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Code Issues Actions 2 Packages Projects Releases Wiki Activity

fix: apply gofmt on all files, add revive action

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This commit is contained in:
zenix 2022-06-17 13:01:15 +09:00
parent 1000214c1e
commit 55fa4cc8f1
71 changed files with 2650 additions and 2680 deletions
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6
.github/workflows/go.yml vendored
View File

@ -72,6 +72,12 @@ jobs:
go test -race -coverprofile coverage_dnum.txt -covermode atomic -tags dnum ./pkg/...
sed -i -e '/_requestgen.go/d' coverage_dnum.txt
- name: Revive Check
uses: morphy2k/revive-action@v2
with:
reporter: github-pr-review
fail_on_error: true
- name: Upload Coverage Report
uses: codecov/codecov-action@v3
with:

2
cmd/bbgo-lorca/main.go
View File

@ -102,7 +102,7 @@ func main() {
return
}
if err := trader.LoadState() ; err != nil {
if err := trader.LoadState(); err != nil {
log.WithError(err).Error("failed to load strategy states")
return
}

4
cmd/bbgo-webview/main.go
View File

@ -110,7 +110,7 @@ func main() {
return
}
if err := trader.LoadState() ; err != nil {
if err := trader.LoadState(); err != nil {
log.WithError(err).Error("failed to load strategy states")
return
}
@ -123,7 +123,7 @@ func main() {
}
// find a free port for binding the server
ln, err := net.Listen("tcp", "127.0.0.1:" + strconv.Itoa(portNum))
ln, err := net.Listen("tcp", "127.0.0.1:"+strconv.Itoa(portNum))
if err != nil {
log.WithError(err).Error("can not bind listener")
return

4
cmd/update-doc/main.go
View File

@ -1,12 +1,12 @@
package main
import (
"fmt"
"github.com/c9s/bbgo/pkg/cmd"
"github.com/spf13/cobra/doc"
"log"
"path"
"runtime"
"fmt"
"log"
)
func main() {

1
examples/kucoin/accounts.go
View File

@ -39,4 +39,3 @@ var accountsCmd = &cobra.Command{
return nil
},
}

8
examples/kucoin/orders.go
View File

@ -32,7 +32,6 @@ func init() {
ordersCmd.AddCommand(historyOrdersCmd)
}
// go run ./examples/kucoin orders
var ordersCmd = &cobra.Command{
Use: "orders",
@ -73,7 +72,6 @@ var ordersCmd = &cobra.Command{
},
}
// go run ./examples/kucoin orders history
var historyOrdersCmd = &cobra.Command{
Use: "history [--symbol SYMBOL]",
@ -105,7 +103,6 @@ var historyOrdersCmd = &cobra.Command{
},
}
// usage:
// go run ./examples/kucoin orders place --symbol LTC-USDT --price 50 --size 1 --order-type limit --side buy
var placeOrderCmd = &cobra.Command{
@ -124,14 +121,12 @@ var placeOrderCmd = &cobra.Command{
req.OrderType(kucoinapi.OrderType(orderType))
side, err := cmd.Flags().GetString("side")
if err != nil {
return err
}
req.Side(kucoinapi.SideType(side))
symbol, err := cmd.Flags().GetString("symbol")
if err != nil {
return err
@ -155,7 +150,6 @@ var placeOrderCmd = &cobra.Command{
}
size, err := cmd.Flags().GetString("size")
if err != nil {
return err
@ -172,8 +166,6 @@ var placeOrderCmd = &cobra.Command{
},
}
// usage:
var cancelOrderCmd = &cobra.Command{
Use: "cancel",

1
examples/kucoin/symbols.go
View File

@ -25,4 +25,3 @@ var symbolsCmd = &cobra.Command{
return nil
},
}

2
examples/kucoin/tickers.go
View File

@ -36,7 +36,6 @@ var tickersCmd = &cobra.Command{
logrus.Infof("ticker: %+v", ticker)
tickerStats, err := client.MarketDataService.GetTicker24HStat(args[0])
if err != nil {
return err
@ -46,4 +45,3 @@ var tickersCmd = &cobra.Command{
return nil
},
}

21
examples/kucoin/websocket.go
View File

@ -77,16 +77,16 @@ var websocketCmd = &cobra.Command{
id := time.Now().UnixNano() / int64(time.Millisecond)
wsCmds := []kucoin.WebSocketCommand{
/*
{
Id: id+1,
Type: "subscribe",
Topic: "/market/ticker:ETH-USDT",
PrivateChannel: false,
Response: true,
},
{
Id: id+1,
Type: "subscribe",
Topic: "/market/ticker:ETH-USDT",
PrivateChannel: false,
Response: true,
},
*/
{
Id: id+2,
Id: id + 2,
Type: "subscribe",
Topic: "/market/candles:ETH-USDT_1min",
PrivateChannel: false,
@ -131,7 +131,6 @@ var websocketCmd = &cobra.Command{
logrus.WithError(err).Error("websocket ping error", err)
}
case <-interrupt:
logrus.Infof("interrupt")
@ -144,8 +143,8 @@ var websocketCmd = &cobra.Command{
}
select {
case <-done:
case <-time.After(time.Second):
case <-done:
case <-time.After(time.Second):
}
return nil
}

1
examples/okex-book/main.go
View File

@ -69,7 +69,6 @@ var rootCmd = &cobra.Command{
log.Infof("%+v", account)
log.Infof("ASSET BALANCES:")
assetBalances, err := client.AssetBalances()
if err != nil {

26
pkg/backtest/dumper_test.go
View File

@ -19,19 +19,19 @@ func TestKLineDumper(t *testing.T) {
t1 := time.Now()
err := dumper.Record(types.KLine{
Exchange: types.ExchangeBinance,
Symbol: "BTCUSDT",
StartTime: types.Time(t1),
EndTime: types.Time(t1.Add(time.Minute)),
Interval: types.Interval1m,
Open: fixedpoint.NewFromFloat(1000.0),
High: fixedpoint.NewFromFloat(2000.0),
Low: fixedpoint.NewFromFloat(3000.0),
Close: fixedpoint.NewFromFloat(4000.0),
Volume: fixedpoint.NewFromFloat(5000.0),
QuoteVolume: fixedpoint.NewFromFloat(6000.0),
NumberOfTrades: 10,
Closed: true,
Exchange: types.ExchangeBinance,
Symbol: "BTCUSDT",
StartTime: types.Time(t1),
EndTime: types.Time(t1.Add(time.Minute)),
Interval: types.Interval1m,
Open: fixedpoint.NewFromFloat(1000.0),
High: fixedpoint.NewFromFloat(2000.0),
Low: fixedpoint.NewFromFloat(3000.0),
Close: fixedpoint.NewFromFloat(4000.0),
Volume: fixedpoint.NewFromFloat(5000.0),
QuoteVolume: fixedpoint.NewFromFloat(6000.0),
NumberOfTrades: 10,
Closed: true,
})
assert.NoError(t, err)

1
pkg/backtest/matching.go
View File

@ -30,6 +30,7 @@ var klineMatchingLogger *logrus.Entry = nil
// FeeToken is used to simulate the exchange platform fee token
// This is to ease the back-testing environment for closing positions.
const FeeToken = "FEE"
var useFeeToken = true
func init() {

1
pkg/backtest/recorder_test.go
View File

@ -34,7 +34,6 @@ func TestStateRecorder(t *testing.T) {
assert.NoError(t, err)
assert.Len(t, recorder.writers, 1)
st.Position.AddTrade(types.Trade{
OrderID: 1,
Exchange: types.ExchangeBinance,

2
pkg/bbgo/environment.go
View File

@ -596,7 +596,7 @@ func (environ *Environment) syncWithUserConfig(ctx context.Context, userConfig *
syncSymbolMap, restSymbols := categorizeSyncSymbol(userConfig.Sync.Symbols)
for _, session := range sessions {
syncSymbols := restSymbols
if ss, ok := syncSymbolMap[session.Name] ; ok {
if ss, ok := syncSymbolMap[session.Name]; ok {
syncSymbols = append(syncSymbols, ss...)
}

1
pkg/bbgo/notifier.go
View File

@ -69,4 +69,3 @@ func (m *Notifiability) NotifyTo(channel string, obj interface{}, args ...interf
n.NotifyTo(channel, obj, args...)
}
}

1
pkg/bbgo/profitstats.go
View File

@ -1,2 +1 @@
package bbgo

1
pkg/bbgo/reflect.go
View File

@ -100,4 +100,3 @@ func newTypeValueInterface(typ reflect.Type) interface{} {
dst := reflect.New(typ)
return dst.Interface()
}

1
pkg/bbgo/trader_test.go
View File

@ -1,2 +1 @@
package bbgo

1
pkg/cmd/cmdutil/exchange.go
View File

@ -1,2 +1 @@
package cmdutil

1
pkg/exchange/batch/batch_test.go
View File

@ -1,2 +1 @@
package batch

4
pkg/exchange/batch/margin_interest.go
View File

@ -15,8 +15,8 @@ type MarginInterestBatchQuery struct {
func (e *MarginInterestBatchQuery) Query(ctx context.Context, asset string, startTime, endTime time.Time) (c chan types.MarginInterest, errC chan error) {
query := &AsyncTimeRangedBatchQuery{
Type: types.MarginInterest{},
Limiter: rate.NewLimiter(rate.Every(5*time.Second), 2),
Type: types.MarginInterest{},
Limiter: rate.NewLimiter(rate.Every(5*time.Second), 2),
JumpIfEmpty: time.Hour * 24 * 30,
Q: func(startTime, endTime time.Time) (interface{}, error) {
return e.QueryInterestHistory(ctx, asset, &startTime, &endTime)

4
pkg/exchange/batch/margin_liquidation.go
View File

@ -16,8 +16,8 @@ type MarginLiquidationBatchQuery struct {
func (e *MarginLiquidationBatchQuery) Query(ctx context.Context, startTime, endTime time.Time) (c chan types.MarginLiquidation, errC chan error) {
query := &AsyncTimeRangedBatchQuery{
Type: types.MarginLiquidation{},
Limiter: rate.NewLimiter(rate.Every(5*time.Second), 2),
Type: types.MarginLiquidation{},
Limiter: rate.NewLimiter(rate.Every(5*time.Second), 2),
JumpIfEmpty: time.Hour * 24 * 30,
Q: func(startTime, endTime time.Time) (interface{}, error) {
return e.QueryLiquidationHistory(ctx, &startTime, &endTime)

4
pkg/exchange/batch/margin_repay.go
View File

@ -16,8 +16,8 @@ type MarginRepayBatchQuery struct {
func (e *MarginRepayBatchQuery) Query(ctx context.Context, asset string, startTime, endTime time.Time) (c chan types.MarginRepay, errC chan error) {
query := &AsyncTimeRangedBatchQuery{
Type: types.MarginRepay{},
Limiter: rate.NewLimiter(rate.Every(5*time.Second), 2),
Type: types.MarginRepay{},
Limiter: rate.NewLimiter(rate.Every(5*time.Second), 2),
JumpIfEmpty: time.Hour * 24 * 30,
Q: func(startTime, endTime time.Time) (interface{}, error) {
return e.QueryRepayHistory(ctx, asset, &startTime, &endTime)

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

@ -21,7 +21,7 @@ func (e TradeBatchQuery) Query(ctx context.Context, symbol string, options *type
startTime := *options.StartTime
endTime := *options.EndTime
query := &AsyncTimeRangedBatchQuery{
Type: types.Trade{},
Type: types.Trade{},
Q: func(startTime, endTime time.Time) (interface{}, error) {
return e.ExchangeTradeHistoryService.QueryTrades(ctx, symbol, options)
},

7
pkg/exchange/binance/binanceapi/client_test.go
View File

@ -84,7 +84,6 @@ func TestClient_NewSpotRebateHistoryRequest(t *testing.T) {
t.Logf("spot rebate history: %+v", history)
}
func TestClient_NewGetMarginInterestRateHistoryRequest(t *testing.T) {
client := getTestClientOrSkip(t)
ctx := context.Background()
@ -121,8 +120,8 @@ func TestClient_privateCall(t *testing.T) {
resp, err := client.SendRequest(req)
if assert.NoError(t, err) {
var feeStructs []struct{
Symbol string `json:"symbol"`
var feeStructs []struct {
Symbol string `json:"symbol"`
MakerCommission string `json:"makerCommission"`
TakerCommission string `json:"takerCommission"`
}
@ -131,7 +130,7 @@ func TestClient_privateCall(t *testing.T) {
assert.NotEmpty(t, feeStructs)
}
} else {
dump, _ := httputil.DumpRequest(req, true);
dump, _ := httputil.DumpRequest(req, true)
log.Printf("request: %s", dump)
}
}

4
pkg/exchange/binance/binanceapi/get_trade_fee_request.go
View File

@ -7,9 +7,9 @@ import (
)
type TradeFee struct {
Symbol string `json:"symbol"`
Symbol string `json:"symbol"`
MakerCommission fixedpoint.Value `json:"makerCommission"`
TakerCommission fixedpoint.Value `json:"takerCommission"`
TakerCommission fixedpoint.Value `json:"takerCommission"`
}
//go:generate requestgen -method GET -url "/sapi/v1/asset/tradeFee" -type GetTradeFeeRequest -responseType []TradeFee

1
pkg/exchange/ftx/convert_test.go
View File

@ -119,4 +119,3 @@ func Test_toLocalOrderTypeWithMarket(t *testing.T) {
assert.NoError(t, err)
assert.Equal(t, ftxapi.OrderTypeMarket, orderType)
}

1
pkg/exchange/ftx/ftxapi/account.go
View File

@ -66,7 +66,6 @@ func (c *RestClient) NewGetPositionsRequest() *GetPositionsRequest {
}
}
type Balance struct {
Coin string `json:"coin"`
Free fixedpoint.Value `json:"free"`

2
pkg/exchange/ftx/ftxapi/client.go
View File

@ -200,5 +200,3 @@ func castPayload(payload interface{}) ([]byte, error) {
return nil, nil
}

12
pkg/exchange/ftx/ftxapi/client_test.go
View File

@ -37,7 +37,7 @@ func TestClient_Requests(t *testing.T) {
return
}
ctx, cancel := context.WithTimeout(context.TODO(), 15 * time.Second)
ctx, cancel := context.WithTimeout(context.TODO(), 15*time.Second)
defer cancel()
client := NewClient()
@ -45,13 +45,13 @@ func TestClient_Requests(t *testing.T) {
testCases := []struct {
name string
tt func(t *testing.T)
} {
tt func(t *testing.T)
}{
{
name: "GetMarketsRequest",
tt: func(t *testing.T) {
req := client.NewGetMarketsRequest()
markets ,err := req.Do(ctx)
markets, err := req.Do(ctx)
assert.NoError(t, err)
assert.NotNil(t, markets)
t.Logf("markets: %+v", markets)
@ -61,7 +61,7 @@ func TestClient_Requests(t *testing.T) {
name: "GetAccountRequest",
tt: func(t *testing.T) {
req := client.NewGetAccountRequest()
account ,err := req.Do(ctx)
account, err := req.Do(ctx)
assert.NoError(t, err)
assert.NotNil(t, account)
t.Logf("account: %+v", account)
@ -78,7 +78,7 @@ func TestClient_Requests(t *testing.T) {
Side(SideBuy).
Market("LTC/USDT")
createdOrder,err := req.Do(ctx)
createdOrder, err := req.Do(ctx)
if assert.NoError(t, err) {
assert.NotNil(t, createdOrder)
t.Logf("createdOrder: %+v", createdOrder)

3
pkg/exchange/ftx/ftxapi/market.go
View File

@ -25,7 +25,7 @@ type Market struct {
Underlying string `json:"underlying"`
Enabled bool `json:"enabled"`
Ask fixedpoint.Value `json:"ask"`
Bid fixedpoint.Value `json:"bid"`
Bid fixedpoint.Value `json:"bid"`
Last fixedpoint.Value `json:"last"`
PostOnly bool `json:"postOnly"`
Price fixedpoint.Value `json:"price"`
@ -33,6 +33,7 @@ type Market struct {
SizeIncrement fixedpoint.Value `json:"sizeIncrement"`
Restricted bool `json:"restricted"`
}
//go:generate GetRequest -url "api/markets" -type GetMarketsRequest -responseDataType []Market
type GetMarketsRequest struct {
client requestgen.APIClient

2
pkg/exchange/ftx/ftxapi/trade.go
View File

@ -128,7 +128,7 @@ type Fill struct {
BaseCurrency string `json:"baseCurrency"`
QuoteCurrency string `json:"quoteCurrency"`
OrderId uint64 `json:"orderId"`
TradeId uint64 `json:"tradeId"`
TradeId uint64 `json:"tradeId"`
Price fixedpoint.Value `json:"price"`
Side Side `json:"side"`
Size fixedpoint.Value `json:"size"`

1
pkg/exchange/ftx/generate_symbol_map.go
View File

@ -1,3 +1,4 @@
//go:build ignore
// +build ignore
package main

130
pkg/exchange/ftx/rest_responses.go
View File

@ -5,8 +5,8 @@ import (
"strings"
"time"
"github.com/c9s/bbgo/pkg/types"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types"
)
// ex: 2019-03-05T09:56:55.728933+00:00
@ -121,7 +121,7 @@ type position struct {
Cost fixedpoint.Value `json:"cost"`
EntryPrice fixedpoint.Value `json:"entryPrice"`
EstimatedLiquidationPrice fixedpoint.Value `json:"estimatedLiquidationPrice"`
Future string `json:"future"`
Future string `json:"future"`
InitialMarginRequirement fixedpoint.Value `json:"initialMarginRequirement"`
LongOrderSize fixedpoint.Value `json:"longOrderSize"`
MaintenanceMarginRequirement fixedpoint.Value `json:"maintenanceMarginRequirement"`
@ -129,7 +129,7 @@ type position struct {
OpenSize fixedpoint.Value `json:"openSize"`
RealizedPnl fixedpoint.Value `json:"realizedPnl"`
ShortOrderSize fixedpoint.Value `json:"shortOrderSize"`
Side string `json:"Side"`
Side string `json:"Side"`
Size fixedpoint.Value `json:"size"`
UnrealizedPnl fixedpoint.Value `json:"unrealizedPnl"`
CollateralUsed fixedpoint.Value `json:"collateralUsed"`
@ -139,7 +139,7 @@ type balances struct {
Success bool `json:"success"`
Result []struct {
Coin string `json:"coin"`
Coin string `json:"coin"`
Free fixedpoint.Value `json:"free"`
Total fixedpoint.Value `json:"total"`
} `json:"result"`
@ -178,9 +178,9 @@ type marketsResponse struct {
}
type market struct {
Name string `json:"name"`
Enabled bool `json:"enabled"`
PostOnly bool `json:"postOnly"`
Name string `json:"name"`
Enabled bool `json:"enabled"`
PostOnly bool `json:"postOnly"`
PriceIncrement fixedpoint.Value `json:"priceIncrement"`
SizeIncrement fixedpoint.Value `json:"sizeIncrement"`
MinProvideSize fixedpoint.Value `json:"minProvideSize"`
@ -188,12 +188,12 @@ type market struct {
Bid fixedpoint.Value `json:"bid"`
Ask fixedpoint.Value `json:"ask"`
Price fixedpoint.Value `json:"price"`
Type string `json:"type"`
BaseCurrency string `json:"baseCurrency"`
QuoteCurrency string `json:"quoteCurrency"`
Underlying string `json:"underlying"`
Restricted bool `json:"restricted"`
HighLeverageFeeExempt bool `json:"highLeverageFeeExempt"`
Type string `json:"type"`
BaseCurrency string `json:"baseCurrency"`
QuoteCurrency string `json:"quoteCurrency"`
Underlying string `json:"underlying"`
Restricted bool `json:"restricted"`
HighLeverageFeeExempt bool `json:"highLeverageFeeExempt"`
Change1h fixedpoint.Value `json:"change1h"`
Change24h fixedpoint.Value `json:"change24h"`
ChangeBod fixedpoint.Value `json:"changeBod"`
@ -222,12 +222,12 @@ type HistoricalPricesResponse struct {
}
type Candle struct {
Close fixedpoint.Value `json:"close"`
High fixedpoint.Value `json:"high"`
Low fixedpoint.Value `json:"low"`
Open fixedpoint.Value `json:"open"`
StartTime datetime `json:"startTime"`
Volume fixedpoint.Value `json:"volume"`
Close fixedpoint.Value `json:"close"`
High fixedpoint.Value `json:"high"`
Low fixedpoint.Value `json:"low"`
Open fixedpoint.Value `json:"open"`
StartTime datetime `json:"startTime"`
Volume fixedpoint.Value `json:"volume"`
}
type ordersHistoryResponse struct {
@ -248,24 +248,24 @@ type cancelOrderResponse struct {
}
type order struct {
CreatedAt datetime `json:"createdAt"`
FilledSize fixedpoint.Value `json:"filledSize"`
CreatedAt datetime `json:"createdAt"`
FilledSize fixedpoint.Value `json:"filledSize"`
// Future field is not defined in the response format table but in the response example.
Future string `json:"future"`
ID int64 `json:"id"`
Market string `json:"market"`
Future string `json:"future"`
ID int64 `json:"id"`
Market string `json:"market"`
Price fixedpoint.Value `json:"price"`
AvgFillPrice fixedpoint.Value `json:"avgFillPrice"`
RemainingSize fixedpoint.Value `json:"remainingSize"`
Side string `json:"side"`
Side string `json:"side"`
Size fixedpoint.Value `json:"size"`
Status string `json:"status"`
Type string `json:"type"`
ReduceOnly bool `json:"reduceOnly"`
Ioc bool `json:"ioc"`
PostOnly bool `json:"postOnly"`
ClientId string `json:"clientId"`
Liquidation bool `json:"liquidation"`
Status string `json:"status"`
Type string `json:"type"`
ReduceOnly bool `json:"reduceOnly"`
Ioc bool `json:"ioc"`
PostOnly bool `json:"postOnly"`
ClientId string `json:"clientId"`
Liquidation bool `json:"liquidation"`
}
type orderResponse struct {
@ -299,18 +299,18 @@ type depositHistoryResponse struct {
}
type depositHistory struct {
ID int64 `json:"id"`
Coin string `json:"coin"`
TxID string `json:"txid"`
Address address `json:"address"`
Confirmations int64 `json:"confirmations"`
ConfirmedTime datetime `json:"confirmedTime"`
Fee fixedpoint.Value `json:"fee"`
SentTime datetime `json:"sentTime"`
Size fixedpoint.Value `json:"size"`
Status string `json:"status"`
Time datetime `json:"time"`
Notes string `json:"notes"`
ID int64 `json:"id"`
Coin string `json:"coin"`
TxID string `json:"txid"`
Address address `json:"address"`
Confirmations int64 `json:"confirmations"`
ConfirmedTime datetime `json:"confirmedTime"`
Fee fixedpoint.Value `json:"fee"`
SentTime datetime `json:"sentTime"`
Size fixedpoint.Value `json:"size"`
Status string `json:"status"`
Time datetime `json:"time"`
Notes string `json:"notes"`
}
/**
@ -354,22 +354,22 @@ type fillsResponse struct {
}
*/
type fill struct {
ID int64 `json:"id"`
Market string `json:"market"`
Future string `json:"future"`
BaseCurrency string `json:"baseCurrency"`
QuoteCurrency string `json:"quoteCurrency"`
Type string `json:"type"`
Side types.SideType `json:"side"`
Price fixedpoint.Value `json:"price"`
Size fixedpoint.Value `json:"size"`
OrderId uint64 `json:"orderId"`
Time datetime `json:"time"`
TradeId uint64 `json:"tradeId"`
FeeRate fixedpoint.Value `json:"feeRate"`
Fee fixedpoint.Value `json:"fee"`
FeeCurrency string `json:"feeCurrency"`
Liquidity string `json:"liquidity"`
ID int64 `json:"id"`
Market string `json:"market"`
Future string `json:"future"`
BaseCurrency string `json:"baseCurrency"`
QuoteCurrency string `json:"quoteCurrency"`
Type string `json:"type"`
Side types.SideType `json:"side"`
Price fixedpoint.Value `json:"price"`
Size fixedpoint.Value `json:"size"`
OrderId uint64 `json:"orderId"`
Time datetime `json:"time"`
TradeId uint64 `json:"tradeId"`
FeeRate fixedpoint.Value `json:"feeRate"`
Fee fixedpoint.Value `json:"fee"`
FeeCurrency string `json:"feeCurrency"`
Liquidity string `json:"liquidity"`
}
type transferResponse struct {
@ -378,12 +378,12 @@ type transferResponse struct {
}
type transfer struct {
Id uint `json:"id"`
Coin string `json:"coin"`
Id uint `json:"id"`
Coin string `json:"coin"`
Size fixedpoint.Value `json:"size"`
Time string `json:"time"`
Notes string `json:"notes"`
Status string `json:"status"`
Time string `json:"time"`
Notes string `json:"notes"`
Status string `json:"status"`
}
func (t *transfer) String() string {

1
pkg/exchange/ftx/rest_wallet_request.go
View File

@ -42,4 +42,3 @@ func (r *walletRequest) DepositHistory(ctx context.Context, since time.Time, unt
return d, nil
}

1619
pkg/exchange/ftx/symbols.go
View File

File diff suppressed because it is too large Load Diff

1
pkg/exchange/kucoin/convert.go
View File

@ -245,4 +245,3 @@ func toGlobalTrade(fill kucoinapi.Fill) types.Trade {
}
return trade
}

2
pkg/exchange/kucoin/generate_symbol_map.go
View File

@ -53,7 +53,7 @@ func main() {
defer resp.Body.Close()
r := &ApiResponse{}
if err := json.NewDecoder(resp.Body).Decode(r) ; err != nil {
if err := json.NewDecoder(resp.Body).Decode(r); err != nil {
log.Fatal(err)
}

1
pkg/exchange/kucoin/kucoinapi/bullet.go
View File

@ -61,7 +61,6 @@ type GetPublicBulletRequest struct {
client requestgen.APIClient
}
//go:generate requestgen -type GetPrivateBulletRequest -method "POST" -url "/api/v1/bullet-private" -responseType .APIResponse -responseDataField Data -responseDataType .Bullet
type GetPrivateBulletRequest struct {
client requestgen.AuthenticatedAPIClient

10
pkg/exchange/kucoin/stream.go
View File

@ -9,9 +9,9 @@ import (
"github.com/c9s/bbgo/pkg/depth"
"github.com/c9s/bbgo/pkg/exchange/kucoin/kucoinapi"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types"
"github.com/c9s/bbgo/pkg/util"
"github.com/c9s/bbgo/pkg/fixedpoint"
)
const readTimeout = 30 * time.Second
@ -20,8 +20,8 @@ const readTimeout = 30 * time.Second
type Stream struct {
types.StandardStream
client *kucoinapi.RestClient
exchange *Exchange
client *kucoinapi.RestClient
exchange *Exchange
bullet *kucoinapi.Bullet
candleEventCallbacks []func(candle *WebSocketCandleEvent, e *WebSocketEvent)
@ -125,8 +125,8 @@ func (s *Stream) handlePrivateOrderEvent(e *WebSocketPrivateOrderEvent) {
IsBuyer: e.Side == "buy",
IsMaker: e.Liquidity == "maker",
Time: types.Time(e.Ts.Time()),
Fee: fixedpoint.Zero, // not supported
FeeCurrency: "", // not supported
Fee: fixedpoint.Zero, // not supported
FeeCurrency: "", // not supported
})
}

2204
pkg/exchange/kucoin/symbols.go
View File

File diff suppressed because it is too large Load Diff

1
pkg/exchange/max/maxapi/account_test.go
View File

@ -110,4 +110,3 @@ func TestAccountService_NewGetDepositHistoryRequest(t *testing.T) {
assert.NotEmpty(t, deposits)
t.Logf("deposits: %+v", deposits)
}

2
pkg/exchange/max/maxapi/order_test.go
View File

@ -22,5 +22,3 @@ func integrationTestConfigured(t *testing.T, prefix string) (key, secret string,
}
return key, secret, ok
}

1
pkg/exchange/max/maxapi/v3/margin.go
View File

@ -158,4 +158,3 @@ type MarginRepayRequest struct {
currency string `param:"currency,slug,required"`
amount string `param:"amount"`
}

1
pkg/exchange/max/maxapi/websocket.go
View File

@ -28,4 +28,3 @@ type WebsocketCommand struct {
Action string `json:"action"`
Subscriptions []Subscription `json:"subscriptions,omitempty"`
}

4
pkg/exchange/max/maxapi/withdrawal.go
View File

@ -56,8 +56,8 @@ type WithdrawalAddress struct {
//go:generate GetRequest -url "v2/withdraw_addresses" -type GetWithdrawalAddressesRequest -responseType []WithdrawalAddress
type GetWithdrawalAddressesRequest struct {
client requestgen.AuthenticatedAPIClient
currency string `param:"currency,required"`
client requestgen.AuthenticatedAPIClient
currency string `param:"currency,required"`
}
type WithdrawalService struct {

1
pkg/exchange/max/ticker_test.go
View File

@ -31,7 +31,6 @@ func TestExchange_QueryTickers_SomeSymbols(t *testing.T) {
return
}
e := New(key, secret)
got, err := e.QueryTickers(context.Background(), "BTCUSDT", "ETHUSDT")
if assert.NoError(t, err) {

2
pkg/exchange/okex/exchange.go
View File

@ -275,7 +275,7 @@ func (e *Exchange) NewStream() types.Stream {
}
func (e *Exchange) QueryKLines(ctx context.Context, symbol string, interval types.Interval, options types.KLineQueryOptions) ([]types.KLine, error) {
if err := marketDataLimiter.Wait(ctx) ; err != nil {
if err := marketDataLimiter.Wait(ctx); err != nil {
return nil, err
}

1
pkg/exchange/okex/gensymbols.go
View File

@ -1,3 +1,4 @@
//go:build ignore
// +build ignore
package main

6
pkg/exchange/okex/stream.go
View File

@ -28,9 +28,9 @@ type Stream struct {
client *okexapi.RestClient
// public callbacks
candleEventCallbacks []func(candle Candle)
bookEventCallbacks []func(book BookEvent)
eventCallbacks []func(event WebSocketEvent)
candleEventCallbacks []func(candle Candle)
bookEventCallbacks []func(book BookEvent)
eventCallbacks []func(event WebSocketEvent)
accountEventCallbacks []func(account okexapi.Account)
orderDetailsEventCallbacks []func(orderDetails []okexapi.OrderDetails)

1021
pkg/exchange/okex/symbols.go
View File

File diff suppressed because it is too large Load Diff

4
pkg/fixedpoint/dec.go
View File

@ -282,7 +282,7 @@ func (dn Value) FormatString(prec int) string {
// decimal within
dec := nd + e
decimals := digits[dec:min(dec+prec, nd)]
return sign + digits[:dec] + "." + decimals + strings.Repeat("0", max(0, prec - len(decimals)))
return sign + digits[:dec] + "." + decimals + strings.Repeat("0", max(0, prec-len(decimals)))
} else if 0 < dn.exp && dn.exp <= digitsMax {
// decimal to the right
if prec > 0 {
@ -403,7 +403,7 @@ func (dn Value) FormatPercentage(prec int) string {
// decimal within
dec := nd + e
decimals := digits[dec:min(dec+prec, nd)]
return sign + digits[:dec] + "." + decimals + strings.Repeat("0", max(0, prec - len(decimals))) + "%"
return sign + digits[:dec] + "." + decimals + strings.Repeat("0", max(0, prec-len(decimals))) + "%"
} else if 0 < exp && exp <= digitsMax {
// decimal to the right
if prec > 0 {

2
pkg/fixedpoint/dec_legacy_test.go
View File

@ -19,7 +19,7 @@ func TestNumFractionalDigitsLegacy(t *testing.T) {
},
{
name: "zero underflow",
v: MustNewFromString("1e-100"),
v: MustNewFromString("1e-100"),
want: 0,
},
}

5
pkg/fixedpoint/dec_test.go
View File

@ -1,10 +1,10 @@
package fixedpoint
import (
"encoding/json"
"github.com/stretchr/testify/assert"
"math/big"
"testing"
"github.com/stretchr/testify/assert"
"encoding/json"
)
const Delta = 1e-9
@ -167,7 +167,6 @@ func TestJson(t *testing.T) {
assert.Equal(t, "0.00000000", p.FormatString(8))
assert.Equal(t, "0.00000000", string(e))
_ = json.Unmarshal([]byte("0.00153917575"), &p)
assert.Equal(t, "0.00153917", p.FormatString(8))

16
pkg/grpc/convert.go
View File

@ -97,14 +97,14 @@ func toSide(side pb.Side) types.SideType {
func toSubmitOrders(pbOrders []*pb.SubmitOrder) (submitOrders []types.SubmitOrder) {
for _, pbOrder := range pbOrders {
submitOrders = append(submitOrders, types.SubmitOrder{
ClientOrderID: pbOrder.ClientOrderId,
Symbol: pbOrder.Symbol,
Side: toSide(pbOrder.Side),
Type: toOrderType(pbOrder.OrderType),
Price: fixedpoint.MustNewFromString(pbOrder.Price),
Quantity: fixedpoint.MustNewFromString(pbOrder.Quantity),
StopPrice: fixedpoint.MustNewFromString(pbOrder.StopPrice),
TimeInForce: "",
ClientOrderID: pbOrder.ClientOrderId,
Symbol: pbOrder.Symbol,
Side: toSide(pbOrder.Side),
Type: toOrderType(pbOrder.OrderType),
Price: fixedpoint.MustNewFromString(pbOrder.Price),
Quantity: fixedpoint.MustNewFromString(pbOrder.Quantity),
StopPrice: fixedpoint.MustNewFromString(pbOrder.StopPrice),
TimeInForce: "",
})
}

24
pkg/indicator/dmi_test.go
View File

@ -2,8 +2,8 @@ package indicator
import (
"encoding/json"
"testing"
"fmt"
"testing"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types"
@ -51,27 +51,31 @@ func Test_DMI(t *testing.T) {
return klines
}
type output struct{dip float64; dim float64; adx float64}
type output struct {
dip float64
dim float64
adx float64
}
tests := []struct {
name string
name string
klines []types.KLine
want output
next output
total int
want output
next output
total int
}{
{
name: "test_dmi",
name: "test_dmi",
klines: buildKLines(highb, lowb, clozeb),
want: output{dip: 4.85114, dim: 1.339736, adx: 37.857156},
next: output{dip: 4.813853, dim: 1.67532, adx: 36.111434},
want: output{dip: 4.85114, dim: 1.339736, adx: 37.857156},
next: output{dip: 4.813853, dim: 1.67532, adx: 36.111434},
},
}
for _, tt := range tests {
t.Run(tt.name, func(t *testing.T) {
dmi := &DMI{
IntervalWindow: types.IntervalWindow{Window: 5},
ADXSmoothing: 14,
ADXSmoothing: 14,
}
dmi.calculateAndUpdate(tt.klines)
assert.InDelta(t, dmi.GetDIPlus().Last(), tt.want.dip, Delta)

32
pkg/service/account.go
View File

@ -41,22 +41,22 @@ func (s *AccountService) InsertAsset(time time.Time, session string, name types.
price_in_usd,
is_margin, is_isolated, isolated_symbol)
values (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?);`,
session,
name,
account,
time,
v.Currency,
v.InUSD,
v.InBTC,
v.Total,
v.Available,
v.Locked,
v.Borrowed,
v.NetAsset,
v.PriceInUSD,
isMargin,
isIsolatedMargin,
isolatedMarginSymbol)
session,
name,
account,
time,
v.Currency,
v.InUSD,
v.InBTC,
v.Total,
v.Available,
v.Locked,
v.Borrowed,
v.NetAsset,
v.PriceInUSD,
isMargin,
isIsolatedMargin,
isolatedMarginSymbol)
err = multierr.Append(err, _err) // successful request

1
pkg/service/persistence_json.go
View File

@ -76,4 +76,3 @@ func (store JsonStore) Save(val interface{}) error {
p := filepath.Join(store.Directory, store.ID) + ".json"
return ioutil.WriteFile(p, data, 0666)
}

6
pkg/service/reward.go
View File

@ -93,8 +93,6 @@ func (s *RewardService) Sync(ctx context.Context, exchange types.Exchange) error
return <-errC
}
type CurrencyPositionMap map[string]fixedpoint.Value
func (s *RewardService) AggregateUnspentCurrencyPosition(ctx context.Context, ex types.ExchangeName, since time.Time) (CurrencyPositionMap, error) {
@ -128,8 +126,8 @@ func (s *RewardService) QueryUnspentSince(ctx context.Context, ex types.Exchange
sql += " ORDER BY created_at ASC"
rows, err := s.DB.NamedQueryContext(ctx, sql, map[string]interface{}{
"exchange": ex,
"since": since,
"exchange": ex,
"since": since,
})
if err != nil {

3
pkg/service/reward_test.go
View File

@ -74,7 +74,6 @@ func TestRewardService_InsertAndQueryUnspent(t *testing.T) {
assert.Equal(t, types.RewardCommission, rewards[0].Type)
}
func TestRewardService_AggregateUnspentCurrencyPosition(t *testing.T) {
db, err := prepareDB(t)
if err != nil {
@ -126,7 +125,7 @@ func TestRewardService_AggregateUnspentCurrencyPosition(t *testing.T) {
})
assert.NoError(t, err)
currencyPositions, err := service.AggregateUnspentCurrencyPosition(ctx, types.ExchangeMax, now.Add(-10 * time.Second))
currencyPositions, err := service.AggregateUnspentCurrencyPosition(ctx, types.ExchangeMax, now.Add(-10*time.Second))
assert.NoError(t, err)
assert.NotEmpty(t, currencyPositions)
assert.Len(t, currencyPositions, 2)

2
pkg/service/withdraw_test.go
View File

@ -7,8 +7,8 @@ import (
"github.com/jmoiron/sqlx"
"github.com/stretchr/testify/assert"
"github.com/c9s/bbgo/pkg/types"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types"
)
func TestWithdrawService(t *testing.T) {

2
pkg/strategy/factorzoo/strategy.go
View File

@ -154,7 +154,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
// s.pvDivergence.OnUpdate(func(corr float64) {
// //fmt.Printf("now we've got corr: %f\n", corr)
// })
windowSize := 360/s.Interval.Minutes()
windowSize := 360 / s.Interval.Minutes()
if windowSize == 0 {
windowSize = 3
}

1
pkg/strategy/wall/strategy.go
View File

@ -340,7 +340,6 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
log.WithError(err).Errorf("can not place order")
}
if err := s.activeAdjustmentOrders.GracefulCancel(ctx, s.session.Exchange); err != nil {
log.WithError(err).Errorf("graceful cancel order error")
}

4
pkg/strategy/xmaker/state.go
View File

@ -11,10 +11,10 @@ type State struct {
CoveredPosition fixedpoint.Value `json:"coveredPosition,omitempty"`
// Deprecated:
Position *types.Position `json:"position,omitempty"`
Position *types.Position `json:"position,omitempty"`
// Deprecated:
ProfitStats ProfitStats `json:"profitStats,omitempty"`
ProfitStats ProfitStats `json:"profitStats,omitempty"`
}
type ProfitStats struct {

38
pkg/types/indicator.go
View File

@ -11,40 +11,40 @@ import (
// Super basic Series type that simply holds the float64 data
// with size limit (the only difference compare to float64slice)
type Queue struct {
arr []float64
size int
arr []float64
size int
}
func NewQueue(size int) *Queue {
return &Queue{
arr: make([]float64, 0, size),
size: size,
}
return &Queue{
arr: make([]float64, 0, size),
size: size,
}
}
func (inc *Queue) Last() float64 {
if len(inc.arr) == 0 {
return 0
}
return inc.arr[len(inc.arr)-1]
if len(inc.arr) == 0 {
return 0
}
return inc.arr[len(inc.arr)-1]
}
func (inc *Queue) Index(i int) float64 {
if len(inc.arr)-i-1 < 0 {
return 0
}
return inc.arr[len(inc.arr)-i-1]
if len(inc.arr)-i-1 < 0 {
return 0
}
return inc.arr[len(inc.arr)-i-1]
}
func (inc *Queue) Length() int {
return len(inc.arr)
return len(inc.arr)
}
func (inc *Queue) Update(v float64) {
inc.arr = append(inc.arr, v)
if len(inc.arr) > inc.size {
inc.arr = inc.arr[len(inc.arr)-inc.size:]
}
inc.arr = append(inc.arr, v)
if len(inc.arr) > inc.size {
inc.arr = inc.arr[len(inc.arr)-inc.size:]
}
}
var _ Series = &Queue{}

15
pkg/types/market_test.go
View File

@ -91,7 +91,7 @@ func Test_formatPrice(t *testing.T) {
{
name: "no fraction",
args: args{
price: fixedpoint.NewFromFloat(10.0),
price: fixedpoint.NewFromFloat(10.0),
tickSize: fixedpoint.NewFromFloat(0.001),
},
want: "10.000",
@ -99,7 +99,7 @@ func Test_formatPrice(t *testing.T) {
{
name: "fraction truncate",
args: args{
price: fixedpoint.NewFromFloat(2.334),
price: fixedpoint.NewFromFloat(2.334),
tickSize: fixedpoint.NewFromFloat(0.01),
},
want: "2.33",
@ -107,7 +107,7 @@ func Test_formatPrice(t *testing.T) {
{
name: "fraction",
args: args{
price: fixedpoint.NewFromFloat(2.334),
price: fixedpoint.NewFromFloat(2.334),
tickSize: fixedpoint.NewFromFloat(0.0001),
},
want: "2.3340",
@ -115,7 +115,7 @@ func Test_formatPrice(t *testing.T) {
{
name: "more fraction",
args: args{
price: fixedpoint.MustNewFromString("2.1234567898888"),
price: fixedpoint.MustNewFromString("2.1234567898888"),
tickSize: fixedpoint.NewFromFloat(0.0001),
},
want: "2.1234",
@ -125,7 +125,7 @@ func Test_formatPrice(t *testing.T) {
binanceFormatRE := regexp.MustCompile("^([0-9]{1,20})(.[0-9]{1,20})?$")
for _, tt := range tests {
t.Run(tt.name, func(t *testing.T) {
got := formatPrice(tt.args.price, tt.args.tickSize);
got := formatPrice(tt.args.price, tt.args.tickSize)
if got != tt.want {
t.Errorf("formatPrice() = %v, want %v", got, tt.want)
}
@ -135,10 +135,9 @@ func Test_formatPrice(t *testing.T) {
}
}
func Test_formatQuantity(t *testing.T) {
type args struct {
quantity fixedpoint.Value
quantity fixedpoint.Value
tickSize fixedpoint.Value
}
tests := []struct {
@ -183,7 +182,7 @@ func Test_formatQuantity(t *testing.T) {
binanceFormatRE := regexp.MustCompile("^([0-9]{1,20})(.[0-9]{1,20})?$")
for _, tt := range tests {
t.Run(tt.name, func(t *testing.T) {
got := formatQuantity(tt.args.quantity, tt.args.tickSize);
got := formatQuantity(tt.args.quantity, tt.args.tickSize)
if got != tt.want {
t.Errorf("formatQuantity() = %v, want %v", got, tt.want)
}

1
pkg/types/profit.go
View File

@ -227,7 +227,6 @@ func NewProfitStats(market Market) *ProfitStats {
}
}
func (s *ProfitStats) Init(market Market) {
s.Symbol = market.Symbol
s.BaseCurrency = market.BaseCurrency

28
pkg/types/sort_test.go
View File

@ -8,24 +8,24 @@ import (
)
func TestSortTradesAscending(t *testing.T) {
var trades = []Trade {
var trades = []Trade{
{
ID: 1,
Symbol: "BTCUSDT",
Side: SideTypeBuy,
IsBuyer: false,
IsMaker: false,
Time: Time(time.Unix(2000, 0 )),
ID: 1,
Symbol: "BTCUSDT",
Side: SideTypeBuy,
IsBuyer: false,
IsMaker: false,
Time: Time(time.Unix(2000, 0)),
},
{
ID: 2,
Symbol: "BTCUSDT",
Side: SideTypeBuy,
IsBuyer: false,
IsMaker: false,
Time: Time(time.Unix(1000, 0 )),
ID: 2,
Symbol: "BTCUSDT",
Side: SideTypeBuy,
IsBuyer: false,
IsMaker: false,
Time: Time(time.Unix(1000, 0)),
},
}
trades = SortTradesAscending(trades)
assert.True(t ,trades[0].Time.Before(trades[1].Time.Time()))
assert.True(t, trades[0].Time.Before(trades[1].Time.Time()))
}

1
pkg/util/exchange_icon.go
View File

@ -1,2 +1 @@
package util

2
pkg/version/dev.go
View File

@ -1,3 +1,4 @@
//go:build !release
// +build !release
package version
@ -5,4 +6,3 @@ package version
const Version = "v1.35.0-daaa3352-dev"
const VersionGitRef = "daaa3352"

2
pkg/version/version.go
View File

@ -1,3 +1,4 @@
//go:build release
// +build release
package version
@ -5,4 +6,3 @@ package version
const Version = "v1.35.0-daaa3352"
const VersionGitRef = "daaa3352"