rename LocalActiveOrderBook to just ActiveOrderBook

pkg/bbgo/activeorderbook.go

@@ -12,35 +12,35 @@ import (
 
 const CancelOrderWaitTime = 20 * time.Millisecond
 
-// LocalActiveOrderBook manages the local active order books.
+// ActiveOrderBook manages the local active order books.
-//go:generate callbackgen -type LocalActiveOrderBook
+//go:generate callbackgen -type ActiveOrderBook
-type LocalActiveOrderBook struct {
+type ActiveOrderBook struct {
 	Symbol          string
 	orders          *types.SyncOrderMap
 	filledCallbacks []func(o types.Order)
 }
 
-func NewLocalActiveOrderBook(symbol string) *LocalActiveOrderBook {
+func NewLocalActiveOrderBook(symbol string) *ActiveOrderBook {
-	return &LocalActiveOrderBook{
+	return &ActiveOrderBook{
 		Symbol: symbol,
 		orders: types.NewSyncOrderMap(),
 	}
 }
 
-func (b *LocalActiveOrderBook) MarshalJSON() ([]byte, error) {
+func (b *ActiveOrderBook) MarshalJSON() ([]byte, error) {
 	orders := b.Backup()
 	return json.Marshal(orders)
 }
 
-func (b *LocalActiveOrderBook) Backup() []types.SubmitOrder {
+func (b *ActiveOrderBook) Backup() []types.SubmitOrder {
 	return b.orders.Backup()
 }
 
-func (b *LocalActiveOrderBook) BindStream(stream types.Stream) {
+func (b *ActiveOrderBook) BindStream(stream types.Stream) {
 	stream.OnOrderUpdate(b.orderUpdateHandler)
 }
 
-func (b *LocalActiveOrderBook) waitAllClear(ctx context.Context, waitTime, timeout time.Duration) (bool, error) {
+func (b *ActiveOrderBook) waitAllClear(ctx context.Context, waitTime, timeout time.Duration) (bool, error) {
 	numOfOrders := b.NumOfOrders()
 	clear := numOfOrders == 0
 	if clear {
@@ -68,8 +68,8 @@ func (b *LocalActiveOrderBook) waitAllClear(ctx context.Context, waitTime, timeo
 }
 
 // GracefulCancel cancels the active orders gracefully
-func (b *LocalActiveOrderBook) GracefulCancel(ctx context.Context, ex types.Exchange) error {
+func (b *ActiveOrderBook) GracefulCancel(ctx context.Context, ex types.Exchange) error {
-	log.Debugf("[LocalActiveOrderBook] gracefully cancelling %s orders...", b.Symbol)
+	log.Debugf("[ActiveOrderBook] gracefully cancelling %s orders...", b.Symbol)
 
 	startTime := time.Now()
 	// ensure every order is cancelled
@@ -83,21 +83,21 @@ func (b *LocalActiveOrderBook) GracefulCancel(ctx context.Context, ex types.Exch
 
 		// since ctx might be canceled, we should use background context here
 		if err := ex.CancelOrders(context.Background(), orders...); err != nil {
-			log.WithError(err).Errorf("[LocalActiveOrderBook] can not cancel %s orders", b.Symbol)
+			log.WithError(err).Errorf("[ActiveOrderBook] can not cancel %s orders", b.Symbol)
 		}
 
-		log.Debugf("[LocalActiveOrderBook] waiting %s for %s orders to be cancelled...", CancelOrderWaitTime, b.Symbol)
+		log.Debugf("[ActiveOrderBook] waiting %s for %s orders to be cancelled...", CancelOrderWaitTime, b.Symbol)
 
 		clear, err := b.waitAllClear(ctx, CancelOrderWaitTime, 5*time.Second)
 		if clear || err != nil {
 			break
 		}
 
-		log.Warnf("[LocalActiveOrderBook] %d %s orders are not cancelled yet:", b.NumOfOrders(), b.Symbol)
+		log.Warnf("[ActiveOrderBook] %d %s orders are not cancelled yet:", b.NumOfOrders(), b.Symbol)
 		b.Print()
 
 		// verify the current open orders via the RESTful API
-		log.Warnf("[LocalActiveOrderBook] using REStful API to verify active orders...")
+		log.Warnf("[ActiveOrderBook] using REStful API to verify active orders...")
 		openOrders, err := ex.QueryOpenOrders(ctx, b.Symbol)
 		if err != nil {
 			log.WithError(err).Errorf("can not query %s open orders", b.Symbol)
@@ -114,17 +114,17 @@ func (b *LocalActiveOrderBook) GracefulCancel(ctx context.Context, ex types.Exch
 		}
 	}
 
-	log.Debugf("[LocalActiveOrderBook] all %s orders are cancelled successfully in %s", b.Symbol, time.Since(startTime))
+	log.Debugf("[ActiveOrderBook] all %s orders are cancelled successfully in %s", b.Symbol, time.Since(startTime))
 	return nil
 }
 
-func (b *LocalActiveOrderBook) orderUpdateHandler(order types.Order) {
+func (b *ActiveOrderBook) orderUpdateHandler(order types.Order) {
 	hasSymbol := len(b.Symbol) > 0
 	if hasSymbol && order.Symbol != b.Symbol {
 		return
 	}
 
-	log.Debugf("[LocalActiveOrderBook] received order update: %+v", order)
+	log.Debugf("[ActiveOrderBook] received order update: %+v", order)
 
 	switch order.Status {
 	case types.OrderStatusFilled:
@@ -137,7 +137,7 @@ func (b *LocalActiveOrderBook) orderUpdateHandler(order types.Order) {
 		b.Update(order)
 
 	case types.OrderStatusCanceled, types.OrderStatusRejected:
-		log.Debugf("[LocalActiveOrderBook] order status %s, removing order %s", order.Status, order)
+		log.Debugf("[ActiveOrderBook] order status %s, removing order %s", order.Status, order)
 		b.Remove(order)
 
 	default:
@@ -145,13 +145,13 @@ func (b *LocalActiveOrderBook) orderUpdateHandler(order types.Order) {
 	}
 }
 
-func (b *LocalActiveOrderBook) Print() {
+func (b *ActiveOrderBook) Print() {
 	for _, o := range b.orders.Orders() {
 		log.Infof("%s", o)
 	}
 }
 
-func (b *LocalActiveOrderBook) Update(orders ...types.Order) {
+func (b *ActiveOrderBook) Update(orders ...types.Order) {
 	hasSymbol := len(b.Symbol) > 0
 	for _, order := range orders {
 		if hasSymbol && b.Symbol == order.Symbol {
@@ -160,7 +160,7 @@ func (b *LocalActiveOrderBook) Update(orders ...types.Order) {
 	}
 }
 
-func (b *LocalActiveOrderBook) Add(orders ...types.Order) {
+func (b *ActiveOrderBook) Add(orders ...types.Order) {
 	hasSymbol := len(b.Symbol) > 0
 	for _, order := range orders {
 		if hasSymbol && b.Symbol == order.Symbol {
@@ -169,18 +169,18 @@ func (b *LocalActiveOrderBook) Add(orders ...types.Order) {
 	}
 }
 
-func (b *LocalActiveOrderBook) Exists(order types.Order) bool {
+func (b *ActiveOrderBook) Exists(order types.Order) bool {
 	return b.orders.Exists(order.OrderID)
 }
 
-func (b *LocalActiveOrderBook) Remove(order types.Order) bool {
+func (b *ActiveOrderBook) Remove(order types.Order) bool {
 	return b.orders.Remove(order.OrderID)
 }
 
-func (b *LocalActiveOrderBook) NumOfOrders() int {
+func (b *ActiveOrderBook) NumOfOrders() int {
 	return b.orders.Len()
 }
 
-func (b *LocalActiveOrderBook) Orders() types.OrderSlice {
+func (b *ActiveOrderBook) Orders() types.OrderSlice {
 	return b.orders.Orders()
 }

pkg/bbgo/localactiveorderbook_callbacks.go

@@ -1,17 +0,0 @@
-// Code generated by "callbackgen -type LocalActiveOrderBook"; DO NOT EDIT.
-
-package bbgo
-
-import (
-	"github.com/c9s/bbgo/pkg/types"
-)
-
-func (b *LocalActiveOrderBook) OnFilled(cb func(o types.Order)) {
-	b.filledCallbacks = append(b.filledCallbacks, cb)
-}
-
-func (b *LocalActiveOrderBook) EmitFilled(o types.Order) {
-	for _, cb := range b.filledCallbacks {
-		cb(o)
-	}
-}

pkg/bbgo/twap_order_executor.go

@@ -36,7 +36,7 @@ type TwapExecution struct {
 	currentPrice   fixedpoint.Value
 	activePosition fixedpoint.Value
 
-	activeMakerOrders *LocalActiveOrderBook
+	activeMakerOrders *ActiveOrderBook
 	orderStore        *OrderStore
 	position          *types.Position
 

pkg/strategy/bollgrid/strategy.go

@@ -74,9 +74,9 @@ type Strategy struct {
 	Quantity fixedpoint.Value `json:"quantity"`
 
 	// activeOrders is the locally maintained active order book of the maker orders.
-	activeOrders *bbgo.LocalActiveOrderBook
+	activeOrders *bbgo.ActiveOrderBook
 
-	profitOrders *bbgo.LocalActiveOrderBook
+	profitOrders *bbgo.ActiveOrderBook
 
 	orders *bbgo.OrderStore
 

pkg/strategy/bollmaker/strategy.go

@@ -156,7 +156,7 @@ type Strategy struct {
 	Position    *types.Position    `json:"position,omitempty" persistence:"position"`
 	ProfitStats *types.ProfitStats `json:"profitStats,omitempty" persistence:"profit_stats"`
 
-	activeMakerOrders *bbgo.LocalActiveOrderBook
+	activeMakerOrders *bbgo.ActiveOrderBook
 	orderStore        *bbgo.OrderStore
 	tradeCollector    *bbgo.TradeCollector
 

pkg/strategy/ewoDgtrd/strategy.go

@@ -54,7 +54,7 @@ type Strategy struct {
 	*bbgo.Graceful
 	bbgo.StrategyController
 
-	activeMakerOrders *bbgo.LocalActiveOrderBook
+	activeMakerOrders *bbgo.ActiveOrderBook
 	orderStore        *bbgo.OrderStore
 	tradeCollector    *bbgo.TradeCollector
 	entryPrice        fixedpoint.Value

pkg/strategy/factorzoo/strategy.go

@@ -34,7 +34,7 @@ type Strategy struct {
 
 	Position *types.Position `json:"position,omitempty"`
 
-	activeMakerOrders *bbgo.LocalActiveOrderBook
+	activeMakerOrders *bbgo.ActiveOrderBook
 	orderStore        *bbgo.OrderStore
 	tradeCollector    *bbgo.TradeCollector
 

pkg/strategy/flashcrash/strategy.go

@@ -37,7 +37,7 @@ type Strategy struct {
 	BaseQuantity fixedpoint.Value `json:"baseQuantity"`
 
 	// activeOrders is the locally maintained active order book of the maker orders.
-	activeOrders *bbgo.LocalActiveOrderBook
+	activeOrders *bbgo.ActiveOrderBook
 
 	// Injection fields start
 	// --------------------------

pkg/strategy/grid/strategy.go

@@ -100,7 +100,7 @@ type Strategy struct {
 	orderStore *bbgo.OrderStore
 
 	// activeOrders is the locally maintained active order book of the maker orders.
-	activeOrders *bbgo.LocalActiveOrderBook
+	activeOrders *bbgo.ActiveOrderBook
 
 	tradeCollector *bbgo.TradeCollector
 

pkg/strategy/pivotshort/strategy.go

@@ -60,7 +60,7 @@ type Strategy struct {
 	Entry Entry
 	Exit  Exit
 
-	activeMakerOrders *bbgo.LocalActiveOrderBook
+	activeMakerOrders *bbgo.ActiveOrderBook
 	orderStore        *bbgo.OrderStore
 	tradeCollector    *bbgo.TradeCollector
 

pkg/strategy/rebalance/strategy.go

@@ -36,7 +36,7 @@ type Strategy struct {
 
 	currencies []string
 
-	activeOrderBooks map[string]*bbgo.LocalActiveOrderBook
+	activeOrderBooks map[string]*bbgo.ActiveOrderBook
 }
 
 func (s *Strategy) Initialize() error {
@@ -81,7 +81,7 @@ func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
 }
 
 func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
-	s.activeOrderBooks = make(map[string]*bbgo.LocalActiveOrderBook)
+	s.activeOrderBooks = make(map[string]*bbgo.ActiveOrderBook)
 	for _, symbol := range s.getSymbols() {
 		activeOrderBook := bbgo.NewLocalActiveOrderBook(symbol)
 		activeOrderBook.BindStream(session.UserDataStream)

pkg/strategy/support/strategy.go

@@ -171,7 +171,7 @@ type Strategy struct {
 	tradeCollector *bbgo.TradeCollector
 
 	orderStore   *bbgo.OrderStore
-	activeOrders *bbgo.LocalActiveOrderBook
+	activeOrders *bbgo.ActiveOrderBook
 	state        *State
 
 	triggerEMA  *indicator.EWMA

pkg/strategy/wall/strategy.go

@@ -67,8 +67,8 @@ type Strategy struct {
 	Position    *types.Position    `json:"position,omitempty" persistence:"position"`
 	ProfitStats *types.ProfitStats `json:"profitStats,omitempty" persistence:"profit_stats"`
 
-	activeAdjustmentOrders *bbgo.LocalActiveOrderBook
+	activeAdjustmentOrders *bbgo.ActiveOrderBook
-	activeWallOrders       *bbgo.LocalActiveOrderBook
+	activeWallOrders       *bbgo.ActiveOrderBook
 	orderStore             *bbgo.OrderStore
 	tradeCollector         *bbgo.TradeCollector
 

pkg/strategy/xmaker/strategy.go

@@ -103,7 +103,7 @@ type Strategy struct {
 	CoveredPosition fixedpoint.Value `json:"coveredPosition,omitempty" persistence:"covered_position"`
 
 	book              *types.StreamOrderBook
-	activeMakerOrders *bbgo.LocalActiveOrderBook
+	activeMakerOrders *bbgo.ActiveOrderBook
 
 	hedgeErrorLimiter         *rate.Limiter
 	hedgeErrorRateReservation *rate.Reservation