package bolladxema

import (
	"context"
	"errors"
	"fmt"
	"git.qtrade.icu/lychiyu/bbgo/pkg/bbgo"
	"git.qtrade.icu/lychiyu/bbgo/pkg/exchange/binance"
	"git.qtrade.icu/lychiyu/bbgo/pkg/fixedpoint"
	indicatorv2 "git.qtrade.icu/lychiyu/bbgo/pkg/indicator/v2"
	"git.qtrade.icu/lychiyu/bbgo/pkg/types"
	"github.com/sirupsen/logrus"
	"strconv"
	"strings"
	"sync"
	"time"
)

/*
布林带+ADX+EMA策略
1. 布林带，判断是否在布林带内，在布林带上，做多，在布林带下，做空。
2. ADX，判断是否在ADX区间内，在区间内，做多，在区间外，做空。
3. EMA，判断是否在EMA区间内，在区间内，做多，在区间外，做空。
4. 默认开仓量，默认止盈止损。
*/

const ID = "bolladxema"

var log = logrus.WithField("strategy", ID)

var ten = fixedpoint.NewFromInt(10)
var Two = fixedpoint.NewFromInt(2)

func init() {
	bbgo.RegisterStrategy(ID, &Strategy{})
}

type State struct {
	Counter int `json:"counter,omitempty"`
}

type BollingerSetting struct {
	types.IntervalWindow
	BandWidth float64 `json:"bandWidth"`
}

type Strategy struct {
	Environment *bbgo.Environment
	Market      types.Market

	session       *bbgo.ExchangeSession
	orderExecutor *bbgo.GeneralOrderExecutor

	exchange *binance.Exchange

	// persistence fields
	Position    *types.Position    `persistence:"position"`
	ProfitStats *types.ProfitStats `persistence:"profit_stats"`
	TradeStats  *types.TradeStats  `persistence:"trade_stats"`

	DryRun            bool                 `json:"dryRun"`
	Symbol            string               `json:"symbol"`
	Interval          types.Interval       `json:"interval"`
	Leverage          fixedpoint.Value     `json:"leverage,omitempty"`
	ProfitType        int                  `json:"profitType"`
	PlaceOrderType    int                  `json:"placeOrderType"`
	EnablePause       bool                 `json:"enablePause"`
	TradeStartHour    int                  `json:"tradeStartHour"`
	TradeEndHour      int                  `json:"tradeEndHour"`
	PauseTradeLoss    fixedpoint.Value     `json:"pauseTradeLoss"`
	ProfitHRange      fixedpoint.Value     `json:"profitHRange"`
	LossHRange        fixedpoint.Value     `json:"lossHRange"`
	ProfitMRange      fixedpoint.Value     `json:"profitMRange"`
	LossMRange        fixedpoint.Value     `json:"lossMRange"`
	ProfitLRange      fixedpoint.Value     `json:"profitLRange"`
	LossLRange        fixedpoint.Value     `json:"lossLRange"`
	AtrProfitMultiple float64              `json:"atrProfitMultiple"`
	AtrLossMultiple   float64              `json:"atrLossMultiple"`
	EnableADX         bool                 `json:"enableADX"`
	ADXHSingle        float64              `json:"adxHSingle"`
	ADXMSingle        float64              `json:"adxMSingle"`
	ADXLSingle        float64              `json:"adxLSingle"`
	LongCCI           fixedpoint.Value     `json:"longCCI"`
	ShortCCI          fixedpoint.Value     `json:"shortCCI"`
	State             *State               `persistence:"state"`
	Bollinger         *BollingerSetting    `json:"bollinger"`
	EMASetting        types.IntervalWindow `json:"emaSetting"`
	ADXSetting        types.IntervalWindow `json:"adxSetting"`
	ATRSetting        types.IntervalWindow `json:"atrSetting"`
	CCISetting        types.IntervalWindow `json:"cciSetting"`
	StageHalfAmount   []fixedpoint.Value   `json:"stageHalfAmount"`

	bbgo.QuantityOrAmount

	// 当前的盈利阶段
	CurrentStage int

	Traded      bool
	TradeSignal string
	TradeRetry  int

	PauseTradeCount fixedpoint.Value
	// 最近一次暂停交易的时间
	PauseTradeTime time.Time
	// 总盈利
	TotalProfit fixedpoint.Value
	// 总手续费
	TotalFree fixedpoint.Value
	// 总交易次数
	TotalOrderCount  int
	TotalProfitCount int
	TotalLossCount   int

	LongOrder        types.SubmitOrder
	LongProfitOrder  types.SubmitOrder
	LongLossOrder    types.SubmitOrder
	ShortOrder       types.SubmitOrder
	ShortProfitOrder types.SubmitOrder
	ShortLossOrder   types.SubmitOrder

	// 开仓
	OpenTrade []types.Trade
	// 清仓
	EndTrade     []types.Trade
	OpenQuantity fixedpoint.Value
	EndQuantity  fixedpoint.Value

	ADX  *indicatorv2.ADXStream
	EMA  *indicatorv2.EWMAStream
	BOLL *indicatorv2.BOLLStream
	ATR  *indicatorv2.ATRStream
	CCI  *indicatorv2.CCIStream

	bbgo.StrategyController
}

func (s *Strategy) Defaults() error {
	s.PauseTradeCount = fixedpoint.Zero
	s.TotalProfit = fixedpoint.Zero
	s.TotalFree = fixedpoint.Zero
	s.OpenQuantity = fixedpoint.Zero
	s.EndQuantity = fixedpoint.Zero
	s.PauseTradeTime = time.Now().Add(-24 * time.Hour)
	s.TradeRetry = 0
	s.Traded = false
	s.TradeSignal = ""
	return nil
}

// ID should return the identity of this strategy
func (s *Strategy) ID() string {
	return ID
}

func (s *Strategy) InstanceID() string {
	return ID + ":" + s.Symbol
}

func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
	session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.Interval})

	if s.Bollinger != nil && s.Bollinger.Interval != "" && s.Bollinger.Interval != s.Interval {
		session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.Bollinger.Interval})
	}
	if s.EMASetting.Interval != "" && s.EMASetting.Interval != s.Interval {
		session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.EMASetting.Interval})
	}

	if s.ADXSetting.Interval != "" && s.ADXSetting.Interval != s.Interval {
		session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.ADXSetting.Interval})
	}
	if s.ATRSetting.Interval != "" && s.ATRSetting.Interval != s.Interval {
		session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.ATRSetting.Interval})
	}

	if !bbgo.IsBackTesting {
		session.Subscribe(types.BookTickerChannel, s.Symbol, types.SubscribeOptions{})
	}
}

func (s *Strategy) cancelOrders(ctx context.Context, symbol string) {
	if len(s.orderExecutor.ActiveMakerOrders().Orders()) <= 0 {
		return
	}
	log.Infof(fmt.Sprintf("[%s] the order is not filled, will cancel all orders", symbol))
	if err := s.orderExecutor.GracefulCancel(ctx); err != nil {
		log.WithError(err).Errorf("failed to cancel orders")
	}

	s.Traded = false
	s.TradeSignal = ""
	s.TradeRetry = 0
}

func (s *Strategy) isTradeTime(ctx context.Context) bool {
	// 如果时间一致则表示不限制交易时间
	if s.TradeEndHour == s.TradeStartHour {
		return true
	}
	location, err := time.LoadLocation("Asia/Shanghai")
	if err != nil {
		return false
	}
	now := time.Now().In(location)

	hour := now.Hour()
	return !(hour >= s.TradeStartHour && hour < s.TradeEndHour)
}

func (s *Strategy) isPauseTrade(ctx context.Context) bool {
	if !s.EnablePause {
		return false
	}
	// 被暂停次数不为0，且最近一次的暂停时间和今天一致，则表示暂停
	if s.PauseTradeCount != fixedpoint.Zero && s.PauseTradeTime.Day() == time.Now().Day() {
		return true
	}
	// 总收益大于(暂停次数+1)*暂停亏损，则表示暂停
	if s.TotalProfit < s.PauseTradeLoss.Mul(s.PauseTradeCount.Add(fixedpoint.One)) {
		s.PauseTradeCount.Add(fixedpoint.One)
		s.PauseTradeTime = time.Now()
		return true
	}

	return false
}

func (s *Strategy) setInitialLeverage(ctx context.Context) error {
	log.Infof("setting futures leverage to %d", s.Leverage.Int()+1)
	var ok bool
	s.exchange, ok = s.session.Exchange.(*binance.Exchange)
	if !ok {
		return errors.New("not binance exchange, currently only support binance exchange")
	}
	futuresClient := s.exchange.GetFuturesClient()
	req := futuresClient.NewFuturesChangeInitialLeverageRequest()
	req.Symbol(s.Symbol)
	req.Leverage(s.Leverage.Int() + 1)
	resp, err := req.Do(ctx)
	if err != nil {
		return err
	}

	log.Infof("adjusted initial leverage: %+v", resp)
	return nil
}

func (s *Strategy) GetTradeSignal(k types.KLine, adx, bollUp, bollDown, ema, cciV float64) string {
	if k.High.Float64() >= bollUp && k.Low.Float64() <= bollDown {
		// k线跨越布林带，不入场
		return ""
	}

	// 小于最小ADX信号
	if s.EnableADX && adx < s.ADXLSingle {
		return ""
	}

	if k.Open >= k.Close && k.Low.Float64() <= bollDown && k.High.Float64() >= bollDown && k.Close.Float64() <= ema && cciV <= s.LongCCI.Float64() {
		// k线收跌，且触及下轨，但是最高价会在下轨上，并小于ema，开多
		return "long"
	}
	if k.Open <= k.Close && k.High.Float64() >= bollUp && k.Low.Float64() <= bollUp && k.Close.Float64() >= ema && cciV >= s.ShortCCI.Float64() {
		// k线收涨，且触及上轨，但是最高价会在上轨下，并大于ema，开空
		return "short"
	}
	return ""
}

func (s *Strategy) generateOrders(k types.KLine, bollDiff, adx float64) ([]types.SubmitOrder, error) {
	var orders []types.SubmitOrder
	symbol := k.Symbol

	// 止盈订单类型
	profitOrderType := types.OrderTypeTakeProfitMarket
	// 止损订单类型
	lossOrderType := types.OrderTypeStopMarket
	if s.PlaceOrderType == 1 {
		profitOrderType = types.OrderTypeStopMarket
	}

	if bbgo.IsBackTesting {
		profitOrderType = types.OrderTypeStopLimit
		lossOrderType = types.OrderTypeStopLimit
	}

	// 下单价格
	placePrice := k.Close
	// 计算止损止盈价格，以ATR为基准或者固定百分比
	lossPrice := fixedpoint.Zero
	profitPrice := fixedpoint.Zero
	lastATR, err := strconv.ParseFloat(strconv.FormatFloat(s.ATR.Last(0), 'f', 6, 64), 64)

	if err != nil {
		log.WithError(err).Error("failed parse atr last value float")
		lastATR = 0.0
	}

	// 依据不同的adx来设置止盈止损
	profitRange := s.ProfitLRange
	lossRange := s.LossLRange
	if adx >= s.ADXHSingle {
		profitRange = s.ProfitHRange
		lossRange = s.LossHRange
	} else if adx >= s.ADXMSingle {
		profitRange = s.ProfitMRange
		lossRange = s.LossMRange
	}

	//if bollDiff >= 0.03 {
	//	profitRange = profitRange.Mul(fixedpoint.NewFromFloat(1.5))
	//}
	if s.TradeSignal == "long" {
		// 做多
		if s.ProfitType == 0 || s.ATR.Last(0) == 0.0 {
			lossPrice = placePrice.Mul(fixedpoint.One.Sub(lossRange))
			profitPrice = placePrice.Mul(fixedpoint.One.Add(profitRange))
		} else {
			lossPrice = placePrice.Sub(fixedpoint.Value(1e8 * lastATR * s.AtrLossMultiple))
			profitPrice = placePrice.Add(fixedpoint.Value(1e8 * lastATR * s.AtrProfitMultiple))
		}
	} else {
		//做空
		if s.ProfitType == 0 || s.ATR.Last(0) == 0.0 {
			lossPrice = placePrice.Mul(fixedpoint.One.Add(lossRange))
			profitPrice = placePrice.Mul(fixedpoint.One.Sub(profitRange))
		} else {
			lossPrice = placePrice.Add(fixedpoint.Value(1e8 * lastATR * s.AtrLossMultiple))
			profitPrice = placePrice.Sub(fixedpoint.Value(1e8 * lastATR * s.AtrProfitMultiple))
		}
	}

	// 下单数量
	placeQuantity := s.QuantityOrAmount.CalculateQuantity(placePrice).Mul(s.Leverage)
	msg := fmt.Sprintf("%v, will place order, amount %v, price %v, quantity %v, lossprice %v, profitprice: %v, atr: %v", s.Symbol,
		s.QuantityOrAmount.Amount.Float64(), placePrice.Float64(), placeQuantity.Float64(), lossPrice.Float64(), profitPrice.Float64(),
		lastATR)
	bbgo.Notify(msg)

	s.ShortOrder = types.SubmitOrder{
		Symbol:       symbol,
		Side:         types.SideTypeSell,
		Type:         types.OrderTypeLimit,
		Price:        placePrice,
		PositionSide: types.PositionSideTypeShort,
		Quantity:     placeQuantity,
		TimeInForce:  types.TimeInForceGTC,
		Market:       s.Market,
	}

	s.ShortProfitOrder = types.SubmitOrder{
		Symbol:        symbol,
		Side:          types.SideTypeBuy,
		Type:          profitOrderType,
		PositionSide:  types.PositionSideTypeShort,
		StopPrice:     profitPrice,
		TimeInForce:   types.TimeInForceGTC,
		Market:        s.Market,
		ClosePosition: true,
	}

	s.ShortLossOrder = types.SubmitOrder{
		Symbol:        symbol,
		Side:          types.SideTypeBuy,
		Type:          lossOrderType,
		PositionSide:  types.PositionSideTypeShort,
		StopPrice:     lossPrice,
		TimeInForce:   types.TimeInForceGTC,
		Market:        s.Market,
		ClosePosition: true,
	}

	s.LongOrder = types.SubmitOrder{
		Symbol:       symbol,
		Side:         types.SideTypeBuy,
		Type:         types.OrderTypeLimit,
		Price:        placePrice,
		PositionSide: types.PositionSideTypeLong,
		Quantity:     placeQuantity,
		TimeInForce:  types.TimeInForceGTC,
		Market:       s.Market,
	}

	s.LongProfitOrder = types.SubmitOrder{
		Symbol:        symbol,
		Side:          types.SideTypeSell,
		Type:          profitOrderType,
		PositionSide:  types.PositionSideTypeLong,
		StopPrice:     profitPrice,
		TimeInForce:   types.TimeInForceGTC,
		Market:        s.Market,
		ClosePosition: true,
	}

	s.LongLossOrder = types.SubmitOrder{
		Symbol:        symbol,
		Side:          types.SideTypeSell,
		Type:          lossOrderType,
		PositionSide:  types.PositionSideTypeLong,
		StopPrice:     lossPrice,
		TimeInForce:   types.TimeInForceGTC,
		Market:        s.Market,
		ClosePosition: true,
	}

	if s.TradeSignal == "short" {
		// 挂空单
		orders = append(orders, s.ShortOrder)
		// 空单止盈
		orders = append(orders, s.ShortProfitOrder)
		// 空单止损
		orders = append(orders, s.ShortLossOrder)
	}

	if s.TradeSignal == "long" {
		// 挂多单
		orders = append(orders, s.LongOrder)
		// 多单止盈
		orders = append(orders, s.LongProfitOrder)
		// 多单止损
		orders = append(orders, s.LongLossOrder)
	}

	return orders, nil

}

func (s *Strategy) placeOrders(ctx context.Context, k types.KLine, bollDiff, adx float64) {
	if s.TradeSignal == "" {
		return
	}
	symbol := k.Symbol
	orders, err := s.generateOrders(k, bollDiff, adx)
	if err != nil {
		log.WithError(err).Error(fmt.Sprintf("failed to generate orders (%s)", symbol))
		return
	}
	log.Infof("orders: %+v", orders)

	if s.DryRun {
		log.Infof("dry run, not submitting orders (%s)", symbol)
		return
	}

	createdOrders, err := s.orderExecutor.SubmitOrders(ctx, orders...)
	if err != nil {
		log.WithError(err).Error(fmt.Sprintf("failed to submit orders (%s)", symbol))
		return
	}
	log.Infof("created orders (%s): %+v", symbol, createdOrders)
	return
}

func (s *Strategy) notifyProfit(ctx context.Context, symbol string) {
	if s.EndQuantity != s.OpenQuantity {
		return
	}
	profit := fixedpoint.Zero
	openProfit := fixedpoint.Zero
	endProfit := fixedpoint.Zero
	free := fixedpoint.Zero

	var openMsgs []string
	var endMsgs []string
	// 开仓成本
	for _, trade := range s.OpenTrade {
		openProfit = openProfit.Add(trade.Price.Mul(trade.Quantity))
		free = free.Add(trade.Fee)
		openMsgs = append(openMsgs, fmt.Sprintf("price：%v, quantity：%v, fee：%v；",
			trade.Price.Float64(), trade.Quantity.Float64(), trade.Fee.Float64()))
	}

	// 清仓资产
	for _, trade := range s.EndTrade {
		endProfit = endProfit.Add(trade.Price.Mul(trade.Quantity))
		free = free.Add(trade.Fee)
		endMsgs = append(endMsgs, fmt.Sprintf("price：%v, quantity：%v, fee：%v；",
			trade.Price.Float64(), trade.Quantity.Float64(), trade.Fee.Float64()))
	}

	side := s.OpenTrade[0].Side
	// 做多
	if side == types.SideTypeBuy {
		profit = endProfit.Sub(openProfit).Sub(free)
	}

	// 做空
	if side == types.SideTypeSell {
		profit = openProfit.Sub(endProfit).Sub(free)
	}

	msg := fmt.Sprintf("Trade finish：\n symbol: %s, signal：%v, profit：%v, fee：%v \n Trade details：\n  OpenTrade：\n   %s\n  CloseTrade：\n   %s",
		symbol, s.TradeSignal, profit.Float64(), free.Float64(), strings.Join(openMsgs, "\n"), strings.Join(endMsgs, "\n"))

	s.updateAmount(ctx, profit)
	s.TotalProfit = s.TotalProfit.Add(profit)
	s.TotalFree = s.TotalFree.Add(free)
	s.TotalOrderCount += 1
	if profit > fixedpoint.Zero {
		s.TotalProfitCount += 1
	} else {
		s.TotalLossCount += 1
	}

	log.Infof(msg)
	bbgo.Notify(msg)

	// 重置
	s.OpenTrade = []types.Trade{}
	s.EndTrade = []types.Trade{}
	s.OpenQuantity = fixedpoint.Zero
	s.EndQuantity = fixedpoint.Zero

	// 记得取消订单
	s.cancelOrders(ctx, symbol)

	bbgo.Notify(fmt.Sprintf("%v, Total Count：%v, Profit：%v, Fee：%v, Profit Count：%v, Loss Count：%v", s.Symbol,
		s.TotalOrderCount, s.TotalProfit.Float64(), s.TotalFree.Float64(), s.TotalProfitCount, s.TotalLossCount))
}

func (s *Strategy) updateAmount(ctx context.Context, profit fixedpoint.Value) {
	// 更新amount
	newAmount := s.QuantityOrAmount.Amount.Add(profit)
	// 如果当前的总金额大于阶梯上的某一个值，则更新为减半
	if newAmount >= s.StageHalfAmount[s.CurrentStage] {
		s.QuantityOrAmount.Amount = newAmount.Div(Two)
		bbgo.Notify(fmt.Sprintf("%v 结余资金：%v", s.Symbol, s.QuantityOrAmount.Amount.Float64()))
		s.CurrentStage += 1
		bbgo.Sync(ctx, s)
		return
	}
	s.QuantityOrAmount.Amount = newAmount
}

func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
	instanceID := s.InstanceID()
	// Initialize the default value for state
	if s.State == nil {
		s.State = &State{Counter: 1}
	}

	if s.Position == nil {
		s.Position = types.NewPositionFromMarket(s.Market)
	}

	if s.ProfitStats == nil {
		s.ProfitStats = types.NewProfitStats(s.Market)
	}

	if s.TradeStats == nil {
		s.TradeStats = types.NewTradeStats(s.Symbol)
	}

	s.orderExecutor = bbgo.NewGeneralOrderExecutor(session, s.Symbol, ID, instanceID, s.Position)
	s.orderExecutor.BindEnvironment(s.Environment)
	s.orderExecutor.BindProfitStats(s.ProfitStats)
	// s.orderExecutor.BindTradeStats(s.TradeStats)
	s.orderExecutor.TradeCollector().OnPositionUpdate(func(position *types.Position) {
		bbgo.Sync(ctx, s)
	})
	s.orderExecutor.Bind()

	bbgo.Notify("BTC滚仓布林带策略开始运行")

	s.BOLL = session.Indicators(s.Symbol).BOLL(s.Bollinger.IntervalWindow, s.Bollinger.BandWidth)
	s.EMA = session.Indicators(s.Symbol).EMA(s.EMASetting)
	s.ADX = session.Indicators(s.Symbol).ADX(s.ADXSetting.Interval, s.ADXSetting.Window)
	s.ATR = session.Indicators(s.Symbol).ATR(s.ATRSetting.Interval, s.ATRSetting.Window)
	s.CCI = session.Indicators(s.Symbol).CCI(s.CCISetting.Interval, s.CCISetting.Window)
	session.MarketDataStream.OnKLineClosed(func(k types.KLine) {
		if k.Symbol != s.Symbol {
			return
		}
		adx := s.ADX.Last(0)

		// 小于最小ADX信号
		if s.EnableADX && adx < s.ADXLSingle {
			return
		}

		if !s.isTradeTime(ctx) || s.isPauseTrade(ctx) {
			//pauseMsg := fmt.Sprintf("暂停交易：总收益：%v, 暂停次数：%v, 暂停时间：%v; 暂停时间段：[%v, %v)",
			//	s.TotalProfit.Float64(), s.PauseTradeCount.Float64(), s.PauseTradeTime, s.TradeStartHour,
			//	s.TradeEndHour)
			//bbgo.Notify(pauseMsg)
			return
		}

		if !s.Traded {
			// 如若在下一根k线未成交 则取消订单
			if s.TradeSignal != "" && s.TradeRetry > 1 {
				bbgo.Notify(fmt.Sprintf("Trade signal not traded, cancel orders: %s", s.Symbol))
				s.cancelOrders(ctx, s.Symbol)
			}

			if s.TradeSignal != "" && s.TradeRetry <= 1 {
				s.TradeRetry = s.TradeRetry + 1
			}
		}

		if s.TradeSignal != "" {
			return
		}

		bollUp := s.BOLL.UpBand.Last(0)
		bolldown := s.BOLL.DownBand.Last(0)
		ema := s.EMA.Last(0)
		cciV := s.CCI.Last(0)
		signal := s.GetTradeSignal(k, adx, bollUp, bolldown, ema, cciV)
		if signal == "" {
			return
		}
		s.TradeSignal = signal
		msg := fmt.Sprintf("trade singal info, symbol：%s, single %s, time: %s,open：%f，close：%f, high：%f，low:%f, ema: %v, adx: %v, bollUp %f, bollDown %f, cci %f",
			s.Symbol, signal, k.EndTime, k.Open.Float64(), k.Close.Float64(), k.High.Float64(), k.Low.Float64(), ema, adx, bollUp, bolldown, cciV)
		bollDiff := (bollUp - bolldown) / bolldown
		s.placeOrders(ctx, k, bollDiff, adx)
		bbgo.Notify(msg)
	})

	session.UserDataStream.OnOrderUpdate(func(order types.Order) {
		orderSymbol := order.Symbol
		if orderSymbol != s.Symbol {
			return
		}
		if order.Status == types.OrderStatusFilled {
			if order.Type == types.OrderTypeLimit && order.Side == types.SideTypeBuy {
				log.Infof("the long order is filled: %+v,id is %d, symbol is %s, type is %s, status is %s",
					order, order.OrderID, orderSymbol, order.Type, order.Status)
				s.Traded = true
				s.TradeRetry = 0
				bbgo.Notify("Order traded notify：\n symbol：%s, signal：%s, price：%s, quantity：%s", order.Symbol, s.TradeSignal,
					order.Price, order.Quantity)
			}
			if order.Type == types.OrderTypeLimit && order.Side == types.SideTypeSell {
				log.Infof("the short order is filled: %+v,id is %d, symbol is %s, type is %s, status is %s",
					order, order.OrderID, orderSymbol, order.Type, order.Status)
				s.Traded = true
				s.TradeRetry = 0
				bbgo.Notify("Order traded notify：\n symbol：%s, signal：%s, price：%s, quantity：%s", order.Symbol, s.TradeSignal,
					order.Price, order.Quantity)
			}

			if order.Type == types.OrderTypeMarket {
				log.Infof("the loss or profit order is filled: %+v,id is %d, symbol is %s, type is %s, "+
					"status is %s", order, order.OrderID, orderSymbol, order.Type, order.Status)
				bbgo.Notify("Order stop profit or loss notify：\n %s", order.Symbol)
				s.Traded = false
				s.TradeRetry = 0
				s.TradeSignal = ""
			} else {
				log.Infof("the order is: %+v,id is %d, symbol is %s, type is %s, status is %s",
					order, order.OrderID, orderSymbol, order.Type, order.Status)
			}
		} else if order.Status == types.OrderStatusCanceled {
			log.Infof("canceled order %+v", order)
		}
	})

	session.UserDataStream.OnTradeUpdate(func(trade types.Trade) {
		symbol := trade.Symbol
		if symbol != s.Symbol {
			return
		}
		if (trade.Side == types.SideTypeBuy && s.TradeSignal == "long") || (trade.Side == types.SideTypeSell && s.TradeSignal == "short") {
			s.OpenTrade = append(s.OpenTrade, trade)
			s.OpenQuantity = s.OpenQuantity.Add(trade.Quantity)
		}
		if (trade.Side == types.SideTypeSell && s.TradeSignal == "long") || (trade.Side == types.SideTypeBuy && s.TradeSignal == "short") {
			s.EndTrade = append(s.EndTrade, trade)
			s.EndQuantity = s.EndQuantity.Add(trade.Quantity)
			s.notifyProfit(ctx, symbol)
		}
		log.Infof("trade: symbol %s, side %s, price %f, fee %f, quantity %f, buyer %v, maker %v",
			symbol, trade.Side, trade.Price.Float64(), trade.Fee.Float64(), trade.Quantity.Float64(),
			trade.IsBuyer, trade.IsMaker)
	})

	s.OnSuspend(func() {
		// Cancel active orders
		_ = s.orderExecutor.GracefulCancel(ctx)
	})

	s.OnEmergencyStop(func() {
		// Cancel active orders
		_ = s.orderExecutor.GracefulCancel(ctx)
		// Close 100% position
		//_ = s.ClosePosition(ctx, fixedpoint.One)
	})

	bbgo.OnShutdown(ctx, func(ctx context.Context, wg *sync.WaitGroup) {
		defer wg.Done()

		if err := s.orderExecutor.GracefulCancel(ctx); err != nil {
			log.WithError(err).Error("unable to cancel open orders...")
		}

		bbgo.Sync(ctx, s)
	})

	return nil
}