all: move trade collector to pkg/core

pkg/bbgo/mocks/mock_order_executor_extended.go

@@ -5,12 +5,13 @@
 package mocks
 
 import (
-	context "context"
-	reflect "reflect"
+	"context"
+	"reflect"
 
-	bbgo "github.com/c9s/bbgo/pkg/bbgo"
-	types "github.com/c9s/bbgo/pkg/types"
-	gomock "github.com/golang/mock/gomock"
+	"github.com/golang/mock/gomock"
+
+	"github.com/c9s/bbgo/pkg/core"
+	"github.com/c9s/bbgo/pkg/types"
 )
 
 // MockOrderExecutorExtended is a mock of OrderExecutorExtended interface.
@@ -90,10 +91,10 @@ func (mr *MockOrderExecutorExtendedMockRecorder) SubmitOrders(arg0 interface{},
 }
 
 // TradeCollector mocks base method.
-func (m *MockOrderExecutorExtended) TradeCollector() *bbgo.TradeCollector {
+func (m *MockOrderExecutorExtended) TradeCollector() *core.TradeCollector {
 	m.ctrl.T.Helper()
 	ret := m.ctrl.Call(m, "TradeCollector")
-	ret0, _ := ret[0].(*bbgo.TradeCollector)
+	ret0, _ := ret[0].(*core.TradeCollector)
 	return ret0
 }
 

pkg/bbgo/order_execution.go

@@ -10,6 +10,7 @@ import (
 	log "github.com/sirupsen/logrus"
 	"go.uber.org/multierr"
 
+	"github.com/c9s/bbgo/pkg/core"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
 	"github.com/c9s/bbgo/pkg/types"
 	"github.com/c9s/bbgo/pkg/util"
@@ -32,7 +33,7 @@ type OrderExecutor interface {
 type OrderExecutorExtended interface {
 	SubmitOrders(ctx context.Context, orders ...types.SubmitOrder) (createdOrders types.OrderSlice, err error)
 	CancelOrders(ctx context.Context, orders ...types.Order) error
-	TradeCollector() *TradeCollector
+	TradeCollector() *core.TradeCollector
 	Position() *types.Position
 }
 

pkg/bbgo/order_executor_general.go

@@ -35,7 +35,7 @@ type GeneralOrderExecutor struct {
 	position           *types.Position
 	activeMakerOrders  *ActiveOrderBook
 	orderStore         *core.OrderStore
-	tradeCollector     *TradeCollector
+	tradeCollector     *core.TradeCollector
 
 	logger log.FieldLogger
 
@@ -60,7 +60,7 @@ func NewGeneralOrderExecutor(session *ExchangeSession, symbol, strategy, strateg
 		position:           position,
 		activeMakerOrders:  NewActiveOrderBook(symbol),
 		orderStore:         orderStore,
-		tradeCollector:     NewTradeCollector(symbol, position, orderStore),
+		tradeCollector:     core.NewTradeCollector(symbol, position, orderStore),
 	}
 
 	if session != nil && session.Margin {
@@ -517,7 +517,7 @@ func (e *GeneralOrderExecutor) ClosePosition(ctx context.Context, percentage fix
 	return nil
 }
 
-func (e *GeneralOrderExecutor) TradeCollector() *TradeCollector {
+func (e *GeneralOrderExecutor) TradeCollector() *core.TradeCollector {
 	return e.tradeCollector
 }
 

pkg/bbgo/tradecollector.go

@@ -1,238 +1 @@
 package bbgo
-
-import (
-	"context"
-	"sync"
-	"time"
-
-	log "github.com/sirupsen/logrus"
-
-	"github.com/c9s/bbgo/pkg/core"
-	"github.com/c9s/bbgo/pkg/fixedpoint"
-	"github.com/c9s/bbgo/pkg/sigchan"
-	"github.com/c9s/bbgo/pkg/types"
-)
-
-//go:generate callbackgen -type TradeCollector
-type TradeCollector struct {
-	Symbol   string
-	orderSig sigchan.Chan
-
-	tradeStore *core.TradeStore
-	tradeC     chan types.Trade
-	position   *types.Position
-	orderStore *core.OrderStore
-	doneTrades map[types.TradeKey]struct{}
-
-	mu sync.Mutex
-
-	recoverCallbacks []func(trade types.Trade)
-
-	tradeCallbacks []func(trade types.Trade, profit, netProfit fixedpoint.Value)
-
-	positionUpdateCallbacks []func(position *types.Position)
-	profitCallbacks         []func(trade types.Trade, profit *types.Profit)
-}
-
-func NewTradeCollector(symbol string, position *types.Position, orderStore *core.OrderStore) *TradeCollector {
-	return &TradeCollector{
-		Symbol:   symbol,
-		orderSig: sigchan.New(1),
-
-		tradeC:     make(chan types.Trade, 100),
-		tradeStore: core.NewTradeStore(),
-		doneTrades: make(map[types.TradeKey]struct{}),
-		position:   position,
-		orderStore: orderStore,
-	}
-}
-
-// OrderStore returns the order store used by the trade collector
-func (c *TradeCollector) OrderStore() *core.OrderStore {
-	return c.orderStore
-}
-
-// Position returns the position used by the trade collector
-func (c *TradeCollector) Position() *types.Position {
-	return c.position
-}
-
-func (c *TradeCollector) TradeStore() *core.TradeStore {
-	return c.tradeStore
-}
-
-func (c *TradeCollector) SetPosition(position *types.Position) {
-	c.position = position
-}
-
-// QueueTrade sends the trade object to the trade channel,
-// so that the goroutine can receive the trade and process in the background.
-func (c *TradeCollector) QueueTrade(trade types.Trade) {
-	c.tradeC <- trade
-}
-
-// BindStreamForBackground bind the stream callback for background processing
-func (c *TradeCollector) BindStreamForBackground(stream types.Stream) {
-	stream.OnTradeUpdate(c.QueueTrade)
-}
-
-func (c *TradeCollector) BindStream(stream types.Stream) {
-	stream.OnTradeUpdate(func(trade types.Trade) {
-		c.ProcessTrade(trade)
-	})
-}
-
-// Emit triggers the trade processing (position update)
-// If you sent order, and the order store is updated, you can call this method
-// so that trades will be processed in the next round of the goroutine loop
-func (c *TradeCollector) Emit() {
-	c.orderSig.Emit()
-}
-
-func (c *TradeCollector) Recover(ctx context.Context, ex types.ExchangeTradeHistoryService, symbol string, from time.Time) error {
-	trades, err := ex.QueryTrades(ctx, symbol, &types.TradeQueryOptions{
-		StartTime: &from,
-	})
-
-	if err != nil {
-		return err
-	}
-
-	for _, td := range trades {
-		log.Debugf("processing trade: %s", td.String())
-		if c.ProcessTrade(td) {
-			log.Infof("recovered trade: %s", td.String())
-			c.EmitRecover(td)
-		}
-	}
-	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()
-
-		c.mu.Lock()
-		defer c.mu.Unlock()
-
-		// if it's already done, remove the trade from the trade store
-		if _, done := c.doneTrades[key]; done {
-			return true
-		}
-
-		if c.orderStore.Exists(trade.OrderID) {
-			if c.position != nil {
-				profit, netProfit, madeProfit := c.position.AddTrade(trade)
-				if madeProfit {
-					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.doneTrades[key] = struct{}{}
-			return true
-		}
-		return false
-	})
-
-	if positionChanged && c.position != nil {
-		c.EmitPositionUpdate(c.position)
-	}
-
-	return positionChanged
-}
-
-// processTrade takes a trade and see if there is a matched order
-// if the order is found, then we add the trade to the position
-// return true when the given trade is added
-// return false when the given trade is not added
-func (c *TradeCollector) processTrade(trade types.Trade) bool {
-	c.mu.Lock()
-	defer c.mu.Unlock()
-
-	key := trade.Key()
-
-	// if it's already done, remove the trade from the trade store
-	if _, done := c.doneTrades[key]; done {
-		return false
-	}
-
-	if c.orderStore.Exists(trade.OrderID) {
-		if c.position != nil {
-			profit, netProfit, madeProfit := c.position.AddTrade(trade)
-			if madeProfit {
-				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)
-			}
-			c.EmitPositionUpdate(c.position)
-		} else {
-			c.EmitTrade(trade, fixedpoint.Zero, fixedpoint.Zero)
-		}
-
-		c.doneTrades[key] = struct{}{}
-		return true
-	}
-	return false
-}
-
-// return true when the given trade is added
-// return false when the given trade is not added
-func (c *TradeCollector) ProcessTrade(trade types.Trade) bool {
-	key := trade.Key()
-	// if it's already done, remove the trade from the trade store
-	c.mu.Lock()
-	if _, done := c.doneTrades[key]; done {
-		return false
-	}
-	c.mu.Unlock()
-
-	if c.processTrade(trade) {
-		return true
-	}
-
-	c.tradeStore.Add(trade)
-	return false
-}
-
-// Run is a goroutine executed in the background
-// Do not use this function if you need back-testing
-func (c *TradeCollector) Run(ctx context.Context) {
-	var ticker = time.NewTicker(3 * time.Second)
-	for {
-		select {
-		case <-ctx.Done():
-			return
-
-		case <-ticker.C:
-			c.Process()
-
-		case <-c.orderSig:
-			c.Process()
-
-		case trade := <-c.tradeC:
-			c.ProcessTrade(trade)
-		}
-	}
-}

pkg/bbgo/tradecollector_test.go

@@ -1,66 +1 @@
 package bbgo
-
-import (
-	"testing"
-
-	"github.com/stretchr/testify/assert"
-
-	"github.com/c9s/bbgo/pkg/core"
-	"github.com/c9s/bbgo/pkg/fixedpoint"
-	"github.com/c9s/bbgo/pkg/types"
-)
-
-func TestTradeCollector_ShouldNotCountDuplicatedTrade(t *testing.T) {
-	symbol := "BTCUSDT"
-	position := types.NewPosition(symbol, "BTC", "USDT")
-	orderStore := core.NewOrderStore(symbol)
-	collector := NewTradeCollector(symbol, position, orderStore)
-	assert.NotNil(t, collector)
-
-	matched := collector.ProcessTrade(types.Trade{
-		ID:            1,
-		OrderID:       399,
-		Exchange:      types.ExchangeBinance,
-		Price:         fixedpoint.NewFromInt(40000),
-		Quantity:      fixedpoint.One,
-		QuoteQuantity: fixedpoint.NewFromInt(40000),
-		Symbol:        "BTCUSDT",
-		Side:          types.SideTypeBuy,
-		IsBuyer:       true,
-	})
-	assert.False(t, matched, "should be added to the trade store")
-	assert.Equal(t, 1, len(collector.tradeStore.Trades()), "should have one trade in the trade store")
-
-	orderStore.Add(types.Order{
-		SubmitOrder: types.SubmitOrder{
-			Symbol:   "BTCUSDT",
-			Side:     types.SideTypeBuy,
-			Type:     types.OrderTypeLimit,
-			Quantity: fixedpoint.One,
-			Price:    fixedpoint.NewFromInt(40000),
-		},
-		Exchange:         types.ExchangeBinance,
-		OrderID:          399,
-		Status:           types.OrderStatusFilled,
-		ExecutedQuantity: fixedpoint.One,
-		IsWorking:        false,
-	})
-
-	matched = collector.Process()
-	assert.True(t, matched)
-	assert.Equal(t, 0, len(collector.tradeStore.Trades()), "the found trade should be removed from the trade store")
-
-	matched = collector.ProcessTrade(types.Trade{
-		ID:            1,
-		OrderID:       399,
-		Exchange:      types.ExchangeBinance,
-		Price:         fixedpoint.NewFromInt(40000),
-		Quantity:      fixedpoint.One,
-		QuoteQuantity: fixedpoint.NewFromInt(40000),
-		Symbol:        "BTCUSDT",
-		Side:          types.SideTypeBuy,
-		IsBuyer:       true,
-	})
-	assert.False(t, matched, "the same trade should not match")
-	assert.Equal(t, 0, len(collector.tradeStore.Trades()), "the same trade should not be added to the trade store")
-}

pkg/cmd/backtest.go

@@ -308,7 +308,7 @@ var BacktestCmd = &cobra.Command{
 		var reportDir = outputDirectory
 		var sessionTradeStats = make(map[string]map[string]*types.TradeStats)
 
-		var tradeCollectorList []*bbgo.TradeCollector
+		var tradeCollectorList []*core.TradeCollector
 		for _, exSource := range exchangeSources {
 			sessionName := exSource.Session.Name
 			tradeStatsMap := make(map[string]*types.TradeStats)
@@ -317,7 +317,7 @@ var BacktestCmd = &cobra.Command{
 				position := types.NewPositionFromMarket(market)
 				orderStore := core.NewOrderStore(usedSymbol)
 				orderStore.AddOrderUpdate = true
-				tradeCollector := bbgo.NewTradeCollector(usedSymbol, position, orderStore)
+				tradeCollector := core.NewTradeCollector(usedSymbol, position, orderStore)
 
 				tradeStats := types.NewTradeStats(usedSymbol)
 				tradeStats.SetIntervalProfitCollector(types.NewIntervalProfitCollector(types.Interval1d, startTime))

pkg/core/tradecollector.go

@@ -0,0 +1,237 @@
+package core
+
+import (
+	"context"
+	"sync"
+	"time"
+
+	"github.com/sirupsen/logrus"
+
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/sigchan"
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+//go:generate callbackgen -type TradeCollector
+type TradeCollector struct {
+	Symbol   string
+	orderSig sigchan.Chan
+
+	tradeStore *TradeStore
+	tradeC     chan types.Trade
+	position   *types.Position
+	orderStore *OrderStore
+	doneTrades map[types.TradeKey]struct{}
+
+	mu sync.Mutex
+
+	recoverCallbacks []func(trade types.Trade)
+
+	tradeCallbacks []func(trade types.Trade, profit, netProfit fixedpoint.Value)
+
+	positionUpdateCallbacks []func(position *types.Position)
+	profitCallbacks         []func(trade types.Trade, profit *types.Profit)
+}
+
+func NewTradeCollector(symbol string, position *types.Position, orderStore *OrderStore) *TradeCollector {
+	return &TradeCollector{
+		Symbol:   symbol,
+		orderSig: sigchan.New(1),
+
+		tradeC:     make(chan types.Trade, 100),
+		tradeStore: NewTradeStore(),
+		doneTrades: make(map[types.TradeKey]struct{}),
+		position:   position,
+		orderStore: orderStore,
+	}
+}
+
+// OrderStore returns the order store used by the trade collector
+func (c *TradeCollector) OrderStore() *OrderStore {
+	return c.orderStore
+}
+
+// Position returns the position used by the trade collector
+func (c *TradeCollector) Position() *types.Position {
+	return c.position
+}
+
+func (c *TradeCollector) TradeStore() *TradeStore {
+	return c.tradeStore
+}
+
+func (c *TradeCollector) SetPosition(position *types.Position) {
+	c.position = position
+}
+
+// QueueTrade sends the trade object to the trade channel,
+// so that the goroutine can receive the trade and process in the background.
+func (c *TradeCollector) QueueTrade(trade types.Trade) {
+	c.tradeC <- trade
+}
+
+// BindStreamForBackground bind the stream callback for background processing
+func (c *TradeCollector) BindStreamForBackground(stream types.Stream) {
+	stream.OnTradeUpdate(c.QueueTrade)
+}
+
+func (c *TradeCollector) BindStream(stream types.Stream) {
+	stream.OnTradeUpdate(func(trade types.Trade) {
+		c.ProcessTrade(trade)
+	})
+}
+
+// Emit triggers the trade processing (position update)
+// If you sent order, and the order store is updated, you can call this method
+// so that trades will be processed in the next round of the goroutine loop
+func (c *TradeCollector) Emit() {
+	c.orderSig.Emit()
+}
+
+func (c *TradeCollector) Recover(ctx context.Context, ex types.ExchangeTradeHistoryService, symbol string, from time.Time) error {
+	trades, err := ex.QueryTrades(ctx, symbol, &types.TradeQueryOptions{
+		StartTime: &from,
+	})
+
+	if err != nil {
+		return err
+	}
+
+	for _, td := range trades {
+		logrus.Debugf("processing trade: %s", td.String())
+		if c.ProcessTrade(td) {
+			logrus.Infof("recovered trade: %s", td.String())
+			c.EmitRecover(td)
+		}
+	}
+	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()
+
+		c.mu.Lock()
+		defer c.mu.Unlock()
+
+		// if it's already done, remove the trade from the trade store
+		if _, done := c.doneTrades[key]; done {
+			return true
+		}
+
+		if c.orderStore.Exists(trade.OrderID) {
+			if c.position != nil {
+				profit, netProfit, madeProfit := c.position.AddTrade(trade)
+				if madeProfit {
+					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.doneTrades[key] = struct{}{}
+			return true
+		}
+		return false
+	})
+
+	if positionChanged && c.position != nil {
+		c.EmitPositionUpdate(c.position)
+	}
+
+	return positionChanged
+}
+
+// processTrade takes a trade and see if there is a matched order
+// if the order is found, then we add the trade to the position
+// return true when the given trade is added
+// return false when the given trade is not added
+func (c *TradeCollector) processTrade(trade types.Trade) bool {
+	c.mu.Lock()
+	defer c.mu.Unlock()
+
+	key := trade.Key()
+
+	// if it's already done, remove the trade from the trade store
+	if _, done := c.doneTrades[key]; done {
+		return false
+	}
+
+	if c.orderStore.Exists(trade.OrderID) {
+		if c.position != nil {
+			profit, netProfit, madeProfit := c.position.AddTrade(trade)
+			if madeProfit {
+				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)
+			}
+			c.EmitPositionUpdate(c.position)
+		} else {
+			c.EmitTrade(trade, fixedpoint.Zero, fixedpoint.Zero)
+		}
+
+		c.doneTrades[key] = struct{}{}
+		return true
+	}
+	return false
+}
+
+// return true when the given trade is added
+// return false when the given trade is not added
+func (c *TradeCollector) ProcessTrade(trade types.Trade) bool {
+	key := trade.Key()
+	// if it's already done, remove the trade from the trade store
+	c.mu.Lock()
+	if _, done := c.doneTrades[key]; done {
+		return false
+	}
+	c.mu.Unlock()
+
+	if c.processTrade(trade) {
+		return true
+	}
+
+	c.tradeStore.Add(trade)
+	return false
+}
+
+// Run is a goroutine executed in the background
+// Do not use this function if you need back-testing
+func (c *TradeCollector) Run(ctx context.Context) {
+	var ticker = time.NewTicker(3 * time.Second)
+	for {
+		select {
+		case <-ctx.Done():
+			return
+
+		case <-ticker.C:
+			c.Process()
+
+		case <-c.orderSig:
+			c.Process()
+
+		case trade := <-c.tradeC:
+			c.ProcessTrade(trade)
+		}
+	}
+}

pkg/core/tradecollector_callbacks.go

@@ -1,6 +1,6 @@
 // Code generated by "callbackgen -type TradeCollector"; DO NOT EDIT.
 
-package bbgo
+package core
 
 import (
 	"github.com/c9s/bbgo/pkg/fixedpoint"

pkg/core/tradecollector_test.go

@@ -0,0 +1,65 @@
+package core
+
+import (
+	"testing"
+
+	"github.com/stretchr/testify/assert"
+
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+func TestTradeCollector_ShouldNotCountDuplicatedTrade(t *testing.T) {
+	symbol := "BTCUSDT"
+	position := types.NewPosition(symbol, "BTC", "USDT")
+	orderStore := NewOrderStore(symbol)
+	collector := NewTradeCollector(symbol, position, orderStore)
+	assert.NotNil(t, collector)
+
+	matched := collector.ProcessTrade(types.Trade{
+		ID:            1,
+		OrderID:       399,
+		Exchange:      types.ExchangeBinance,
+		Price:         fixedpoint.NewFromInt(40000),
+		Quantity:      fixedpoint.One,
+		QuoteQuantity: fixedpoint.NewFromInt(40000),
+		Symbol:        "BTCUSDT",
+		Side:          types.SideTypeBuy,
+		IsBuyer:       true,
+	})
+	assert.False(t, matched, "should be added to the trade store")
+	assert.Equal(t, 1, len(collector.tradeStore.Trades()), "should have one trade in the trade store")
+
+	orderStore.Add(types.Order{
+		SubmitOrder: types.SubmitOrder{
+			Symbol:   "BTCUSDT",
+			Side:     types.SideTypeBuy,
+			Type:     types.OrderTypeLimit,
+			Quantity: fixedpoint.One,
+			Price:    fixedpoint.NewFromInt(40000),
+		},
+		Exchange:         types.ExchangeBinance,
+		OrderID:          399,
+		Status:           types.OrderStatusFilled,
+		ExecutedQuantity: fixedpoint.One,
+		IsWorking:        false,
+	})
+
+	matched = collector.Process()
+	assert.True(t, matched)
+	assert.Equal(t, 0, len(collector.tradeStore.Trades()), "the found trade should be removed from the trade store")
+
+	matched = collector.ProcessTrade(types.Trade{
+		ID:            1,
+		OrderID:       399,
+		Exchange:      types.ExchangeBinance,
+		Price:         fixedpoint.NewFromInt(40000),
+		Quantity:      fixedpoint.One,
+		QuoteQuantity: fixedpoint.NewFromInt(40000),
+		Symbol:        "BTCUSDT",
+		Side:          types.SideTypeBuy,
+		IsBuyer:       true,
+	})
+	assert.False(t, matched, "the same trade should not match")
+	assert.Equal(t, 0, len(collector.tradeStore.Trades()), "the same trade should not be added to the trade store")
+}

pkg/risk/riskcontrol/position_test.go

@@ -8,6 +8,7 @@ import (
 
 	"github.com/c9s/bbgo/pkg/bbgo"
 	"github.com/c9s/bbgo/pkg/bbgo/mocks"
+	"github.com/c9s/bbgo/pkg/core"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
 	"github.com/c9s/bbgo/pkg/types"
 )
@@ -93,7 +94,7 @@ func TestReleasePositionCallbacks(t *testing.T) {
 				},
 			}
 
-			tradeCollector := &bbgo.TradeCollector{}
+			tradeCollector := &core.TradeCollector{}
 			mockCtrl := gomock.NewController(t)
 			defer mockCtrl.Finish()
 			orderExecutor := mocks.NewMockOrderExecutorExtended(mockCtrl)

pkg/strategy/fmaker/strategy.go

@@ -49,7 +49,7 @@ type Strategy struct {
 	// closePositionOrders *bbgo.LocalActiveOrderBook
 
 	orderStore     *core.OrderStore
-	tradeCollector *bbgo.TradeCollector
+	tradeCollector *core.TradeCollector
 
 	session *bbgo.ExchangeSession
 
@@ -174,7 +174,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 	s.Position.Strategy = ID
 	s.Position.StrategyInstanceID = instanceID
 
-	s.tradeCollector = bbgo.NewTradeCollector(s.Symbol, s.Position, s.orderStore)
+	s.tradeCollector = core.NewTradeCollector(s.Symbol, s.Position, s.orderStore)
 	s.tradeCollector.OnTrade(func(trade types.Trade, profit, netProfit fixedpoint.Value) {
 		// StrategyController
 		if s.Status != types.StrategyStatusRunning {

pkg/strategy/grid/strategy.go

@@ -95,7 +95,7 @@ type Strategy struct {
 	// activeOrders is the locally maintained active order book of the maker orders.
 	activeOrders *bbgo.ActiveOrderBook
 
-	tradeCollector *bbgo.TradeCollector
+	tradeCollector *core.TradeCollector
 
 	// groupID is the group ID used for the strategy instance for canceling orders
 	groupID uint32
@@ -571,7 +571,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 	s.activeOrders.OnFilled(s.handleFilledOrder)
 	s.activeOrders.BindStream(session.UserDataStream)
 
-	s.tradeCollector = bbgo.NewTradeCollector(s.Symbol, s.State.Position, s.orderStore)
+	s.tradeCollector = core.NewTradeCollector(s.Symbol, s.State.Position, s.orderStore)
 
 	s.tradeCollector.OnTrade(func(trade types.Trade, profit, netProfit fixedpoint.Value) {
 		bbgo.Notify(trade)

pkg/strategy/wall/strategy.go

@@ -67,7 +67,7 @@ type Strategy struct {
 	activeAdjustmentOrders *bbgo.ActiveOrderBook
 	activeWallOrders       *bbgo.ActiveOrderBook
 	orderStore             *core.OrderStore
-	tradeCollector         *bbgo.TradeCollector
+	tradeCollector         *core.TradeCollector
 
 	groupID uint32
 
@@ -277,7 +277,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 	s.orderStore = core.NewOrderStore(s.Symbol)
 	s.orderStore.BindStream(session.UserDataStream)
 
-	s.tradeCollector = bbgo.NewTradeCollector(s.Symbol, s.Position, s.orderStore)
+	s.tradeCollector = core.NewTradeCollector(s.Symbol, s.Position, s.orderStore)
 
 	s.tradeCollector.OnTrade(func(trade types.Trade, profit, netProfit fixedpoint.Value) {
 		bbgo.Notify(trade)

pkg/strategy/xmaker/strategy.go

@@ -105,7 +105,7 @@ type Strategy struct {
 	hedgeErrorRateReservation *rate.Reservation
 
 	orderStore     *core.OrderStore
-	tradeCollector *bbgo.TradeCollector
+	tradeCollector *core.TradeCollector
 
 	askPriceHeartBeat, bidPriceHeartBeat types.PriceHeartBeat
 
@@ -737,7 +737,7 @@ func (s *Strategy) CrossRun(ctx context.Context, orderExecutionRouter bbgo.Order
 	s.orderStore.BindStream(s.sourceSession.UserDataStream)
 	s.orderStore.BindStream(s.makerSession.UserDataStream)
 
-	s.tradeCollector = bbgo.NewTradeCollector(s.Symbol, s.Position, s.orderStore)
+	s.tradeCollector = core.NewTradeCollector(s.Symbol, s.Position, s.orderStore)
 
 	if s.NotifyTrade {
 		s.tradeCollector.OnTrade(func(trade types.Trade, profit, netProfit fixedpoint.Value) {