Merge pull request #868 from c9s/fixes

fix: many minor fixes

doc/topics/developing-strategy.md

@@ -16,11 +16,11 @@ In general, strategies are Go struct, defined in the Go package.
 
 To add your first strategy, the fastest way is to add it as a built-in strategy.
 
-Simply edit `pkg/cmd/builtin.go` and import your strategy package there.
+Simply edit `pkg/cmd/strategy/builtin.go` and import your strategy package there.
 
 When BBGO starts, the strategy will be imported as a package, and register its struct to the engine.
 
-You can also create a new file called `pkg/cmd/builtin_short.go` and import your strategy package.
+You can also create a new file called `pkg/cmd/strategy/short.go` and import your strategy package.
 
 ```
 import (

pkg/bbgo/activeorderbook.go

@@ -105,18 +105,28 @@ func (b *ActiveOrderBook) GracefulCancel(ctx context.Context, ex types.Exchange)
 
 		// verify the current open orders via the RESTful API
 		log.Warnf("[ActiveOrderBook] using REStful API to verify active orders...")
-		openOrders, err := ex.QueryOpenOrders(ctx, b.Symbol)
+
-		if err != nil {
+		orders = b.Orders()
-			log.WithError(err).Errorf("can not query %s open orders", b.Symbol)
+		var symbols = map[string]struct{}{}
-			continue
+		for _, order := range orders {
+			symbols[order.Symbol] = struct{}{}
+
 		}
 
-		openOrderStore := NewOrderStore(b.Symbol)
+		for symbol := range symbols {
-		openOrderStore.Add(openOrders...)
+			openOrders, err := ex.QueryOpenOrders(ctx, symbol)
-		for _, o := range orders {
+			if err != nil {
-			// if it's not on the order book (open orders), we should remove it from our local side
+				log.WithError(err).Errorf("can not query %s open orders", symbol)
-			if !openOrderStore.Exists(o.OrderID) {
+				continue
-				b.Remove(o)
+			}
+
+			openOrderStore := NewOrderStore(symbol)
+			openOrderStore.Add(openOrders...)
+			for _, o := range orders {
+				// if it's not on the order book (open orders), we should remove it from our local side
+				if !openOrderStore.Exists(o.OrderID) {
+					b.Remove(o)
+				}
 			}
 		}
 	}

pkg/bbgo/tradecollector.go

@@ -2,6 +2,7 @@ package bbgo
 
 import (
 	"context"
+	"sync"
 	"time"
 
 	log "github.com/sirupsen/logrus"
@@ -22,6 +23,8 @@ type TradeCollector struct {
 	orderStore *OrderStore
 	doneTrades map[types.TradeKey]struct{}
 
+	mu sync.Mutex
+
 	recoverCallbacks []func(trade types.Trade)
 
 	tradeCallbacks []func(trade types.Trade, profit, netProfit fixedpoint.Value)
@@ -100,11 +103,18 @@ func (c *TradeCollector) Recover(ctx context.Context, ex types.ExchangeTradeHist
 	return nil
 }
 
+func (c *TradeCollector) setDone(key types.TradeKey) {
+	c.mu.Lock()
+	c.doneTrades[key] = struct{}{}
+	c.mu.Unlock()
+}
+
 // Process filters the received trades and see if there are orders matching the trades
 // if we have the order in the order store, then the trade will be considered for the position.
 // profit will also be calculated.
 func (c *TradeCollector) Process() bool {
 	positionChanged := false
+
 	c.tradeStore.Filter(func(trade types.Trade) bool {
 		key := trade.Key()
 
@@ -114,22 +124,28 @@ func (c *TradeCollector) Process() bool {
 		}
 
 		if c.orderStore.Exists(trade.OrderID) {
-			c.doneTrades[key] = struct{}{}
+			c.setDone(key)
-			profit, netProfit, madeProfit := c.position.AddTrade(trade)
+
-			if madeProfit {
+			if c.position != nil {
-				p := c.position.NewProfit(trade, profit, netProfit)
+				profit, netProfit, madeProfit := c.position.AddTrade(trade)
-				c.EmitTrade(trade, profit, netProfit)
+				if madeProfit {
-				c.EmitProfit(trade, &p)
+					p := c.position.NewProfit(trade, profit, netProfit)
+					c.EmitTrade(trade, profit, netProfit)
+					c.EmitProfit(trade, &p)
+				} else {
+					c.EmitTrade(trade, fixedpoint.Zero, fixedpoint.Zero)
+					c.EmitProfit(trade, nil)
+				}
+				positionChanged = true
 			} else {
 				c.EmitTrade(trade, fixedpoint.Zero, fixedpoint.Zero)
-				c.EmitProfit(trade, nil)
 			}
-			positionChanged = true
 			return true
 		}
 		return false
 	})
-	if positionChanged {
+
+	if positionChanged && c.position != nil {
 		c.EmitPositionUpdate(c.position)
 	}
 
@@ -149,17 +165,22 @@ func (c *TradeCollector) processTrade(trade types.Trade) bool {
 			return false
 		}
 
-		profit, netProfit, madeProfit := c.position.AddTrade(trade)
+		if c.position != nil {
-		if madeProfit {
+			profit, netProfit, madeProfit := c.position.AddTrade(trade)
-			p := c.position.NewProfit(trade, profit, netProfit)
+			if madeProfit {
-			c.EmitTrade(trade, profit, netProfit)
+				p := c.position.NewProfit(trade, profit, netProfit)
-			c.EmitProfit(trade, &p)
+				c.EmitTrade(trade, profit, netProfit)
+				c.EmitProfit(trade, &p)
+			} else {
+				c.EmitTrade(trade, fixedpoint.Zero, fixedpoint.Zero)
+				c.EmitProfit(trade, nil)
+			}
+			c.EmitPositionUpdate(c.position)
 		} else {
 			c.EmitTrade(trade, fixedpoint.Zero, fixedpoint.Zero)
-			c.EmitProfit(trade, nil)
 		}
-		c.EmitPositionUpdate(c.position)
+
-		c.doneTrades[key] = struct{}{}
+		c.setDone(key)
 		return true
 	}
 	return false

pkg/cmd/import.go

@@ -0,0 +1,6 @@
+package cmd
+
+// import built-in strategies
+import (
+	_ "github.com/c9s/bbgo/pkg/cmd/strategy"
+)

pkg/cmd/root.go

@@ -62,15 +62,15 @@ var RootCmd = &cobra.Command{
 		}
 
 		if cpuProfile != "" {
-			log.Infof("starting cpu profiler...")
+			log.Infof("starting cpu profiler, recording at %s", cpuProfile)
 
 			cpuProfileFile, err = os.Create(cpuProfile)
 			if err != nil {
-				log.Fatal("could not create CPU profile: ", err)
+				return errors.Wrap(err, "can not create file for CPU profile")
 			}
 
 			if err := pprof.StartCPUProfile(cpuProfileFile); err != nil {
-				log.Fatal("could not start CPU profile: ", err)
+				return errors.Wrap(err, "can not start CPU profile")
 			}
 		}
 

pkg/cmd/run.go

@@ -6,7 +6,6 @@ import (
 	"os"
 	"os/exec"
 	"path/filepath"
-	"runtime/pprof"
 	"syscall"
 
 	"github.com/pkg/errors"
@@ -244,11 +243,6 @@ func run(cmd *cobra.Command, args []string) error {
 		return err
 	}
 
-	cpuProfile, err := cmd.Flags().GetString("cpu-profile")
-	if err != nil {
-		return err
-	}
-
 	if !setup {
 		// if it's not setup, then the config file option is required.
 		if len(configFile) == 0 {
@@ -280,20 +274,6 @@ func run(cmd *cobra.Command, args []string) error {
 			return err
 		}
 
-		if cpuProfile != "" {
-			f, err := os.Create(cpuProfile)
-			if err != nil {
-				log.Fatal("could not create CPU profile: ", err)
-			}
-			defer f.Close() // error handling omitted for example
-
-			if err := pprof.StartCPUProfile(f); err != nil {
-				log.Fatal("could not start CPU profile: ", err)
-			}
-
-			defer pprof.StopCPUProfile()
-		}
-
 		return runConfig(ctx, cmd, userConfig)
 	}
 

pkg/cmd/strategy/builtin.go

@@ -1,4 +1,4 @@
-package cmd
+package strategy
 
 // import built-in strategies
 import (

pkg/exchange/max/exchange.go

@@ -168,7 +168,42 @@ func (e *Exchange) NewStream() types.Stream {
 	return stream
 }
 
+func (e *Exchange) QueryOrderTrades(ctx context.Context, q types.OrderQuery) ([]types.Trade, error) {
+	if q.OrderID == "" {
+		return nil, errors.New("max.QueryOrder: OrderID is required parameter")
+	}
+
+	orderID, err := strconv.ParseInt(q.OrderID, 10, 64)
+	if err != nil {
+		return nil, err
+	}
+
+	maxTrades, err := e.v3order.NewGetOrderTradesRequest().OrderID(uint64(orderID)).Do(ctx)
+	if err != nil {
+		return nil, err
+	}
+
+	var trades []types.Trade
+	for _, t := range maxTrades {
+		localTrade, err := toGlobalTrade(t)
+		if err != nil {
+			log.WithError(err).Errorf("can not convert trade: %+v", t)
+			continue
+		}
+
+		trades = append(trades, *localTrade)
+	}
+
+	// ensure everything is sorted ascending
+	trades = types.SortTradesAscending(trades)
+	return trades, nil
+}
+
 func (e *Exchange) QueryOrder(ctx context.Context, q types.OrderQuery) (*types.Order, error) {
+	if q.OrderID == "" {
+		return nil, errors.New("max.QueryOrder: OrderID is required parameter")
+	}
+
 	orderID, err := strconv.ParseInt(q.OrderID, 10, 64)
 	if err != nil {
 		return nil, err

pkg/exchange/max/maxapi/v3/get_order_trades_request.go

@@ -0,0 +1,19 @@
+package v3
+
+//go:generate -command GetRequest requestgen -method GET
+//go:generate -command PostRequest requestgen -method POST
+//go:generate -command DeleteRequest requestgen -method DELETE
+
+import "github.com/c9s/requestgen"
+
+func (s *OrderService) NewGetOrderTradesRequest() *GetOrderTradesRequest {
+	return &GetOrderTradesRequest{client: s.Client}
+}
+
+//go:generate GetRequest -url "/api/v3/order/trades" -type GetOrderTradesRequest -responseType []Trade
+type GetOrderTradesRequest struct {
+	client requestgen.AuthenticatedAPIClient
+
+	orderID       *uint64 `param:"order_id,omitempty"`
+	clientOrderID *string `param:"client_oid,omitempty"`
+}

pkg/exchange/max/maxapi/v3/get_order_trades_request_requestgen.go

@@ -0,0 +1,165 @@
+// Code generated by "requestgen -method GET -url /api/v3/order/trades -type GetOrderTradesRequest -responseType []Trade"; DO NOT EDIT.
+
+package v3
+
+import (
+	"context"
+	"encoding/json"
+	"fmt"
+	"github.com/c9s/bbgo/pkg/exchange/max/maxapi"
+	"net/url"
+	"reflect"
+	"regexp"
+)
+
+func (g *GetOrderTradesRequest) OrderID(orderID uint64) *GetOrderTradesRequest {
+	g.orderID = &orderID
+	return g
+}
+
+func (g *GetOrderTradesRequest) ClientOrderID(clientOrderID string) *GetOrderTradesRequest {
+	g.clientOrderID = &clientOrderID
+	return g
+}
+
+// GetQueryParameters builds and checks the query parameters and returns url.Values
+func (g *GetOrderTradesRequest) GetQueryParameters() (url.Values, error) {
+	var params = map[string]interface{}{}
+
+	query := url.Values{}
+	for _k, _v := range params {
+		query.Add(_k, fmt.Sprintf("%v", _v))
+	}
+
+	return query, nil
+}
+
+// GetParameters builds and checks the parameters and return the result in a map object
+func (g *GetOrderTradesRequest) GetParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+	// check orderID field -> json key order_id
+	if g.orderID != nil {
+		orderID := *g.orderID
+
+		// assign parameter of orderID
+		params["order_id"] = orderID
+	} else {
+	}
+	// check clientOrderID field -> json key client_oid
+	if g.clientOrderID != nil {
+		clientOrderID := *g.clientOrderID
+
+		// assign parameter of clientOrderID
+		params["client_oid"] = clientOrderID
+	} else {
+	}
+
+	return params, nil
+}
+
+// GetParametersQuery converts the parameters from GetParameters into the url.Values format
+func (g *GetOrderTradesRequest) GetParametersQuery() (url.Values, error) {
+	query := url.Values{}
+
+	params, err := g.GetParameters()
+	if err != nil {
+		return query, err
+	}
+
+	for _k, _v := range params {
+		if g.isVarSlice(_v) {
+			g.iterateSlice(_v, func(it interface{}) {
+				query.Add(_k+"[]", fmt.Sprintf("%v", it))
+			})
+		} else {
+			query.Add(_k, fmt.Sprintf("%v", _v))
+		}
+	}
+
+	return query, nil
+}
+
+// GetParametersJSON converts the parameters from GetParameters into the JSON format
+func (g *GetOrderTradesRequest) GetParametersJSON() ([]byte, error) {
+	params, err := g.GetParameters()
+	if err != nil {
+		return nil, err
+	}
+
+	return json.Marshal(params)
+}
+
+// GetSlugParameters builds and checks the slug parameters and return the result in a map object
+func (g *GetOrderTradesRequest) GetSlugParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+
+	return params, nil
+}
+
+func (g *GetOrderTradesRequest) applySlugsToUrl(url string, slugs map[string]string) string {
+	for _k, _v := range slugs {
+		needleRE := regexp.MustCompile(":" + _k + "\\b")
+		url = needleRE.ReplaceAllString(url, _v)
+	}
+
+	return url
+}
+
+func (g *GetOrderTradesRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
+	sliceValue := reflect.ValueOf(slice)
+	for _i := 0; _i < sliceValue.Len(); _i++ {
+		it := sliceValue.Index(_i).Interface()
+		_f(it)
+	}
+}
+
+func (g *GetOrderTradesRequest) isVarSlice(_v interface{}) bool {
+	rt := reflect.TypeOf(_v)
+	switch rt.Kind() {
+	case reflect.Slice:
+		return true
+	}
+	return false
+}
+
+func (g *GetOrderTradesRequest) GetSlugsMap() (map[string]string, error) {
+	slugs := map[string]string{}
+	params, err := g.GetSlugParameters()
+	if err != nil {
+		return slugs, nil
+	}
+
+	for _k, _v := range params {
+		slugs[_k] = fmt.Sprintf("%v", _v)
+	}
+
+	return slugs, nil
+}
+
+func (g *GetOrderTradesRequest) Do(ctx context.Context) ([]max.Trade, error) {
+
+	// empty params for GET operation
+	var params interface{}
+	query, err := g.GetParametersQuery()
+	if err != nil {
+		return nil, err
+	}
+
+	apiURL := "/api/v3/order/trades"
+
+	req, err := g.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
+	if err != nil {
+		return nil, err
+	}
+
+	response, err := g.client.SendRequest(req)
+	if err != nil {
+		return nil, err
+	}
+
+	var apiResponse []max.Trade
+	if err := response.DecodeJSON(&apiResponse); err != nil {
+		return nil, err
+	}
+	return apiResponse, nil
+}

pkg/types/currencies.go

@@ -1,10 +1,12 @@
 package types
 
-import "math/big"
+import (
+	"math/big"
 
-import "github.com/leekchan/accounting"
+	"github.com/leekchan/accounting"
 
-import "github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+)
 
 type Acc = accounting.Accounting
 
@@ -24,6 +26,17 @@ var BNB = wrapper{accounting.Accounting{Symbol: "BNB ", Precision: 4}}
 
 var FiatCurrencies = []string{"USDC", "USDT", "USD", "TWD", "EUR", "GBP", "BUSD"}
 
+var USDFiatCurrencies = []string{"USDT", "USDC", "USD", "BUSD"}
+
+func IsUSDFiatCurrency(currency string) bool {
+	for _, c := range USDFiatCurrencies {
+		if c == currency {
+			return true
+		}
+	}
+	return false
+}
+
 func IsFiatCurrency(currency string) bool {
 	for _, c := range FiatCurrencies {
 		if c == currency {

pkg/types/exchange.go

@@ -88,6 +88,7 @@ type Exchange interface {
 // ExchangeOrderQueryService provides an interface for querying the order status via order ID or client order ID
 type ExchangeOrderQueryService interface {
 	QueryOrder(ctx context.Context, q OrderQuery) (*Order, error)
+	QueryOrderTrades(ctx context.Context, q OrderQuery) ([]Trade, error)
 }
 
 type ExchangeTradeService interface {

pkg/types/kline.go

@@ -214,11 +214,11 @@ func (k KLine) GetChange() fixedpoint.Value {
 
 func (k KLine) Color() string {
 	if k.Direction() > 0 {
-		return GreenColor
+		return util.GreenColor
 	} else if k.Direction() < 0 {
-		return RedColor
+		return util.RedColor
 	}
-	return GrayColor
+	return util.GrayColor
 }
 
 func (k KLine) String() string {
@@ -368,11 +368,11 @@ func (k KLineWindow) GetTrend() int {
 
 func (k KLineWindow) Color() string {
 	if k.GetTrend() > 0 {
-		return GreenColor
+		return util.GreenColor
 	} else if k.GetTrend() < 0 {
-		return RedColor
+		return util.RedColor
 	}
-	return GrayColor
+	return util.GrayColor
 }
 
 // Mid price

pkg/types/order.go

@@ -116,13 +116,13 @@ type SubmitOrder struct {
 	Side   SideType  `json:"side" db:"side"`
 	Type   OrderType `json:"orderType" db:"order_type"`
 
-	Quantity     fixedpoint.Value `json:"quantity" db:"quantity"`
+	Quantity fixedpoint.Value `json:"quantity" db:"quantity"`
-	Price        fixedpoint.Value `json:"price" db:"price"`
+	Price    fixedpoint.Value `json:"price" db:"price"`
 
 	// AveragePrice is only used in back-test currently
 	AveragePrice fixedpoint.Value `json:"averagePrice"`
 
-	StopPrice    fixedpoint.Value `json:"stopPrice,omitempty" db:"stop_price"`
+	StopPrice fixedpoint.Value `json:"stopPrice,omitempty" db:"stop_price"`
 
 	Market Market `json:"-" db:"-"`
 
@@ -140,6 +140,39 @@ type SubmitOrder struct {
 	Tag string `json:"tag" db:"-"`
 }
 
+func (o *SubmitOrder) In() (fixedpoint.Value, string) {
+	switch o.Side {
+	case SideTypeBuy:
+		if o.AveragePrice.IsZero() {
+			return o.Quantity.Mul(o.Price), o.Market.QuoteCurrency
+		} else {
+			return o.Quantity.Mul(o.AveragePrice), o.Market.QuoteCurrency
+		}
+
+	case SideTypeSell:
+		return o.Quantity, o.Market.BaseCurrency
+
+	}
+
+	return fixedpoint.Zero, ""
+}
+
+func (o *SubmitOrder) Out() (fixedpoint.Value, string) {
+	switch o.Side {
+	case SideTypeBuy:
+		return o.Quantity, o.Market.BaseCurrency
+
+	case SideTypeSell:
+		if o.AveragePrice.IsZero() {
+			return o.Quantity.Mul(o.Price), o.Market.QuoteCurrency
+		} else {
+			return o.Quantity.Mul(o.AveragePrice), o.Market.QuoteCurrency
+		}
+	}
+
+	return fixedpoint.Zero, ""
+}
+
 func (o *SubmitOrder) String() string {
 	switch o.Type {
 	case OrderTypeMarket:

pkg/types/orderbook.go

@@ -114,12 +114,16 @@ func (b *MutexOrderBook) Update(update SliceOrderBook) {
 	b.Unlock()
 }
 
+//go:generate callbackgen -type StreamOrderBook
 // StreamOrderBook receives streaming data from websocket connection and
 // update the order book with mutex lock, so you can safely access it.
 type StreamOrderBook struct {
 	*MutexOrderBook
 
 	C sigchan.Chan
+
+	updateCallbacks   []func(update SliceOrderBook)
+	snapshotCallbacks []func(snapshot SliceOrderBook)
 }
 
 func NewStreamBook(symbol string) *StreamOrderBook {
@@ -136,6 +140,7 @@ func (sb *StreamOrderBook) BindStream(stream Stream) {
 		}
 
 		sb.Load(book)
+		sb.EmitSnapshot(book)
 		sb.C.Emit()
 	})
 
@@ -145,6 +150,7 @@ func (sb *StreamOrderBook) BindStream(stream Stream) {
 		}
 
 		sb.Update(book)
+		sb.EmitUpdate(book)
 		sb.C.Emit()
 	})
 }

pkg/types/profit.go

@@ -64,17 +64,17 @@ type Profit struct {
 }
 
 func (p *Profit) SlackAttachment() slack.Attachment {
-	var color = pnlColor(p.Profit)
+	var color = util.PnLColor(p.Profit)
 	var title = fmt.Sprintf("%s PnL ", p.Symbol)
-	title += pnlEmojiMargin(p.Profit, p.ProfitMargin, defaultPnlLevelResolution) + " "
+	title += util.PnLEmojiMargin(p.Profit, p.ProfitMargin, util.DefaultPnLLevelResolution) + " "
-	title += pnlSignString(p.Profit) + " " + p.QuoteCurrency
+	title += util.PnLSignString(p.Profit) + " " + p.QuoteCurrency
 
 	var fields []slack.AttachmentField
 
 	if !p.NetProfit.IsZero() {
 		fields = append(fields, slack.AttachmentField{
 			Title: "Net Profit",
-			Value: pnlSignString(p.NetProfit) + " " + p.QuoteCurrency,
+			Value: util.PnLSignString(p.NetProfit) + " " + p.QuoteCurrency,
 			Short: true,
 		})
 	}
@@ -130,9 +130,9 @@ func (p *Profit) SlackAttachment() slack.Attachment {
 func (p *Profit) PlainText() string {
 	var emoji string
 	if !p.ProfitMargin.IsZero() {
-		emoji = pnlEmojiMargin(p.Profit, p.ProfitMargin, defaultPnlLevelResolution)
+		emoji = util.PnLEmojiMargin(p.Profit, p.ProfitMargin, util.DefaultPnLLevelResolution)
 	} else {
-		emoji = pnlEmojiSimple(p.Profit)
+		emoji = util.PnLEmojiSimple(p.Profit)
 	}
 
 	return fmt.Sprintf("%s trade profit %s %s %s (%s), net profit =~ %s %s (%s)",
@@ -145,62 +145,6 @@ func (p *Profit) PlainText() string {
 	)
 }
 
-var lossEmoji = "🔥"
-var profitEmoji = "💰"
-var defaultPnlLevelResolution = fixedpoint.NewFromFloat(0.001)
-
-func pnlColor(pnl fixedpoint.Value) string {
-	if pnl.Sign() > 0 {
-		return GreenColor
-	}
-	return RedColor
-}
-
-func pnlSignString(pnl fixedpoint.Value) string {
-	if pnl.Sign() > 0 {
-		return "+" + pnl.String()
-	}
-	return pnl.String()
-}
-
-func pnlEmojiSimple(pnl fixedpoint.Value) string {
-	if pnl.Sign() < 0 {
-		return lossEmoji
-	}
-
-	if pnl.IsZero() {
-		return ""
-	}
-
-	return profitEmoji
-}
-
-func pnlEmojiMargin(pnl, margin, resolution fixedpoint.Value) (out string) {
-	if margin.IsZero() {
-		return pnlEmojiSimple(pnl)
-	}
-
-	if pnl.Sign() < 0 {
-		out = lossEmoji
-		level := (margin.Neg()).Div(resolution).Int()
-		for i := 1; i < level; i++ {
-			out += lossEmoji
-		}
-		return out
-	}
-
-	if pnl.IsZero() {
-		return out
-	}
-
-	out = profitEmoji
-	level := margin.Div(resolution).Int()
-	for i := 1; i < level; i++ {
-		out += profitEmoji
-	}
-	return out
-}
-
 type ProfitStats struct {
 	Symbol        string `json:"symbol"`
 	QuoteCurrency string `json:"quoteCurrency"`
@@ -303,8 +247,8 @@ func (s *ProfitStats) PlainText() string {
 }
 
 func (s *ProfitStats) SlackAttachment() slack.Attachment {
-	var color = pnlColor(s.AccumulatedPnL)
+	var color = util.PnLColor(s.AccumulatedPnL)
-	var title = fmt.Sprintf("%s Accumulated PnL %s %s", s.Symbol, pnlSignString(s.AccumulatedPnL), s.QuoteCurrency)
+	var title = fmt.Sprintf("%s Accumulated PnL %s %s", s.Symbol, util.PnLSignString(s.AccumulatedPnL), s.QuoteCurrency)
 
 	since := time.Unix(s.AccumulatedSince, 0).Local()
 	title += " Since " + since.Format(time.RFC822)
@@ -314,7 +258,7 @@ func (s *ProfitStats) SlackAttachment() slack.Attachment {
 	if !s.TodayPnL.IsZero() {
 		fields = append(fields, slack.AttachmentField{
 			Title: "P&L Today",
-			Value: pnlSignString(s.TodayPnL) + " " + s.QuoteCurrency,
+			Value: util.PnLSignString(s.TodayPnL) + " " + s.QuoteCurrency,
 			Short: true,
 		})
 	}
@@ -322,7 +266,7 @@ func (s *ProfitStats) SlackAttachment() slack.Attachment {
 	if !s.TodayNetProfit.IsZero() {
 		fields = append(fields, slack.AttachmentField{
 			Title: "Net Profit Today",
-			Value: pnlSignString(s.TodayNetProfit) + " " + s.QuoteCurrency,
+			Value: util.PnLSignString(s.TodayNetProfit) + " " + s.QuoteCurrency,
 			Short: true,
 		})
 	}
@@ -330,7 +274,7 @@ func (s *ProfitStats) SlackAttachment() slack.Attachment {
 	if !s.TodayGrossProfit.IsZero() {
 		fields = append(fields, slack.AttachmentField{
 			Title: "Gross Profit Today",
-			Value: pnlSignString(s.TodayGrossProfit) + " " + s.QuoteCurrency,
+			Value: util.PnLSignString(s.TodayGrossProfit) + " " + s.QuoteCurrency,
 			Short: true,
 		})
 	}
@@ -338,7 +282,7 @@ func (s *ProfitStats) SlackAttachment() slack.Attachment {
 	if !s.TodayGrossLoss.IsZero() {
 		fields = append(fields, slack.AttachmentField{
 			Title: "Gross Loss Today",
-			Value: pnlSignString(s.TodayGrossLoss) + " " + s.QuoteCurrency,
+			Value: util.PnLSignString(s.TodayGrossLoss) + " " + s.QuoteCurrency,
 			Short: true,
 		})
 	}
@@ -346,28 +290,28 @@ func (s *ProfitStats) SlackAttachment() slack.Attachment {
 	if !s.AccumulatedPnL.IsZero() {
 		fields = append(fields, slack.AttachmentField{
 			Title: "Accumulated P&L",
-			Value: pnlSignString(s.AccumulatedPnL) + " " + s.QuoteCurrency,
+			Value: util.PnLSignString(s.AccumulatedPnL) + " " + s.QuoteCurrency,
 		})
 	}
 
 	if !s.AccumulatedGrossProfit.IsZero() {
 		fields = append(fields, slack.AttachmentField{
 			Title: "Accumulated Gross Profit",
-			Value: pnlSignString(s.AccumulatedGrossProfit) + " " + s.QuoteCurrency,
+			Value: util.PnLSignString(s.AccumulatedGrossProfit) + " " + s.QuoteCurrency,
 		})
 	}
 
 	if !s.AccumulatedGrossLoss.IsZero() {
 		fields = append(fields, slack.AttachmentField{
 			Title: "Accumulated Gross Loss",
-			Value: pnlSignString(s.AccumulatedGrossLoss) + " " + s.QuoteCurrency,
+			Value: util.PnLSignString(s.AccumulatedGrossLoss) + " " + s.QuoteCurrency,
 		})
 	}
 
 	if !s.AccumulatedNetProfit.IsZero() {
 		fields = append(fields, slack.AttachmentField{
 			Title: "Accumulated Net Profit",
-			Value: pnlSignString(s.AccumulatedNetProfit) + " " + s.QuoteCurrency,
+			Value: util.PnLSignString(s.AccumulatedNetProfit) + " " + s.QuoteCurrency,
 		})
 	}
 

pkg/types/rbtree.go

@@ -314,6 +314,9 @@ func (tree *RBTree) RotateRight(y *RBNode) {
 	y.left = x.right
 
 	if !x.right.isNil() {
+		if x.right == nil {
+			panic(fmt.Errorf("x.right is nil: node = %+v, left = %+v, right = %+v, parent = %+v", x, x.left, x.right, x.parent))
+		}
 		x.right.parent = y
 	}
 

pkg/types/side.go

@@ -5,6 +5,8 @@ import (
 	"strings"
 
 	"github.com/pkg/errors"
+
+	"github.com/c9s/bbgo/pkg/util"
 )
 
 // SideType define side type of order
@@ -74,14 +76,14 @@ func (side SideType) String() string {
 
 func (side SideType) Color() string {
 	if side == SideTypeBuy {
-		return GreenColor
+		return util.GreenColor
 	}
 
 	if side == SideTypeSell {
-		return RedColor
+		return util.RedColor
 	}
 
-	return GrayColor
+	return util.GrayColor
 }
 
 func SideToColorName(side SideType) string {

pkg/types/streamorderbook_callbacks.go

@@ -0,0 +1,25 @@
+// Code generated by "callbackgen -type StreamOrderBook"; DO NOT EDIT.
+
+package types
+
+import ()
+
+func (sb *StreamOrderBook) OnUpdate(cb func(update SliceOrderBook)) {
+	sb.updateCallbacks = append(sb.updateCallbacks, cb)
+}
+
+func (sb *StreamOrderBook) EmitUpdate(update SliceOrderBook) {
+	for _, cb := range sb.updateCallbacks {
+		cb(update)
+	}
+}
+
+func (sb *StreamOrderBook) OnSnapshot(cb func(snapshot SliceOrderBook)) {
+	sb.snapshotCallbacks = append(sb.snapshotCallbacks, cb)
+}
+
+func (sb *StreamOrderBook) EmitSnapshot(snapshot SliceOrderBook) {
+	for _, cb := range sb.snapshotCallbacks {
+		cb(snapshot)
+	}
+}

pkg/util/colors.go

@@ -1,4 +1,4 @@
-package types
+package util
 
 const GreenColor = "#228B22"
 const RedColor = "#800000"

pkg/util/emoji.go

@@ -0,0 +1,63 @@
+package util
+
+import (
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+)
+
+var LossEmoji = "🔥"
+var ProfitEmoji = "💰"
+var DefaultPnLLevelResolution = fixedpoint.NewFromFloat(0.001)
+
+func PnLColor(pnl fixedpoint.Value) string {
+	if pnl.Sign() > 0 {
+		return GreenColor
+	}
+	return RedColor
+}
+
+func PnLSignString(pnl fixedpoint.Value) string {
+	if pnl.Sign() > 0 {
+		return "+" + pnl.String()
+	}
+	return pnl.String()
+}
+
+
+func PnLEmojiSimple(pnl fixedpoint.Value) string {
+	if pnl.Sign() < 0 {
+		return LossEmoji
+	}
+
+	if pnl.IsZero() {
+		return ""
+	}
+
+	return ProfitEmoji
+}
+
+func PnLEmojiMargin(pnl, margin, resolution fixedpoint.Value) (out string) {
+	if margin.IsZero() {
+		return PnLEmojiSimple(pnl)
+	}
+
+	if pnl.Sign() < 0 {
+		out = LossEmoji
+		level := (margin.Neg()).Div(resolution).Int()
+		for i := 1; i < level; i++ {
+			out += LossEmoji
+		}
+		return out
+	}
+
+	if pnl.IsZero() {
+		return out
+	}
+
+	out = ProfitEmoji
+	level := margin.Div(resolution).Int()
+	for i := 1; i < level; i++ {
+		out += ProfitEmoji
+	}
+	return out
+}
+