From 577caab3f588ce002c5939a8e1ff31a73d0bb598 Mon Sep 17 00:00:00 2001
From: c9s <yoan@maicoin.com>
Date: Sat, 11 Jul 2020 20:40:19 +0800
Subject: [PATCH] refactor volume calculator

---
 bbgo/exchange/binance/exchange.go |  5 +++++
 bbgo/market.go                    | 10 +++++++++-
 2 files changed, 14 insertions(+), 1 deletion(-)

diff --git a/bbgo/exchange/binance/exchange.go b/bbgo/exchange/binance/exchange.go
index 17c2e6420..8bfd1d323 100644
--- a/bbgo/exchange/binance/exchange.go
+++ b/bbgo/exchange/binance/exchange.go
@@ -97,6 +97,11 @@ func toLocalOrderType(orderType types.OrderType) (binance.OrderType, error) {
 }
 
 func (e *Exchange) QueryKLines(ctx context.Context, symbol, interval string, limit int) ([]types.KLine, error) {
+	if limit == 0 {
+		// default limit == 500
+		limit = 500
+	}
+
 	logrus.Infof("[binance] querying kline %s %s limit %d", symbol, interval, limit)
 
 	resp, err := e.Client.NewKlinesService().Symbol(symbol).Interval(interval).Limit(limit).Do(ctx)
diff --git a/bbgo/market.go b/bbgo/market.go
index c406a733b..d9d44b0be 100644
--- a/bbgo/market.go
+++ b/bbgo/market.go
@@ -1,6 +1,9 @@
 package bbgo
 
-import "strconv"
+import (
+	"math"
+	"strconv"
+)
 
 type Market struct {
 	Symbol          string
@@ -20,6 +23,11 @@ func (m Market) FormatVolume(val float64) string {
 	return strconv.FormatFloat(val, 'f', m.VolumePrecision, 64)
 }
 
+func (m Market) CanonicalizeVolume(val float64) float64 {
+	p := math.Pow10(m.VolumePrecision)
+	return math.Trunc(p * val) / p
+}
+
 //  Binance Markets, this should be defined per exchange
 
 var MarketBTCUSDT = Market{