tradeCollector.Process() defer s.tradeCollector.Process()
createdOrders, errIdx, err := bbgo.BatchPlaceOrder(ctx, s.makerSession.Exchange, orderCreateCallback, formattedOrders...) createdOrders, errIdx, err := bbgo.BatchPlaceOrder(ctx, s.makerSession.Exchange, s.makerOrderCreateCallback, formattedOrders...)
if err != nil { if err != nil {
log.WithError(err).Errorf("unable to place maker orders: %+v", formattedOrders) log.WithError(err).Errorf("unable to place maker orders: %+v", formattedOrders)
return err
} }
openOrderBidExposureInUsdMetrics.With(s.metricsLabels).Set(bidExposureInUsd.Float64()) openOrderBidExposureInUsdMetrics.With(s.metricsLabels).Set(bidExposureInUsd.Float64())
@ -818,6 +908,121 @@ func (s *Strategy) updateQuote(ctx context.Context) {
_ = errIdx _ = errIdx
_ = createdOrders _ = createdOrders
return nil
}
func (s *Strategy) makerOrderCreateCallback(createdOrder types.Order) {
s.orderStore.Add(createdOrder)
s.activeMakerOrders.Add(createdOrder)
}
func aggregatePriceVolumeSliceWithPriceFilter(pvs types.PriceVolumeSlice, filterPrice fixedpoint.Value) types.PriceVolume {
var totalVolume = fixedpoint.Zero
var lastPrice = fixedpoint.Zero
for _, pv := range pvs {
if pv.Price.Compare(filterPrice) > 0 {
break
}
lastPrice = pv.Price
totalVolume = totalVolume.Add(pv.Volume)
}
return types.PriceVolume{
Price: lastPrice,
Volume: totalVolume,
}
}
// tryArbitrage tries to arbitrage between the source and maker exchange
func (s *Strategy) tryArbitrage(ctx context.Context, quote *Quote, makerBalances, hedgeBalances types.BalanceMap) (bool, error) {
marginBidPrice := quote.BestBidPrice.Mul(fixedpoint.One.Sub(quote.BidMargin))
marginAskPrice := quote.BestAskPrice.Mul(fixedpoint.One.Add(quote.AskMargin))
makerBid, makerAsk, ok := s.makerBook.BestBidAndAsk()
if !ok {
return false, nil
}
var iocOrders []types.SubmitOrder
if makerAsk.Price.Compare(marginBidPrice) <= 0 {
quoteBalance, hasQuote := makerBalances[s.makerMarket.QuoteCurrency]
if !hasQuote {
return false, nil
}
askPvs := s.makerBook.SideBook(types.SideTypeSell)
sumPv := aggregatePriceVolumeSliceWithPriceFilter(askPvs, marginBidPrice)
qty := fixedpoint.Min(quoteBalance.Available.Div(sumPv.Price), sumPv.Volume)
if sourceBase, ok := hedgeBalances[s.sourceMarket.BaseCurrency]; ok {
qty = fixedpoint.Min(qty, sourceBase.Available)
} else {
// insufficient hedge base balance for arbitrage
return false, nil
}
iocOrders = append(iocOrders, types.SubmitOrder{
Symbol: s.Symbol,
Type: types.OrderTypeLimit,
Side: types.SideTypeBuy,
Price: sumPv.Price,
Quantity: qty,
TimeInForce: types.TimeInForceIOC,
})
} else if makerBid.Price.Compare(marginAskPrice) >= 0 {
baseBalance, hasBase := makerBalances[s.makerMarket.BaseCurrency]
if !hasBase {
return false, nil
}
bidPvs := s.makerBook.SideBook(types.SideTypeBuy)
sumPv := aggregatePriceVolumeSliceWithPriceFilter(bidPvs, marginAskPrice)
qty := fixedpoint.Min(baseBalance.Available, sumPv.Volume)
if sourceQuote, ok := hedgeBalances[s.sourceMarket.QuoteCurrency]; ok {
qty = fixedpoint.Min(qty, quote.BestAskPrice.Div(sourceQuote.Available))
} else {
// insufficient hedge quote balance for arbitrage
return false, nil
}
// send ioc order for arbitrage
iocOrders = append(iocOrders, types.SubmitOrder{
Symbol: s.Symbol,
Type: types.OrderTypeLimit,
Side: types.SideTypeSell,
Price: sumPv.Price,
Quantity: qty,
TimeInForce: types.TimeInForceIOC,
})
}
if len(iocOrders) == 0 {
return false, nil
}
// send ioc order for arbitrage
formattedOrders, err := s.makerSession.FormatOrders(iocOrders)
if err != nil {
return false, err
}
defer s.tradeCollector.Process()
createdOrders, _, err := bbgo.BatchPlaceOrder(
ctx,
s.makerSession.Exchange,
s.makerOrderCreateCallback,
formattedOrders...)
if err != nil {
return len(createdOrders) > 0, err
}
s.logger.Infof("sent arbitrage IOC order: %+v", createdOrders)
return true, nil
} }
func (s *Strategy) adjustHedgeQuantityWithAvailableBalance( func (s *Strategy) adjustHedgeQuantityWithAvailableBalance(
@ -862,7 +1067,7 @@ func (s *Strategy) Hedge(ctx context.Context, pos fixedpoint.Value) {
} }
lastPrice := s.lastPrice lastPrice := s.lastPrice
sourceBook := s.book.CopyDepth(1) sourceBook := s.sourceBook.CopyDepth(1)
switch side { switch side {
case types.SideTypeBuy: case types.SideTypeBuy:
@ -985,6 +1190,10 @@ func (s *Strategy) Defaults() error {
s.BollBandInterval = types.Interval1m s.BollBandInterval = types.Interval1m
} }
if s.SourceDepthLevel == "" {
s.SourceDepthLevel = types.DepthLevelMedium
}
if s.BollBandMarginFactor.IsZero() { if s.BollBandMarginFactor.IsZero() {
s.BollBandMarginFactor = fixedpoint.One s.BollBandMarginFactor = fixedpoint.One
} }
@ -1009,6 +1218,10 @@ func (s *Strategy) Defaults() error {
s.MinMarginLevel = fixedpoint.NewFromFloat(3.0) s.MinMarginLevel = fixedpoint.NewFromFloat(3.0)
} }
if s.MaxHedgeAccountLeverage.IsZero() {
s.MaxHedgeAccountLeverage = fixedpoint.NewFromFloat(1.2)
}
if s.BidMargin.IsZero() { if s.BidMargin.IsZero() {
if !s.Margin.IsZero() { if !s.Margin.IsZero() {
s.BidMargin = s.Margin s.BidMargin = s.Margin
@ -1037,7 +1250,7 @@ func (s *Strategy) Defaults() error {
} }
func (s *Strategy) Validate() error { func (s *Strategy) Validate() error {
if s.Quantity.IsZero() || s.QuantityScale == nil { if s.Quantity.IsZero() && s.QuantityScale == nil {
return errors.New("quantity or quantityScale can not be empty") return errors.New("quantity or quantityScale can not be empty")
} }
@ -1207,7 +1420,7 @@ func (s *Strategy) CrossRun(
// restore state // restore state
s.groupID = util.FNV32(instanceID) s.groupID = util.FNV32(instanceID)
log.Infof("using group id %d from fnv(%s)", s.groupID, instanceID) s.logger.Infof("using group id %d from fnv(%s)", s.groupID, instanceID)
configLabels := prometheus.Labels{"strategy_id": s.InstanceID(), "strategy_type": ID, "symbol": s.Symbol} configLabels := prometheus.Labels{"strategy_id": s.InstanceID(), "strategy_type": ID, "symbol": s.Symbol}
configNumOfLayersMetrics.With(configLabels).Set(float64(s.NumLayers)) configNumOfLayersMetrics.With(configLabels).Set(float64(s.NumLayers))
@ -1219,8 +1432,12 @@ func (s *Strategy) CrossRun(
s.Position = types.NewPositionFromMarket(s.makerMarket) s.Position = types.NewPositionFromMarket(s.makerMarket)
s.Position.Strategy = ID s.Position.Strategy = ID
s.Position.StrategyInstanceID = instanceID s.Position.StrategyInstanceID = instanceID
} else {
s.Position.Strategy = ID
s.Position.StrategyInstanceID = instanceID
} }
s.Position.UpdateMetrics()
bbgo.Notify("xmaker: %s position is restored", s.Symbol, s.Position) bbgo.Notify("xmaker: %s position is restored", s.Symbol, s.Position)
if s.ProfitStats == nil { if s.ProfitStats == nil {
@ -1267,9 +1484,8 @@ func (s *Strategy) CrossRun(
return errors.New("tradesSince time can not be zero") return errors.New("tradesSince time can not be zero")
} }
makerMarket, _ := makerSession.Market(s.Symbol) position := types.NewPositionFromMarket(s.makerMarket)
position := types.NewPositionFromMarket(makerMarket) profitStats := types.NewProfitStats(s.makerMarket)
profitStats := types.NewProfitStats(makerMarket)
fixer := common.NewProfitFixer() fixer := common.NewProfitFixer()
// fixer.ConverterManager = s.ConverterManager // fixer.ConverterManager = s.ConverterManager
@ -1284,7 +1500,7 @@ func (s *Strategy) CrossRun(
fixer.AddExchange(sourceSession.Name, ss) fixer.AddExchange(sourceSession.Name, ss)
} }
if err2 := fixer.Fix(ctx, makerMarket.Symbol, if err2 := fixer.Fix(ctx, s.makerMarket.Symbol,
s.ProfitFixerConfig.TradesSince.Time(), s.ProfitFixerConfig.TradesSince.Time(),
time.Now(), time.Now(),
profitStats, profitStats,
@ -1299,8 +1515,11 @@ func (s *Strategy) CrossRun(
s.ProfitStats.ProfitStats = profitStats s.ProfitStats.ProfitStats = profitStats
} }
s.book = types.NewStreamBook(s.Symbol, s.sourceSession.ExchangeName) s.makerBook = types.NewStreamBook(s.Symbol, s.makerSession.ExchangeName)
s.book.BindStream(s.sourceSession.MarketDataStream) s.makerBook.BindStream(s.makerSession.MarketDataStream)
s.sourceBook = types.NewStreamBook(s.Symbol, s.sourceSession.ExchangeName)
s.sourceBook.BindStream(s.sourceSession.MarketDataStream)
if s.EnableSignalMargin { if s.EnableSignalMargin {
scale, err := s.SignalMarginScale.Scale() scale, err := s.SignalMarginScale.Scale()
@ -1314,7 +1533,7 @@ func (s *Strategy) CrossRun(
for _, signalConfig := range s.SignalConfigList { for _, signalConfig := range s.SignalConfigList {
if signalConfig.OrderBookBestPriceSignal != nil { if signalConfig.OrderBookBestPriceSignal != nil {
signalConfig.OrderBookBestPriceSignal.book = s.book signalConfig.OrderBookBestPriceSignal.book = s.sourceBook
if err := signalConfig.OrderBookBestPriceSignal.Bind(ctx, s.sourceSession, s.Symbol); err != nil { if err := signalConfig.OrderBookBestPriceSignal.Bind(ctx, s.sourceSession, s.Symbol); err != nil {
return err return err
} }
@ -1322,6 +1541,10 @@ func (s *Strategy) CrossRun(
if err := signalConfig.BollingerBandTrendSignal.Bind(ctx, s.sourceSession, s.Symbol); err != nil { if err := signalConfig.BollingerBandTrendSignal.Bind(ctx, s.sourceSession, s.Symbol); err != nil {
return err return err
} }
} else if signalConfig.TradeVolumeWindowSignal != nil {
if err := signalConfig.TradeVolumeWindowSignal.Bind(ctx, s.sourceSession, s.Symbol); err != nil {
return err
}
} }
} }

87
pkg/strategy/xmaker/strategy_test.go
View File

@ -2,28 +2,87 @@ package xmaker
import ( import (
"testing" "testing"
"time"
"git.qtrade.icu/lychiyu/bbgo/pkg/fixedpoint" "git.qtrade.icu/lychiyu/bbgo/pkg/fixedpoint"
. "git.qtrade.icu/lychiyu/bbgo/pkg/testing/testhelper"
"git.qtrade.icu/lychiyu/bbgo/pkg/types" "git.qtrade.icu/lychiyu/bbgo/pkg/types"
"github.com/stretchr/testify/assert" "github.com/stretchr/testify/assert"
) )
func Test_aggregatePrice(t *testing.T) { func TestStrategy_getLayerPrice(t *testing.T) {
bids := types.PriceVolumeSlice{ symbol := "BTCUSDT"
{ market := Market(symbol)
Price: fixedpoint.NewFromFloat(1000.0),
Volume: fixedpoint.NewFromFloat(1.0), s := &Strategy{
}, UseDepthPrice: true,
{ DepthQuantity: Number(3.0),
Price: fixedpoint.NewFromFloat(1200.0), makerMarket: market,
Volume: fixedpoint.NewFromFloat(1.0),
},
{
Price: fixedpoint.NewFromFloat(1400.0),
Volume: fixedpoint.NewFromFloat(1.0),
},
} }
sourceBook := types.NewStreamBook(symbol, types.ExchangeBinance)
sourceBook.Load(types.SliceOrderBook{
Symbol: symbol,
Bids: PriceVolumeSlice(
Number(1300.0), Number(1.0),
Number(1200.0), Number(2.0),
Number(1100.0), Number(3.0),
),
Asks: PriceVolumeSlice(
Number(1301.0), Number(1.0),
Number(1400.0), Number(2.0),
Number(1500.0), Number(3.0),
),
Time: time.Time{},
LastUpdateId: 1,
})
quote := &Quote{
BestBidPrice: Number(1300.0),
BestAskPrice: Number(1301.0),
BidMargin: Number(0.001),
AskMargin: Number(0.001),
BidLayerPips: Number(100.0),
AskLayerPips: Number(100.0),
}
t.Run("depthPrice bid price at 0", func(t *testing.T) {
price := s.getLayerPrice(0, types.SideTypeBuy, sourceBook, quote, s.DepthQuantity)
// (1300 + 1200*2)/3 * (1 - 0.001)
assert.InDelta(t, 1232.10, price.Float64(), 0.01)
})
t.Run("depthPrice bid price at 1", func(t *testing.T) {
price := s.getLayerPrice(1, types.SideTypeBuy, sourceBook, quote, s.DepthQuantity)
// (1300 + 1200*2)/3 * (1 - 0.001) - 100 * 0.01
assert.InDelta(t, 1231.10, price.Float64(), 0.01)
})
t.Run("depthPrice ask price at 0", func(t *testing.T) {
price := s.getLayerPrice(0, types.SideTypeSell, sourceBook, quote, s.DepthQuantity)
// (1301 + 1400*2)/3 * (1 + 0.001)
assert.InDelta(t, 1368.367, price.Float64(), 0.01)
})
t.Run("depthPrice ask price at 1", func(t *testing.T) {
price := s.getLayerPrice(1, types.SideTypeSell, sourceBook, quote, s.DepthQuantity)
// (1301 + 1400*2)/3 * (1 + 0.001) + 100 * 0.01
assert.InDelta(t, 1369.367, price.Float64(), 0.01)
})
}
func Test_aggregatePrice(t *testing.T) {
bids := PriceVolumeSliceFromText(`
1000.0, 1.0
1200.0, 1.0
1400.0, 1.0
`)
aggregatedPrice1 := aggregatePrice(bids, fixedpoint.NewFromFloat(0.5)) aggregatedPrice1 := aggregatePrice(bids, fixedpoint.NewFromFloat(0.5))
assert.Equal(t, fixedpoint.NewFromFloat(1000.0), aggregatedPrice1) assert.Equal(t, fixedpoint.NewFromFloat(1000.0), aggregatedPrice1)

43
pkg/testing/testhelper/market.go Normal file
View File

@ -0,0 +1,43 @@
package testhelper
import (
"fmt"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types"
)
var markets = map[string]types.Market{
"BTCUSDT": {
Symbol: "BTCUSDT",
PricePrecision: 2,
VolumePrecision: 8,
QuoteCurrency: "USDT",
BaseCurrency: "BTC",
MinNotional: fixedpoint.MustNewFromString("0.001"),
MinAmount: fixedpoint.MustNewFromString("10.0"),
MinQuantity: fixedpoint.MustNewFromString("0.001"),
TickSize: fixedpoint.MustNewFromString("0.01"),
},
"ETHUSDT": {
Symbol: "ETH",
PricePrecision: 2,
VolumePrecision: 8,
QuoteCurrency: "USDT",
BaseCurrency: "ETH",
MinNotional: fixedpoint.MustNewFromString("0.005"),
MinAmount: fixedpoint.MustNewFromString("10.0"),
MinQuantity: fixedpoint.MustNewFromString("0.001"),
TickSize: fixedpoint.MustNewFromString("0.01"),
},
}
func Market(symbol string) types.Market {
market, ok := markets[symbol]
if !ok {
panic(fmt.Errorf("%s market not found, valid markets: %+v", symbol, markets))
}
return market
}

49
pkg/testing/testhelper/pricevolumeslice.go Normal file
View File

@ -0,0 +1,49 @@
package testhelper
import (
"fmt"
"strings"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types"
)
func PriceVolumeSliceFromText(str string) (slice types.PriceVolumeSlice) {
lines := strings.Split(str, "\n")
for _, line := range lines {
line = strings.TrimSpace(line)
if len(line) == 0 {
continue
}
cols := strings.SplitN(line, ",", 2)
if len(cols) < 2 {
panic(fmt.Errorf("column length should be 2, got %d", len(cols)))
}
price := fixedpoint.MustNewFromString(strings.TrimSpace(cols[0]))
volume := fixedpoint.MustNewFromString(strings.TrimSpace(cols[1]))
slice = append(slice, types.PriceVolume{
Price: price,
Volume: volume,
})
}
return slice
}
func PriceVolumeSlice(values ...fixedpoint.Value) (slice types.PriceVolumeSlice) {
if len(values)%2 != 0 {
panic("values should be paired")
}
for i := 0; i < len(values); i += 2 {
slice = append(slice, types.PriceVolume{
Price: values[i],
Volume: values[i+1],
})
}
return slice
}

3
pkg/types/kline_test.go
View File

@ -2,8 +2,9 @@ package types
import ( import (
"encoding/json" "encoding/json"
"github.com/stretchr/testify/assert"
"testing" "testing"
"github.com/stretchr/testify/assert"
) )
func TestKLineWindow_Tail(t *testing.T) { func TestKLineWindow_Tail(t *testing.T) {

6
pkg/types/position.go
View File

@ -656,6 +656,12 @@ func (p *Position) AddTrade(td Trade) (profit fixedpoint.Value, netProfit fixedp
return fixedpoint.Zero, fixedpoint.Zero, false return fixedpoint.Zero, fixedpoint.Zero, false
} }
func (p *Position) UpdateMetrics() {
p.Lock()
p.updateMetrics()
p.Unlock()
}
func (p *Position) updateMetrics() { func (p *Position) updateMetrics() {
// update the position metrics only if the position defines the strategy ID // update the position metrics only if the position defines the strategy ID
if p.StrategyInstanceID == "" || p.Strategy == "" { if p.StrategyInstanceID == "" || p.Strategy == "" {

7
pkg/types/price_volume_slice.go
View File

@ -13,6 +13,13 @@ type PriceVolume struct {
Price, Volume fixedpoint.Value Price, Volume fixedpoint.Value
} }
func NewPriceVolume(p, v fixedpoint.Value) PriceVolume {
return PriceVolume{
Price: p,
Volume: v,
}
}
func (p PriceVolume) InQuote() fixedpoint.Value { func (p PriceVolume) InQuote() fixedpoint.Value {
return p.Price.Mul(p.Volume) return p.Price.Mul(p.Volume)
} }

8
pkg/types/stream.go
View File

@ -249,7 +249,7 @@ func (s *StandardStream) Read(ctx context.Context, conn *websocket.Conn, cancel
default: default:
if err := conn.SetReadDeadline(time.Now().Add(readTimeout)); err != nil { if err := conn.SetReadDeadline(time.Now().Add(readTimeout)); err != nil {
log.WithError(err).Errorf("set read deadline error: %s", err.Error()) log.WithError(err).Errorf("unable to set read deadline: %v", err)
} }
mt, message, err := conn.ReadMessage() mt, message, err := conn.ReadMessage()
@ -300,7 +300,7 @@ func (s *StandardStream) Read(ctx context.Context, conn *websocket.Conn, cancel
var e interface{} var e interface{}
e, err = s.parser(message) e, err = s.parser(message)
if err != nil { if err != nil {
log.WithError(err).Errorf("websocket event parse error, message: %s", message) log.WithError(err).Errorf("unable to parse the websocket message. err: %v, message: %s", err, message)
// emit raw message even if occurs error, because we want anything can be detected // emit raw message even if occurs error, because we want anything can be detected
s.EmitRawMessage(message) s.EmitRawMessage(message)
continue continue
@ -352,7 +352,7 @@ func (s *StandardStream) ping(
} }
if err := conn.WriteControl(websocket.PingMessage, nil, time.Now().Add(writeTimeout)); err != nil { if err := conn.WriteControl(websocket.PingMessage, nil, time.Now().Add(writeTimeout)); err != nil {
log.WithError(err).Error("ping error", err) log.WithError(err).Warnf("unable to write ws control message, ping error: %v", err)
s.Reconnect() s.Reconnect()
return return
} }
@ -439,7 +439,7 @@ func (s *StandardStream) reconnector(ctx context.Context) {
log.Warnf("re-connecting...") log.Warnf("re-connecting...")
if err := s.DialAndConnect(ctx); err != nil { if err := s.DialAndConnect(ctx); err != nil {
log.WithError(err).Errorf("re-connect error, try to reconnect later") log.WithError(err).Warnf("re-connect error: %v, will reconnect again later...", err)
// re-emit the re-connect signal if error // re-emit the re-connect signal if error
s.Reconnect() s.Reconnect()

4
pkg/version/dev.go
View File

@ -3,6 +3,6 @@
package version package version
const Version = "v1.60.0-3a2e4dfd2-dev" const Version = "v1.60.2-0d6b7b29d-dev"
const VersionGitRef = "3a2e4dfd2" const VersionGitRef = "0d6b7b29d"

4
pkg/version/version.go
View File

@ -3,6 +3,6 @@
package version package version
const Version = "v1.60.0-3a2e4dfd2" const Version = "v1.60.2-0d6b7b29d"
const VersionGitRef = "3a2e4dfd2" const VersionGitRef = "0d6b7b29d"