integrate reward service into the sync service

examples/max-rewards/main.go

@@ -31,8 +31,12 @@ func main() {
 	} else {
 		req = api.RewardService.NewRewardsRequest()
 	}
+
 	// req.From(1613931192)
 	// req.From(1613240048)
+	// req.From(maxapi.TimestampSince)
+	// req.To(maxapi.TimestampSince + 3600 * 24)
+	req.Limit(100)
 
 	rewards, err := req.Do(ctx)
 	if err != nil {

migrations/mysql/20210223080622_add_rewards_table.sql

@@ -20,12 +20,12 @@ CREATE TABLE `rewards`
 
     `created_at`  DATETIME                NOT NULL,
 
-    `used`        BOOLEAN                 NOT NULL DEFAULT FALSE,
+    `spent`       BOOLEAN                 NOT NULL DEFAULT FALSE,
 
     `note`        TEXT                    NULL,
 
     PRIMARY KEY (`gid`),
-    UNIQUE KEY `id` (`id`)
+    UNIQUE KEY `uuid` (`exchange`, `uuid`)
 );
 
 -- +down

migrations/sqlite3/20210223080622_add_rewards_table.sql

@@ -20,7 +20,7 @@ CREATE TABLE `rewards`
 
     `created_at`  DATETIME       NOT NULL,
 
-    `used`        BOOLEAN        NOT NULL DEFAULT FALSE,
+    `spent`       BOOLEAN        NOT NULL DEFAULT FALSE,
 
     `note`        TEXT           NULL
 );

pkg/bbgo/environment.go

@@ -68,7 +68,8 @@ type Environment struct {
 	DatabaseService          *service.DatabaseService
 	OrderService             *service.OrderService
 	TradeService             *service.TradeService
-	TradeSync                *service.SyncService
+	RewardService            *service.RewardService
+	SyncService              *service.SyncService
 
 	// startTime is the time of start point (which is used in the backtest)
 	startTime time.Time
@@ -157,9 +158,12 @@ func (environ *Environment) ConfigureDatabaseDriver(ctx context.Context, driver
 	db := environ.DatabaseService.DB
 	environ.OrderService = &service.OrderService{DB: db}
 	environ.TradeService = &service.TradeService{DB: db}
-	environ.TradeSync = &service.SyncService{
+	environ.RewardService = &service.RewardService{DB: db}
-		TradeService: environ.TradeService,
+
-		OrderService: environ.OrderService,
+	environ.SyncService = &service.SyncService{
+		TradeService:  environ.TradeService,
+		OrderService:  environ.OrderService,
+		RewardService: environ.RewardService,
 	}
 
 	return nil
@@ -528,7 +532,7 @@ func (environ *Environment) SyncSession(ctx context.Context, session *ExchangeSe
 }
 
 func (environ *Environment) syncSession(ctx context.Context, session *ExchangeSession, defaultSymbols ...string) error {
-	if err := session.Init(ctx, environ) ; err != nil {
+	if err := session.Init(ctx, environ); err != nil {
 		return err
 	}
 
@@ -539,7 +543,7 @@ func (environ *Environment) syncSession(ctx context.Context, session *ExchangeSe
 
 	log.Infof("syncing symbols %v from session %s", symbols, session.Name)
 
-	return environ.TradeSync.SyncSessionSymbols(ctx, session.Exchange, environ.syncStartTime, symbols...)
+	return environ.SyncService.SyncSessionSymbols(ctx, session.Exchange, environ.syncStartTime, symbols...)
 }
 
 func getSessionSymbols(session *ExchangeSession, defaultSymbols ...string) ([]string, error) {

pkg/bbgo/session.go

@@ -291,7 +291,7 @@ func (session *ExchangeSession) InitSymbol(ctx context.Context, environ *Environ
 
 	var err error
 	var trades []types.Trade
-	if environ.TradeSync != nil {
+	if environ.SyncService != nil {
 		tradingFeeCurrency := session.Exchange.PlatformFeeCurrency()
 		if strings.HasPrefix(symbol, tradingFeeCurrency) {
 			trades, err = environ.TradeService.QueryForTradingFeeCurrency(session.Exchange.Name(), symbol, tradingFeeCurrency)

pkg/exchange/max/convert.go

@@ -49,6 +49,27 @@ func toGlobalSideType(v string) types.SideType {
 	return types.SideType(v)
 }
 
+func toGlobalRewards(maxRewards []max.Reward) ([]types.Reward, error) {
+	// convert to global reward
+	var rewards []types.Reward
+	for _, r := range maxRewards {
+		// ignore "accepted"
+		if r.State != "done" {
+			continue
+		}
+
+
+		reward, err := r.Reward()
+		if err != nil {
+			return nil, err
+		}
+
+		rewards = append(rewards, *reward)
+	}
+
+	return rewards, nil
+}
+
 func toGlobalOrderStatus(orderStatus max.OrderState, executedVolume, remainingVolume fixedpoint.Value) types.OrderStatus {
 
 	switch orderStatus {

pkg/exchange/max/exchange.go

@@ -5,6 +5,7 @@ import (
 	"fmt"
 	"math"
 	"os"
+	"sort"
 	"strconv"
 	"time"
 
@@ -69,7 +70,7 @@ func (e *Exchange) QueryTicker(ctx context.Context, symbol string) (*types.Ticke
 }
 
 func (e *Exchange) QueryTickers(ctx context.Context, symbol ...string) (map[string]types.Ticker, error) {
-	if err := marketDataLimiter.Wait(ctx) ; err != nil {
+	if err := marketDataLimiter.Wait(ctx); err != nil {
 		return nil, err
 	}
 
@@ -174,7 +175,7 @@ func (e *Exchange) QueryOpenOrders(ctx context.Context, symbol string) (orders [
 
 // lastOrderID is not supported on MAX
 func (e *Exchange) QueryClosedOrders(ctx context.Context, symbol string, since, until time.Time, lastOrderID uint64) (orders []types.Order, err error) {
-	if err := closedOrderQueryLimiter.Wait(ctx) ; err != nil {
+	if err := closedOrderQueryLimiter.Wait(ctx); err != nil {
 		return nil, err
 	}
 
@@ -376,7 +377,7 @@ func (e *Exchange) PlatformFeeCurrency() string {
 }
 
 func (e *Exchange) QueryAccount(ctx context.Context) (*types.Account, error) {
-	if err := accountQueryLimiter.Wait(ctx) ; err != nil {
+	if err := accountQueryLimiter.Wait(ctx); err != nil {
 		return nil, err
 	}
 
@@ -521,7 +522,7 @@ func (e *Exchange) QueryDepositHistory(ctx context.Context, asset string, since,
 }
 
 func (e *Exchange) QueryAccountBalances(ctx context.Context) (types.BalanceMap, error) {
-	if err := accountQueryLimiter.Wait(ctx) ; err != nil {
+	if err := accountQueryLimiter.Wait(ctx); err != nil {
 		return nil, err
 	}
 
@@ -544,7 +545,7 @@ func (e *Exchange) QueryAccountBalances(ctx context.Context) (types.BalanceMap,
 }
 
 func (e *Exchange) QueryTrades(ctx context.Context, symbol string, options *types.TradeQueryOptions) (trades []types.Trade, err error) {
-	if err := tradeQueryLimiter.Wait(ctx) ; err != nil {
+	if err := tradeQueryLimiter.Wait(ctx); err != nil {
 		return nil, err
 	}
 
@@ -583,8 +584,56 @@ func (e *Exchange) QueryTrades(ctx context.Context, symbol string, options *type
 	return trades, nil
 }
 
+func (e *Exchange) QueryRewards(ctx context.Context, startTime time.Time) ([]types.Reward, error) {
+	var from = startTime
+	var emptyTime = time.Time{}
+
+	if from == emptyTime {
+		from = time.Unix(maxapi.TimestampSince, 0)
+	}
+
+	var now = time.Now()
+	for {
+		if from.After(now) {
+			break
+		}
+
+		// scan by 30 days
+		// an user might get most 14 commission records by currency per day
+		// limit 1000 / 14 = 71 days
+		to := from.Add(time.Hour * 24 * 30)
+		req := e.client.RewardService.NewRewardsRequest()
+		req.From(from.Unix())
+		req.To(to.Unix())
+		req.Limit(1000)
+
+		maxRewards, err := req.Do(ctx)
+		if err != nil {
+			return nil, err
+		}
+
+		if len(maxRewards) == 0 {
+			// next page
+			from = to
+			continue
+		}
+
+		rewards, err := toGlobalRewards(maxRewards)
+		if err != nil {
+			return nil, err
+		}
+
+		// sort them in the ascending order
+		sort.Reverse(types.RewardSliceByCreationTime{rewards})
+
+		return rewards, err
+	}
+
+	return nil, errors.New("unknown error")
+}
+
 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
 	}
 
@@ -605,7 +654,6 @@ func (e *Exchange) QueryKLines(ctx context.Context, symbol string, interval type
 		return nil, errors.New("start time can not be empty")
 	}
 
-
 	log.Infof("querying kline %s %s %+v", symbol, interval, options)
 	localKLines, err := e.client.PublicService.KLines(toLocalSymbol(symbol), string(interval), *options.StartTime, limit)
 	if err != nil {

pkg/exchange/max/maxapi/restapi.go

@@ -20,6 +20,7 @@ import (
 
 	"github.com/pkg/errors"
 	log "github.com/sirupsen/logrus"
+	"github.com/spf13/viper"
 
 	"github.com/c9s/bbgo/pkg/util"
 	"github.com/c9s/bbgo/pkg/version"
@@ -32,8 +33,16 @@ const (
 	UserAgent = "bbgo/" + version.Version
 
 	defaultHTTPTimeout = time.Second * 30
+
+	TimestampSince = 1535760000
 )
 
+var debugMaxRequestPayload = true
+
+func init() {
+	debugMaxRequestPayload = viper.GetBool("MAX_DEBUG_REQUEST_PAYLOAD")
+}
+
 var logger = log.WithField("exchange", "max")
 
 var htmlTagPattern = regexp.MustCompile("<[/]?[a-zA-Z-]+.*?>")
@@ -187,6 +196,10 @@ func (c *RestClient) newAuthenticatedRequest(m string, refURL string, data inter
 		p, err = json.Marshal(d)
 	}
 
+	if debugMaxRequestPayload {
+		log.Infof("request payload: %s", p)
+	}
+
 	if err != nil {
 		return nil, err
 	}
@@ -204,6 +217,7 @@ func (c *RestClient) newAuthenticatedRequest(m string, refURL string, data inter
 		return nil, err
 	}
 
+
 	encoded := base64.StdEncoding.EncodeToString(p)
 
 	req.Header.Add("Content-Type", "application/json")

pkg/exchange/max/maxapi/reward.go

@@ -4,8 +4,11 @@ import (
 	"context"
 	"encoding/json"
 	"fmt"
+	"strings"
 
+	"github.com/c9s/bbgo/pkg/datatype"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/types"
 )
 
 type RewardType string
@@ -55,7 +58,34 @@ func (t *RewardType) UnmarshalJSON(o []byte) error {
 	return nil
 }
 
+func (t RewardType) RewardType() (types.RewardType, error) {
+	switch t {
+
+	case RewardAirdrop:
+		return types.RewardAirdrop, nil
+
+	case RewardCommission:
+		return types.RewardCommission, nil
+
+	case RewardHolding:
+		return types.RewardHolding, nil
+
+	case RewardMining:
+		return types.RewardMining, nil
+
+	case RewardTrading:
+		return types.RewardTrading, nil
+
+	case RewardVipRebate:
+		return types.RewardVipRebate, nil
+
+	}
+
+	return types.RewardType(""), fmt.Errorf("unknown reward type: %s", t)
+}
+
 type Reward struct {
+	// UUID here is more like SN, not the real UUID
 	UUID     string           `json:"uuid"`
 	Type     RewardType       `json:"type"`
 	Currency string           `json:"currency"`
@@ -67,6 +97,25 @@ type Reward struct {
 	CreatedAt Timestamp `json:"created_at"`
 }
 
+func (reward Reward) Reward() (*types.Reward, error) {
+	rt, err := reward.Type.RewardType()
+	if err != nil {
+		return nil, err
+	}
+
+	return &types.Reward{
+		UUID:      reward.UUID,
+		Exchange:  types.ExchangeMax,
+		Type:      rt,
+		Currency:  strings.ToUpper(reward.Currency),
+		Quantity:  reward.Amount,
+		State:     reward.State,
+		Note:      reward.Note,
+		Used:      false,
+		CreatedAt: datatype.Time(reward.CreatedAt),
+	}, nil
+}
+
 type RewardService struct {
 	client *RestClient
 }
@@ -91,6 +140,8 @@ type RewardsRequest struct {
 
 	// To Unix-timestamp
 	to *int64
+
+	limit *int
 }
 
 func (r *RewardsRequest) Currency(currency string) *RewardsRequest {
@@ -103,6 +154,11 @@ func (r *RewardsRequest) From(from int64) *RewardsRequest {
 	return r
 }
 
+func (r *RewardsRequest) Limit(limit int) *RewardsRequest {
+	r.limit = &limit
+	return r
+}
+
 func (r *RewardsRequest) To(to int64) *RewardsRequest {
 	r.to = &to
 	return r
@@ -123,6 +179,10 @@ func (r *RewardsRequest) Do(ctx context.Context) (rewards []Reward, err error) {
 		payload["from"] = r.from
 	}
 
+	if r.limit != nil {
+		payload["limit"] = r.limit
+	}
+
 	refURL := "v2/rewards"
 
 	if r.pathType != nil {

pkg/migrations/mysql/20210223080622_add_rewards_table.go

@@ -14,7 +14,7 @@ func init() {
 func upAddRewardsTable(ctx context.Context, tx rockhopper.SQLExecutor) (err error) {
 	// This code is executed when the migration is applied.
 
-	_, err = tx.ExecContext(ctx, "CREATE TABLE `rewards`\n(\n    `gid`         BIGINT UNSIGNED         NOT NULL AUTO_INCREMENT,\n    -- for exchange\n    `exchange`    VARCHAR(24)             NOT NULL DEFAULT '',\n    -- reward record id\n    `uuid`        VARCHAR(32)             NOT NULL,\n    `reward_type` VARCHAR(24)             NOT NULL DEFAULT '',\n    -- currency symbol, BTC, MAX, USDT ... etc\n    `currency`    VARCHAR(5)              NOT NULL,\n    -- the quantity of the rewards\n    `quantity`    DECIMAL(16, 8) UNSIGNED NOT NULL,\n    `state`       VARCHAR(5)              NOT NULL,\n    `created_at`  DATETIME                NOT NULL,\n    `used`        BOOLEAN                 NOT NULL DEFAULT FALSE,\n    `note`        TEXT                    NULL,\n    PRIMARY KEY (`gid`),\n    UNIQUE KEY `id` (`id`)\n);")
+	_, err = tx.ExecContext(ctx, "CREATE TABLE `rewards`\n(\n    `gid`         BIGINT UNSIGNED         NOT NULL AUTO_INCREMENT,\n    -- for exchange\n    `exchange`    VARCHAR(24)             NOT NULL DEFAULT '',\n    -- reward record id\n    `uuid`        VARCHAR(32)             NOT NULL,\n    `reward_type` VARCHAR(24)             NOT NULL DEFAULT '',\n    -- currency symbol, BTC, MAX, USDT ... etc\n    `currency`    VARCHAR(5)              NOT NULL,\n    -- the quantity of the rewards\n    `quantity`    DECIMAL(16, 8) UNSIGNED NOT NULL,\n    `state`       VARCHAR(5)              NOT NULL,\n    `created_at`  DATETIME                NOT NULL,\n    `spent`       BOOLEAN                 NOT NULL DEFAULT FALSE,\n    `note`        TEXT                    NULL,\n    PRIMARY KEY (`gid`),\n    UNIQUE KEY `uuid` (`exchange`, `uuid`)\n);")
 	if err != nil {
 		return err
 	}

pkg/migrations/sqlite3/20210223080622_add_rewards_table.go

@@ -14,7 +14,7 @@ func init() {
 func upAddRewardsTable(ctx context.Context, tx rockhopper.SQLExecutor) (err error) {
 	// This code is executed when the migration is applied.
 
-	_, err = tx.ExecContext(ctx, "CREATE TABLE `rewards`\n(\n    `gid`         INTEGER PRIMARY KEY AUTOINCREMENT,\n    -- for exchange\n    `exchange`    VARCHAR(24)    NOT NULL DEFAULT '',\n    -- reward record id\n    `uuid`        VARCHAR(32)    NOT NULL,\n    `reward_type` VARCHAR(24)    NOT NULL DEFAULT '',\n    -- currency symbol, BTC, MAX, USDT ... etc\n    `currency`    VARCHAR(5)     NOT NULL,\n    -- the quantity of the rewards\n    `quantity`    DECIMAL(16, 8) NOT NULL,\n    `state`       VARCHAR(5)     NOT NULL,\n    `created_at`  DATETIME       NOT NULL,\n    `used`        BOOLEAN        NOT NULL DEFAULT FALSE,\n    `note`        TEXT           NULL\n);")
+	_, err = tx.ExecContext(ctx, "CREATE TABLE `rewards`\n(\n    `gid`         INTEGER PRIMARY KEY AUTOINCREMENT,\n    -- for exchange\n    `exchange`    VARCHAR(24)    NOT NULL DEFAULT '',\n    -- reward record id\n    `uuid`        VARCHAR(32)    NOT NULL,\n    `reward_type` VARCHAR(24)    NOT NULL DEFAULT '',\n    -- currency symbol, BTC, MAX, USDT ... etc\n    `currency`    VARCHAR(5)     NOT NULL,\n    -- the quantity of the rewards\n    `quantity`    DECIMAL(16, 8) NOT NULL,\n    `state`       VARCHAR(5)     NOT NULL,\n    `created_at`  DATETIME       NOT NULL,\n    `spent`       BOOLEAN        NOT NULL DEFAULT FALSE,\n    `note`        TEXT           NULL\n);")
 	if err != nil {
 		return err
 	}

pkg/service/reward.go

@@ -15,11 +15,24 @@ type RewardService struct {
 func NewRewardService(db *sqlx.DB) *RewardService {
 	return &RewardService{db}
 }
-func (s *RewardService) Query(ex types.ExchangeName, rewardType string, from time.Time) ([]types.Trade, error) {
+
-	rows, err := s.DB.NamedQuery(`SELECT * FROM trades WHERE exchange = :exchange AND (symbol = :symbol OR fee_currency = :fee_currency) ORDER BY traded_at ASC`, map[string]interface{}{
+func (s *RewardService) QueryLast(ex types.ExchangeName, limit int) ([]types.Reward, error) {
-		"exchange":    ex,
+	rows, err := s.DB.NamedQuery(`SELECT * FROM rewards WHERE exchange = :exchange ORDER BY created_at DESC LIMIT :limit`, map[string]interface{}{
-		"reward_type": rewardType,
+		"exchange": ex,
-		"from": from.Unix(),
+		"limit":    limit,
+	})
+	if err != nil {
+		return nil, err
+	}
+
+	defer rows.Close()
+	return s.scanRows(rows)
+}
+
+func (s *RewardService) QueryUnspent(ex types.ExchangeName, from time.Time) ([]types.Reward, error) {
+	rows, err := s.DB.NamedQuery(`SELECT * FROM rewards WHERE exchange = :exchange AND spent IS FALSE ORDER BY created_at ASC`, map[string]interface{}{
+		"exchange": ex,
+		"from":     from,
 	})
 	if err != nil {
 		return nil, err
@@ -30,24 +43,23 @@ func (s *RewardService) Query(ex types.ExchangeName, rewardType string, from tim
 	return s.scanRows(rows)
 }
 
-func (s *RewardService) scanRows(rows *sqlx.Rows) (trades []types.Trade, err error) {
+func (s *RewardService) scanRows(rows *sqlx.Rows) (rewards []types.Reward, err error) {
 	for rows.Next() {
-		var trade types.Trade
+		var reward types.Reward
-		if err := rows.StructScan(&trade); err != nil {
+		if err := rows.StructScan(&reward); err != nil {
-			return trades, err
+			return rewards, err
 		}
 
-		trades = append(trades, trade)
+		rewards = append(rewards, reward)
 	}
 
-	return trades, rows.Err()
+	return rewards, rows.Err()
 }
 
-func (s *RewardService) Insert(trade types.Trade) error {
+func (s *RewardService) Insert(reward types.Reward) error {
 	_, err := s.DB.NamedExec(`
-			INSERT INTO trades (id, exchange, order_id, symbol, price, quantity, quote_quantity, side, is_buyer, is_maker, fee, fee_currency, traded_at, is_margin, is_isolated)
+			INSERT INTO rewards (exchange, uuid, reward_type, quantity, state, created_at)
-			VALUES (:id, :exchange, :order_id, :symbol, :price, :quantity, :quote_quantity, :side, :is_buyer, :is_maker, :fee, :fee_currency, :traded_at, :is_margin, :is_isolated)`,
+			VALUES (:exchange, :uuid, :reward_type, :quantity, :state, :created_at)`,
-		trade)
+		reward)
 	return err
 }
-

pkg/service/sync.go

@@ -2,19 +2,124 @@ package service
 
 import (
 	"context"
+	"errors"
 	"time"
 
 	"github.com/sirupsen/logrus"
+	"golang.org/x/time/rate"
 
 	"github.com/c9s/bbgo/pkg/exchange/batch"
 	"github.com/c9s/bbgo/pkg/types"
 )
 
+var ErrNotImplemented = errors.New("exchange does not implement ExchangeRewardService interface")
+
 type SyncService struct {
-	TradeService *TradeService
+	TradeService  *TradeService
-	OrderService *OrderService
+	OrderService  *OrderService
+	RewardService *RewardService
 }
 
+func (s *SyncService) SyncRewards(ctx context.Context, exchange types.Exchange) error {
+	service, ok := exchange.(types.ExchangeRewardService)
+	if !ok {
+		return ErrNotImplemented
+	}
+
+
+	var startTime time.Time
+	lastRecords, err := s.RewardService.QueryLast(exchange.Name(), 10)
+	if err != nil {
+		return err
+	}
+	if len(lastRecords) > 0 {
+		end :=  len(lastRecords) - 1
+		lastRecord := lastRecords[end]
+		startTime = lastRecord.CreatedAt.Time()
+	}
+
+	batchQuery := &RewardBatchQuery{Service: service}
+	rewardsC, errC := batchQuery.Query(ctx, startTime, time.Now())
+
+	for reward := range rewardsC {
+		select {
+
+		case <-ctx.Done():
+			return ctx.Err()
+
+		case err := <-errC:
+			if err != nil {
+				return err
+			}
+
+		default:
+
+		}
+
+		if err := s.RewardService.Insert(reward); err != nil {
+			return err
+		}
+	}
+
+	return <-errC
+}
+
+type RewardBatchQuery struct {
+	Service types.ExchangeRewardService
+}
+
+func (q *RewardBatchQuery) Query(ctx context.Context, startTime, endTime time.Time) (c chan types.Reward, errC chan error) {
+	c = make(chan types.Reward, 500)
+	errC = make(chan error, 1)
+
+	go func() {
+		limiter := rate.NewLimiter(rate.Every(5*time.Second), 2) // from binance (original 1200, use 1000 for safety)
+
+		defer close(c)
+		defer close(errC)
+
+		rewardKeys := make(map[string]struct{}, 500)
+
+		for startTime.Before(endTime) {
+			if err := limiter.Wait(ctx); err != nil {
+				logrus.WithError(err).Error("rate limit error")
+			}
+
+			logrus.Infof("batch querying rewards %s <=> %s", startTime, endTime)
+
+			rewards, err := q.Service.QueryRewards(ctx, startTime)
+			if err != nil {
+				errC <- err
+				return
+			}
+
+			if len(rewards) == 0 {
+				return
+			}
+
+			for _, o := range rewards {
+				if _, ok := rewardKeys[o.UUID]; ok {
+					logrus.Infof("skipping duplicated order id: %s", o.UUID)
+					continue
+				}
+
+				if o.CreatedAt.Time().After(endTime) {
+					// stop batch query
+					return
+				}
+
+				c <- o
+				startTime = o.CreatedAt.Time()
+				rewardKeys[o.UUID] = struct{}{}
+			}
+		}
+
+	}()
+
+	return c, errC
+}
+
+
 func (s *SyncService) SyncOrders(ctx context.Context, exchange types.Exchange, symbol string, startTime time.Time) error {
 	isMargin := false
 	isIsolated := false
@@ -147,6 +252,15 @@ func (s *SyncService) SyncSessionSymbols(ctx context.Context, exchange types.Exc
 		if err := s.SyncOrders(ctx, exchange, symbol, startTime); err != nil {
 			return err
 		}
+
+
+		if err := s.SyncRewards(ctx, exchange) ; err != nil {
+			if err == ErrNotImplemented {
+				continue
+			}
+
+			return err
+		}
 	}
 
 	return nil

pkg/types/exchange.go

@@ -85,6 +85,10 @@ type Exchange interface {
 	CancelOrders(ctx context.Context, orders ...Order) error
 }
 
+type ExchangeRewardService interface {
+	QueryRewards(ctx context.Context, startTime time.Time) ([]Reward, error)
+}
+
 type TradeQueryOptions struct {
 	StartTime   *time.Time
 	EndTime     *time.Time

pkg/types/reward.go

@@ -1,6 +1,8 @@
 package types
 
 import (
+	"time"
+
 	"github.com/c9s/bbgo/pkg/datatype"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
 )
@@ -18,13 +20,30 @@ const (
 
 type Reward struct {
 	UUID     string           `json:"uuid" db:"uuid"`
+	Exchange ExchangeName     `json:"exchange" db:"exchange"`
 	Type     RewardType       `json:"reward_type" db:"reward_type"`
 	Currency string           `json:"currency" db:"currency"`
-	Amount   fixedpoint.Value `json:"quantity" db:"quantity"`
+	Quantity fixedpoint.Value `json:"quantity" db:"quantity"`
 	State    string           `json:"state" db:"state"`
 	Note     string           `json:"note" db:"note"`
-	Used     bool             `json:"used" db:"used"`
+	Used     bool             `json:"spent" db:"spent"`
 
 	// Unix timestamp in seconds
-	CreatedAt datatype.Time `json:"created_at"`
+	CreatedAt datatype.Time `json:"created_at" db:"created_at"`
+}
+
+type RewardSlice []Reward
+
+func (s RewardSlice) Len() int      { return len(s) }
+func (s RewardSlice) Swap(i, j int) { s[i], s[j] = s[j], s[i] }
+
+type RewardSliceByCreationTime struct {
+	RewardSlice
+}
+
+// Less reports whether x[i] should be ordered before x[j]
+func (s RewardSliceByCreationTime) Less(i, j int) bool {
+	return time.Time(s.RewardSlice[i].CreatedAt).After(
+		time.Time(s.RewardSlice[j].CreatedAt),
+	)
 }

pkg/types/trade.go

@@ -90,7 +90,7 @@ func (trade Trade) SlackAttachment() slack.Attachment {
 			{Title: "Exchange", Value: trade.Exchange, Short: true},
 			{Title: "Price", Value: util.FormatFloat(trade.Price, 2), Short: true},
 			{Title: "Volume", Value: util.FormatFloat(trade.Quantity, 4), Short: true},
-			{Title: "Amount", Value: util.FormatFloat(trade.QuoteQuantity, 2)},
+			{Title: "Quantity", Value: util.FormatFloat(trade.QuoteQuantity, 2)},
 			{Title: "Fee", Value: util.FormatFloat(trade.Fee, 4), Short: true},
 			{Title: "FeeCurrency", Value: trade.FeeCurrency, Short: true},
 		},