finalize swing strategy and fix trade reporter issue

config/bbgo.yaml

@@ -5,25 +5,25 @@ imports:
 
 notifications:
   slack:
-    defaultChannel: "#dev-bbgo"
-    errorChannel: "#bbgo-error"
+    defaultChannel: "dev-bbgo"
+    errorChannel: "bbgo-error"
 
   # if you want to route channel by symbol
   symbolChannels:
-    "^BTC": "#btc"
-    "^ETH": "#eth"
+    "^BTC": "btc"
+    "^ETH": "eth"
 
   # if you want to route channel by exchange session
   sessionChannels:
-    max: "#bbgo-max"
-    binance: "#bbgo-binance"
+    max: "bbgo-max"
+    binance: "bbgo-binance"
 
   # routing rules
   routing:
     trade: "$symbol"
     order: "$symbol"
     submitOrder: "$session"
-    pnL: "#bbgo-pnl"
+    pnL: "bbgo-pnl"
 
 reportPnL:
 - averageCostBySymbols:

config/pricealert.yaml

@@ -1,20 +1,20 @@
 ---
 notifications:
   slack:
-    defaultChannel: "#dev-bbgo"
-    errorChannel: "#bbgo-error"
+    defaultChannel: "dev-bbgo"
+    errorChannel: "bbgo-error"
 
   # if you want to route channel by symbol
   symbolChannels:
-    "^BTC": "#btc"
-    "^ETH": "#eth"
+    "^BTC": "btc"
+    "^ETH": "eth"
 
   # object routing rules
   routing:
     trade: "$symbol"
     order: "$symbol"
     submitOrder: "$session" # not supported yet
-    pnL: "#bbgo-pnl"
+    pnL: "bbgo-pnl"
 
 sessions:
   binance:

config/swing.yaml

@@ -1,21 +1,21 @@
 ---
 notifications:
   slack:
-    defaultChannel: "#dev-bbgo"
-    errorChannel: "#bbgo-error"
+    defaultChannel: "dev-bbgo"
+    errorChannel: "bbgo-error"
 
   # if you want to route channel by symbol
   symbolChannels:
-    "^BTC": "#btc"
-    "^ETH": "#eth"
-    "^BNB": "#bnb"
+    "^BTC": "btc"
+    "^ETH": "eth"
+    "^BNB": "bnb"
 
   # object routing rules
   routing:
     trade: "$symbol"
     order: "$symbol"
     submitOrder: "$session" # not supported yet
-    pnL: "#bbgo-pnl"
+    pnL: "bbgo-pnl"
 
 sessions:
   binance:

pkg/bbgo/injection.go

@@ -31,10 +31,10 @@ func injectField(rs reflect.Value, fieldName string, obj interface{}) error {
 		return nil
 	}
 
-	logrus.Infof("found %s in %T, injecting %T...", fieldName, rs.Type(), obj)
+	logrus.Infof("found %s in %s, injecting %T...", fieldName, rs.Type(), obj)
 
 	if !field.CanSet() {
-		return errors.Errorf("field %s of %T can not be set", fieldName, rs.Type())
+		return errors.Errorf("field %s of %s can not be set", fieldName, rs.Type())
 	}
 
 	rv := reflect.ValueOf(obj)

pkg/bbgo/marketdatastore.go

@@ -79,8 +79,12 @@ func (store *MarketDataStore) handleKLineClosed(kline types.KLine) {
 }
 
 func (store *MarketDataStore) AddKLine(kline types.KLine) {
-	window := store.KLineWindows[kline.Interval]
-	window.Add(kline)
+	window, ok := store.KLineWindows[kline.Interval]
+	if !ok {
+		window = types.KLineWindow{kline}
+	} else {
+		window.Add(kline)
+	}
 	store.KLineWindows[kline.Interval] = window
 
 	store.LastKLine = kline

pkg/bbgo/reporter.go

@@ -142,15 +142,15 @@ func (router *ObjectChannelRouter) Route(obj interface{}) (channel string, ok bo
 }
 
 type TradeReporter struct {
-	notifier Notifier
+	*Notifiability
 
 	channel       string
 	channelRoutes map[*regexp.Regexp]string
 }
 
-func NewTradeReporter(notifier Notifier) *TradeReporter {
+func NewTradeReporter(notifiability *Notifiability) *TradeReporter {
 	return &TradeReporter{
-		notifier:      notifier,
+		Notifiability:      notifiability,
 		channelRoutes: make(map[*regexp.Regexp]string),
 	}
 }
@@ -182,5 +182,5 @@ func (reporter *TradeReporter) Report(trade types.Trade) {
 	var channel = reporter.getChannel(trade.Symbol)
 
 	var text = util.Render(`:handshake: {{ .Symbol }} {{ .Side }} Trade Execution @ {{ .Price  }}`, trade)
-	reporter.notifier.NotifyTo(channel, text, trade)
+	reporter.NotifyTo(channel, text, trade)
 }

pkg/bbgo/session.go

@@ -86,8 +86,6 @@ type ExchangeSession struct {
 	// standard indicators of each market
 	standardIndicatorSets map[string]*StandardIndicatorSet
 
-	tradeReporter *TradeReporter
-
 	loadedSymbols map[string]struct{}
 }
 
@@ -130,11 +128,6 @@ func (session *ExchangeSession) Market(symbol string) (market types.Market, ok b
 	return market, ok
 }
 
-func (session *ExchangeSession) ReportTrade(notifier Notifier) *TradeReporter {
-	session.tradeReporter = NewTradeReporter(notifier)
-	return session.tradeReporter
-}
-
 // Subscribe save the subscription info, later it will be assigned to the stream
 func (session *ExchangeSession) Subscribe(channel types.Channel, symbol string, options types.SubscribeOptions) *ExchangeSession {
 	sub := types.Subscription{

pkg/bbgo/trader.go

@@ -107,11 +107,7 @@ func (trader *Trader) Run(ctx context.Context) error {
 	// session based trade reporter
 	for sessionName := range trader.environment.sessions {
 		var session = trader.environment.sessions[sessionName]
-		if session.tradeReporter != nil {
-			session.Stream.OnTrade(func(trade types.Trade) {
-				session.tradeReporter.Report(trade)
-			})
-		} else if trader.tradeReporter != nil {
+		if trader.tradeReporter != nil {
 			session.Stream.OnTrade(func(trade types.Trade) {
 				trader.tradeReporter.Report(trade)
 			})

pkg/exchange/max/exchange.go

@@ -2,6 +2,7 @@ package max
 
 import (
 	"context"
+	"math"
 	"time"
 
 	"github.com/google/uuid"
@@ -54,7 +55,7 @@ func (e *Exchange) QueryMarkets(ctx context.Context) (types.MarketMap, error) {
 			BaseCurrency:    toGlobalCurrency(m.BaseUnit),
 			MinNotional:     m.MinQuoteAmount,
 			MinAmount:       m.MinQuoteAmount,
-			MinLot:          m.MinBaseAmount,
+			MinLot:          1.0 / math.Pow10(m.BaseUnitPrecision), // make it like 0.0001
 			MinQuantity:     m.MinBaseAmount,
 			MaxQuantity:     10000.0,
 			MinPrice:        0.1,

pkg/notifier/slacknotifier/slack.go

@@ -40,6 +40,10 @@ func (n *Notifier) Notify(format string, args ...interface{}) {
 }
 
 func (n *Notifier) NotifyTo(channel, format string, args ...interface{}) {
+	if len(channel) == 0 {
+		channel = n.channel
+	}
+
 	var slackAttachments []slack.Attachment
 	var slackArgsOffset = -1
 

pkg/strategy/swing/strategy.go

@@ -22,6 +22,7 @@ type Strategy struct {
 	*bbgo.MarketDataStore
 	*types.Market
 
+	// OrderExecutor is an interface for submitting order
 	bbgo.OrderExecutor
 
 	// These fields will be filled from the config file (it translates YAML to JSON)
@@ -116,7 +117,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 		case 1:
 			// if it goes up and it's above the moving average price, then we sell
 			if closePrice > movingAveragePrice {
-				s.notify(":chart_with_upwards_trend: closePrice %f is above movingAveragePrice %f, submitting sell order", closePrice, movingAveragePrice)
+				s.notify(":chart_with_upwards_trend: closePrice %f is above movingAveragePrice %f, submitting SELL order", closePrice, movingAveragePrice)
 
 				_, err := orderExecutor.SubmitOrders(ctx, types.SubmitOrder{
 					Symbol:   s.Symbol,
@@ -132,7 +133,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 		case -1:
 			// if it goes down and it's below the moving average price, then we buy
 			if closePrice < movingAveragePrice {
-				s.notify(":chart_with_downwards_trend: closePrice %f is below movingAveragePrice %f, submitting buy order", closePrice, movingAveragePrice)
+				s.notify(":chart_with_downwards_trend: closePrice %f is below movingAveragePrice %f, submitting BUY order", closePrice, movingAveragePrice)
 
 				_, err := orderExecutor.SubmitOrders(ctx, types.SubmitOrder{
 					Symbol:   s.Symbol,