convert time struct for sqlite driver

pkg/accounting/pnl/avg_cost.go

@@ -2,6 +2,7 @@ package pnl
 
 import (
 	"strings"
+	"time"
 
 	"github.com/c9s/bbgo/pkg/types"
 )
@@ -96,7 +97,7 @@ func (c *AverageCostCalculator) Calculate(symbol string, trades []types.Trade, c
 		Symbol:       symbol,
 		CurrentPrice: currentPrice,
 		NumTrades:    len(trades),
-		StartTime:    trades[0].Time,
+		StartTime:    time.Time(trades[0].Time),
 
 		BuyVolume:  bidVolume,
 		SellVolume: askVolume,

pkg/backtest/matching.go

@@ -9,6 +9,7 @@ import (
 	"github.com/pkg/errors"
 	"github.com/sirupsen/logrus"
 
+	"github.com/c9s/bbgo/pkg/datatype"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
 	"github.com/c9s/bbgo/pkg/types"
 )
@@ -235,7 +236,7 @@ func (m *SimplePriceMatching) newTradeFromOrder(order types.Order, isMaker bool)
 		Side:          order.Side,
 		IsBuyer:       order.Side == types.SideTypeBuy,
 		IsMaker:       isMaker,
-		Time:          m.CurrentTime,
+		Time:          datatype.Time(m.CurrentTime),
 		Fee:           fee,
 		FeeCurrency:   feeCurrency,
 	}

pkg/datatype/time.go

@@ -0,0 +1,59 @@
+package datatype
+
+import (
+	"database/sql/driver"
+	"fmt"
+	"time"
+)
+
+type Time time.Time
+
+var layout = "2006-01-02 15:04:05.999Z07:00"
+
+func (t Time) String() string {
+	return time.Time(t).String()
+}
+
+// driver.Valuer interface
+// see http://jmoiron.net/blog/built-in-interfaces/
+func (t Time) Value() (driver.Value, error) {
+	return time.Time(t), nil
+}
+
+func (t *Time) Scan(src interface{}) error {
+	switch d := src.(type) {
+
+	case *time.Time:
+		*t = Time(*d)
+		return nil
+
+	case time.Time:
+		*t = Time(d)
+		return nil
+
+	case string:
+		// 2020-12-16 05:17:12.994+08:00
+		tt, err := time.Parse(layout, d)
+		if err != nil {
+			return err
+		}
+
+		*t = Time(tt)
+		return nil
+
+	case []byte:
+		// 2019-10-20 23:01:43.77+08:00
+		tt, err := time.Parse(layout, string(d))
+		if err != nil {
+			return err
+		}
+
+		*t = Time(tt)
+		return nil
+
+	default:
+
+	}
+
+	return fmt.Errorf("datatype.Time scan error, type: %T is not supported, value; %+v", src, src)
+}

pkg/exchange/binance/convert.go

@@ -8,6 +8,7 @@ import (
 	"github.com/adshao/go-binance/v2"
 	"github.com/pkg/errors"
 
+	"github.com/c9s/bbgo/pkg/datatype"
 	"github.com/c9s/bbgo/pkg/types"
 	"github.com/c9s/bbgo/pkg/util"
 )
@@ -115,7 +116,7 @@ func ToGlobalTrade(t binance.TradeV3, isMargin bool) (*types.Trade, error) {
 		Fee:           fee,
 		FeeCurrency:   t.CommissionAsset,
 		QuoteQuantity: quoteQuantity,
-		Time:          millisecondTime(t.Time),
+		Time:          datatype.Time(millisecondTime(t.Time)),
 		IsMargin:      isMargin,
 		IsIsolated:    t.IsIsolated,
 	}, nil

pkg/exchange/binance/parse.go

@@ -9,6 +9,7 @@ import (
 	"github.com/adshao/go-binance/v2"
 	"github.com/valyala/fastjson"
 
+	"github.com/c9s/bbgo/pkg/datatype"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
 	"github.com/c9s/bbgo/pkg/types"
 	"github.com/c9s/bbgo/pkg/util"
@@ -132,7 +133,7 @@ func (e *ExecutionReportEvent) Trade() (*types.Trade, error) {
 		QuoteQuantity: util.MustParseFloat(e.LastQuoteAssetTransactedQuantity),
 		IsBuyer:       e.Side == "BUY",
 		IsMaker:       e.IsMaker,
-		Time:          tt,
+		Time:          datatype.Time(tt),
 		Fee:           util.MustParseFloat(e.CommissionAmount),
 		FeeCurrency:   e.CommissionAsset,
 	}, nil

pkg/exchange/max/convert.go

@@ -6,6 +6,7 @@ import (
 	"strings"
 	"time"
 
+	"github.com/c9s/bbgo/pkg/datatype"
 	"github.com/c9s/bbgo/pkg/exchange/max/maxapi"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
 	"github.com/c9s/bbgo/pkg/types"
@@ -211,7 +212,7 @@ func toGlobalTrade(t max.Trade) (*types.Trade, error) {
 		Fee:           fee,
 		FeeCurrency:   toGlobalCurrency(t.FeeCurrency),
 		QuoteQuantity: quoteQuantity,
-		Time:          mts,
+		Time:          datatype.Time(mts),
 	}, nil
 }
 

pkg/exchange/max/stream.go

@@ -7,6 +7,7 @@ import (
 
 	"github.com/gorilla/websocket"
 
+	"github.com/c9s/bbgo/pkg/datatype"
 	max "github.com/c9s/bbgo/pkg/exchange/max/maxapi"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
 	"github.com/c9s/bbgo/pkg/types"
@@ -198,7 +199,7 @@ func convertWebSocketTrade(t max.TradeUpdate) (*types.Trade, error) {
 		Fee:           fee,
 		FeeCurrency:   toGlobalCurrency(t.FeeCurrency),
 		QuoteQuantity: quoteQuantity,
-		Time:          mts,
+		Time:          datatype.Time(mts),
 	}, nil
 }
 

pkg/service/sync.go

@@ -84,7 +84,7 @@ func (s *SyncService) SyncTrades(ctx context.Context, exchange types.Exchange, s
 	var lastID int64 = 0
 	if lastTrade != nil {
 		lastID = lastTrade.ID
-		startTime = lastTrade.Time
+		startTime = time.Time(lastTrade.Time)
 
 		logrus.Infof("found last trade, start from lastID = %d since %s", lastID, startTime)
 	}

pkg/types/batch.go

@@ -155,7 +155,7 @@ func (e ExchangeBatchProcessor) BatchQueryTrades(ctx context.Context, symbol str
 
 			logrus.Infof("returned %d trades", len(trades))
 
-			startTime = trades[len(trades)-1].Time
+			startTime = time.Time(trades[len(trades)-1].Time)
 			for _, t := range trades {
 				// ignore the first trade if last TradeID is given
 				if t.ID == lastTradeID {

pkg/types/trade.go

@@ -3,10 +3,10 @@ package types
 import (
 	"fmt"
 	"sync"
-	"time"
 
 	"github.com/slack-go/slack"
 
+	"github.com/c9s/bbgo/pkg/datatype"
 	"github.com/c9s/bbgo/pkg/util"
 )
 
@@ -52,7 +52,7 @@ type Trade struct {
 	Side        SideType      `json:"side" db:"side"`
 	IsBuyer     bool          `json:"isBuyer" db:"is_buyer"`
 	IsMaker     bool          `json:"isMaker" db:"is_maker"`
-	Time        time.Time `json:"tradedAt" db:"traded_at"`
+	Time        datatype.Time `json:"tradedAt" db:"traded_at"`
 	Fee         float64       `json:"fee" db:"fee"`
 	FeeCurrency string        `json:"feeCurrency" db:"fee_currency"`