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Merge pull request #1575 from zenixls2/feature/loose_interface_public_data

Browse Source 
feature: add ExchangePublic
This commit is contained in:
Zenix 2024-03-13 17:42:28 +09:00 committed by GitHub
commit 2a7ca4233d
No known key found for this signature in database
GPG Key ID: B5690EEEBB952194
25 changed files with 299 additions and 74 deletions
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1
.github/workflows/go.yml vendored
View File

@ -20,6 +20,7 @@ jobs:
go-version:
- "1.20"
env:
GITHUB_CI: true
MYSQL_DATABASE: bbgo
MYSQL_USER: "root"
MYSQL_PASSWORD: "root" # pragma: allowlist secret

4
go.mod
View File

@ -72,6 +72,7 @@ require (
github.com/bitly/go-simplejson v0.5.1 // indirect
github.com/boombuler/barcode v1.0.1-0.20190219062509-6c824513bacc // indirect
github.com/bytedance/sonic v1.9.1 // indirect
github.com/c9s/callbackgen v1.1.0 // indirect
github.com/cespare/xxhash/v2 v2.2.0 // indirect
github.com/chenzhuoyu/base64x v0.0.0-20221115062448-fe3a3abad311 // indirect
github.com/cockroachdb/apd v1.1.0 // indirect
@ -79,6 +80,7 @@ require (
github.com/davecgh/go-spew v1.1.2-0.20180830191138-d8f796af33cc // indirect
github.com/denisenkom/go-mssqldb v0.12.3 // indirect
github.com/dgryski/go-rendezvous v0.0.0-20200823014737-9f7001d12a5f // indirect
github.com/dmarkham/enumer v1.5.9 // indirect
github.com/fastly/go-utils v0.0.0-20180712184237-d95a45783239 // indirect
github.com/fsnotify/fsnotify v1.7.0 // indirect
github.com/gabriel-vasile/mimetype v1.4.2 // indirect
@ -117,6 +119,7 @@ require (
github.com/modern-go/concurrent v0.0.0-20180306012644-bacd9c7ef1dd // indirect
github.com/modern-go/reflect2 v1.0.2 // indirect
github.com/nxadm/tail v1.4.8 // indirect
github.com/pascaldekloe/name v1.0.0 // indirect
github.com/pelletier/go-toml/v2 v2.1.1 // indirect
github.com/pmezard/go-difflib v1.0.1-0.20181226105442-5d4384ee4fb2 // indirect
github.com/prometheus/client_model v0.2.0 // indirect
@ -141,6 +144,7 @@ require (
go.opentelemetry.io/otel v0.19.0 // indirect
go.opentelemetry.io/otel/metric v0.19.0 // indirect
go.opentelemetry.io/otel/trace v0.19.0 // indirect
go.uber.org/mock v0.4.0 // indirect
golang.org/x/arch v0.3.0 // indirect
golang.org/x/crypto v0.21.0 // indirect
golang.org/x/exp v0.0.0-20240112132812-db7319d0e0e3 // indirect

8
go.sum
View File

@ -82,6 +82,8 @@ github.com/bytedance/sonic v1.9.1 h1:6iJ6NqdoxCDr6mbY8h18oSO+cShGSMRGCEo7F2h0x8s
github.com/bytedance/sonic v1.9.1/go.mod h1:i736AoUSYt75HyZLoJW9ERYxcy6eaN6h4BZXU064P/U=
github.com/c-bata/goptuna v0.8.1 h1:25+n1MLv0yvCsD56xv4nqIus3oLHL9GuPAZDLIqmX1U=
github.com/c-bata/goptuna v0.8.1/go.mod h1:knmS8+Iyq5PPy1YUeIEq0pMFR4Y6x7z/CySc9HlZTCY=
github.com/c9s/callbackgen v1.1.0 h1:Igf1oPY9yYFoZP8YBK6JQ8JqNe6pzczVDY6xzg5rk38=
github.com/c9s/callbackgen v1.1.0/go.mod h1:8NRnf1Y3KEaHEaZgznkthi9alQiYCVoliPKc4Xz7A1o=
github.com/c9s/requestgen v1.3.6 h1:ul7dZ2uwGYjNBjreooRfSY10WTXvQmQSjZsHebz6QfE=
github.com/c9s/requestgen v1.3.6/go.mod h1:QwkZudcv84kJ8g9+E0RDTj+13btFXbTvv2aI+zbuLbc=
github.com/c9s/rockhopper/v2 v2.0.3-0.20240124055428-2473c6221858 h1:VLvl82XQCtH12axHdroyrfprPYKtA3TueEWicx8yT4A=
@ -137,6 +139,8 @@ github.com/dgrijalva/jwt-go v3.2.0+incompatible/go.mod h1:E3ru+11k8xSBh+hMPgOLZm
github.com/dgryski/go-rendezvous v0.0.0-20200823014737-9f7001d12a5f h1:lO4WD4F/rVNCu3HqELle0jiPLLBs70cWOduZpkS1E78=
github.com/dgryski/go-rendezvous v0.0.0-20200823014737-9f7001d12a5f/go.mod h1:cuUVRXasLTGF7a8hSLbxyZXjz+1KgoB3wDUb6vlszIc=
github.com/dgryski/go-sip13 v0.0.0-20181026042036-e10d5fee7954/go.mod h1:vAd38F8PWV+bWy6jNmig1y/TA+kYO4g3RSRF0IAv0no=
github.com/dmarkham/enumer v1.5.9 h1:NM/1ma/AUNieHZg74w67GkHFBNB15muOt3sj486QVZk=
github.com/dmarkham/enumer v1.5.9/go.mod h1:e4VILe2b1nYK3JKJpRmNdl5xbDQvELc6tQ8b+GsGk6E=
github.com/dnaeon/go-vcr v1.2.0/go.mod h1:R4UdLID7HZT3taECzJs4YgbbH6PIGXB6W/sc5OLb6RQ=
github.com/envoyproxy/go-control-plane v0.9.0/go.mod h1:YTl/9mNaCwkRvm6d1a2C3ymFceY/DCBVvsKhRF0iEA4=
github.com/envoyproxy/go-control-plane v0.9.1-0.20191026205805-5f8ba28d4473/go.mod h1:YTl/9mNaCwkRvm6d1a2C3ymFceY/DCBVvsKhRF0iEA4=
@ -509,6 +513,8 @@ github.com/onsi/gomega v1.10.1/go.mod h1:iN09h71vgCQne3DLsj+A5owkum+a2tYe+TOCB1y
github.com/onsi/gomega v1.10.5 h1:7n6FEkpFmfCoo2t+YYqXH0evK+a9ICQz0xcAy9dYcaQ=
github.com/onsi/gomega v1.10.5/go.mod h1:gza4q3jKQJijlu05nKWRCW/GavJumGt8aNRxWg7mt48=
github.com/pascaldekloe/goe v0.0.0-20180627143212-57f6aae5913c/go.mod h1:lzWF7FIEvWOWxwDKqyGYQf6ZUaNfKdP144TG7ZOy1lc=
github.com/pascaldekloe/name v1.0.0 h1:n7LKFgHixETzxpRv2R77YgPUFo85QHGZKrdaYm7eY5U=
github.com/pascaldekloe/name v1.0.0/go.mod h1:Z//MfYJnH4jVpQ9wkclwu2I2MkHmXTlT9wR5UZScttM=
github.com/pelletier/go-toml v1.2.0/go.mod h1:5z9KED0ma1S8pY6P1sdut58dfprrGBbd/94hg7ilaic=
github.com/pelletier/go-toml/v2 v2.1.1 h1:LWAJwfNvjQZCFIDKWYQaM62NcYeYViCmWIwmOStowAI=
github.com/pelletier/go-toml/v2 v2.1.1/go.mod h1:tJU2Z3ZkXwnxa4DPO899bsyIoywizdUvyaeZurnPPDc=
@ -690,6 +696,8 @@ go.opentelemetry.io/otel/trace v0.19.0/go.mod h1:4IXiNextNOpPnRlI4ryK69mn5iC84bj
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/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=

2
pkg/bbgo/exit_trailing_stop_test.go
View File

@ -3,8 +3,8 @@ package bbgo
import (
"testing"
"github.com/golang/mock/gomock"
"github.com/stretchr/testify/assert"
"go.uber.org/mock/gomock"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types"

28
pkg/bbgo/mocks/mock_order_executor_extended.go
View File

@ -1,17 +1,21 @@
// Code generated by MockGen. DO NOT EDIT.
// Source: github.com/c9s/bbgo/pkg/bbgo (interfaces: OrderExecutorExtended)
//
// Generated by this command:
//
// mockgen -destination=mocks/mock_order_executor_extended.go -package=mocks . OrderExecutorExtended
//
// Package mocks is a generated GoMock package.
package mocks
import (
"context"
"reflect"
context "context"
reflect "reflect"
"github.com/golang/mock/gomock"
"github.com/c9s/bbgo/pkg/core"
"github.com/c9s/bbgo/pkg/types"
core "github.com/c9s/bbgo/pkg/core"
types "github.com/c9s/bbgo/pkg/types"
gomock "go.uber.org/mock/gomock"
)
// MockOrderExecutorExtended is a mock of OrderExecutorExtended interface.
@ -40,7 +44,7 @@ func (m *MockOrderExecutorExtended) EXPECT() *MockOrderExecutorExtendedMockRecor
// CancelOrders mocks base method.
func (m *MockOrderExecutorExtended) CancelOrders(arg0 context.Context, arg1 ...types.Order) error {
m.ctrl.T.Helper()
varargs := []interface{}{arg0}
varargs := []any{arg0}
for _, a := range arg1 {
varargs = append(varargs, a)
}
@ -50,9 +54,9 @@ func (m *MockOrderExecutorExtended) CancelOrders(arg0 context.Context, arg1 ...t
}
// CancelOrders indicates an expected call of CancelOrders.
func (mr *MockOrderExecutorExtendedMockRecorder) CancelOrders(arg0 interface{}, arg1 ...interface{}) *gomock.Call {
func (mr *MockOrderExecutorExtendedMockRecorder) CancelOrders(arg0 any, arg1 ...any) *gomock.Call {
mr.mock.ctrl.T.Helper()
varargs := append([]interface{}{arg0}, arg1...)
varargs := append([]any{arg0}, arg1...)
return mr.mock.ctrl.RecordCallWithMethodType(mr.mock, "CancelOrders", reflect.TypeOf((*MockOrderExecutorExtended)(nil).CancelOrders), varargs...)
}
@ -73,7 +77,7 @@ func (mr *MockOrderExecutorExtendedMockRecorder) Position() *gomock.Call {
// SubmitOrders mocks base method.
func (m *MockOrderExecutorExtended) SubmitOrders(arg0 context.Context, arg1 ...types.SubmitOrder) (types.OrderSlice, error) {
m.ctrl.T.Helper()
varargs := []interface{}{arg0}
varargs := []any{arg0}
for _, a := range arg1 {
varargs = append(varargs, a)
}
@ -84,9 +88,9 @@ func (m *MockOrderExecutorExtended) SubmitOrders(arg0 context.Context, arg1 ...t
}
// SubmitOrders indicates an expected call of SubmitOrders.
func (mr *MockOrderExecutorExtendedMockRecorder) SubmitOrders(arg0 interface{}, arg1 ...interface{}) *gomock.Call {
func (mr *MockOrderExecutorExtendedMockRecorder) SubmitOrders(arg0 any, arg1 ...any) *gomock.Call {
mr.mock.ctrl.T.Helper()
varargs := append([]interface{}{arg0}, arg1...)
varargs := append([]any{arg0}, arg1...)
return mr.mock.ctrl.RecordCallWithMethodType(mr.mock, "SubmitOrders", reflect.TypeOf((*MockOrderExecutorExtended)(nil).SubmitOrders), varargs...)
}

2
pkg/bbgo/risk_test.go
View File

@ -5,8 +5,8 @@ import (
"testing"
"time"
"github.com/golang/mock/gomock"
"github.com/stretchr/testify/assert"
"go.uber.org/mock/gomock"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types"

6
pkg/cache/cache.go vendored
View File

@ -126,7 +126,7 @@ func WithCache(key string, obj interface{}, fetcher DataFetcher) error {
return nil
}
func LoadExchangeMarketsWithCache(ctx context.Context, ex types.Exchange) (markets types.MarketMap, err error) {
func LoadExchangeMarketsWithCache(ctx context.Context, ex types.ExchangePublic) (markets types.MarketMap, err error) {
inMem, ok := util.GetEnvVarBool("USE_MARKETS_CACHE_IN_MEMORY")
if ok && inMem {
return loadMarketsFromMem(ctx, ex)
@ -137,7 +137,7 @@ func LoadExchangeMarketsWithCache(ctx context.Context, ex types.Exchange) (marke
}
// loadMarketsFromMem is useful for one process to run multiple bbgos in different go routines.
func loadMarketsFromMem(ctx context.Context, ex types.Exchange) (markets types.MarketMap, _ error) {
func loadMarketsFromMem(ctx context.Context, ex types.ExchangePublic) (markets types.MarketMap, _ error) {
exName := ex.Name().String()
if globalMarketMemCache.IsOutdated(exName) {
op := func() error {
@ -162,7 +162,7 @@ func loadMarketsFromMem(ctx context.Context, ex types.Exchange) (markets types.M
return rst, nil
}
func loadMarketsFromFile(ctx context.Context, ex types.Exchange) (markets types.MarketMap, err error) {
func loadMarketsFromFile(ctx context.Context, ex types.ExchangePublic) (markets types.MarketMap, err error) {
key := fmt.Sprintf("%s-markets", ex.Name())
if futureExchange, implemented := ex.(types.FuturesExchange); implemented {
settings := futureExchange.GetFuturesSettings()

4
pkg/cache/cache_test.go vendored
View File

@ -6,8 +6,8 @@ import (
"testing"
"time"
"github.com/golang/mock/gomock"
"github.com/stretchr/testify/assert"
"go.uber.org/mock/gomock"
"github.com/c9s/bbgo/pkg/types"
"github.com/c9s/bbgo/pkg/types/mocks"
@ -67,7 +67,7 @@ func Test_loadMarketsFromMem(t *testing.T) {
mockCtrl := gomock.NewController(t)
defer mockCtrl.Finish()
mockEx := mocks.NewMockExchange(mockCtrl)
mockEx := mocks.NewMockExchangePublic(mockCtrl)
mockEx.EXPECT().Name().Return(types.ExchangeName("max")).AnyTimes()
mockEx.EXPECT().QueryMarkets(gomock.Any()).Return(nil, errors.New("faked")).Times(1)
mockEx.EXPECT().QueryMarkets(gomock.Any()).Return(types.MarketMap{

2
pkg/exchange/batch/trade_test.go
View File

@ -6,9 +6,9 @@ import (
"testing"
"time"
"github.com/golang/mock/gomock"
"github.com/pkg/errors"
"github.com/stretchr/testify/assert"
"go.uber.org/mock/gomock"
"github.com/c9s/bbgo/pkg/types"
"github.com/c9s/bbgo/pkg/types/mocks"

34
pkg/exchange/binance/exchange.go
View File

@ -129,25 +129,25 @@ func New(key, secret string) *Exchange {
if len(key) > 0 && len(secret) > 0 {
client2.Auth(key, secret)
futuresClient2.Auth(key, secret)
ctx := context.Background()
go timeSetterOnce.Do(func() {
ex.setServerTimeOffset(ctx)
ticker := time.NewTicker(time.Hour)
defer ticker.Stop()
for {
select {
case <-ctx.Done():
return
case <-ticker.C:
ex.setServerTimeOffset(ctx)
}
}
})
}
ctx := context.Background()
go timeSetterOnce.Do(func() {
ex.setServerTimeOffset(ctx)
ticker := time.NewTicker(time.Hour)
defer ticker.Stop()
for {
select {
case <-ctx.Done():
return
case <-ticker.C:
ex.setServerTimeOffset(ctx)
}
}
})
return ex
}

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

@ -1,6 +1,8 @@
package binance
import (
"context"
"os"
"strings"
"testing"
@ -15,3 +17,18 @@ func Test_newClientOrderID(t *testing.T) {
cID = newSpotClientOrderID("myid1")
assert.Equal(t, cID, "x-"+spotBrokerID+"myid1")
}
func Test_new(t *testing.T) {
ex := New("", "")
assert.NotEmpty(t, ex)
ctx := context.Background()
ticker, err := ex.QueryTicker(ctx, "btcusdt")
if len(os.Getenv("GITHUB_CI")) > 0 {
// Github action runs in the US, and therefore binance api is not accessible
assert.Empty(t, ticker)
assert.Error(t, err)
} else {
assert.NotEmpty(t, ticker)
assert.NoError(t, err)
}
}

2
pkg/exchange/bybit/market_info_poller_test.go
View File

@ -5,9 +5,9 @@ import (
"fmt"
"testing"
"github.com/golang/mock/gomock"
"github.com/pkg/errors"
"github.com/stretchr/testify/assert"
"go.uber.org/mock/gomock"
"github.com/c9s/bbgo/pkg/exchange/bybit/bybitapi"
"github.com/c9s/bbgo/pkg/exchange/bybit/mocks"

2
pkg/exchange/bybit/mocks/stream.go
View File

@ -10,7 +10,7 @@ import (
bybitapi "github.com/c9s/bbgo/pkg/exchange/bybit/bybitapi"
types "github.com/c9s/bbgo/pkg/types"
gomock "github.com/golang/mock/gomock"
gomock "go.uber.org/mock/gomock"
)
// MockStreamDataProvider is a mock of StreamDataProvider interface.

2
pkg/risk/riskcontrol/position_test.go
View File

@ -3,8 +3,8 @@ package riskcontrol
import (
"testing"
"github.com/golang/mock/gomock"
"github.com/stretchr/testify/assert"
"go.uber.org/mock/gomock"
"github.com/c9s/bbgo/pkg/bbgo"
"github.com/c9s/bbgo/pkg/bbgo/mocks"

2
pkg/strategy/common/sync_test.go
View File

@ -9,9 +9,9 @@ import (
"github.com/c9s/bbgo/pkg/bbgo"
"github.com/c9s/bbgo/pkg/types"
"github.com/c9s/bbgo/pkg/types/mocks"
"github.com/golang/mock/gomock"
"github.com/sirupsen/logrus"
"github.com/stretchr/testify/assert"
"go.uber.org/mock/gomock"
)
func TestSyncActiveOrders(t *testing.T) {

25
pkg/strategy/grid2/mocks/order_executor.go
View File

@ -1,5 +1,10 @@
// Code generated by MockGen. DO NOT EDIT.
// Source: github.com/c9s/bbgo/pkg/strategy/grid2 (interfaces: OrderExecutor)
//
// Generated by this command:
//
// mockgen -destination=mocks/order_executor.go -package=mocks . OrderExecutor
//
// Package mocks is a generated GoMock package.
package mocks
@ -11,7 +16,7 @@ import (
bbgo "github.com/c9s/bbgo/pkg/bbgo"
fixedpoint "github.com/c9s/bbgo/pkg/fixedpoint"
types "github.com/c9s/bbgo/pkg/types"
gomock "github.com/golang/mock/gomock"
gomock "go.uber.org/mock/gomock"
)
// MockOrderExecutor is a mock of OrderExecutor interface.
@ -54,7 +59,7 @@ func (mr *MockOrderExecutorMockRecorder) ActiveMakerOrders() *gomock.Call {
// ClosePosition mocks base method.
func (m *MockOrderExecutor) ClosePosition(arg0 context.Context, arg1 fixedpoint.Value, arg2 ...string) error {
m.ctrl.T.Helper()
varargs := []interface{}{arg0, arg1}
varargs := []any{arg0, arg1}
for _, a := range arg2 {
varargs = append(varargs, a)
}
@ -64,16 +69,16 @@ func (m *MockOrderExecutor) ClosePosition(arg0 context.Context, arg1 fixedpoint.
}
// ClosePosition indicates an expected call of ClosePosition.
func (mr *MockOrderExecutorMockRecorder) ClosePosition(arg0, arg1 interface{}, arg2 ...interface{}) *gomock.Call {
func (mr *MockOrderExecutorMockRecorder) ClosePosition(arg0, arg1 any, arg2 ...any) *gomock.Call {
mr.mock.ctrl.T.Helper()
varargs := append([]interface{}{arg0, arg1}, arg2...)
varargs := append([]any{arg0, arg1}, arg2...)
return mr.mock.ctrl.RecordCallWithMethodType(mr.mock, "ClosePosition", reflect.TypeOf((*MockOrderExecutor)(nil).ClosePosition), varargs...)
}
// GracefulCancel mocks base method.
func (m *MockOrderExecutor) GracefulCancel(arg0 context.Context, arg1 ...types.Order) error {
m.ctrl.T.Helper()
varargs := []interface{}{arg0}
varargs := []any{arg0}
for _, a := range arg1 {
varargs = append(varargs, a)
}
@ -83,16 +88,16 @@ func (m *MockOrderExecutor) GracefulCancel(arg0 context.Context, arg1 ...types.O
}
// GracefulCancel indicates an expected call of GracefulCancel.
func (mr *MockOrderExecutorMockRecorder) GracefulCancel(arg0 interface{}, arg1 ...interface{}) *gomock.Call {
func (mr *MockOrderExecutorMockRecorder) GracefulCancel(arg0 any, arg1 ...any) *gomock.Call {
mr.mock.ctrl.T.Helper()
varargs := append([]interface{}{arg0}, arg1...)
varargs := append([]any{arg0}, arg1...)
return mr.mock.ctrl.RecordCallWithMethodType(mr.mock, "GracefulCancel", reflect.TypeOf((*MockOrderExecutor)(nil).GracefulCancel), varargs...)
}
// SubmitOrders mocks base method.
func (m *MockOrderExecutor) SubmitOrders(arg0 context.Context, arg1 ...types.SubmitOrder) (types.OrderSlice, error) {
m.ctrl.T.Helper()
varargs := []interface{}{arg0}
varargs := []any{arg0}
for _, a := range arg1 {
varargs = append(varargs, a)
}
@ -103,8 +108,8 @@ func (m *MockOrderExecutor) SubmitOrders(arg0 context.Context, arg1 ...types.Sub
}
// SubmitOrders indicates an expected call of SubmitOrders.
func (mr *MockOrderExecutorMockRecorder) SubmitOrders(arg0 interface{}, arg1 ...interface{}) *gomock.Call {
func (mr *MockOrderExecutorMockRecorder) SubmitOrders(arg0 any, arg1 ...any) *gomock.Call {
mr.mock.ctrl.T.Helper()
varargs := append([]interface{}{arg0}, arg1...)
varargs := append([]any{arg0}, arg1...)
return mr.mock.ctrl.RecordCallWithMethodType(mr.mock, "SubmitOrders", reflect.TypeOf((*MockOrderExecutor)(nil).SubmitOrders), varargs...)
}

2
pkg/strategy/grid2/profit_fixer_test.go
View File

@ -5,8 +5,8 @@ import (
"testing"
"time"
"github.com/golang/mock/gomock"
"github.com/stretchr/testify/assert"
"go.uber.org/mock/gomock"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types"

2
pkg/strategy/grid2/recover_test.go
View File

@ -10,8 +10,8 @@ import (
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types"
"github.com/c9s/bbgo/pkg/types/mocks"
"github.com/golang/mock/gomock"
"github.com/stretchr/testify/assert"
"go.uber.org/mock/gomock"
)
func newStrategy(t *TestData) *Strategy {

2
pkg/strategy/grid2/strategy_test.go
View File

@ -7,9 +7,9 @@ import (
"errors"
"testing"
"github.com/golang/mock/gomock"
"github.com/sirupsen/logrus"
"github.com/stretchr/testify/assert"
"go.uber.org/mock/gomock"
"github.com/c9s/bbgo/pkg/core"
"github.com/c9s/bbgo/pkg/fixedpoint"

6
pkg/types/exchange.go
View File

@ -87,6 +87,12 @@ type Exchange interface {
ExchangeTradeService
}
//go:generate mockgen -destination=mocks/mock_exchange_public.go -package=mocks . ExchangePublic
type ExchangePublic interface {
ExchangeMinimal
ExchangeMarketDataService
}
// ExchangeBasic is the new type for replacing the original Exchange interface
type ExchangeBasic = Exchange

17
pkg/types/exchange_test.go Normal file
View File

@ -0,0 +1,17 @@
package types
import (
"testing"
"github.com/stretchr/testify/assert"
)
func Test_exchangeName(t *testing.T) {
assert.Equal(t, ExchangeMax.String(), "max")
name, err := ValidExchangeName("binance")
assert.Equal(t, name, ExchangeName("binance"))
assert.NoError(t, err)
_, err = ValidExchangeName("dummy")
assert.Error(t, err)
assert.True(t, ExchangeMax.IsValid())
}

33
pkg/types/mocks/mock_exchange.go
View File

@ -1,5 +1,10 @@
// Code generated by MockGen. DO NOT EDIT.
// Source: github.com/c9s/bbgo/pkg/types (interfaces: Exchange)
//
// Generated by this command:
//
// mockgen -destination=mocks/mock_exchange.go -package=mocks . Exchange
//
// Package mocks is a generated GoMock package.
package mocks
@ -9,7 +14,7 @@ import (
reflect "reflect"
types "github.com/c9s/bbgo/pkg/types"
gomock "github.com/golang/mock/gomock"
gomock "go.uber.org/mock/gomock"
)
// MockExchange is a mock of Exchange interface.
@ -38,7 +43,7 @@ func (m *MockExchange) EXPECT() *MockExchangeMockRecorder {
// CancelOrders mocks base method.
func (m *MockExchange) CancelOrders(arg0 context.Context, arg1 ...types.Order) error {
m.ctrl.T.Helper()
varargs := []interface{}{arg0}
varargs := []any{arg0}
for _, a := range arg1 {
varargs = append(varargs, a)
}
@ -48,9 +53,9 @@ func (m *MockExchange) CancelOrders(arg0 context.Context, arg1 ...types.Order) e
}
// CancelOrders indicates an expected call of CancelOrders.
func (mr *MockExchangeMockRecorder) CancelOrders(arg0 interface{}, arg1 ...interface{}) *gomock.Call {
func (mr *MockExchangeMockRecorder) CancelOrders(arg0 any, arg1 ...any) *gomock.Call {
mr.mock.ctrl.T.Helper()
varargs := append([]interface{}{arg0}, arg1...)
varargs := append([]any{arg0}, arg1...)
return mr.mock.ctrl.RecordCallWithMethodType(mr.mock, "CancelOrders", reflect.TypeOf((*MockExchange)(nil).CancelOrders), varargs...)
}
@ -106,7 +111,7 @@ func (m *MockExchange) QueryAccount(arg0 context.Context) (*types.Account, error
}
// QueryAccount indicates an expected call of QueryAccount.
func (mr *MockExchangeMockRecorder) QueryAccount(arg0 interface{}) *gomock.Call {
func (mr *MockExchangeMockRecorder) QueryAccount(arg0 any) *gomock.Call {
mr.mock.ctrl.T.Helper()
return mr.mock.ctrl.RecordCallWithMethodType(mr.mock, "QueryAccount", reflect.TypeOf((*MockExchange)(nil).QueryAccount), arg0)
}
@ -121,7 +126,7 @@ func (m *MockExchange) QueryAccountBalances(arg0 context.Context) (types.Balance
}
// QueryAccountBalances indicates an expected call of QueryAccountBalances.
func (mr *MockExchangeMockRecorder) QueryAccountBalances(arg0 interface{}) *gomock.Call {
func (mr *MockExchangeMockRecorder) QueryAccountBalances(arg0 any) *gomock.Call {
mr.mock.ctrl.T.Helper()
return mr.mock.ctrl.RecordCallWithMethodType(mr.mock, "QueryAccountBalances", reflect.TypeOf((*MockExchange)(nil).QueryAccountBalances), arg0)
}
@ -136,7 +141,7 @@ func (m *MockExchange) QueryKLines(arg0 context.Context, arg1 string, arg2 types
}
// QueryKLines indicates an expected call of QueryKLines.
func (mr *MockExchangeMockRecorder) QueryKLines(arg0, arg1, arg2, arg3 interface{}) *gomock.Call {
func (mr *MockExchangeMockRecorder) QueryKLines(arg0, arg1, arg2, arg3 any) *gomock.Call {
mr.mock.ctrl.T.Helper()
return mr.mock.ctrl.RecordCallWithMethodType(mr.mock, "QueryKLines", reflect.TypeOf((*MockExchange)(nil).QueryKLines), arg0, arg1, arg2, arg3)
}
@ -151,7 +156,7 @@ func (m *MockExchange) QueryMarkets(arg0 context.Context) (types.MarketMap, erro
}
// QueryMarkets indicates an expected call of QueryMarkets.
func (mr *MockExchangeMockRecorder) QueryMarkets(arg0 interface{}) *gomock.Call {
func (mr *MockExchangeMockRecorder) QueryMarkets(arg0 any) *gomock.Call {
mr.mock.ctrl.T.Helper()
return mr.mock.ctrl.RecordCallWithMethodType(mr.mock, "QueryMarkets", reflect.TypeOf((*MockExchange)(nil).QueryMarkets), arg0)
}
@ -166,7 +171,7 @@ func (m *MockExchange) QueryOpenOrders(arg0 context.Context, arg1 string) ([]typ
}
// QueryOpenOrders indicates an expected call of QueryOpenOrders.
func (mr *MockExchangeMockRecorder) QueryOpenOrders(arg0, arg1 interface{}) *gomock.Call {
func (mr *MockExchangeMockRecorder) QueryOpenOrders(arg0, arg1 any) *gomock.Call {
mr.mock.ctrl.T.Helper()
return mr.mock.ctrl.RecordCallWithMethodType(mr.mock, "QueryOpenOrders", reflect.TypeOf((*MockExchange)(nil).QueryOpenOrders), arg0, arg1)
}
@ -181,7 +186,7 @@ func (m *MockExchange) QueryTicker(arg0 context.Context, arg1 string) (*types.Ti
}
// QueryTicker indicates an expected call of QueryTicker.
func (mr *MockExchangeMockRecorder) QueryTicker(arg0, arg1 interface{}) *gomock.Call {
func (mr *MockExchangeMockRecorder) QueryTicker(arg0, arg1 any) *gomock.Call {
mr.mock.ctrl.T.Helper()
return mr.mock.ctrl.RecordCallWithMethodType(mr.mock, "QueryTicker", reflect.TypeOf((*MockExchange)(nil).QueryTicker), arg0, arg1)
}
@ -189,7 +194,7 @@ func (mr *MockExchangeMockRecorder) QueryTicker(arg0, arg1 interface{}) *gomock.
// QueryTickers mocks base method.
func (m *MockExchange) QueryTickers(arg0 context.Context, arg1 ...string) (map[string]types.Ticker, error) {
m.ctrl.T.Helper()
varargs := []interface{}{arg0}
varargs := []any{arg0}
for _, a := range arg1 {
varargs = append(varargs, a)
}
@ -200,9 +205,9 @@ func (m *MockExchange) QueryTickers(arg0 context.Context, arg1 ...string) (map[s
}
// QueryTickers indicates an expected call of QueryTickers.
func (mr *MockExchangeMockRecorder) QueryTickers(arg0 interface{}, arg1 ...interface{}) *gomock.Call {
func (mr *MockExchangeMockRecorder) QueryTickers(arg0 any, arg1 ...any) *gomock.Call {
mr.mock.ctrl.T.Helper()
varargs := append([]interface{}{arg0}, arg1...)
varargs := append([]any{arg0}, arg1...)
return mr.mock.ctrl.RecordCallWithMethodType(mr.mock, "QueryTickers", reflect.TypeOf((*MockExchange)(nil).QueryTickers), varargs...)
}
@ -216,7 +221,7 @@ func (m *MockExchange) SubmitOrder(arg0 context.Context, arg1 types.SubmitOrder)
}
// SubmitOrder indicates an expected call of SubmitOrder.
func (mr *MockExchangeMockRecorder) SubmitOrder(arg0, arg1 interface{}) *gomock.Call {
func (mr *MockExchangeMockRecorder) SubmitOrder(arg0, arg1 any) *gomock.Call {
mr.mock.ctrl.T.Helper()
return mr.mock.ctrl.RecordCallWithMethodType(mr.mock, "SubmitOrder", reflect.TypeOf((*MockExchange)(nil).SubmitOrder), arg0, arg1)
}

11
pkg/types/mocks/mock_exchange_order_query.go
View File

@ -1,5 +1,10 @@
// Code generated by MockGen. DO NOT EDIT.
// Source: github.com/c9s/bbgo/pkg/types (interfaces: ExchangeOrderQueryService)
//
// Generated by this command:
//
// mockgen -destination=mocks/mock_exchange_order_query.go -package=mocks . ExchangeOrderQueryService
//
// Package mocks is a generated GoMock package.
package mocks
@ -9,7 +14,7 @@ import (
reflect "reflect"
types "github.com/c9s/bbgo/pkg/types"
gomock "github.com/golang/mock/gomock"
gomock "go.uber.org/mock/gomock"
)
// MockExchangeOrderQueryService is a mock of ExchangeOrderQueryService interface.
@ -45,7 +50,7 @@ func (m *MockExchangeOrderQueryService) QueryOrder(arg0 context.Context, arg1 ty
}
// QueryOrder indicates an expected call of QueryOrder.
func (mr *MockExchangeOrderQueryServiceMockRecorder) QueryOrder(arg0, arg1 interface{}) *gomock.Call {
func (mr *MockExchangeOrderQueryServiceMockRecorder) QueryOrder(arg0, arg1 any) *gomock.Call {
mr.mock.ctrl.T.Helper()
return mr.mock.ctrl.RecordCallWithMethodType(mr.mock, "QueryOrder", reflect.TypeOf((*MockExchangeOrderQueryService)(nil).QueryOrder), arg0, arg1)
}
@ -60,7 +65,7 @@ func (m *MockExchangeOrderQueryService) QueryOrderTrades(arg0 context.Context, a
}
// QueryOrderTrades indicates an expected call of QueryOrderTrades.
func (mr *MockExchangeOrderQueryServiceMockRecorder) QueryOrderTrades(arg0, arg1 interface{}) *gomock.Call {
func (mr *MockExchangeOrderQueryServiceMockRecorder) QueryOrderTrades(arg0, arg1 any) *gomock.Call {
mr.mock.ctrl.T.Helper()
return mr.mock.ctrl.RecordCallWithMethodType(mr.mock, "QueryOrderTrades", reflect.TypeOf((*MockExchangeOrderQueryService)(nil).QueryOrderTrades), arg0, arg1)
}

148
pkg/types/mocks/mock_exchange_public.go Normal file
View File

@ -0,0 +1,148 @@
// Code generated by MockGen. DO NOT EDIT.
// Source: github.com/c9s/bbgo/pkg/types (interfaces: ExchangePublic)
//
// Generated by this command:
//
// mockgen -destination=mocks/mock_exchange_public.go -package=mocks . ExchangePublic
//
// Package mocks is a generated GoMock package.
package mocks
import (
context "context"
reflect "reflect"
types "github.com/c9s/bbgo/pkg/types"
gomock "go.uber.org/mock/gomock"
)
// MockExchangePublic is a mock of ExchangePublic interface.
type MockExchangePublic struct {
ctrl *gomock.Controller
recorder *MockExchangePublicMockRecorder
}
// MockExchangePublicMockRecorder is the mock recorder for MockExchangePublic.
type MockExchangePublicMockRecorder struct {
mock *MockExchangePublic
}
// NewMockExchangePublic creates a new mock instance.
func NewMockExchangePublic(ctrl *gomock.Controller) *MockExchangePublic {
mock := &MockExchangePublic{ctrl: ctrl}
mock.recorder = &MockExchangePublicMockRecorder{mock}
return mock
}
// EXPECT returns an object that allows the caller to indicate expected use.
func (m *MockExchangePublic) EXPECT() *MockExchangePublicMockRecorder {
return m.recorder
}
// Name mocks base method.
func (m *MockExchangePublic) Name() types.ExchangeName {
m.ctrl.T.Helper()
ret := m.ctrl.Call(m, "Name")
ret0, _ := ret[0].(types.ExchangeName)
return ret0
}
// Name indicates an expected call of Name.
func (mr *MockExchangePublicMockRecorder) Name() *gomock.Call {
mr.mock.ctrl.T.Helper()
return mr.mock.ctrl.RecordCallWithMethodType(mr.mock, "Name", reflect.TypeOf((*MockExchangePublic)(nil).Name))
}
// NewStream mocks base method.
func (m *MockExchangePublic) NewStream() types.Stream {
m.ctrl.T.Helper()
ret := m.ctrl.Call(m, "NewStream")
ret0, _ := ret[0].(types.Stream)
return ret0
}
// NewStream indicates an expected call of NewStream.
func (mr *MockExchangePublicMockRecorder) NewStream() *gomock.Call {
mr.mock.ctrl.T.Helper()
return mr.mock.ctrl.RecordCallWithMethodType(mr.mock, "NewStream", reflect.TypeOf((*MockExchangePublic)(nil).NewStream))
}
// PlatformFeeCurrency mocks base method.
func (m *MockExchangePublic) PlatformFeeCurrency() string {
m.ctrl.T.Helper()
ret := m.ctrl.Call(m, "PlatformFeeCurrency")
ret0, _ := ret[0].(string)
return ret0
}
// PlatformFeeCurrency indicates an expected call of PlatformFeeCurrency.
func (mr *MockExchangePublicMockRecorder) PlatformFeeCurrency() *gomock.Call {
mr.mock.ctrl.T.Helper()
return mr.mock.ctrl.RecordCallWithMethodType(mr.mock, "PlatformFeeCurrency", reflect.TypeOf((*MockExchangePublic)(nil).PlatformFeeCurrency))
}
// QueryKLines mocks base method.
func (m *MockExchangePublic) QueryKLines(arg0 context.Context, arg1 string, arg2 types.Interval, arg3 types.KLineQueryOptions) ([]types.KLine, error) {
m.ctrl.T.Helper()
ret := m.ctrl.Call(m, "QueryKLines", arg0, arg1, arg2, arg3)
ret0, _ := ret[0].([]types.KLine)
ret1, _ := ret[1].(error)
return ret0, ret1
}
// QueryKLines indicates an expected call of QueryKLines.
func (mr *MockExchangePublicMockRecorder) QueryKLines(arg0, arg1, arg2, arg3 any) *gomock.Call {
mr.mock.ctrl.T.Helper()
return mr.mock.ctrl.RecordCallWithMethodType(mr.mock, "QueryKLines", reflect.TypeOf((*MockExchangePublic)(nil).QueryKLines), arg0, arg1, arg2, arg3)
}
// QueryMarkets mocks base method.
func (m *MockExchangePublic) QueryMarkets(arg0 context.Context) (types.MarketMap, error) {
m.ctrl.T.Helper()
ret := m.ctrl.Call(m, "QueryMarkets", arg0)
ret0, _ := ret[0].(types.MarketMap)
ret1, _ := ret[1].(error)
return ret0, ret1
}
// QueryMarkets indicates an expected call of QueryMarkets.
func (mr *MockExchangePublicMockRecorder) QueryMarkets(arg0 any) *gomock.Call {
mr.mock.ctrl.T.Helper()
return mr.mock.ctrl.RecordCallWithMethodType(mr.mock, "QueryMarkets", reflect.TypeOf((*MockExchangePublic)(nil).QueryMarkets), arg0)
}
// QueryTicker mocks base method.
func (m *MockExchangePublic) QueryTicker(arg0 context.Context, arg1 string) (*types.Ticker, error) {
m.ctrl.T.Helper()
ret := m.ctrl.Call(m, "QueryTicker", arg0, arg1)
ret0, _ := ret[0].(*types.Ticker)
ret1, _ := ret[1].(error)
return ret0, ret1
}
// QueryTicker indicates an expected call of QueryTicker.
func (mr *MockExchangePublicMockRecorder) QueryTicker(arg0, arg1 any) *gomock.Call {
mr.mock.ctrl.T.Helper()
return mr.mock.ctrl.RecordCallWithMethodType(mr.mock, "QueryTicker", reflect.TypeOf((*MockExchangePublic)(nil).QueryTicker), arg0, arg1)
}
// QueryTickers mocks base method.
func (m *MockExchangePublic) QueryTickers(arg0 context.Context, arg1 ...string) (map[string]types.Ticker, error) {
m.ctrl.T.Helper()
varargs := []any{arg0}
for _, a := range arg1 {
varargs = append(varargs, a)
}
ret := m.ctrl.Call(m, "QueryTickers", varargs...)
ret0, _ := ret[0].(map[string]types.Ticker)
ret1, _ := ret[1].(error)
return ret0, ret1
}
// QueryTickers indicates an expected call of QueryTickers.
func (mr *MockExchangePublicMockRecorder) QueryTickers(arg0 any, arg1 ...any) *gomock.Call {
mr.mock.ctrl.T.Helper()
varargs := append([]any{arg0}, arg1...)
return mr.mock.ctrl.RecordCallWithMethodType(mr.mock, "QueryTickers", reflect.TypeOf((*MockExchangePublic)(nil).QueryTickers), varargs...)
}

11
pkg/types/mocks/mock_exchange_trade_history.go
View File

@ -1,5 +1,10 @@
// Code generated by MockGen. DO NOT EDIT.
// Source: github.com/c9s/bbgo/pkg/types (interfaces: ExchangeTradeHistoryService)
//
// Generated by this command:
//
// mockgen -destination=mocks/mock_exchange_trade_history.go -package=mocks . ExchangeTradeHistoryService
//
// Package mocks is a generated GoMock package.
package mocks
@ -10,7 +15,7 @@ import (
time "time"
types "github.com/c9s/bbgo/pkg/types"
gomock "github.com/golang/mock/gomock"
gomock "go.uber.org/mock/gomock"
)
// MockExchangeTradeHistoryService is a mock of ExchangeTradeHistoryService interface.
@ -46,7 +51,7 @@ func (m *MockExchangeTradeHistoryService) QueryClosedOrders(arg0 context.Context
}
// QueryClosedOrders indicates an expected call of QueryClosedOrders.
func (mr *MockExchangeTradeHistoryServiceMockRecorder) QueryClosedOrders(arg0, arg1, arg2, arg3, arg4 interface{}) *gomock.Call {
func (mr *MockExchangeTradeHistoryServiceMockRecorder) QueryClosedOrders(arg0, arg1, arg2, arg3, arg4 any) *gomock.Call {
mr.mock.ctrl.T.Helper()
return mr.mock.ctrl.RecordCallWithMethodType(mr.mock, "QueryClosedOrders", reflect.TypeOf((*MockExchangeTradeHistoryService)(nil).QueryClosedOrders), arg0, arg1, arg2, arg3, arg4)
}
@ -61,7 +66,7 @@ func (m *MockExchangeTradeHistoryService) QueryTrades(arg0 context.Context, arg1
}
// QueryTrades indicates an expected call of QueryTrades.
func (mr *MockExchangeTradeHistoryServiceMockRecorder) QueryTrades(arg0, arg1, arg2 interface{}) *gomock.Call {
func (mr *MockExchangeTradeHistoryServiceMockRecorder) QueryTrades(arg0, arg1, arg2 any) *gomock.Call {
mr.mock.ctrl.T.Helper()
return mr.mock.ctrl.RecordCallWithMethodType(mr.mock, "QueryTrades", reflect.TypeOf((*MockExchangeTradeHistoryService)(nil).QueryTrades), arg0, arg1, arg2)
}