all: update profit struct fields

pkg/service/profit_test.go

@@ -23,18 +23,19 @@ func TestProfitService(t *testing.T) {
 	service := &ProfitService{DB: xdb}
 
 	err = service.Insert(types.Profit{
-		Symbol: "BTCUSDT",
+		Symbol:        "BTCUSDT",
 		BaseCurrency:  "BTC",
 		QuoteCurrency: "USDT",
 		AverageCost:   fixedpoint.NewFromFloat(44000),
 		Profit:        fixedpoint.NewFromFloat(1.01),
 		NetProfit:     fixedpoint.NewFromFloat(0.98),
 		TradeID:       99,
+		Side:          types.SideTypeSell,
 		Price:         fixedpoint.NewFromFloat(44300),
 		Quantity:      fixedpoint.NewFromFloat(0.001),
-		TradeAmount:   fixedpoint.NewFromFloat(44.0),
+		QuoteQuantity: fixedpoint.NewFromFloat(44.0),
 		Exchange:      types.ExchangeMax,
-		Time:          time.Now(),
+		TradedAt:      time.Now(),
 	})
 	assert.NoError(t, err)
 }

pkg/strategy/bollmaker/strategy.go

@@ -575,12 +575,12 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 			Symbol:          s.Symbol,
 			Profit:          profit,
 			NetProfit:       netProfit,
-			TradeAmount:     trade.QuoteQuantity,
+			QuoteQuantity:   trade.QuoteQuantity,
 			ProfitMargin:    profit.Div(trade.QuoteQuantity),
 			NetProfitMargin: netProfit.Div(trade.QuoteQuantity),
 			QuoteCurrency:   s.state.Position.QuoteCurrency,
 			BaseCurrency:    s.state.Position.BaseCurrency,
-			Time:            trade.Time.Time(),
+			TradedAt:        trade.Time.Time(),
 		}
 		s.state.ProfitStats.AddProfit(p)
 		s.Notify(&p)

pkg/strategy/xmaker/strategy.go

@@ -767,12 +767,12 @@ func (s *Strategy) CrossRun(ctx context.Context, orderExecutionRouter bbgo.Order
 			Symbol:          s.Symbol,
 			Profit:          profit,
 			NetProfit:       netProfit,
-			TradeAmount:     trade.QuoteQuantity,
+			QuoteQuantity:   trade.QuoteQuantity,
 			ProfitMargin:    profit.Div(trade.QuoteQuantity),
 			NetProfitMargin: netProfit.Div(trade.QuoteQuantity),
 			QuoteCurrency:   s.state.Position.QuoteCurrency,
 			BaseCurrency:    s.state.Position.BaseCurrency,
-			Time:            trade.Time.Time(),
+			TradedAt:        trade.Time.Time(),
 		}
 		s.state.ProfitStats.AddProfit(p)
 		s.Notify(&p)

pkg/types/position.go

@@ -53,6 +53,40 @@ type Position struct {
 	sync.Mutex
 }
 
+// NewProfit generates the profit object from the current position
+func (p *Position) NewProfit(profit, netProfit fixedpoint.Value, trade Trade) *Profit {
+	return &Profit{
+		Symbol:        p.Symbol,
+		QuoteCurrency: p.QuoteCurrency,
+		BaseCurrency:  p.BaseCurrency,
+		AverageCost:   p.AverageCost,
+
+		// profit related fields
+		Profit:          profit,
+		NetProfit:       netProfit,
+		ProfitMargin:    profit.Div(trade.QuoteQuantity),
+		NetProfitMargin: netProfit.Div(trade.QuoteQuantity),
+
+		// trade related fields
+		TradeID:       trade.ID,
+		Price:         trade.Price,
+		Quantity:      trade.Quantity,
+		QuoteQuantity: trade.QuoteQuantity,
+		IsMaker:       trade.IsMaker,
+		IsBuyer:       trade.IsBuyer,
+		Side:          trade.Side,
+
+		Fee:         trade.Fee,
+		FeeCurrency: trade.FeeCurrency,
+
+		TradedAt: trade.Time.Time(),
+
+		IsFutures:  trade.IsFutures,
+		IsMargin:   trade.IsMargin,
+		IsIsolated: trade.IsIsolated,
+	}
+}
+
 func (p *Position) NewClosePositionOrder(percentage fixedpoint.Value) *SubmitOrder {
 	base := p.GetBase()
 	quantity := base.Mul(percentage)

pkg/types/profit.go

@@ -12,14 +12,21 @@ import (
 
 // Profit struct stores the PnL information
 type Profit struct {
-	Symbol string `json:"symbol"`
+	// --- position related fields
+	// -------------------------------------------
+	// Symbol is the symbol of the position
+	Symbol        string           `json:"symbol"`
+	QuoteCurrency string           `json:"quoteCurrency" db:"quote_currency"`
+	BaseCurrency  string           `json:"baseCurrency" db:"base_currency"`
+	AverageCost   fixedpoint.Value `json:"averageCost" db:"average_cost"`
 
+	// profit related fields
+	// -------------------------------------------
 	// Profit is the profit of this trade made. negative profit means loss.
 	Profit fixedpoint.Value `json:"profit" db:"profit"`
 
 	// NetProfit is (profit - trading fee)
-	NetProfit   fixedpoint.Value `json:"netProfit" db:"net_profit"`
+	NetProfit fixedpoint.Value `json:"netProfit" db:"net_profit"`
-	AverageCost fixedpoint.Value `json:"averageCost" db:"average_cost"`
 
 	// ProfitMargin is a percentage of the profit and the capital amount
 	ProfitMargin fixedpoint.Value `json:"profitMargin" db:"profit_margin"`
@@ -27,29 +34,31 @@ type Profit struct {
 	// NetProfitMargin is a percentage of the net profit and the capital amount
 	NetProfitMargin fixedpoint.Value `json:"netProfitMargin" db:"net_profit_margin"`
 
-	QuoteCurrency string `json:"quoteCurrency" db:"quote_currency"`
+	// trade related fields
-	BaseCurrency  string `json:"baseCurrency" db:"base_currency"`
+	// --------------------------------------------
+	// TradeID is the exchange trade id of that trade
+	TradeID       uint64           `json:"tradeID" db:"trade_id"`
+	Side          SideType         `json:"side" db:"side"`
+	IsBuyer       bool             `json:"isBuyer" db:"is_buyer"`
+	IsMaker       bool             `json:"isMaker" db:"is_maker"`
+	Price         fixedpoint.Value `json:"price" db:"price"`
+	Quantity      fixedpoint.Value `json:"quantity" db:"quantity"`
+	QuoteQuantity fixedpoint.Value `json:"quoteQuantity" db:"quote_quantity"`
 
-	TradeID     uint64           `json:"tradeID" db:"trade_id"`
-	Side        string           `json:"side" db:"side"`
-	IsBuyer     bool             `json:"isBuyer" db:"is_buyer"`
-	IsMaker     bool             `json:"isMaker" db:"is_maker"`
-	Price       fixedpoint.Value `json:"price" db:"price"`
-	Quantity    fixedpoint.Value `json:"quantity"`
-	TradeAmount fixedpoint.Value `json:"quoteQuantity" db:"quote_quantity"`
 	// FeeInUSD is the summed fee of this profit,
 	// you will need to convert the trade fee into USD since the fee currencies can be different.
-	FeeInUSD           fixedpoint.Value `json:"feeInUSD" db:"fee_in_usd"`
+	FeeInUSD    fixedpoint.Value `json:"feeInUSD" db:"fee_in_usd"`
-	Fee                fixedpoint.Value `json:"fee" db:"fee"`
+	Fee         fixedpoint.Value `json:"fee" db:"fee"`
-	FeeCurrency        string           `json:"feeCurrency" db:"fee_currency"`
+	FeeCurrency string           `json:"feeCurrency" db:"fee_currency"`
-	Time               time.Time        `json:"tradedAt" db:"traded_at"`
+	Exchange    ExchangeName     `json:"exchange" db:"exchange"`
-	Strategy           string           `json:"strategy" db:"strategy"`
+	IsMargin    bool             `json:"isMargin" db:"is_margin"`
-	StrategyInstanceID string           `json:"strategyInstanceID" db:"strategy_instance_id"`
+	IsFutures   bool             `json:"isFutures" db:"is_futures"`
+	IsIsolated  bool             `json:"isIsolated" db:"is_isolated"`
+	TradedAt    time.Time        `json:"tradedAt" db:"traded_at"`
 
-	Exchange   ExchangeName `json:"exchange" db:"exchange"`
+	// strategy related fields
-	IsMargin   bool         `json:"isMargin" db:"is_margin"`
+	Strategy           string `json:"strategy" db:"strategy"`
-	IsFutures  bool         `json:"isFutures" db:"is_futures"`
+	StrategyInstanceID string `json:"strategyInstanceID" db:"strategy_instance_id"`
-	IsIsolated bool         `json:"isIsolated" db:"is_isolated"`
 }
 
 func (p *Profit) SlackAttachment() slack.Attachment {
@@ -84,10 +93,10 @@ func (p *Profit) SlackAttachment() slack.Attachment {
 		})
 	}
 
-	if !p.TradeAmount.IsZero() {
+	if !p.QuoteQuantity.IsZero() {
 		fields = append(fields, slack.AttachmentField{
 			Title: "Trade Amount",
-			Value: p.TradeAmount.String() + " " + p.QuoteCurrency,
+			Value: p.QuoteQuantity.String() + " " + p.QuoteCurrency,
 			Short: true,
 		})
 	}