Merge branch 'main' into profit-report-parameter

2024-11-22 06:53:52 +00:00 · 2023-06-15 17:28:02 +08:00 · 2023-06-15 17:28:02 +08:00 · 6b46b1e01e
commit 6b46b1e01e
parent f864cc895c 472a9fd5fd
345 changed files with 10378 additions and 2393 deletions
--- a/config/scmaker.yaml
+++ b/config/scmaker.yaml
@ -0,0 +1,55 @@
+sessions:
+  binance:
+    exchange: max
+    envVarPrefix: max
+    makerFeeRate: 0%
+    takerFeeRate: 0.025%
+
+exchangeStrategies:
+- on: max
+  scmaker:
+    symbol: USDCUSDT
+
+    ## adjustmentUpdateInterval is the interval for adjusting position
+    adjustmentUpdateInterval: 1m
+
+    ## liquidityUpdateInterval is the interval for updating liquidity orders
+    liquidityUpdateInterval: 1h
+
+    midPriceEMA:
+      interval: 1h
+      window: 99
+
+    ## priceRangeBollinger is used for the liquidity price range
+    priceRangeBollinger:
+      interval: 1h
+      window: 10
+      k: 1.0
+
+    numOfLiquidityLayers: 10
+
+    liquidityLayerTickSize: 0.0001
+
+    strengthInterval: 1m
+
+    minProfit: 0.01%
+
+    liquidityScale:
+      exp:
+        domain: [0, 9]
+        range: [1, 4]
+
+backtest:
+  sessions:
+    - max
+  startTime: "2023-05-20"
+  endTime: "2023-06-01"
+  symbols:
+  - USDCUSDT
+  account:
+    max:
+      makerFeeRate: 0.0%
+      takerFeeRate: 0.025%
+      balances:
+        USDC: 5000
+        USDT: 5000
--- a/config/supertrend.yaml
+++ b/config/supertrend.yaml
@ -90,7 +90,7 @@ exchangeStrategies:
          closePosition: 100%
      - higherHighLowerLowStopLoss:
          # interval is the kline interval used by this exit
-          interval: 15
+          interval: 15m
          # window is used as the range to determining higher highs and lower lows
          window: 5
          # highLowWindow is the range to calculate the number of higher highs and lower lows
--- a/config/xalign.yaml
+++ b/config/xalign.yaml
@ -0,0 +1,44 @@
+---
+notifications:
+  slack:
+    defaultChannel: "dev-bbgo"
+    errorChannel: "bbgo-error"
+
+  switches:
+    trade: true
+    orderUpdate: true
+    submitOrder: true
+
+sessions:
+  max:
+    exchange: max
+    envVarPrefix: max
+
+  binance:
+    exchange: binance
+    envVarPrefix: binance
+
+persistence:
+  json:
+    directory: var/data
+  redis:
+    host: 127.0.0.1
+    port: 6379
+    db: 0
+
+crossExchangeStrategies:
+
+- xalign:
+    interval: 1m
+    sessions:
+    - max
+    - binance
+
+    ## quoteCurrencies config specifies which quote currency should be used for BUY order or SELL order.
+    ## when specifying [USDC,TWD] for "BUY", then it will consider BTCUSDT first then BTCTWD second.
+    quoteCurrencies:
+      buy: [USDC, TWD]
+      sell: [USDT]
+    expectedBalances:
+      BTC: 0.0440
+
--- a/doc/commands/bbgo.md
+++ b/doc/commands/bbgo.md
@ -60,4 +60,4 @@ bbgo [flags]
 * [bbgo userdatastream](bbgo_userdatastream.md)	 - Listen to session events (orderUpdate, tradeUpdate, balanceUpdate, balanceSnapshot)
 * [bbgo version](bbgo_version.md)	 - show version name

-###### Auto generated by spf13/cobra on 19-Apr-2023
+###### Auto generated by spf13/cobra on 15-Jun-2023
--- a/doc/commands/bbgo_account.md
+++ b/doc/commands/bbgo_account.md
@ -43,4 +43,4 @@ bbgo account [--session SESSION] [flags]

 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot

-###### Auto generated by spf13/cobra on 19-Apr-2023
+###### Auto generated by spf13/cobra on 15-Jun-2023
--- a/doc/commands/bbgo_backtest.md
+++ b/doc/commands/bbgo_backtest.md
@ -52,4 +52,4 @@ bbgo backtest [flags]

 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot

-###### Auto generated by spf13/cobra on 19-Apr-2023
+###### Auto generated by spf13/cobra on 15-Jun-2023
--- a/doc/commands/bbgo_balances.md
+++ b/doc/commands/bbgo_balances.md
@ -42,4 +42,4 @@ bbgo balances [--session SESSION] [flags]

 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot

-###### Auto generated by spf13/cobra on 19-Apr-2023
+###### Auto generated by spf13/cobra on 15-Jun-2023
--- a/doc/commands/bbgo_build.md
+++ b/doc/commands/bbgo_build.md
@ -41,4 +41,4 @@ bbgo build [flags]

 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot

-###### Auto generated by spf13/cobra on 19-Apr-2023
+###### Auto generated by spf13/cobra on 15-Jun-2023
--- a/doc/commands/bbgo_cancel-order.md
+++ b/doc/commands/bbgo_cancel-order.md
@ -51,4 +51,4 @@ bbgo cancel-order [flags]

 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot

-###### Auto generated by spf13/cobra on 19-Apr-2023
+###### Auto generated by spf13/cobra on 15-Jun-2023
--- a/doc/commands/bbgo_deposits.md
+++ b/doc/commands/bbgo_deposits.md
@ -43,4 +43,4 @@ bbgo deposits [flags]

 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot

-###### Auto generated by spf13/cobra on 19-Apr-2023
+###### Auto generated by spf13/cobra on 15-Jun-2023
--- a/doc/commands/bbgo_execute-order.md
+++ b/doc/commands/bbgo_execute-order.md
@ -50,4 +50,4 @@ bbgo execute-order --session SESSION --symbol SYMBOL --side SIDE --target-quanti

 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot

-###### Auto generated by spf13/cobra on 19-Apr-2023
+###### Auto generated by spf13/cobra on 15-Jun-2023
--- a/doc/commands/bbgo_get-order.md
+++ b/doc/commands/bbgo_get-order.md
@ -44,4 +44,4 @@ bbgo get-order --session SESSION --order-id ORDER_ID [flags]

 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot

-###### Auto generated by spf13/cobra on 19-Apr-2023
+###### Auto generated by spf13/cobra on 15-Jun-2023
--- a/doc/commands/bbgo_hoptimize.md
+++ b/doc/commands/bbgo_hoptimize.md
@ -47,4 +47,4 @@ bbgo hoptimize [flags]

 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot

-###### Auto generated by spf13/cobra on 19-Apr-2023
+###### Auto generated by spf13/cobra on 15-Jun-2023
--- a/doc/commands/bbgo_kline.md
+++ b/doc/commands/bbgo_kline.md
@ -44,4 +44,4 @@ bbgo kline [flags]

 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot

-###### Auto generated by spf13/cobra on 19-Apr-2023
+###### Auto generated by spf13/cobra on 15-Jun-2023
--- a/doc/commands/bbgo_list-orders.md
+++ b/doc/commands/bbgo_list-orders.md
@ -43,4 +43,4 @@ bbgo list-orders open|closed --session SESSION --symbol SYMBOL [flags]

 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot

-###### Auto generated by spf13/cobra on 19-Apr-2023
+###### Auto generated by spf13/cobra on 15-Jun-2023
--- a/doc/commands/bbgo_margin.md
+++ b/doc/commands/bbgo_margin.md
@ -40,4 +40,4 @@ margin related history
 * [bbgo margin loans](bbgo_margin_loans.md)	 - query loans history
 * [bbgo margin repays](bbgo_margin_repays.md)	 - query repay history

-###### Auto generated by spf13/cobra on 19-Apr-2023
+###### Auto generated by spf13/cobra on 15-Jun-2023
--- a/doc/commands/bbgo_margin_interests.md
+++ b/doc/commands/bbgo_margin_interests.md
@ -43,4 +43,4 @@ bbgo margin interests --session=SESSION_NAME --asset=ASSET [flags]

 * [bbgo margin](bbgo_margin.md)	 - margin related history

-###### Auto generated by spf13/cobra on 19-Apr-2023
+###### Auto generated by spf13/cobra on 15-Jun-2023
--- a/doc/commands/bbgo_margin_loans.md
+++ b/doc/commands/bbgo_margin_loans.md
@ -43,4 +43,4 @@ bbgo margin loans --session=SESSION_NAME --asset=ASSET [flags]

 * [bbgo margin](bbgo_margin.md)	 - margin related history

-###### Auto generated by spf13/cobra on 19-Apr-2023
+###### Auto generated by spf13/cobra on 15-Jun-2023
--- a/doc/commands/bbgo_margin_repays.md
+++ b/doc/commands/bbgo_margin_repays.md
@ -43,4 +43,4 @@ bbgo margin repays --session=SESSION_NAME --asset=ASSET [flags]

 * [bbgo margin](bbgo_margin.md)	 - margin related history

-###### Auto generated by spf13/cobra on 19-Apr-2023
+###### Auto generated by spf13/cobra on 15-Jun-2023
--- a/doc/commands/bbgo_market.md
+++ b/doc/commands/bbgo_market.md
@ -42,4 +42,4 @@ bbgo market [flags]

 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot

-###### Auto generated by spf13/cobra on 19-Apr-2023
+###### Auto generated by spf13/cobra on 15-Jun-2023
--- a/doc/commands/bbgo_optimize.md
+++ b/doc/commands/bbgo_optimize.md
@ -46,4 +46,4 @@ bbgo optimize [flags]

 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot

-###### Auto generated by spf13/cobra on 19-Apr-2023
+###### Auto generated by spf13/cobra on 15-Jun-2023
--- a/doc/commands/bbgo_orderbook.md
+++ b/doc/commands/bbgo_orderbook.md
@ -44,4 +44,4 @@ bbgo orderbook --session=[exchange_name] --symbol=[pair_name] [flags]

 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot

-###### Auto generated by spf13/cobra on 19-Apr-2023
+###### Auto generated by spf13/cobra on 15-Jun-2023
--- a/doc/commands/bbgo_orderupdate.md
+++ b/doc/commands/bbgo_orderupdate.md
@ -42,4 +42,4 @@ bbgo orderupdate [flags]

 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot

-###### Auto generated by spf13/cobra on 19-Apr-2023
+###### Auto generated by spf13/cobra on 15-Jun-2023
--- a/doc/commands/bbgo_pnl.md
+++ b/doc/commands/bbgo_pnl.md
@ -51,4 +51,4 @@ bbgo pnl [flags]

 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot

-###### Auto generated by spf13/cobra on 19-Apr-2023
+###### Auto generated by spf13/cobra on 15-Jun-2023
--- a/doc/commands/bbgo_run.md
+++ b/doc/commands/bbgo_run.md
@ -53,4 +53,4 @@ bbgo run [flags]

 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot

-###### Auto generated by spf13/cobra on 19-Apr-2023
+###### Auto generated by spf13/cobra on 15-Jun-2023
--- a/doc/commands/bbgo_submit-order.md
+++ b/doc/commands/bbgo_submit-order.md
@ -48,4 +48,4 @@ bbgo submit-order --session SESSION --symbol SYMBOL --side SIDE --quantity QUANT

 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot

-###### Auto generated by spf13/cobra on 19-Apr-2023
+###### Auto generated by spf13/cobra on 15-Jun-2023
--- a/doc/commands/bbgo_sync.md
+++ b/doc/commands/bbgo_sync.md
@ -44,4 +44,4 @@ bbgo sync [--session=[exchange_name]] [--symbol=[pair_name]] [[--since=yyyy/mm/d

 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot

-###### Auto generated by spf13/cobra on 19-Apr-2023
+###### Auto generated by spf13/cobra on 15-Jun-2023
--- a/doc/commands/bbgo_trades.md
+++ b/doc/commands/bbgo_trades.md
@ -44,4 +44,4 @@ bbgo trades --session=[exchange_name] --symbol=[pair_name] [flags]

 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot

-###### Auto generated by spf13/cobra on 19-Apr-2023
+###### Auto generated by spf13/cobra on 15-Jun-2023
--- a/doc/commands/bbgo_tradeupdate.md
+++ b/doc/commands/bbgo_tradeupdate.md
@ -42,4 +42,4 @@ bbgo tradeupdate --session=[exchange_name] [flags]

 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot

-###### Auto generated by spf13/cobra on 19-Apr-2023
+###### Auto generated by spf13/cobra on 15-Jun-2023
--- a/doc/commands/bbgo_transfer-history.md
+++ b/doc/commands/bbgo_transfer-history.md
@ -44,4 +44,4 @@ bbgo transfer-history [flags]

 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot

-###### Auto generated by spf13/cobra on 19-Apr-2023
+###### Auto generated by spf13/cobra on 15-Jun-2023
--- a/doc/commands/bbgo_userdatastream.md
+++ b/doc/commands/bbgo_userdatastream.md
@ -42,4 +42,4 @@ bbgo userdatastream [flags]

 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot

-###### Auto generated by spf13/cobra on 19-Apr-2023
+###### Auto generated by spf13/cobra on 15-Jun-2023
--- a/doc/commands/bbgo_version.md
+++ b/doc/commands/bbgo_version.md
@ -41,4 +41,4 @@ bbgo version [flags]

 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot

-###### Auto generated by spf13/cobra on 19-Apr-2023
+###### Auto generated by spf13/cobra on 15-Jun-2023
--- a/doc/release/v1.47.0.md
+++ b/doc/release/v1.47.0.md
@ -0,0 +1,11 @@
+[Full Changelog](https://github.com/c9s/bbgo/compare/v1.46.0...main)
+
+ - [#1165](https://github.com/c9s/bbgo/pull/1165): FIX: [supertrend] fix config type error
+ - [#1164](https://github.com/c9s/bbgo/pull/1164): FIX: [grid2] apply defensive programming on the order quantity
+ - [#1162](https://github.com/c9s/bbgo/pull/1162): FIX: [grid2] emit grid profit after profit stats fix
+ - [#1158](https://github.com/c9s/bbgo/pull/1158): IMPROVE: types: improve order struct json size
+ - [#1161](https://github.com/c9s/bbgo/pull/1161): FIX: [grid2] add initialOrderID check and try to fix profitStats.Since
+ - [#1160](https://github.com/c9s/bbgo/pull/1160): FIX: [grid2] add profit fixer and options
+ - [#1159](https://github.com/c9s/bbgo/pull/1159): FIX: avoid global persistenceServiceFacade concurrent write
+ - [#1157](https://github.com/c9s/bbgo/pull/1157): FIX: add context to LoadState
+ - [#1155](https://github.com/c9s/bbgo/pull/1155): FIX: [supertrend] adding opposite position amount to the order amount
--- a/doc/release/v1.48.0.md
+++ b/doc/release/v1.48.0.md
@ -0,0 +1,39 @@
+## New Strategies
+
+- xalign
+- scmaker
+
+## Features
+
+- v2 indicator apis
+
+
+[Full Changelog](https://github.com/c9s/bbgo/compare/v1.47.0...main)
+
+ - [#1197](https://github.com/c9s/bbgo/pull/1197): FEATURE: [strategy] add stable coin market maker
+ - [#1174](https://github.com/c9s/bbgo/pull/1174): FEATURE: [grid2] recover with twin orders
+ - [#1194](https://github.com/c9s/bbgo/pull/1194): IMPROVE: improve hhllstop message
+ - [#1196](https://github.com/c9s/bbgo/pull/1196): FIX: [xalign] add DryRun and fix quote amount calculation
+ - [#1195](https://github.com/c9s/bbgo/pull/1195): FEATURE: [strategy] add xalign strategy
+ - [#1192](https://github.com/c9s/bbgo/pull/1192): IMPROVE: improve order executor error checking, trailing stop and indicators
+ - [#1193](https://github.com/c9s/bbgo/pull/1193): FIX: [schedule] fix quantity truncation add minBaseBalance config
+ - [#1188](https://github.com/c9s/bbgo/pull/1188): FEATURE: [indicator] add multiply operator
+ - [#1185](https://github.com/c9s/bbgo/pull/1185): FIX: [autoborrow] add max borrowable check and add more notifications
+ - [#1189](https://github.com/c9s/bbgo/pull/1189): FEATURE: [indicator] add v2 stddev indicator
+ - [#1190](https://github.com/c9s/bbgo/pull/1190): FEATURE: [indicator] add v2 pivot low indicator
+ - [#1187](https://github.com/c9s/bbgo/pull/1187): FEATURE: [indicator] add stoch v2
+ - [#1186](https://github.com/c9s/bbgo/pull/1186): FEATURE: [indicator] add v2 CMA indicator
+ - [#1184](https://github.com/c9s/bbgo/pull/1184): FEATURE: [indicator] add v2 MACD, SMA
+ - [#1183](https://github.com/c9s/bbgo/pull/1183): REFACTOR: [indicator] replace all Index(i) callers
+ - [#1182](https://github.com/c9s/bbgo/pull/1182): REFACTOR: add parameter index to the Last method
+ - [#1181](https://github.com/c9s/bbgo/pull/1181): FEATURE: [indicator] add new ATR, RMA indicators with the new API design
+ - [#1179](https://github.com/c9s/bbgo/pull/1179): FEATURE: new indicator API design
+ - [#1180](https://github.com/c9s/bbgo/pull/1180): FIX: [grid2] fix base quote investment check
+ - [#1176](https://github.com/c9s/bbgo/pull/1176): FIX: [grid2] fix base + quote calculation and add baseGridNumber config field
+ - [#1177](https://github.com/c9s/bbgo/pull/1177): FIX: some types and operations in SeriesExtended are not supported
+ - [#1172](https://github.com/c9s/bbgo/pull/1172): FEATURE: [grid2] truncate base quantity for quote+base mode
+ - [#1171](https://github.com/c9s/bbgo/pull/1171): FEATURE: Add types.StrInt64 for decoding integer in JSON string format
+ - [#1169](https://github.com/c9s/bbgo/pull/1169): WIP: FEATURE: add bitget exchange support
+ - [#1156](https://github.com/c9s/bbgo/pull/1156): REFACTOR: pull out Fast* methods to FastOrderExecutor
+ - [#1166](https://github.com/c9s/bbgo/pull/1166): FIX: [max] replace deprecated max v3 API
+ - [#1167](https://github.com/c9s/bbgo/pull/1167): FEATURE: support binance futures trading data
--- a/go.mod
+++ b/go.mod
@ -2,12 +2,12 @@

 module github.com/c9s/bbgo

-go 1.17
+go 1.18

 require (
 	github.com/DATA-DOG/go-sqlmock v1.5.0
 	github.com/Masterminds/squirrel v1.5.3
-	github.com/adshao/go-binance/v2 v2.4.1
+	github.com/adshao/go-binance/v2 v2.4.2
 	github.com/c-bata/goptuna v0.8.1
 	github.com/c9s/requestgen v1.3.4
 	github.com/c9s/rockhopper v1.2.2-0.20220617053729-ffdc87df194b
@ -47,7 +47,7 @@ require (
 	github.com/spf13/cobra v1.6.1
 	github.com/spf13/pflag v1.0.5
 	github.com/spf13/viper v1.7.1
-	github.com/stretchr/testify v1.7.4
+	github.com/stretchr/testify v1.8.1
 	github.com/valyala/fastjson v1.5.1
 	github.com/wcharczuk/go-chart/v2 v2.1.0
 	github.com/webview/webview v0.0.0-20210216142346-e0bfdf0e5d90
@ -67,7 +67,7 @@ require (
 	github.com/StackExchange/wmi v0.0.0-20180116203802-5d049714c4a6 // indirect
 	github.com/VividCortex/ewma v1.1.1 // indirect
 	github.com/beorn7/perks v1.0.1 // indirect
-	github.com/bitly/go-simplejson v0.5.0 // indirect
+	github.com/bitly/go-simplejson v0.5.1 // indirect
 	github.com/boombuler/barcode v1.0.1-0.20190219062509-6c824513bacc // indirect
 	github.com/btcsuite/btcd/btcec/v2 v2.2.0 // indirect
 	github.com/cespare/xxhash/v2 v2.1.2 // indirect
@ -78,6 +78,7 @@ require (
 	github.com/decred/dcrd/dcrec/secp256k1/v4 v4.0.1 // indirect
 	github.com/denisenkom/go-mssqldb v0.12.2 // indirect
 	github.com/dgryski/go-rendezvous v0.0.0-20200823014737-9f7001d12a5f // indirect
+	github.com/dmarkham/enumer v1.5.8 // indirect
 	github.com/fastly/go-utils v0.0.0-20180712184237-d95a45783239 // indirect
 	github.com/fsnotify/fsnotify v1.4.9 // indirect
 	github.com/gin-contrib/sse v0.1.0 // indirect
@ -110,6 +111,7 @@ require (
 	github.com/mitchellh/mapstructure v1.4.1 // indirect
 	github.com/modern-go/concurrent v0.0.0-20180306012644-bacd9c7ef1dd // indirect
 	github.com/modern-go/reflect2 v1.0.2 // indirect
+	github.com/pascaldekloe/name v1.0.0 // indirect
 	github.com/pelletier/go-toml v1.8.1 // indirect
 	github.com/pmezard/go-difflib v1.0.0 // indirect
 	github.com/prometheus/client_model v0.2.0 // indirect
--- a/go.sum
+++ b/go.sum
@ -51,6 +51,8 @@ github.com/VividCortex/ewma v1.1.1 h1:MnEK4VOv6n0RSY4vtRe3h11qjxL3+t0B8yOL8iMXdc
 github.com/VividCortex/ewma v1.1.1/go.mod h1:2Tkkvm3sRDVXaiyucHiACn4cqf7DpdyLvmxzcbUokwA=
 github.com/adshao/go-binance/v2 v2.4.1 h1:fOZ2tCbN7sgDZvvsawUMjhsOoe40X87JVE4DklIyyyc=
 github.com/adshao/go-binance/v2 v2.4.1/go.mod h1:6Qoh+CYcj8U43h4HgT6mqJnsGj4mWZKA/nsj8LN8ZTU=
+github.com/adshao/go-binance/v2 v2.4.2 h1:NBNMUyXrci45v3sr0RkZosiBYSw1/yuqCrJNkyEM8U0=
+github.com/adshao/go-binance/v2 v2.4.2/go.mod h1:41Up2dG4NfMXpCldrDPETEtiOq+pHoGsFZ73xGgaumo=
 github.com/ajstarks/svgo v0.0.0-20180226025133-644b8db467af/go.mod h1:K08gAheRH3/J6wwsYMMT4xOr94bZjxIelGM0+d/wbFw=
 github.com/alecthomas/template v0.0.0-20160405071501-a0175ee3bccc/go.mod h1:LOuyumcjzFXgccqObfd/Ljyb9UuFJ6TxHnclSeseNhc=
 github.com/alecthomas/template v0.0.0-20190718012654-fb15b899a751/go.mod h1:LOuyumcjzFXgccqObfd/Ljyb9UuFJ6TxHnclSeseNhc=
@ -72,6 +74,8 @@ github.com/beorn7/perks v1.0.1/go.mod h1:G2ZrVWU2WbWT9wwq4/hrbKbnv/1ERSJQ0ibhJ6r
 github.com/bgentry/speakeasy v0.1.0/go.mod h1:+zsyZBPWlz7T6j88CTgSN5bM796AkVf0kBD4zp0CCIs=
 github.com/bitly/go-simplejson v0.5.0 h1:6IH+V8/tVMab511d5bn4M7EwGXZf9Hj6i2xSwkNEM+Y=
 github.com/bitly/go-simplejson v0.5.0/go.mod h1:cXHtHw4XUPsvGaxgjIAn8PhEWG9NfngEKAMDJEczWVA=
+github.com/bitly/go-simplejson v0.5.1 h1:xgwPbetQScXt1gh9BmoJ6j9JMr3TElvuIyjR8pgdoow=
+github.com/bitly/go-simplejson v0.5.1/go.mod h1:YOPVLzCfwK14b4Sff3oP1AmGhI9T9Vsg84etUnlyp+Q=
 github.com/bketelsen/crypt v0.0.3-0.20200106085610-5cbc8cc4026c/go.mod h1:MKsuJmJgSg28kpZDP6UIiPt0e0Oz0kqKNGyRaWEPv84=
 github.com/bmizerany/assert v0.0.0-20160611221934-b7ed37b82869 h1:DDGfHa7BWjL4YnC6+E63dPcxHo2sUxDIu8g3QgEJdRY=
 github.com/boombuler/barcode v1.0.1-0.20190219062509-6c824513bacc h1:biVzkmvwrH8WK8raXaxBx6fRVTlJILwEwQGL1I/ByEI=
@ -145,6 +149,8 @@ github.com/dgrijalva/jwt-go v3.2.0+incompatible/go.mod h1:E3ru+11k8xSBh+hMPgOLZm
 github.com/dgryski/go-rendezvous v0.0.0-20200823014737-9f7001d12a5f h1:lO4WD4F/rVNCu3HqELle0jiPLLBs70cWOduZpkS1E78=
 github.com/dgryski/go-rendezvous v0.0.0-20200823014737-9f7001d12a5f/go.mod h1:cuUVRXasLTGF7a8hSLbxyZXjz+1KgoB3wDUb6vlszIc=
 github.com/dgryski/go-sip13 v0.0.0-20181026042036-e10d5fee7954/go.mod h1:vAd38F8PWV+bWy6jNmig1y/TA+kYO4g3RSRF0IAv0no=
+github.com/dmarkham/enumer v1.5.8 h1:fIF11F9l5jyD++YYvxcSH5WgHfeaSGPaN/T4kOQ4qEM=
+github.com/dmarkham/enumer v1.5.8/go.mod h1:d10o8R3t/gROm2p3BXqTkMt2+HMuxEmWCXzorAruYak=
 github.com/dnaeon/go-vcr v1.2.0/go.mod h1:R4UdLID7HZT3taECzJs4YgbbH6PIGXB6W/sc5OLb6RQ=
 github.com/edsrzf/mmap-go v1.0.0 h1:CEBF7HpRnUCSJgGUb5h1Gm7e3VkmVDrR8lvWVLtrOFw=
 github.com/envoyproxy/go-control-plane v0.9.0/go.mod h1:YTl/9mNaCwkRvm6d1a2C3ymFceY/DCBVvsKhRF0iEA4=
@ -532,6 +538,8 @@ github.com/onsi/gomega v1.17.0/go.mod h1:HnhC7FXeEQY45zxNK3PPoIUhzk/80Xly9PcubAl
 github.com/onsi/gomega v1.19.0 h1:4ieX6qQjPP/BfC3mpsAtIGGlxTWPeA3Inl/7DtXw1tw=
 github.com/onsi/gomega v1.19.0/go.mod h1:LY+I3pBVzYsTBU1AnDwOSxaYi9WoWiqgwooUqq9yPro=
 github.com/pascaldekloe/goe v0.0.0-20180627143212-57f6aae5913c/go.mod h1:lzWF7FIEvWOWxwDKqyGYQf6ZUaNfKdP144TG7ZOy1lc=
+github.com/pascaldekloe/name v1.0.0 h1:n7LKFgHixETzxpRv2R77YgPUFo85QHGZKrdaYm7eY5U=
+github.com/pascaldekloe/name v1.0.0/go.mod h1:Z//MfYJnH4jVpQ9wkclwu2I2MkHmXTlT9wR5UZScttM=
 github.com/pelletier/go-toml v1.2.0/go.mod h1:5z9KED0ma1S8pY6P1sdut58dfprrGBbd/94hg7ilaic=
 github.com/pelletier/go-toml v1.8.1 h1:1Nf83orprkJyknT6h7zbuEGUEjcyVlCxSUGTENmNCRM=
 github.com/pelletier/go-toml v1.8.1/go.mod h1:T2/BmBdy8dvIRq1a/8aqjN41wvWlN4lrapLU/GW4pbc=
@ -650,6 +658,7 @@ github.com/stretchr/objx v0.1.1/go.mod h1:HFkY916IF+rwdDfMAkV7OtwuqBVzrE8GR6GFx+
 github.com/stretchr/objx v0.2.0/go.mod h1:qt09Ya8vawLte6SNmTgCsAVtYtaKzEcn8ATUoHMkEqE=
 github.com/stretchr/objx v0.4.0 h1:M2gUjqZET1qApGOWNSnZ49BAIMX4F/1plDv3+l31EJ4=
 github.com/stretchr/objx v0.4.0/go.mod h1:YvHI0jy2hoMjB+UWwv71VJQ9isScKT/TqJzVSSt89Yw=
+github.com/stretchr/objx v0.5.0/go.mod h1:Yh+to48EsGEfYuaHDzXPcE3xhTkx73EhmCGUpEOglKo=
 github.com/stretchr/testify v1.1.4/go.mod h1:a8OnRcib4nhh0OaRAV+Yts87kKdq0PP7pXfy6kDkUVs=
 github.com/stretchr/testify v1.2.0/go.mod h1:a8OnRcib4nhh0OaRAV+Yts87kKdq0PP7pXfy6kDkUVs=
 github.com/stretchr/testify v1.2.2/go.mod h1:a8OnRcib4nhh0OaRAV+Yts87kKdq0PP7pXfy6kDkUVs=
@ -661,6 +670,9 @@ github.com/stretchr/testify v1.7.0/go.mod h1:6Fq8oRcR53rry900zMqJjRRixrwX3KX962/
 github.com/stretchr/testify v1.7.1/go.mod h1:6Fq8oRcR53rry900zMqJjRRixrwX3KX962/h/Wwjteg=
 github.com/stretchr/testify v1.7.4 h1:wZRexSlwd7ZXfKINDLsO4r7WBt3gTKONc6K/VesHvHM=
 github.com/stretchr/testify v1.7.4/go.mod h1:yNjHg4UonilssWZ8iaSj1OCr/vHnekPRkoO+kdMU+MU=
+github.com/stretchr/testify v1.8.0/go.mod h1:yNjHg4UonilssWZ8iaSj1OCr/vHnekPRkoO+kdMU+MU=
+github.com/stretchr/testify v1.8.1 h1:w7B6lhMri9wdJUVmEZPGGhZzrYTPvgJArz7wNPgYKsk=
+github.com/stretchr/testify v1.8.1/go.mod h1:w2LPCIKwWwSfY2zedu0+kehJoqGctiVI29o6fzry7u4=
 github.com/subosito/gotenv v1.2.0 h1:Slr1R9HxAlEKefgq5jn9U+DnETlIUa6HfgEzj0g5d7s=
 github.com/subosito/gotenv v1.2.0/go.mod h1:N0PQaV/YGNqwC0u51sEeR/aUtSLEXKX9iv69rRypqCw=
 github.com/syndtr/goleveldb v1.0.1-0.20210819022825-2ae1ddf74ef7 h1:epCh84lMvA70Z7CTTCmYQn2CKbY8j86K7/FAIr141uY=
--- a/pkg/backtest/exchange.go
+++ b/pkg/backtest/exchange.go
@ -12,18 +12,18 @@ for each kline, the backtest engine:

 There are 2 ways that a strategy could work with backtest engine:

-1. the strategy receives kline from the market data stream, and then it submits the order by the given market data to the backtest engine.
-   backtest engine receives the order and then pushes the trade and order updates to the user data stream.
+ 1. the strategy receives kline from the market data stream, and then it submits the order by the given market data to the backtest engine.
+    backtest engine receives the order and then pushes the trade and order updates to the user data stream.

-   the strategy receives the trade and update its position.
+    the strategy receives the trade and update its position.

-2. the strategy places the orders when it starts. (like grid) the strategy then receives the order updates and then submit a new order
-   by its order update message.
+ 2. the strategy places the orders when it starts. (like grid) the strategy then receives the order updates and then submit a new order
+    by its order update message.

 We need to ensure that:

-1. if the strategy submits the order from the market data stream, since it's a separate goroutine, the strategy should block the backtest engine
-   to process the trades before the next kline is published.
+ 1. if the strategy submits the order from the market data stream, since it's a separate goroutine, the strategy should block the backtest engine
+    to process the trades before the next kline is published.
 */
 package backtest

@ -270,8 +270,8 @@ func (e *Exchange) QueryTicker(ctx context.Context, symbol string) (*types.Ticke
 		Open:   kline.Open,
 		High:   kline.High,
 		Low:    kline.Low,
-		Buy:    kline.Close,
-		Sell:   kline.Close,
+		Buy:    kline.Close.Sub(matching.Market.TickSize),
+		Sell:   kline.Close.Add(matching.Market.TickSize),
 	}, nil
 }

--- a/pkg/bbgo/environment.go
+++ b/pkg/bbgo/environment.go
@ -228,12 +228,16 @@ func (environ *Environment) ConfigureExchangeSessions(userConfig *Config) error
 func (environ *Environment) AddExchangesByViperKeys() error {
 	for _, n := range types.SupportedExchanges {
 		if viper.IsSet(string(n) + "-api-key") {
-			ex, err := exchange.NewWithEnvVarPrefix(n, "")
+			exMinimal, err := exchange.NewWithEnvVarPrefix(n, "")
 			if err != nil {
 				return err
 			}

-			environ.AddExchange(n.String(), ex)
+			if ex, ok := exMinimal.(types.Exchange); ok {
+				environ.AddExchange(n.String(), ex)
+			} else {
+				log.Errorf("exchange %T does not implement types.Exchange", exMinimal)
+			}
 		}
 	}

--- a/pkg/bbgo/exit_hh_ll_stop.go
+++ b/pkg/bbgo/exit_hh_ll_stop.go
@ -3,6 +3,7 @@ package bbgo
 import (
 	"context"
 	"fmt"
+
 	log "github.com/sirupsen/logrus"

 	"github.com/c9s/bbgo/pkg/fixedpoint"
@ -82,14 +83,14 @@ func (s *HigherHighLowerLowStop) updateActivated(position *types.Position, close
 			r := fixedpoint.One.Add(s.ActivationRatio)
 			if closePrice.Compare(position.AverageCost.Mul(r)) >= 0 {
 				s.activated = true
-				Notify("[hhllStop] Stop of %s activated for long position, activation ratio %s:", s.Symbol, s.ActivationRatio.Percentage())
+				Notify("[hhllStop] %s stop is activated for long position, activation ratio %s:", s.Symbol, s.ActivationRatio.Percentage())
 			}
 		} else if position.IsShort() {
 			r := fixedpoint.One.Sub(s.ActivationRatio)
 			// for short position, if the close price is less than the activation price then this is a profit position.
 			if closePrice.Compare(position.AverageCost.Mul(r)) <= 0 {
 				s.activated = true
-				Notify("[hhllStop] Stop of %s activated for short position, activation ratio %s:", s.Symbol, s.ActivationRatio.Percentage())
+				Notify("[hhllStop] %s stop is activated for short position, activation ratio %s:", s.Symbol, s.ActivationRatio.Percentage())
 			}
 		}
 	}
@ -99,15 +100,18 @@ func (s *HigherHighLowerLowStop) updateHighLowNumber(kline types.KLine) {
 	s.klines.Truncate(s.Window - 1)

 	if s.klines.Len() >= s.Window-1 {
-		if s.klines.GetHigh().Compare(kline.GetHigh()) < 0 {
+		high := kline.GetHigh()
+		low := kline.GetLow()
+		if s.klines.GetHigh().Compare(high) < 0 {
 			s.highLows = append(s.highLows, types.DirectionUp)
-			log.Debugf("[hhllStop] new higher high for %s", s.Symbol)
-		} else if s.klines.GetLow().Compare(kline.GetLow()) > 0 {
+			Notify("[hhllStop] detected %s new higher high %f", s.Symbol, high.Float64())
+		} else if s.klines.GetLow().Compare(low) > 0 {
 			s.highLows = append(s.highLows, types.DirectionDown)
-			log.Debugf("[hhllStop] new lower low for %s", s.Symbol)
+			Notify("[hhllStop] detected %s new lower low %f", s.Symbol, low.Float64())
 		} else {
 			s.highLows = append(s.highLows, types.DirectionNone)
 		}
+
 		// Truncate highLows
 		if len(s.highLows) > s.HighLowWindow {
 			end := len(s.highLows)
@ -118,6 +122,7 @@ func (s *HigherHighLowerLowStop) updateHighLowNumber(kline types.KLine) {
 			kn := s.highLows[start:]
 			s.highLows = kn
 		}
+
 	} else {
 		s.highLows = append(s.highLows, types.DirectionNone)
 	}
@ -183,13 +188,17 @@ func (s *HigherHighLowerLowStop) Bind(session *ExchangeSession, orderExecutor *G

 		// Close position & reset
 		if s.shouldStop(position) {
+			defer func() {
+				s.activated = false
+			}()
+
 			err := s.orderExecutor.ClosePosition(context.Background(), fixedpoint.One, "hhllStop")
 			if err != nil {
 				Notify("[hhllStop] Stop of %s triggered but failed to close %s position:", s.Symbol, err)
-			} else {
-				s.activated = false
-				Notify("[hhllStop] Stop of %s triggered and position closed", s.Symbol)
+				return
 			}
+
+			Notify("[hhllStop] Stop of %s triggered and position closed", s.Symbol)
 		}
 	}))

--- a/pkg/bbgo/exit_lower_shadow_take_profit.go
+++ b/pkg/bbgo/exit_lower_shadow_take_profit.go
@ -48,7 +48,7 @@ func (s *LowerShadowTakeProfit) Bind(session *ExchangeSession, orderExecutor *Ge
 		}

 		// skip close price higher than the ewma
-		if closePrice.Float64() > ewma.Last() {
+		if closePrice.Float64() > ewma.Last(0) {
 			return
 		}

--- a/pkg/bbgo/exit_trailing_stop.go
+++ b/pkg/bbgo/exit_trailing_stop.go
@ -59,15 +59,11 @@ func (s *TrailingStop2) Bind(session *ExchangeSession, orderExecutor *GeneralOrd
 	}))

 	if !IsBackTesting && enableMarketTradeStop {
-		session.MarketDataStream.OnMarketTrade(func(trade types.Trade) {
-			if trade.Symbol != position.Symbol {
-				return
-			}
-
+		session.MarketDataStream.OnMarketTrade(types.TradeWith(position.Symbol, func(trade types.Trade) {
 			if err := s.checkStopPrice(trade.Price, position); err != nil {
 				log.WithError(err).Errorf("error")
 			}
-		})
+		}))
 	}
 }

@ -78,8 +74,10 @@ func (s *TrailingStop2) getRatio(price fixedpoint.Value, position *types.Positio
 		// for short position, it's:
 		//  (avg_cost - price) / avg_cost
 		return position.AverageCost.Sub(price).Div(position.AverageCost), nil
+
 	case types.SideTypeSell:
 		return price.Sub(position.AverageCost).Div(position.AverageCost), nil
+
 	default:
 		if position.IsLong() {
 			return price.Sub(position.AverageCost).Div(position.AverageCost), nil
@ -174,12 +172,15 @@ func (s *TrailingStop2) triggerStop(price fixedpoint.Value) error {
 		s.activated = false
 		s.latestHigh = fixedpoint.Zero
 	}()
-	Notify("[TrailingStop] %s %s stop loss triggered. price: %f callback rate: %f", s.Symbol, s, price.Float64(), s.CallbackRate.Float64())
+
+	Notify("[TrailingStop] %s %s tailingStop is triggered. price: %f callbackRate: %s", s.Symbol, s.ActivationRatio.Percentage(), price.Float64(), s.CallbackRate.Percentage())
 	ctx := context.Background()
 	p := fixedpoint.One
 	if !s.ClosePosition.IsZero() {
 		p = s.ClosePosition
 	}

-	return s.orderExecutor.ClosePosition(ctx, p, "trailingStop")
+	tagName := fmt.Sprintf("trailingStop:activation=%s,callback=%s", s.ActivationRatio.Percentage(), s.CallbackRate.Percentage())
+
+	return s.orderExecutor.ClosePosition(ctx, p, tagName)
 }
--- a/pkg/bbgo/exit_trailing_stop_test.go
+++ b/pkg/bbgo/exit_trailing_stop_test.go
@ -41,7 +41,7 @@ func TestTrailingStop_ShortPosition(t *testing.T) {
 		Type:             types.OrderTypeMarket,
 		Market:           market,
 		Quantity:         fixedpoint.NewFromFloat(1.0),
-		Tag:              "trailingStop",
+		Tag:              "trailingStop:activation=1%,callback=1%",
 		MarginSideEffect: types.SideEffectTypeAutoRepay,
 	})

@ -119,7 +119,7 @@ func TestTrailingStop_LongPosition(t *testing.T) {
 		Type:             types.OrderTypeMarket,
 		Market:           market,
 		Quantity:         fixedpoint.NewFromFloat(1.0),
-		Tag:              "trailingStop",
+		Tag:              "trailingStop:activation=1%,callback=1%",
 		MarginSideEffect: types.SideEffectTypeAutoRepay,
 	})

--- a/pkg/bbgo/order_executor_fast.go
+++ b/pkg/bbgo/order_executor_fast.go
@ -0,0 +1,67 @@
+package bbgo
+
+import (
+	"context"
+
+	"github.com/pkg/errors"
+
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+// FastOrderExecutor provides shorter submit order / cancel order round-trip time
+// for strategies that need to response more faster, e.g. 1s kline or market trades related strategies.
+type FastOrderExecutor struct {
+	*GeneralOrderExecutor
+}
+
+func NewFastOrderExecutor(session *ExchangeSession, symbol, strategy, strategyInstanceID string, position *types.Position) *FastOrderExecutor {
+	oe := NewGeneralOrderExecutor(session, symbol, strategy, strategyInstanceID, position)
+	return &FastOrderExecutor{
+		GeneralOrderExecutor: oe,
+	}
+}
+
+// SubmitOrders sends []types.SubmitOrder directly to the exchange without blocking wait on the status update.
+// This is a faster version of GeneralOrderExecutor.SubmitOrders(). Created orders will be consumed in newly created goroutine (in non-backteset session).
+// @param ctx: golang context type.
+// @param submitOrders: Lists of types.SubmitOrder to be sent to the exchange.
+// @return *types.SubmitOrder: SubmitOrder with calculated quantity and price.
+// @return error: Error message.
+func (e *FastOrderExecutor) SubmitOrders(ctx context.Context, submitOrders ...types.SubmitOrder) (types.OrderSlice, error) {
+	formattedOrders, err := e.session.FormatOrders(submitOrders)
+	if err != nil {
+		return nil, err
+	}
+
+	createdOrders, errIdx, err := BatchPlaceOrder(ctx, e.session.Exchange, nil, formattedOrders...)
+	if len(errIdx) > 0 {
+		return nil, err
+	}
+
+	if IsBackTesting {
+		e.orderStore.Add(createdOrders...)
+		e.activeMakerOrders.Add(createdOrders...)
+		e.tradeCollector.Process()
+	} else {
+		go func() {
+			e.orderStore.Add(createdOrders...)
+			e.activeMakerOrders.Add(createdOrders...)
+			e.tradeCollector.Process()
+		}()
+	}
+	return createdOrders, err
+
+}
+
+// Cancel cancels all active maker orders if orders is not given, otherwise cancel the given orders
+func (e *FastOrderExecutor) Cancel(ctx context.Context, orders ...types.Order) error {
+	if e.activeMakerOrders.NumOfOrders() == 0 {
+		return nil
+	}
+
+	if err := e.activeMakerOrders.FastCancel(ctx, e.session.Exchange, orders...); err != nil {
+		return errors.Wrap(err, "fast cancel order error")
+	}
+
+	return nil
+}
--- a/pkg/bbgo/order_executor_general.go
+++ b/pkg/bbgo/order_executor_general.go
@ -190,38 +190,6 @@ func (e *GeneralOrderExecutor) CancelOrders(ctx context.Context, orders ...types
 	return err
 }

-// FastSubmitOrders send []types.SubmitOrder directly to the exchange without blocking wait on the status update.
-// This is a faster version of SubmitOrders(). Created orders will be consumed in newly created goroutine (in non-backteset session).
-// @param ctx: golang context type.
-// @param submitOrders: Lists of types.SubmitOrder to be sent to the exchange.
-// @return *types.SubmitOrder: SubmitOrder with calculated quantity and price.
-// @return error: Error message.
-func (e *GeneralOrderExecutor) FastSubmitOrders(ctx context.Context, submitOrders ...types.SubmitOrder) (types.OrderSlice, error) {
-	formattedOrders, err := e.session.FormatOrders(submitOrders)
-	if err != nil {
-		return nil, err
-	}
-
-	createdOrders, errIdx, err := BatchPlaceOrder(ctx, e.session.Exchange, nil, formattedOrders...)
-	if len(errIdx) > 0 {
-		return nil, err
-	}
-
-	if IsBackTesting {
-		e.orderStore.Add(createdOrders...)
-		e.activeMakerOrders.Add(createdOrders...)
-		e.tradeCollector.Process()
-	} else {
-		go func() {
-			e.orderStore.Add(createdOrders...)
-			e.activeMakerOrders.Add(createdOrders...)
-			e.tradeCollector.Process()
-		}()
-	}
-	return createdOrders, err
-
-}
-
 func (e *GeneralOrderExecutor) SetLogger(logger log.FieldLogger) {
 	e.logger = logger
 }
@ -300,7 +268,7 @@ func (e *GeneralOrderExecutor) reduceQuantityAndSubmitOrder(ctx context.Context,

 		submitOrder.Quantity = q
 		if e.position.Market.IsDustQuantity(submitOrder.Quantity, price) {
-			return nil, types.NewZeroAssetError(fmt.Errorf("dust quantity"))
+			return nil, types.NewZeroAssetError(fmt.Errorf("dust quantity, quantity = %f, price = %f", submitOrder.Quantity.Float64(), price.Float64()))
 		}

 		createdOrder, err2 := e.SubmitOrders(ctx, submitOrder)
@ -366,10 +334,15 @@ func (e *GeneralOrderExecutor) NewOrderFromOpenPosition(ctx context.Context, opt
 				return nil, err
 			}

+			if price.IsZero() {
+				return nil, errors.New("unable to calculate quantity: zero price given")
+			}
+
 			quantity = quoteQuantity.Div(price)
 		}
+
 		if e.position.Market.IsDustQuantity(quantity, price) {
-			log.Warnf("dust quantity: %v", quantity)
+			log.Errorf("can not submit order: dust quantity, quantity = %f, price = %f", quantity.Float64(), price.Float64())
 			return nil, nil
 		}

@ -421,9 +394,11 @@ func (e *GeneralOrderExecutor) OpenPosition(ctx context.Context, options OpenPos
 	if err != nil {
 		return nil, err
 	}
+
 	if submitOrder == nil {
 		return nil, nil
 	}
+
 	price := options.Price

 	side := "long"
@ -431,7 +406,7 @@ func (e *GeneralOrderExecutor) OpenPosition(ctx context.Context, options OpenPos
 		side = "short"
 	}

-	Notify("Opening %s %s position with quantity %v at price %v", e.position.Symbol, side, submitOrder.Quantity, price)
+	Notify("Opening %s %s position with quantity %f at price %f", e.position.Symbol, side, submitOrder.Quantity.Float64(), price.Float64())

 	createdOrder, err := e.SubmitOrders(ctx, *submitOrder)
 	if err == nil {
@ -467,19 +442,6 @@ func (e *GeneralOrderExecutor) GracefulCancel(ctx context.Context, orders ...typ
 	return nil
 }

-// FastCancel cancels all active maker orders if orders is not given, otherwise cancel the given orders
-func (e *GeneralOrderExecutor) FastCancel(ctx context.Context, orders ...types.Order) error {
-	if e.activeMakerOrders.NumOfOrders() == 0 {
-		return nil
-	}
-
-	if err := e.activeMakerOrders.FastCancel(ctx, e.session.Exchange, orders...); err != nil {
-		return errors.Wrap(err, "fast cancel order error")
-	}
-
-	return nil
-}
-
 // ClosePosition closes the current position by a percentage.
 // percentage 0.1 means close 10% position
 // tag is the order tag you want to attach, you may pass multiple tags, the tags will be combined into one tag string by commas.
--- a/pkg/bbgo/persistence.go
+++ b/pkg/bbgo/persistence.go
@ -4,6 +4,7 @@ import (
 	"context"
 	"os"
 	"reflect"
+	"sync"

 	"github.com/codingconcepts/env"
 	"github.com/pkg/errors"
@ -28,6 +29,13 @@ func Sync(ctx context.Context, obj interface{}) {
 	isolation := GetIsolationFromContext(ctx)

 	ps := isolation.persistenceServiceFacade.Get()
+
+	locker, ok := obj.(sync.Locker)
+	if ok {
+		locker.Lock()
+		defer locker.Unlock()
+	}
+
 	err := storePersistenceFields(obj, id, ps)
 	if err != nil {
 		log.WithError(err).Errorf("persistence sync failed")
--- a/pkg/bbgo/scale.go
+++ b/pkg/bbgo/scale.go
@ -12,6 +12,7 @@ type Scale interface {
 	Formula() string
 	FormulaOf(x float64) string
 	Call(x float64) (y float64)
+	Sum(step float64) float64
 }

 func init() {
@ -21,6 +22,7 @@ func init() {
 	_ = Scale(&QuadraticScale{})
 }

+// f(x) := ab^x
 // y := ab^x
 // shift xs[0] to 0 (x - h)
 // a = y1
@ -56,6 +58,14 @@ func (s *ExponentialScale) Solve() error {
 	return nil
 }

+func (s *ExponentialScale) Sum(step float64) float64 {
+	sum := 0.0
+	for x := s.Domain[0]; x <= s.Domain[1]; x += step {
+		sum += s.Call(x)
+	}
+	return sum
+}
+
 func (s *ExponentialScale) String() string {
 	return s.Formula()
 }
@ -100,6 +110,14 @@ func (s *LogarithmicScale) Call(x float64) (y float64) {
 	return y
 }

+func (s *LogarithmicScale) Sum(step float64) float64 {
+	sum := 0.0
+	for x := s.Domain[0]; x <= s.Domain[1]; x += step {
+		sum += s.Call(x)
+	}
+	return sum
+}
+
 func (s *LogarithmicScale) String() string {
 	return s.Formula()
 }
@ -158,6 +176,14 @@ func (s *LinearScale) Call(x float64) (y float64) {
 	return y
 }

+func (s *LinearScale) Sum(step float64) float64 {
+	sum := 0.0
+	for x := s.Domain[0]; x <= s.Domain[1]; x += step {
+		sum += s.Call(x)
+	}
+	return sum
+}
+
 func (s *LinearScale) String() string {
 	return s.Formula()
 }
@ -201,6 +227,14 @@ func (s *QuadraticScale) Call(x float64) (y float64) {
 	return y
 }

+func (s *QuadraticScale) Sum(step float64) float64 {
+	sum := 0.0
+	for x := s.Domain[0]; x <= s.Domain[1]; x += step {
+		sum += s.Call(x)
+	}
+	return sum
+}
+
 func (s *QuadraticScale) String() string {
 	return s.Formula()
 }
@ -266,18 +300,20 @@ func (rule *SlideRule) Scale() (Scale, error) {
 // LayerScale defines the scale DSL for maker layers, e.g.,
 //
 // quantityScale:
-//   byLayer:
-//     exp:
-//       domain: [1, 5]
-//       range: [0.01, 1.0]
+//
+//	byLayer:
+//	  exp:
+//	    domain: [1, 5]
+//	    range: [0.01, 1.0]
 //
 // and
 //
 // quantityScale:
-//   byLayer:
-//     linear:
-//       domain: [1, 3]
-//       range: [0.01, 1.0]
+//
+//	byLayer:
+//	  linear:
+//	    domain: [1, 3]
+//	    range: [0.01, 1.0]
 type LayerScale struct {
 	LayerRule *SlideRule `json:"byLayer"`
 }
@ -303,18 +339,20 @@ func (s *LayerScale) Scale(layer int) (quantity float64, err error) {
 // PriceVolumeScale defines the scale DSL for strategy, e.g.,
 //
 // quantityScale:
-//   byPrice:
-//     exp:
-//       domain: [10_000, 50_000]
-//       range: [0.01, 1.0]
+//
+//	byPrice:
+//	  exp:
+//	    domain: [10_000, 50_000]
+//	    range: [0.01, 1.0]
 //
 // and
 //
 // quantityScale:
-//   byVolume:
-//     linear:
-//       domain: [10_000, 50_000]
-//       range: [0.01, 1.0]
+//
+//	byVolume:
+//	  linear:
+//	    domain: [10_000, 50_000]
+//	    range: [0.01, 1.0]
 type PriceVolumeScale struct {
 	ByPriceRule  *SlideRule `json:"byPrice"`
 	ByVolumeRule *SlideRule `json:"byVolume"`
--- a/pkg/bbgo/session.go
+++ b/pkg/bbgo/session.go
@ -703,21 +703,39 @@ func (session *ExchangeSession) FindPossibleSymbols() (symbols []string, err err
 	return symbols, nil
 }

+// newBasicPrivateExchange allocates a basic exchange instance with the user private credentials
+func (session *ExchangeSession) newBasicPrivateExchange(exchangeName types.ExchangeName) (types.Exchange, error) {
+	var err error
+	var exMinimal types.ExchangeMinimal
+	if session.Key != "" && session.Secret != "" {
+		exMinimal, err = exchange2.New(exchangeName, session.Key, session.Secret, session.Passphrase)
+	} else {
+		exMinimal, err = exchange2.NewWithEnvVarPrefix(exchangeName, session.EnvVarPrefix)
+	}
+
+	if err != nil {
+		return nil, err
+	}
+
+	if ex, ok := exMinimal.(types.Exchange); ok {
+		return ex, nil
+	}
+
+	return nil, fmt.Errorf("exchange %T does not implement types.Exchange", exMinimal)
+}
+
 // InitExchange initialize the exchange instance and allocate memory for fields
 // In this stage, the session var could be loaded from the JSON config, so the pointer fields are still nil
 // The Init method will be called after this stage, environment.Init will call the session.Init method later.
 func (session *ExchangeSession) InitExchange(name string, ex types.Exchange) error {
 	var err error
 	var exchangeName = session.ExchangeName
+
 	if ex == nil {
 		if session.PublicOnly {
 			ex, err = exchange2.NewPublic(exchangeName)
 		} else {
-			if session.Key != "" && session.Secret != "" {
-				ex, err = exchange2.NewStandard(exchangeName, session.Key, session.Secret, session.Passphrase, session.SubAccount)
-			} else {
-				ex, err = exchange2.NewWithEnvVarPrefix(exchangeName, session.EnvVarPrefix)
-			}
+			ex, err = session.newBasicPrivateExchange(exchangeName)
 		}
 	}

--- a/pkg/bbgo/standard_indicator_set.go
+++ b/pkg/bbgo/standard_indicator_set.go
@ -29,7 +29,7 @@ type StandardIndicatorSet struct {
 	// interval -> window
 	iwbIndicators  map[types.IntervalWindowBandWidth]*indicator.BOLL
 	iwIndicators   map[indicatorKey]indicator.KLinePusher
-	macdIndicators map[indicator.MACDConfig]*indicator.MACD
+	macdIndicators map[indicator.MACDConfig]*indicator.MACDLegacy

 	stream types.Stream
 	store  *MarketDataStore
@ -47,7 +47,7 @@ func NewStandardIndicatorSet(symbol string, stream types.Stream, store *MarketDa
 		stream:         stream,
 		iwIndicators:   make(map[indicatorKey]indicator.KLinePusher),
 		iwbIndicators:  make(map[types.IntervalWindowBandWidth]*indicator.BOLL),
-		macdIndicators: make(map[indicator.MACDConfig]*indicator.MACD),
+		macdIndicators: make(map[indicator.MACDConfig]*indicator.MACDLegacy),
 	}
 }

@ -154,14 +154,14 @@ func (s *StandardIndicatorSet) BOLL(iw types.IntervalWindow, bandWidth float64)
 	return inc
 }

-func (s *StandardIndicatorSet) MACD(iw types.IntervalWindow, shortPeriod, longPeriod int) *indicator.MACD {
+func (s *StandardIndicatorSet) MACD(iw types.IntervalWindow, shortPeriod, longPeriod int) *indicator.MACDLegacy {
 	config := indicator.MACDConfig{IntervalWindow: iw, ShortPeriod: shortPeriod, LongPeriod: longPeriod}

 	inc, ok := s.macdIndicators[config]
 	if ok {
 		return inc
 	}
-	inc = &indicator.MACD{MACDConfig: config}
+	inc = &indicator.MACDLegacy{MACDConfig: config}
 	s.macdIndicators[config] = inc
 	s.initAndBind(inc, config.IntervalWindow.Interval)
 	return inc
--- a/pkg/bbgo/stop_ema.go
+++ b/pkg/bbgo/stop_ema.go
@ -21,7 +21,7 @@ func (s *StopEMA) Bind(session *ExchangeSession, orderExecutor *GeneralOrderExec
 }

 func (s *StopEMA) Allowed(closePrice fixedpoint.Value) bool {
-	ema := fixedpoint.NewFromFloat(s.stopEWMA.Last())
+	ema := fixedpoint.NewFromFloat(s.stopEWMA.Last(0))
 	if ema.IsZero() {
 		logrus.Infof("stopEMA protection: value is zero, skip")
 		return false
--- a/pkg/bbgo/trend_ema.go
+++ b/pkg/bbgo/trend_ema.go
@ -29,12 +29,12 @@ func (s *TrendEMA) Bind(session *ExchangeSession, orderExecutor *GeneralOrderExe
 		}

 		s.last = s.ewma.Values[s.ewma.Length()-2]
-		s.current = s.ewma.Last()
+		s.current = s.ewma.Last(0)
 	})

 	session.MarketDataStream.OnKLineClosed(types.KLineWith(symbol, s.Interval, func(kline types.KLine) {
 		s.last = s.current
-		s.current = s.ewma.Last()
+		s.current = s.ewma.Last(0)
 	}))
 }

--- a/pkg/cache/cache.go
+++ b/pkg/cache/cache.go
@ -175,4 +175,4 @@ func loadMarketsFromFile(ctx context.Context, ex types.Exchange) (markets types.
 		return ex.QueryMarkets(ctx)
 	})
 	return markets, err
-}
+}
--- a/pkg/cmd/exchangetest.go
+++ b/pkg/cmd/exchangetest.go
@ -0,0 +1,63 @@
+//go:build exchangetest
+// +build exchangetest
+
+package cmd
+
+import (
+	"context"
+
+	log "github.com/sirupsen/logrus"
+	"github.com/spf13/cobra"
+
+	"github.com/c9s/bbgo/pkg/exchange"
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+// go run ./cmd/bbgo kline --exchange=binance --symbol=BTCUSDT
+var exchangeTestCmd = &cobra.Command{
+	Use:   "exchange-test",
+	Short: "test the exchange",
+	RunE: func(cmd *cobra.Command, args []string) error {
+		ctx := context.Background()
+
+		exchangeNameStr, err := cmd.Flags().GetString("exchange")
+		if err != nil {
+			return err
+		}
+
+		exchangeName, err := types.ValidExchangeName(exchangeNameStr)
+		if err != nil {
+			return err
+		}
+
+		exMinimal, err := exchange.NewWithEnvVarPrefix(exchangeName, "")
+		if err != nil {
+			return err
+		}
+
+		log.Infof("types.ExchangeMinimal: ✅")
+
+		if service, ok := exMinimal.(types.ExchangeAccountService); ok {
+			log.Infof("types.ExchangeAccountService: ✅ (%T)", service)
+		}
+
+		if service, ok := exMinimal.(types.ExchangeMarketDataService); ok {
+			log.Infof("types.ExchangeMarketDataService: ✅ (%T)", service)
+		}
+
+		if ex, ok := exMinimal.(types.Exchange); ok {
+			log.Infof("types.Exchange: ✅ (%T)", ex)
+		}
+
+		_ = ctx
+		// cmdutil.WaitForSignal(ctx, syscall.SIGINT, syscall.SIGTERM)
+		return nil
+	},
+}
+
+func init() {
+	exchangeTestCmd.Flags().String("exchange", "", "session name")
+	exchangeTestCmd.MarkFlagRequired("exchange")
+
+	RootCmd.AddCommand(exchangeTestCmd)
+}
--- a/pkg/cmd/strategy/builtin.go
+++ b/pkg/cmd/strategy/builtin.go
@ -29,6 +29,7 @@ import (
 	_ "github.com/c9s/bbgo/pkg/strategy/rebalance"
 	_ "github.com/c9s/bbgo/pkg/strategy/rsmaker"
 	_ "github.com/c9s/bbgo/pkg/strategy/schedule"
+	_ "github.com/c9s/bbgo/pkg/strategy/scmaker"
 	_ "github.com/c9s/bbgo/pkg/strategy/skeleton"
 	_ "github.com/c9s/bbgo/pkg/strategy/supertrend"
 	_ "github.com/c9s/bbgo/pkg/strategy/support"
@ -36,6 +37,7 @@ import (
 	_ "github.com/c9s/bbgo/pkg/strategy/techsignal"
 	_ "github.com/c9s/bbgo/pkg/strategy/trendtrader"
 	_ "github.com/c9s/bbgo/pkg/strategy/wall"
+	_ "github.com/c9s/bbgo/pkg/strategy/xalign"
 	_ "github.com/c9s/bbgo/pkg/strategy/xbalance"
 	_ "github.com/c9s/bbgo/pkg/strategy/xfunding"
 	_ "github.com/c9s/bbgo/pkg/strategy/xgap"
--- a/pkg/datatype/floats/funcs_test.go
+++ b/pkg/datatype/floats/funcs_test.go
@ -15,3 +15,9 @@ func TestHigher(t *testing.T) {
 	out := Higher([]float64{10.0, 11.0, 12.0, 13.0, 15.0}, 12.0)
 	assert.Equal(t, []float64{13.0, 15.0}, out)
 }
+
+func TestLSM(t *testing.T) {
+	slice := Slice{1., 2., 3., 4.}
+	slope := LSM(slice)
+	assert.Equal(t, 1.0, slope)
+}
--- a/pkg/datatype/floats/pivot.go
+++ b/pkg/datatype/floats/pivot.go
@ -1,10 +1,10 @@
 package floats

 func (s Slice) Pivot(left, right int, f func(a, pivot float64) bool) (float64, bool) {
-	return CalculatePivot(s, left, right, f)
+	return FindPivot(s, left, right, f)
 }

-func CalculatePivot(values Slice, left, right int, f func(a, pivot float64) bool) (float64, bool) {
+func FindPivot(values Slice, left, right int, f func(a, pivot float64) bool) (float64, bool) {
 	length := len(values)

 	if right == 0 {
--- a/pkg/datatype/floats/slice.go
+++ b/pkg/datatype/floats/slice.go
@ -16,6 +16,12 @@ func (s *Slice) Push(v float64) {
 	*s = append(*s, v)
 }

+func (s *Slice) Append(vs ...float64) {
+	*s = append(*s, vs...)
+}
+
+// Update equals to Push()
+// which push an element into the slice
 func (s *Slice) Update(v float64) {
 	*s = append(*s, v)
 }
@ -34,8 +40,43 @@ func (s Slice) Min() float64 {
 	return floats.Min(s)
 }

+func (s Slice) Sub(b Slice) (c Slice) {
+	if len(s) != len(b) {
+		return c
+	}
+
+	c = make(Slice, len(s))
+	for i := 0; i < len(s); i++ {
+		ai := s[i]
+		bi := b[i]
+		ci := ai - bi
+		c[i] = ci
+	}
+
+	return c
+}
+
+func (s Slice) Add(b Slice) (c Slice) {
+	if len(s) != len(b) {
+		return c
+	}
+
+	c = make(Slice, len(s))
+	for i := 0; i < len(s); i++ {
+		ai := s[i]
+		bi := b[i]
+		ci := ai + bi
+		c[i] = ci
+	}
+
+	return c
+}
+
 func (s Slice) Sum() (sum float64) {
-	return floats.Sum(s)
+	for _, v := range s {
+		sum += v
+	}
+	return sum
 }

 func (s Slice) Mean() (mean float64) {
@ -59,6 +100,18 @@ func (s Slice) Tail(size int) Slice {
 	return win
 }

+func (s Slice) Average() float64 {
+	if len(s) == 0 {
+		return 0.0
+	}
+
+	total := 0.0
+	for _, value := range s {
+		total += value
+	}
+	return total / float64(len(s))
+}
+
 func (s Slice) Diff() (values Slice) {
 	for i, v := range s {
 		if i == 0 {
@ -125,27 +178,61 @@ func (s Slice) Normalize() Slice {
 	return s.DivScalar(s.Sum())
 }

-func (s *Slice) Last() float64 {
-	length := len(*s)
-	if length > 0 {
-		return (*s)[length-1]
-	}
-	return 0.0
-}
-
-func (s *Slice) Index(i int) float64 {
-	length := len(*s)
-	if length-i <= 0 || i < 0 {
-		return 0.0
-	}
-	return (*s)[length-i-1]
-}
-
-func (s *Slice) Length() int {
-	return len(*s)
-}
-
 func (s Slice) Addr() *Slice {
 	return &s
 }

+// Last, Index, Length implements the types.Series interface
+func (s Slice) Last(i int) float64 {
+	length := len(s)
+	if i < 0 || length-1-i < 0 {
+		return 0.0
+	}
+	return s[length-1-i]
+}
+
+func (s Slice) Truncate(size int) Slice {
+	if size < 0 || len(s) <= size {
+		return s
+	}
+
+	return s[len(s)-size:]
+}
+
+// Index fetches the element from the end of the slice
+// WARNING: it does not start from 0!!!
+func (s Slice) Index(i int) float64 {
+	return s.Last(i)
+}
+
+func (s Slice) Length() int {
+	return len(s)
+}
+
+func (s Slice) LSM() float64 {
+	return LSM(s)
+}
+
+// LSM is the least squares method for linear regression
+func LSM(values Slice) float64 {
+	var sumX, sumY, sumXSqr, sumXY = .0, .0, .0, .0
+
+	end := len(values) - 1
+	for i := end; i >= 0; i-- {
+		val := values[i]
+		per := float64(end - i + 1)
+		sumX += per
+		sumY += val
+		sumXSqr += per * per
+		sumXY += val * per
+	}
+
+	length := float64(len(values))
+	slope := (length*sumXY - sumX*sumY) / (length*sumXSqr - sumX*sumX)
+
+	average := sumY / length
+	tail := average - slope*sumX/length + slope
+	head := tail + slope*(length-1)
+	slope2 := (tail - head) / (length - 1)
+	return slope2
+}
--- a/pkg/datatype/floats/slice_test.go
+++ b/pkg/datatype/floats/slice_test.go
@ -0,0 +1,33 @@
+package floats
+
+import (
+	"testing"
+
+	"github.com/stretchr/testify/assert"
+)
+
+func TestSub(t *testing.T) {
+	a := New(1, 2, 3, 4, 5)
+	b := New(1, 2, 3, 4, 5)
+	c := a.Sub(b)
+	assert.Equal(t, Slice{.0, .0, .0, .0, .0}, c)
+	assert.Equal(t, 5, len(c))
+	assert.Equal(t, 5, c.Length())
+}
+
+func TestTruncate(t *testing.T) {
+	a := New(1, 2, 3, 4, 5)
+	for i := 5; i > 0; i-- {
+		a = a.Truncate(i)
+		assert.Equal(t, i, a.Length())
+	}
+}
+
+func TestAdd(t *testing.T) {
+	a := New(1, 2, 3, 4, 5)
+	b := New(1, 2, 3, 4, 5)
+	c := a.Add(b)
+	assert.Equal(t, Slice{2.0, 4.0, 6.0, 8.0, 10.0}, c)
+	assert.Equal(t, 5, len(c))
+	assert.Equal(t, 5, c.Length())
+}
--- a/pkg/exchange/binance/binanceapi/futures_get_global_long_short_account_ratio.go
+++ b/pkg/exchange/binance/binanceapi/futures_get_global_long_short_account_ratio.go
@ -0,0 +1,33 @@
+package binanceapi
+
+import (
+	"time"
+
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/types"
+	"github.com/c9s/requestgen"
+)
+
+type FuturesGlobalLongShortAccountRatio struct {
+	Symbol         string                     `json:"symbol"`
+	LongShortRatio fixedpoint.Value           `json:"longShortRatio"`
+	LongAccount    fixedpoint.Value           `json:"longAccount"`
+	ShortAccount   fixedpoint.Value           `json:"shortAccount"`
+	Timestamp      types.MillisecondTimestamp `json:"timestamp"`
+}
+
+//go:generate requestgen -method GET -url "/futures/data/globalLongShortAccountRatio" -type FuturesGlobalLongShortAccountRatioRequest -responseType []FuturesGlobalLongShortAccountRatio
+type FuturesGlobalLongShortAccountRatioRequest struct {
+	client requestgen.AuthenticatedAPIClient
+
+	symbol string         `param:"symbol"`
+	period types.Interval `param:"period"`
+
+	limit     *uint64    `param:"limit"`
+	startTime *time.Time `param:"startTime,milliseconds"`
+	endTime   *time.Time `param:"endTime,milliseconds"`
+}
+
+func (c *FuturesRestClient) NewFuturesGlobalLongShortAccountRatioRequest() *FuturesGlobalLongShortAccountRatioRequest {
+	return &FuturesGlobalLongShortAccountRatioRequest{client: c}
+}
--- a/pkg/exchange/binance/binanceapi/futures_get_open_interest.go
+++ b/pkg/exchange/binance/binanceapi/futures_get_open_interest.go
@ -0,0 +1,24 @@
+package binanceapi
+
+import (
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/types"
+	"github.com/c9s/requestgen"
+)
+
+type FuturesOpenInterest struct {
+	OpenInterest fixedpoint.Value           `json:"openInterest"`
+	Symbol       string                     `json:"symbol"`
+	Time         types.MillisecondTimestamp `json:"time"`
+}
+
+//go:generate requestgen -method GET -url "/fapi/v1/openInterest" -type FuturesGetOpenInterestRequest -responseType FuturesOpenInterest
+type FuturesGetOpenInterestRequest struct {
+	client requestgen.AuthenticatedAPIClient
+
+	symbol string `param:"symbol"`
+}
+
+func (c *FuturesRestClient) NewFuturesGetOpenInterestRequest() *FuturesGetOpenInterestRequest {
+	return &FuturesGetOpenInterestRequest{client: c}
+}
--- a/pkg/exchange/binance/binanceapi/futures_get_open_interest_request_requestgen.go
+++ b/pkg/exchange/binance/binanceapi/futures_get_open_interest_request_requestgen.go
@ -0,0 +1,148 @@
+// Code generated by "requestgen -method GET -url /fapi/v1/openInterest -type FuturesGetOpenInterestRequest -responseType FuturesOpenInterest"; DO NOT EDIT.
+
+package binanceapi
+
+import (
+	"context"
+	"encoding/json"
+	"fmt"
+	"net/url"
+	"reflect"
+	"regexp"
+)
+
+func (f *FuturesGetOpenInterestRequest) Symbol(symbol string) *FuturesGetOpenInterestRequest {
+	f.symbol = symbol
+	return f
+}
+
+// GetQueryParameters builds and checks the query parameters and returns url.Values
+func (f *FuturesGetOpenInterestRequest) GetQueryParameters() (url.Values, error) {
+	var params = map[string]interface{}{}
+
+	query := url.Values{}
+	for _k, _v := range params {
+		query.Add(_k, fmt.Sprintf("%v", _v))
+	}
+
+	return query, nil
+}
+
+// GetParameters builds and checks the parameters and return the result in a map object
+func (f *FuturesGetOpenInterestRequest) GetParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+	// check symbol field -> json key symbol
+	symbol := f.symbol
+
+	// assign parameter of symbol
+	params["symbol"] = symbol
+
+	return params, nil
+}
+
+// GetParametersQuery converts the parameters from GetParameters into the url.Values format
+func (f *FuturesGetOpenInterestRequest) GetParametersQuery() (url.Values, error) {
+	query := url.Values{}
+
+	params, err := f.GetParameters()
+	if err != nil {
+		return query, err
+	}
+
+	for _k, _v := range params {
+		if f.isVarSlice(_v) {
+			f.iterateSlice(_v, func(it interface{}) {
+				query.Add(_k+"[]", fmt.Sprintf("%v", it))
+			})
+		} else {
+			query.Add(_k, fmt.Sprintf("%v", _v))
+		}
+	}
+
+	return query, nil
+}
+
+// GetParametersJSON converts the parameters from GetParameters into the JSON format
+func (f *FuturesGetOpenInterestRequest) GetParametersJSON() ([]byte, error) {
+	params, err := f.GetParameters()
+	if err != nil {
+		return nil, err
+	}
+
+	return json.Marshal(params)
+}
+
+// GetSlugParameters builds and checks the slug parameters and return the result in a map object
+func (f *FuturesGetOpenInterestRequest) GetSlugParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+
+	return params, nil
+}
+
+func (f *FuturesGetOpenInterestRequest) applySlugsToUrl(url string, slugs map[string]string) string {
+	for _k, _v := range slugs {
+		needleRE := regexp.MustCompile(":" + _k + "\\b")
+		url = needleRE.ReplaceAllString(url, _v)
+	}
+
+	return url
+}
+
+func (f *FuturesGetOpenInterestRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
+	sliceValue := reflect.ValueOf(slice)
+	for _i := 0; _i < sliceValue.Len(); _i++ {
+		it := sliceValue.Index(_i).Interface()
+		_f(it)
+	}
+}
+
+func (f *FuturesGetOpenInterestRequest) isVarSlice(_v interface{}) bool {
+	rt := reflect.TypeOf(_v)
+	switch rt.Kind() {
+	case reflect.Slice:
+		return true
+	}
+	return false
+}
+
+func (f *FuturesGetOpenInterestRequest) GetSlugsMap() (map[string]string, error) {
+	slugs := map[string]string{}
+	params, err := f.GetSlugParameters()
+	if err != nil {
+		return slugs, nil
+	}
+
+	for _k, _v := range params {
+		slugs[_k] = fmt.Sprintf("%v", _v)
+	}
+
+	return slugs, nil
+}
+
+func (f *FuturesGetOpenInterestRequest) Do(ctx context.Context) (*FuturesOpenInterest, error) {
+
+	// empty params for GET operation
+	var params interface{}
+	query, err := f.GetParametersQuery()
+	if err != nil {
+		return nil, err
+	}
+
+	apiURL := "/fapi/v1/openInterest"
+
+	req, err := f.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
+	if err != nil {
+		return nil, err
+	}
+
+	response, err := f.client.SendRequest(req)
+	if err != nil {
+		return nil, err
+	}
+
+	var apiResponse FuturesOpenInterest
+	if err := response.DecodeJSON(&apiResponse); err != nil {
+		return nil, err
+	}
+	return &apiResponse, nil
+}
--- a/pkg/exchange/binance/binanceapi/futures_get_open_interest_statistics.go
+++ b/pkg/exchange/binance/binanceapi/futures_get_open_interest_statistics.go
@ -0,0 +1,32 @@
+package binanceapi
+
+import (
+	"time"
+
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/types"
+	"github.com/c9s/requestgen"
+)
+
+type FuturesOpenInterestStatistics struct {
+	Symbol               string                     `json:"symbol"`
+	SumOpenInterest      fixedpoint.Value           `json:"sumOpenInterest"`
+	SumOpenInterestValue fixedpoint.Value           `json:"sumOpenInterestValue"`
+	Timestamp            types.MillisecondTimestamp `json:"timestamp"`
+}
+
+//go:generate requestgen -method GET -url "/futures/data/openInterestHist" -type FuturesGetOpenInterestStatisticsRequest -responseType []FuturesOpenInterestStatistics
+type FuturesGetOpenInterestStatisticsRequest struct {
+	client requestgen.AuthenticatedAPIClient
+
+	symbol string         `param:"symbol,required"`
+	period types.Interval `param:"period,required"`
+
+	limit     *uint64    `param:"limit"`
+	startTime *time.Time `param:"startTime,milliseconds"`
+	endTime   *time.Time `param:"endTime,milliseconds"`
+}
+
+func (c *FuturesRestClient) NewFuturesGetOpenInterestStatisticsRequest() *FuturesGetOpenInterestStatisticsRequest {
+	return &FuturesGetOpenInterestStatisticsRequest{client: c}
+}
--- a/pkg/exchange/binance/binanceapi/futures_get_open_interest_statistics_request_requestgen.go
+++ b/pkg/exchange/binance/binanceapi/futures_get_open_interest_statistics_request_requestgen.go
@ -0,0 +1,214 @@
+// Code generated by "requestgen -method GET -url /futures/data/openInterestHist -type FuturesGetOpenInterestStatisticsRequest -responseType []FuturesOpenInterestStatistics"; DO NOT EDIT.
+
+package binanceapi
+
+import (
+	"context"
+	"encoding/json"
+	"fmt"
+	"github.com/c9s/bbgo/pkg/types"
+	"net/url"
+	"reflect"
+	"regexp"
+	"strconv"
+	"time"
+)
+
+func (f *FuturesGetOpenInterestStatisticsRequest) Symbol(symbol string) *FuturesGetOpenInterestStatisticsRequest {
+	f.symbol = symbol
+	return f
+}
+
+func (f *FuturesGetOpenInterestStatisticsRequest) Period(period types.Interval) *FuturesGetOpenInterestStatisticsRequest {
+	f.period = period
+	return f
+}
+
+func (f *FuturesGetOpenInterestStatisticsRequest) Limit(limit uint64) *FuturesGetOpenInterestStatisticsRequest {
+	f.limit = &limit
+	return f
+}
+
+func (f *FuturesGetOpenInterestStatisticsRequest) StartTime(startTime time.Time) *FuturesGetOpenInterestStatisticsRequest {
+	f.startTime = &startTime
+	return f
+}
+
+func (f *FuturesGetOpenInterestStatisticsRequest) EndTime(endTime time.Time) *FuturesGetOpenInterestStatisticsRequest {
+	f.endTime = &endTime
+	return f
+}
+
+// GetQueryParameters builds and checks the query parameters and returns url.Values
+func (f *FuturesGetOpenInterestStatisticsRequest) GetQueryParameters() (url.Values, error) {
+	var params = map[string]interface{}{}
+
+	query := url.Values{}
+	for _k, _v := range params {
+		query.Add(_k, fmt.Sprintf("%v", _v))
+	}
+
+	return query, nil
+}
+
+// GetParameters builds and checks the parameters and return the result in a map object
+func (f *FuturesGetOpenInterestStatisticsRequest) GetParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+	// check symbol field -> json key symbol
+	symbol := f.symbol
+
+	// TEMPLATE check-required
+	if len(symbol) == 0 {
+		return nil, fmt.Errorf("symbol is required, empty string given")
+	}
+	// END TEMPLATE check-required
+
+	// assign parameter of symbol
+	params["symbol"] = symbol
+	// check period field -> json key period
+	period := f.period
+
+	// TEMPLATE check-required
+	if len(period) == 0 {
+		return nil, fmt.Errorf("period is required, empty string given")
+	}
+	// END TEMPLATE check-required
+
+	// assign parameter of period
+	params["period"] = period
+	// check limit field -> json key limit
+	if f.limit != nil {
+		limit := *f.limit
+
+		// assign parameter of limit
+		params["limit"] = limit
+	} else {
+	}
+	// check startTime field -> json key startTime
+	if f.startTime != nil {
+		startTime := *f.startTime
+
+		// assign parameter of startTime
+		// convert time.Time to milliseconds time stamp
+		params["startTime"] = strconv.FormatInt(startTime.UnixNano()/int64(time.Millisecond), 10)
+	} else {
+	}
+	// check endTime field -> json key endTime
+	if f.endTime != nil {
+		endTime := *f.endTime
+
+		// assign parameter of endTime
+		// convert time.Time to milliseconds time stamp
+		params["endTime"] = strconv.FormatInt(endTime.UnixNano()/int64(time.Millisecond), 10)
+	} else {
+	}
+
+	return params, nil
+}
+
+// GetParametersQuery converts the parameters from GetParameters into the url.Values format
+func (f *FuturesGetOpenInterestStatisticsRequest) GetParametersQuery() (url.Values, error) {
+	query := url.Values{}
+
+	params, err := f.GetParameters()
+	if err != nil {
+		return query, err
+	}
+
+	for _k, _v := range params {
+		if f.isVarSlice(_v) {
+			f.iterateSlice(_v, func(it interface{}) {
+				query.Add(_k+"[]", fmt.Sprintf("%v", it))
+			})
+		} else {
+			query.Add(_k, fmt.Sprintf("%v", _v))
+		}
+	}
+
+	return query, nil
+}
+
+// GetParametersJSON converts the parameters from GetParameters into the JSON format
+func (f *FuturesGetOpenInterestStatisticsRequest) GetParametersJSON() ([]byte, error) {
+	params, err := f.GetParameters()
+	if err != nil {
+		return nil, err
+	}
+
+	return json.Marshal(params)
+}
+
+// GetSlugParameters builds and checks the slug parameters and return the result in a map object
+func (f *FuturesGetOpenInterestStatisticsRequest) GetSlugParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+
+	return params, nil
+}
+
+func (f *FuturesGetOpenInterestStatisticsRequest) applySlugsToUrl(url string, slugs map[string]string) string {
+	for _k, _v := range slugs {
+		needleRE := regexp.MustCompile(":" + _k + "\\b")
+		url = needleRE.ReplaceAllString(url, _v)
+	}
+
+	return url
+}
+
+func (f *FuturesGetOpenInterestStatisticsRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
+	sliceValue := reflect.ValueOf(slice)
+	for _i := 0; _i < sliceValue.Len(); _i++ {
+		it := sliceValue.Index(_i).Interface()
+		_f(it)
+	}
+}
+
+func (f *FuturesGetOpenInterestStatisticsRequest) isVarSlice(_v interface{}) bool {
+	rt := reflect.TypeOf(_v)
+	switch rt.Kind() {
+	case reflect.Slice:
+		return true
+	}
+	return false
+}
+
+func (f *FuturesGetOpenInterestStatisticsRequest) GetSlugsMap() (map[string]string, error) {
+	slugs := map[string]string{}
+	params, err := f.GetSlugParameters()
+	if err != nil {
+		return slugs, nil
+	}
+
+	for _k, _v := range params {
+		slugs[_k] = fmt.Sprintf("%v", _v)
+	}
+
+	return slugs, nil
+}
+
+func (f *FuturesGetOpenInterestStatisticsRequest) Do(ctx context.Context) ([]FuturesOpenInterestStatistics, error) {
+
+	// empty params for GET operation
+	var params interface{}
+	query, err := f.GetParametersQuery()
+	if err != nil {
+		return nil, err
+	}
+
+	apiURL := "/futures/data/openInterestHist"
+
+	req, err := f.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
+	if err != nil {
+		return nil, err
+	}
+
+	response, err := f.client.SendRequest(req)
+	if err != nil {
+		return nil, err
+	}
+
+	var apiResponse []FuturesOpenInterestStatistics
+	if err := response.DecodeJSON(&apiResponse); err != nil {
+		return nil, err
+	}
+	return apiResponse, nil
+}
--- a/pkg/exchange/binance/binanceapi/futures_get_taker_buy_sell_volume.go
+++ b/pkg/exchange/binance/binanceapi/futures_get_taker_buy_sell_volume.go
@ -0,0 +1,32 @@
+package binanceapi
+
+import (
+	"time"
+
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/types"
+	"github.com/c9s/requestgen"
+)
+
+type FuturesTakerBuySellVolume struct {
+	BuySellRatio fixedpoint.Value           `json:"buySellRatio"`
+	BuyVol       fixedpoint.Value           `json:"buyVol"`
+	SellVol      fixedpoint.Value           `json:"sellVol"`
+	Timestamp    types.MillisecondTimestamp `json:"timestamp"`
+}
+
+//go:generate requestgen -method GET -url "/futures/data/takerlongshortRatio" -type FuturesTakerBuySellVolumeRequest -responseType []FuturesTakerBuySellVolume
+type FuturesTakerBuySellVolumeRequest struct {
+	client requestgen.AuthenticatedAPIClient
+
+	symbol string         `param:"symbol"`
+	period types.Interval `param:"period"`
+
+	limit     *uint64    `param:"limit"`
+	startTime *time.Time `param:"startTime,milliseconds"`
+	endTime   *time.Time `param:"endTime,milliseconds"`
+}
+
+func (c *FuturesRestClient) NewFuturesTakerBuySellVolumeRequest() *FuturesTakerBuySellVolumeRequest {
+	return &FuturesTakerBuySellVolumeRequest{client: c}
+}
--- a/pkg/exchange/binance/binanceapi/futures_get_top_trader_long_short_account_ratio.go
+++ b/pkg/exchange/binance/binanceapi/futures_get_top_trader_long_short_account_ratio.go
@ -0,0 +1,33 @@
+package binanceapi
+
+import (
+	"time"
+
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/types"
+	"github.com/c9s/requestgen"
+)
+
+type FuturesTopTraderLongShortAccountRatio struct {
+	Symbol         string                     `json:"symbol"`
+	LongShortRatio fixedpoint.Value           `json:"longShortRatio"`
+	LongAccount    fixedpoint.Value           `json:"longAccount"`
+	ShortAccount   fixedpoint.Value           `json:"shortAccount"`
+	Timestamp      types.MillisecondTimestamp `json:"timestamp"`
+}
+
+//go:generate requestgen -method GET -url "/futures/data/topLongShortAccountRatio" -type FuturesTopTraderLongShortAccountRatioRequest -responseType []FuturesTopTraderLongShortAccountRatio
+type FuturesTopTraderLongShortAccountRatioRequest struct {
+	client requestgen.AuthenticatedAPIClient
+
+	symbol string         `param:"symbol"`
+	period types.Interval `param:"period"`
+
+	limit     *uint64    `param:"limit"`
+	startTime *time.Time `param:"startTime,milliseconds"`
+	endTime   *time.Time `param:"endTime,milliseconds"`
+}
+
+func (c *FuturesRestClient) NewFuturesTopTraderLongShortAccountRatioRequest() *FuturesTopTraderLongShortAccountRatioRequest {
+	return &FuturesTopTraderLongShortAccountRatioRequest{client: c}
+}
--- a/pkg/exchange/binance/binanceapi/futures_get_top_trader_long_short_position_ratio.go
+++ b/pkg/exchange/binance/binanceapi/futures_get_top_trader_long_short_position_ratio.go
@ -0,0 +1,33 @@
+package binanceapi
+
+import (
+	"time"
+
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/types"
+	"github.com/c9s/requestgen"
+)
+
+type FuturesTopTraderLongShortPositionRatio struct {
+	Symbol         string                     `json:"symbol"`
+	LongShortRatio fixedpoint.Value           `json:"longShortRatio"`
+	LongAccount    fixedpoint.Value           `json:"longAccount"`
+	ShortAccount   fixedpoint.Value           `json:"shortAccount"`
+	Timestamp      types.MillisecondTimestamp `json:"timestamp"`
+}
+
+//go:generate requestgen -method GET -url "/futures/data/topLongShortPositionRatio" -type FuturesTopTraderLongShortPositionRatioRequest -responseType []FuturesTopTraderLongShortPositionRatio
+type FuturesTopTraderLongShortPositionRatioRequest struct {
+	client requestgen.AuthenticatedAPIClient
+
+	symbol string         `param:"symbol"`
+	period types.Interval `param:"period"`
+
+	limit     *uint64    `param:"limit"`
+	startTime *time.Time `param:"startTime,milliseconds"`
+	endTime   *time.Time `param:"endTime,milliseconds"`
+}
+
+func (c *FuturesRestClient) NewFuturesTopTraderLongShortPositionRatioRequest() *FuturesTopTraderLongShortPositionRatioRequest {
+	return &FuturesTopTraderLongShortPositionRatioRequest{client: c}
+}
--- a/pkg/exchange/binance/binanceapi/futures_global_long_short_account_ratio_request_requestgen.go
+++ b/pkg/exchange/binance/binanceapi/futures_global_long_short_account_ratio_request_requestgen.go
@ -0,0 +1,202 @@
+// Code generated by "requestgen -method GET -url /futures/data/globalLongShortAccountRatio -type FuturesGlobalLongShortAccountRatioRequest -responseType []FuturesGlobalLongShortAccountRatio"; DO NOT EDIT.
+
+package binanceapi
+
+import (
+	"context"
+	"encoding/json"
+	"fmt"
+	"github.com/c9s/bbgo/pkg/types"
+	"net/url"
+	"reflect"
+	"regexp"
+	"strconv"
+	"time"
+)
+
+func (f *FuturesGlobalLongShortAccountRatioRequest) Symbol(symbol string) *FuturesGlobalLongShortAccountRatioRequest {
+	f.symbol = symbol
+	return f
+}
+
+func (f *FuturesGlobalLongShortAccountRatioRequest) Period(period types.Interval) *FuturesGlobalLongShortAccountRatioRequest {
+	f.period = period
+	return f
+}
+
+func (f *FuturesGlobalLongShortAccountRatioRequest) Limit(limit uint64) *FuturesGlobalLongShortAccountRatioRequest {
+	f.limit = &limit
+	return f
+}
+
+func (f *FuturesGlobalLongShortAccountRatioRequest) StartTime(startTime time.Time) *FuturesGlobalLongShortAccountRatioRequest {
+	f.startTime = &startTime
+	return f
+}
+
+func (f *FuturesGlobalLongShortAccountRatioRequest) EndTime(endTime time.Time) *FuturesGlobalLongShortAccountRatioRequest {
+	f.endTime = &endTime
+	return f
+}
+
+// GetQueryParameters builds and checks the query parameters and returns url.Values
+func (f *FuturesGlobalLongShortAccountRatioRequest) GetQueryParameters() (url.Values, error) {
+	var params = map[string]interface{}{}
+
+	query := url.Values{}
+	for _k, _v := range params {
+		query.Add(_k, fmt.Sprintf("%v", _v))
+	}
+
+	return query, nil
+}
+
+// GetParameters builds and checks the parameters and return the result in a map object
+func (f *FuturesGlobalLongShortAccountRatioRequest) GetParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+	// check symbol field -> json key symbol
+	symbol := f.symbol
+
+	// assign parameter of symbol
+	params["symbol"] = symbol
+	// check period field -> json key period
+	period := f.period
+
+	// assign parameter of period
+	params["period"] = period
+	// check limit field -> json key limit
+	if f.limit != nil {
+		limit := *f.limit
+
+		// assign parameter of limit
+		params["limit"] = limit
+	} else {
+	}
+	// check startTime field -> json key startTime
+	if f.startTime != nil {
+		startTime := *f.startTime
+
+		// assign parameter of startTime
+		// convert time.Time to milliseconds time stamp
+		params["startTime"] = strconv.FormatInt(startTime.UnixNano()/int64(time.Millisecond), 10)
+	} else {
+	}
+	// check endTime field -> json key endTime
+	if f.endTime != nil {
+		endTime := *f.endTime
+
+		// assign parameter of endTime
+		// convert time.Time to milliseconds time stamp
+		params["endTime"] = strconv.FormatInt(endTime.UnixNano()/int64(time.Millisecond), 10)
+	} else {
+	}
+
+	return params, nil
+}
+
+// GetParametersQuery converts the parameters from GetParameters into the url.Values format
+func (f *FuturesGlobalLongShortAccountRatioRequest) GetParametersQuery() (url.Values, error) {
+	query := url.Values{}
+
+	params, err := f.GetParameters()
+	if err != nil {
+		return query, err
+	}
+
+	for _k, _v := range params {
+		if f.isVarSlice(_v) {
+			f.iterateSlice(_v, func(it interface{}) {
+				query.Add(_k+"[]", fmt.Sprintf("%v", it))
+			})
+		} else {
+			query.Add(_k, fmt.Sprintf("%v", _v))
+		}
+	}
+
+	return query, nil
+}
+
+// GetParametersJSON converts the parameters from GetParameters into the JSON format
+func (f *FuturesGlobalLongShortAccountRatioRequest) GetParametersJSON() ([]byte, error) {
+	params, err := f.GetParameters()
+	if err != nil {
+		return nil, err
+	}
+
+	return json.Marshal(params)
+}
+
+// GetSlugParameters builds and checks the slug parameters and return the result in a map object
+func (f *FuturesGlobalLongShortAccountRatioRequest) GetSlugParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+
+	return params, nil
+}
+
+func (f *FuturesGlobalLongShortAccountRatioRequest) applySlugsToUrl(url string, slugs map[string]string) string {
+	for _k, _v := range slugs {
+		needleRE := regexp.MustCompile(":" + _k + "\\b")
+		url = needleRE.ReplaceAllString(url, _v)
+	}
+
+	return url
+}
+
+func (f *FuturesGlobalLongShortAccountRatioRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
+	sliceValue := reflect.ValueOf(slice)
+	for _i := 0; _i < sliceValue.Len(); _i++ {
+		it := sliceValue.Index(_i).Interface()
+		_f(it)
+	}
+}
+
+func (f *FuturesGlobalLongShortAccountRatioRequest) isVarSlice(_v interface{}) bool {
+	rt := reflect.TypeOf(_v)
+	switch rt.Kind() {
+	case reflect.Slice:
+		return true
+	}
+	return false
+}
+
+func (f *FuturesGlobalLongShortAccountRatioRequest) GetSlugsMap() (map[string]string, error) {
+	slugs := map[string]string{}
+	params, err := f.GetSlugParameters()
+	if err != nil {
+		return slugs, nil
+	}
+
+	for _k, _v := range params {
+		slugs[_k] = fmt.Sprintf("%v", _v)
+	}
+
+	return slugs, nil
+}
+
+func (f *FuturesGlobalLongShortAccountRatioRequest) Do(ctx context.Context) ([]FuturesGlobalLongShortAccountRatio, error) {
+
+	// empty params for GET operation
+	var params interface{}
+	query, err := f.GetParametersQuery()
+	if err != nil {
+		return nil, err
+	}
+
+	apiURL := "/futures/data/globalLongShortAccountRatio"
+
+	req, err := f.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
+	if err != nil {
+		return nil, err
+	}
+
+	response, err := f.client.SendRequest(req)
+	if err != nil {
+		return nil, err
+	}
+
+	var apiResponse []FuturesGlobalLongShortAccountRatio
+	if err := response.DecodeJSON(&apiResponse); err != nil {
+		return nil, err
+	}
+	return apiResponse, nil
+}
--- a/pkg/exchange/binance/binanceapi/futures_taker_buy_sell_volume_request_requestgen.go
+++ b/pkg/exchange/binance/binanceapi/futures_taker_buy_sell_volume_request_requestgen.go
@ -0,0 +1,202 @@
+// Code generated by "requestgen -method GET -url /futures/data/takerlongshortRatio -type FuturesTakerBuySellVolumeRequest -responseType []FuturesTakerBuySellVolume"; DO NOT EDIT.
+
+package binanceapi
+
+import (
+	"context"
+	"encoding/json"
+	"fmt"
+	"github.com/c9s/bbgo/pkg/types"
+	"net/url"
+	"reflect"
+	"regexp"
+	"strconv"
+	"time"
+)
+
+func (f *FuturesTakerBuySellVolumeRequest) Symbol(symbol string) *FuturesTakerBuySellVolumeRequest {
+	f.symbol = symbol
+	return f
+}
+
+func (f *FuturesTakerBuySellVolumeRequest) Period(period types.Interval) *FuturesTakerBuySellVolumeRequest {
+	f.period = period
+	return f
+}
+
+func (f *FuturesTakerBuySellVolumeRequest) Limit(limit uint64) *FuturesTakerBuySellVolumeRequest {
+	f.limit = &limit
+	return f
+}
+
+func (f *FuturesTakerBuySellVolumeRequest) StartTime(startTime time.Time) *FuturesTakerBuySellVolumeRequest {
+	f.startTime = &startTime
+	return f
+}
+
+func (f *FuturesTakerBuySellVolumeRequest) EndTime(endTime time.Time) *FuturesTakerBuySellVolumeRequest {
+	f.endTime = &endTime
+	return f
+}
+
+// GetQueryParameters builds and checks the query parameters and returns url.Values
+func (f *FuturesTakerBuySellVolumeRequest) GetQueryParameters() (url.Values, error) {
+	var params = map[string]interface{}{}
+
+	query := url.Values{}
+	for _k, _v := range params {
+		query.Add(_k, fmt.Sprintf("%v", _v))
+	}
+
+	return query, nil
+}
+
+// GetParameters builds and checks the parameters and return the result in a map object
+func (f *FuturesTakerBuySellVolumeRequest) GetParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+	// check symbol field -> json key symbol
+	symbol := f.symbol
+
+	// assign parameter of symbol
+	params["symbol"] = symbol
+	// check period field -> json key period
+	period := f.period
+
+	// assign parameter of period
+	params["period"] = period
+	// check limit field -> json key limit
+	if f.limit != nil {
+		limit := *f.limit
+
+		// assign parameter of limit
+		params["limit"] = limit
+	} else {
+	}
+	// check startTime field -> json key startTime
+	if f.startTime != nil {
+		startTime := *f.startTime
+
+		// assign parameter of startTime
+		// convert time.Time to milliseconds time stamp
+		params["startTime"] = strconv.FormatInt(startTime.UnixNano()/int64(time.Millisecond), 10)
+	} else {
+	}
+	// check endTime field -> json key endTime
+	if f.endTime != nil {
+		endTime := *f.endTime
+
+		// assign parameter of endTime
+		// convert time.Time to milliseconds time stamp
+		params["endTime"] = strconv.FormatInt(endTime.UnixNano()/int64(time.Millisecond), 10)
+	} else {
+	}
+
+	return params, nil
+}
+
+// GetParametersQuery converts the parameters from GetParameters into the url.Values format
+func (f *FuturesTakerBuySellVolumeRequest) GetParametersQuery() (url.Values, error) {
+	query := url.Values{}
+
+	params, err := f.GetParameters()
+	if err != nil {
+		return query, err
+	}
+
+	for _k, _v := range params {
+		if f.isVarSlice(_v) {
+			f.iterateSlice(_v, func(it interface{}) {
+				query.Add(_k+"[]", fmt.Sprintf("%v", it))
+			})
+		} else {
+			query.Add(_k, fmt.Sprintf("%v", _v))
+		}
+	}
+
+	return query, nil
+}
+
+// GetParametersJSON converts the parameters from GetParameters into the JSON format
+func (f *FuturesTakerBuySellVolumeRequest) GetParametersJSON() ([]byte, error) {
+	params, err := f.GetParameters()
+	if err != nil {
+		return nil, err
+	}
+
+	return json.Marshal(params)
+}
+
+// GetSlugParameters builds and checks the slug parameters and return the result in a map object
+func (f *FuturesTakerBuySellVolumeRequest) GetSlugParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+
+	return params, nil
+}
+
+func (f *FuturesTakerBuySellVolumeRequest) applySlugsToUrl(url string, slugs map[string]string) string {
+	for _k, _v := range slugs {
+		needleRE := regexp.MustCompile(":" + _k + "\\b")
+		url = needleRE.ReplaceAllString(url, _v)
+	}
+
+	return url
+}
+
+func (f *FuturesTakerBuySellVolumeRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
+	sliceValue := reflect.ValueOf(slice)
+	for _i := 0; _i < sliceValue.Len(); _i++ {
+		it := sliceValue.Index(_i).Interface()
+		_f(it)
+	}
+}
+
+func (f *FuturesTakerBuySellVolumeRequest) isVarSlice(_v interface{}) bool {
+	rt := reflect.TypeOf(_v)
+	switch rt.Kind() {
+	case reflect.Slice:
+		return true
+	}
+	return false
+}
+
+func (f *FuturesTakerBuySellVolumeRequest) GetSlugsMap() (map[string]string, error) {
+	slugs := map[string]string{}
+	params, err := f.GetSlugParameters()
+	if err != nil {
+		return slugs, nil
+	}
+
+	for _k, _v := range params {
+		slugs[_k] = fmt.Sprintf("%v", _v)
+	}
+
+	return slugs, nil
+}
+
+func (f *FuturesTakerBuySellVolumeRequest) Do(ctx context.Context) ([]FuturesTakerBuySellVolume, error) {
+
+	// empty params for GET operation
+	var params interface{}
+	query, err := f.GetParametersQuery()
+	if err != nil {
+		return nil, err
+	}
+
+	apiURL := "/futures/data/takerlongshortRatio"
+
+	req, err := f.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
+	if err != nil {
+		return nil, err
+	}
+
+	response, err := f.client.SendRequest(req)
+	if err != nil {
+		return nil, err
+	}
+
+	var apiResponse []FuturesTakerBuySellVolume
+	if err := response.DecodeJSON(&apiResponse); err != nil {
+		return nil, err
+	}
+	return apiResponse, nil
+}
--- a/pkg/exchange/binance/binanceapi/futures_top_trader_long_short_account_ratio_request_requestgen.go
+++ b/pkg/exchange/binance/binanceapi/futures_top_trader_long_short_account_ratio_request_requestgen.go
@ -0,0 +1,202 @@
+// Code generated by "requestgen -method GET -url /futures/data/topLongShortAccountRatio -type FuturesTopTraderLongShortAccountRatioRequest -responseType []FuturesTopTraderLongShortAccountRatio"; DO NOT EDIT.
+
+package binanceapi
+
+import (
+	"context"
+	"encoding/json"
+	"fmt"
+	"github.com/c9s/bbgo/pkg/types"
+	"net/url"
+	"reflect"
+	"regexp"
+	"strconv"
+	"time"
+)
+
+func (f *FuturesTopTraderLongShortAccountRatioRequest) Symbol(symbol string) *FuturesTopTraderLongShortAccountRatioRequest {
+	f.symbol = symbol
+	return f
+}
+
+func (f *FuturesTopTraderLongShortAccountRatioRequest) Period(period types.Interval) *FuturesTopTraderLongShortAccountRatioRequest {
+	f.period = period
+	return f
+}
+
+func (f *FuturesTopTraderLongShortAccountRatioRequest) Limit(limit uint64) *FuturesTopTraderLongShortAccountRatioRequest {
+	f.limit = &limit
+	return f
+}
+
+func (f *FuturesTopTraderLongShortAccountRatioRequest) StartTime(startTime time.Time) *FuturesTopTraderLongShortAccountRatioRequest {
+	f.startTime = &startTime
+	return f
+}
+
+func (f *FuturesTopTraderLongShortAccountRatioRequest) EndTime(endTime time.Time) *FuturesTopTraderLongShortAccountRatioRequest {
+	f.endTime = &endTime
+	return f
+}
+
+// GetQueryParameters builds and checks the query parameters and returns url.Values
+func (f *FuturesTopTraderLongShortAccountRatioRequest) GetQueryParameters() (url.Values, error) {
+	var params = map[string]interface{}{}
+
+	query := url.Values{}
+	for _k, _v := range params {
+		query.Add(_k, fmt.Sprintf("%v", _v))
+	}
+
+	return query, nil
+}
+
+// GetParameters builds and checks the parameters and return the result in a map object
+func (f *FuturesTopTraderLongShortAccountRatioRequest) GetParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+	// check symbol field -> json key symbol
+	symbol := f.symbol
+
+	// assign parameter of symbol
+	params["symbol"] = symbol
+	// check period field -> json key period
+	period := f.period
+
+	// assign parameter of period
+	params["period"] = period
+	// check limit field -> json key limit
+	if f.limit != nil {
+		limit := *f.limit
+
+		// assign parameter of limit
+		params["limit"] = limit
+	} else {
+	}
+	// check startTime field -> json key startTime
+	if f.startTime != nil {
+		startTime := *f.startTime
+
+		// assign parameter of startTime
+		// convert time.Time to milliseconds time stamp
+		params["startTime"] = strconv.FormatInt(startTime.UnixNano()/int64(time.Millisecond), 10)
+	} else {
+	}
+	// check endTime field -> json key endTime
+	if f.endTime != nil {
+		endTime := *f.endTime
+
+		// assign parameter of endTime
+		// convert time.Time to milliseconds time stamp
+		params["endTime"] = strconv.FormatInt(endTime.UnixNano()/int64(time.Millisecond), 10)
+	} else {
+	}
+
+	return params, nil
+}
+
+// GetParametersQuery converts the parameters from GetParameters into the url.Values format
+func (f *FuturesTopTraderLongShortAccountRatioRequest) GetParametersQuery() (url.Values, error) {
+	query := url.Values{}
+
+	params, err := f.GetParameters()
+	if err != nil {
+		return query, err
+	}
+
+	for _k, _v := range params {
+		if f.isVarSlice(_v) {
+			f.iterateSlice(_v, func(it interface{}) {
+				query.Add(_k+"[]", fmt.Sprintf("%v", it))
+			})
+		} else {
+			query.Add(_k, fmt.Sprintf("%v", _v))
+		}
+	}
+
+	return query, nil
+}
+
+// GetParametersJSON converts the parameters from GetParameters into the JSON format
+func (f *FuturesTopTraderLongShortAccountRatioRequest) GetParametersJSON() ([]byte, error) {
+	params, err := f.GetParameters()
+	if err != nil {
+		return nil, err
+	}
+
+	return json.Marshal(params)
+}
+
+// GetSlugParameters builds and checks the slug parameters and return the result in a map object
+func (f *FuturesTopTraderLongShortAccountRatioRequest) GetSlugParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+
+	return params, nil
+}
+
+func (f *FuturesTopTraderLongShortAccountRatioRequest) applySlugsToUrl(url string, slugs map[string]string) string {
+	for _k, _v := range slugs {
+		needleRE := regexp.MustCompile(":" + _k + "\\b")
+		url = needleRE.ReplaceAllString(url, _v)
+	}
+
+	return url
+}
+
+func (f *FuturesTopTraderLongShortAccountRatioRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
+	sliceValue := reflect.ValueOf(slice)
+	for _i := 0; _i < sliceValue.Len(); _i++ {
+		it := sliceValue.Index(_i).Interface()
+		_f(it)
+	}
+}
+
+func (f *FuturesTopTraderLongShortAccountRatioRequest) isVarSlice(_v interface{}) bool {
+	rt := reflect.TypeOf(_v)
+	switch rt.Kind() {
+	case reflect.Slice:
+		return true
+	}
+	return false
+}
+
+func (f *FuturesTopTraderLongShortAccountRatioRequest) GetSlugsMap() (map[string]string, error) {
+	slugs := map[string]string{}
+	params, err := f.GetSlugParameters()
+	if err != nil {
+		return slugs, nil
+	}
+
+	for _k, _v := range params {
+		slugs[_k] = fmt.Sprintf("%v", _v)
+	}
+
+	return slugs, nil
+}
+
+func (f *FuturesTopTraderLongShortAccountRatioRequest) Do(ctx context.Context) ([]FuturesTopTraderLongShortAccountRatio, error) {
+
+	// empty params for GET operation
+	var params interface{}
+	query, err := f.GetParametersQuery()
+	if err != nil {
+		return nil, err
+	}
+
+	apiURL := "/futures/data/topLongShortAccountRatio"
+
+	req, err := f.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
+	if err != nil {
+		return nil, err
+	}
+
+	response, err := f.client.SendRequest(req)
+	if err != nil {
+		return nil, err
+	}
+
+	var apiResponse []FuturesTopTraderLongShortAccountRatio
+	if err := response.DecodeJSON(&apiResponse); err != nil {
+		return nil, err
+	}
+	return apiResponse, nil
+}
--- a/pkg/exchange/binance/binanceapi/futures_top_trader_long_short_position_ratio_request_requestgen.go
+++ b/pkg/exchange/binance/binanceapi/futures_top_trader_long_short_position_ratio_request_requestgen.go
@ -0,0 +1,202 @@
+// Code generated by "requestgen -method GET -url /futures/data/topLongShortPositionRatio -type FuturesTopTraderLongShortPositionRatioRequest -responseType []FuturesTopTraderLongShortPositionRatio"; DO NOT EDIT.
+
+package binanceapi
+
+import (
+	"context"
+	"encoding/json"
+	"fmt"
+	"github.com/c9s/bbgo/pkg/types"
+	"net/url"
+	"reflect"
+	"regexp"
+	"strconv"
+	"time"
+)
+
+func (f *FuturesTopTraderLongShortPositionRatioRequest) Symbol(symbol string) *FuturesTopTraderLongShortPositionRatioRequest {
+	f.symbol = symbol
+	return f
+}
+
+func (f *FuturesTopTraderLongShortPositionRatioRequest) Period(period types.Interval) *FuturesTopTraderLongShortPositionRatioRequest {
+	f.period = period
+	return f
+}
+
+func (f *FuturesTopTraderLongShortPositionRatioRequest) Limit(limit uint64) *FuturesTopTraderLongShortPositionRatioRequest {
+	f.limit = &limit
+	return f
+}
+
+func (f *FuturesTopTraderLongShortPositionRatioRequest) StartTime(startTime time.Time) *FuturesTopTraderLongShortPositionRatioRequest {
+	f.startTime = &startTime
+	return f
+}
+
+func (f *FuturesTopTraderLongShortPositionRatioRequest) EndTime(endTime time.Time) *FuturesTopTraderLongShortPositionRatioRequest {
+	f.endTime = &endTime
+	return f
+}
+
+// GetQueryParameters builds and checks the query parameters and returns url.Values
+func (f *FuturesTopTraderLongShortPositionRatioRequest) GetQueryParameters() (url.Values, error) {
+	var params = map[string]interface{}{}
+
+	query := url.Values{}
+	for _k, _v := range params {
+		query.Add(_k, fmt.Sprintf("%v", _v))
+	}
+
+	return query, nil
+}
+
+// GetParameters builds and checks the parameters and return the result in a map object
+func (f *FuturesTopTraderLongShortPositionRatioRequest) GetParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+	// check symbol field -> json key symbol
+	symbol := f.symbol
+
+	// assign parameter of symbol
+	params["symbol"] = symbol
+	// check period field -> json key period
+	period := f.period
+
+	// assign parameter of period
+	params["period"] = period
+	// check limit field -> json key limit
+	if f.limit != nil {
+		limit := *f.limit
+
+		// assign parameter of limit
+		params["limit"] = limit
+	} else {
+	}
+	// check startTime field -> json key startTime
+	if f.startTime != nil {
+		startTime := *f.startTime
+
+		// assign parameter of startTime
+		// convert time.Time to milliseconds time stamp
+		params["startTime"] = strconv.FormatInt(startTime.UnixNano()/int64(time.Millisecond), 10)
+	} else {
+	}
+	// check endTime field -> json key endTime
+	if f.endTime != nil {
+		endTime := *f.endTime
+
+		// assign parameter of endTime
+		// convert time.Time to milliseconds time stamp
+		params["endTime"] = strconv.FormatInt(endTime.UnixNano()/int64(time.Millisecond), 10)
+	} else {
+	}
+
+	return params, nil
+}
+
+// GetParametersQuery converts the parameters from GetParameters into the url.Values format
+func (f *FuturesTopTraderLongShortPositionRatioRequest) GetParametersQuery() (url.Values, error) {
+	query := url.Values{}
+
+	params, err := f.GetParameters()
+	if err != nil {
+		return query, err
+	}
+
+	for _k, _v := range params {
+		if f.isVarSlice(_v) {
+			f.iterateSlice(_v, func(it interface{}) {
+				query.Add(_k+"[]", fmt.Sprintf("%v", it))
+			})
+		} else {
+			query.Add(_k, fmt.Sprintf("%v", _v))
+		}
+	}
+
+	return query, nil
+}
+
+// GetParametersJSON converts the parameters from GetParameters into the JSON format
+func (f *FuturesTopTraderLongShortPositionRatioRequest) GetParametersJSON() ([]byte, error) {
+	params, err := f.GetParameters()
+	if err != nil {
+		return nil, err
+	}
+
+	return json.Marshal(params)
+}
+
+// GetSlugParameters builds and checks the slug parameters and return the result in a map object
+func (f *FuturesTopTraderLongShortPositionRatioRequest) GetSlugParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+
+	return params, nil
+}
+
+func (f *FuturesTopTraderLongShortPositionRatioRequest) applySlugsToUrl(url string, slugs map[string]string) string {
+	for _k, _v := range slugs {
+		needleRE := regexp.MustCompile(":" + _k + "\\b")
+		url = needleRE.ReplaceAllString(url, _v)
+	}
+
+	return url
+}
+
+func (f *FuturesTopTraderLongShortPositionRatioRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
+	sliceValue := reflect.ValueOf(slice)
+	for _i := 0; _i < sliceValue.Len(); _i++ {
+		it := sliceValue.Index(_i).Interface()
+		_f(it)
+	}
+}
+
+func (f *FuturesTopTraderLongShortPositionRatioRequest) isVarSlice(_v interface{}) bool {
+	rt := reflect.TypeOf(_v)
+	switch rt.Kind() {
+	case reflect.Slice:
+		return true
+	}
+	return false
+}
+
+func (f *FuturesTopTraderLongShortPositionRatioRequest) GetSlugsMap() (map[string]string, error) {
+	slugs := map[string]string{}
+	params, err := f.GetSlugParameters()
+	if err != nil {
+		return slugs, nil
+	}
+
+	for _k, _v := range params {
+		slugs[_k] = fmt.Sprintf("%v", _v)
+	}
+
+	return slugs, nil
+}
+
+func (f *FuturesTopTraderLongShortPositionRatioRequest) Do(ctx context.Context) ([]FuturesTopTraderLongShortPositionRatio, error) {
+
+	// empty params for GET operation
+	var params interface{}
+	query, err := f.GetParametersQuery()
+	if err != nil {
+		return nil, err
+	}
+
+	apiURL := "/futures/data/topLongShortPositionRatio"
+
+	req, err := f.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
+	if err != nil {
+		return nil, err
+	}
+
+	response, err := f.client.SendRequest(req)
+	if err != nil {
+		return nil, err
+	}
+
+	var apiResponse []FuturesTopTraderLongShortPositionRatio
+	if err := response.DecodeJSON(&apiResponse); err != nil {
+		return nil, err
+	}
+	return apiResponse, nil
+}
--- a/pkg/exchange/binance/convert.go
+++ b/pkg/exchange/binance/convert.go
@ -45,6 +45,14 @@ func toGlobalMarket(symbol binance.Symbol) types.Market {
 		market.TickSize = fixedpoint.MustNewFromString(f.TickSize)
 	}

+	if market.MinNotional.IsZero() {
+		log.Warnf("binance market %s minNotional is zero", market.Symbol)
+	}
+
+	if market.MinQuantity.IsZero() {
+		log.Warnf("binance market %s minQuantity is zero", market.Symbol)
+	}
+
 	return market
 }

--- a/pkg/exchange/binance/parse.go
+++ b/pkg/exchange/binance/parse.go
@ -7,6 +7,7 @@ import (
 	"time"

 	"github.com/adshao/go-binance/v2/futures"
+	"github.com/slack-go/slack"

 	"github.com/adshao/go-binance/v2"
 	"github.com/valyala/fastjson"
@ -21,43 +22,42 @@ type EventBase struct {
 }

 /*
-
 executionReport

-{
-  "e": "executionReport",        // Event type
-  "E": 1499405658658,            // Event time
-  "s": "ETHBTC",                 // Symbol
-  "c": "mUvoqJxFIILMdfAW5iGSOW", // Client order ID
-  "S": "BUY",                    // Side
-  "o": "LIMIT",                  // Order type
-  "f": "GTC",                    // Time in force
-  "q": "1.00000000",             // Order quantity
-  "p": "0.10264410",             // Order price
-  "P": "0.00000000",             // Stop price
-  "F": "0.00000000",             // Iceberg quantity
-  "g": -1,                       // OrderListId
-  "C": null,                     // Original client order ID; This is the ID of the order being canceled
-  "x": "NEW",                    // Current execution type
-  "X": "NEW",                    // Current order status
-  "r": "NONE",                   // Order reject reason; will be an error code.
-  "i": 4293153,                  // Order ID
-  "l": "0.00000000",             // Last executed quantity
-  "z": "0.00000000",             // Cumulative filled quantity
-  "L": "0.00000000",             // Last executed price
-  "n": "0",                      // Commission amount
-  "N": null,                     // Commission asset
-  "T": 1499405658657,            // Transaction time
-  "t": -1,                       // Trade ID
-  "I": 8641984,                  // Ignore
-  "w": true,                     // Is the order on the book?
-  "m": false,                    // Is this trade the maker side?
-  "M": false,                    // Ignore
-  "O": 1499405658657,            // Order creation time
-  "Z": "0.00000000",             // Cumulative quote asset transacted quantity
-  "Y": "0.00000000",             // Last quote asset transacted quantity (i.e. lastPrice * lastQty)
-  "Q": "0.00000000"              // Quote Order Quantity
-}
+	{
+	  "e": "executionReport",        // Event type
+	  "E": 1499405658658,            // Event time
+	  "s": "ETHBTC",                 // Symbol
+	  "c": "mUvoqJxFIILMdfAW5iGSOW", // Client order ID
+	  "S": "BUY",                    // Side
+	  "o": "LIMIT",                  // Order type
+	  "f": "GTC",                    // Time in force
+	  "q": "1.00000000",             // Order quantity
+	  "p": "0.10264410",             // Order price
+	  "P": "0.00000000",             // Stop price
+	  "F": "0.00000000",             // Iceberg quantity
+	  "g": -1,                       // OrderListId
+	  "C": null,                     // Original client order ID; This is the ID of the order being canceled
+	  "x": "NEW",                    // Current execution type
+	  "X": "NEW",                    // Current order status
+	  "r": "NONE",                   // Order reject reason; will be an error code.
+	  "i": 4293153,                  // Order ID
+	  "l": "0.00000000",             // Last executed quantity
+	  "z": "0.00000000",             // Cumulative filled quantity
+	  "L": "0.00000000",             // Last executed price
+	  "n": "0",                      // Commission amount
+	  "N": null,                     // Commission asset
+	  "T": 1499405658657,            // Transaction time
+	  "t": -1,                       // Trade ID
+	  "I": 8641984,                  // Ignore
+	  "w": true,                     // Is the order on the book?
+	  "m": false,                    // Is this trade the maker side?
+	  "M": false,                    // Ignore
+	  "O": 1499405658657,            // Order creation time
+	  "Z": "0.00000000",             // Cumulative quote asset transacted quantity
+	  "Y": "0.00000000",             // Last quote asset transacted quantity (i.e. lastPrice * lastQty)
+	  "Q": "0.00000000"              // Quote Order Quantity
+	}
 */
 type ExecutionReportEvent struct {
 	EventBase
@ -165,71 +165,100 @@ func (e *ExecutionReportEvent) Trade() (*types.Trade, error) {
 }

 /*
-balanceUpdate
+event: balanceUpdate

-{
-  "e": "balanceUpdate",         //KLineEvent Type
-  "E": 1573200697110,           //KLineEvent Time
-  "a": "BTC",                   //Asset
-  "d": "100.00000000",          //Balance Delta
-  "T": 1573200697068            //Clear Time
-}
+Balance Update occurs during the following:
+
+Deposits or withdrawals from the account
+Transfer of funds between accounts (e.g. Spot to Margin)
+
+	{
+	  "e": "balanceUpdate",         //KLineEvent Type
+	  "E": 1573200697110,           //KLineEvent Time
+	  "a": "BTC",                   //Asset
+	  "d": "100.00000000",          //Balance Delta
+	  "T": 1573200697068            //Clear Time
+	}
+
+This event is only for Spot
 */
 type BalanceUpdateEvent struct {
 	EventBase

-	Asset     string `json:"a"`
-	Delta     string `json:"d"`
-	ClearTime int64  `json:"T"`
+	Asset     string                     `json:"a"`
+	Delta     fixedpoint.Value           `json:"d"`
+	ClearTime types.MillisecondTimestamp `json:"T"`
+}
+
+func (e *BalanceUpdateEvent) SlackAttachment() slack.Attachment {
+	return slack.Attachment{
+		Title: "Binance Balance Update Event",
+		Color: "warning",
+		Fields: []slack.AttachmentField{
+			{
+				Title: "Asset",
+				Value: e.Asset,
+				Short: true,
+			},
+			{
+				Title: "Delta",
+				Value: e.Delta.String(),
+				Short: true,
+			},
+			{
+				Title: "Time",
+				Value: e.ClearTime.String(),
+				Short: true,
+			},
+		},
+	}
 }

 /*
-
 outboundAccountInfo

-{
-  "e": "outboundAccountInfo",   // KLineEvent type
-  "E": 1499405658849,           // KLineEvent time
-  "m": 0,                       // Maker commission rate (bips)
-  "t": 0,                       // Taker commission rate (bips)
-  "b": 0,                       // Buyer commission rate (bips)
-  "s": 0,                       // Seller commission rate (bips)
-  "T": true,                    // Can trade?
-  "W": true,                    // Can withdraw?
-  "D": true,                    // Can deposit?
-  "u": 1499405658848,           // Time of last account update
-  "B": [                        // AccountBalances array
-    {
-      "a": "LTC",               // Asset
-      "f": "17366.18538083",    // Free amount
-      "l": "0.00000000"         // Locked amount
-    },
-    {
-      "a": "BTC",
-      "f": "10537.85314051",
-      "l": "2.19464093"
-    },
-    {
-      "a": "ETH",
-      "f": "17902.35190619",
-      "l": "0.00000000"
-    },
-    {
-      "a": "BNC",
-      "f": "1114503.29769312",
-      "l": "0.00000000"
-    },
-    {
-      "a": "NEO",
-      "f": "0.00000000",
-      "l": "0.00000000"
-    }
-  ],
-  "P": [                       // Account Permissions
-        "SPOT"
-  ]
-}
-
+	{
+	  "e": "outboundAccountInfo",   // KLineEvent type
+	  "E": 1499405658849,           // KLineEvent time
+	  "m": 0,                       // Maker commission rate (bips)
+	  "t": 0,                       // Taker commission rate (bips)
+	  "b": 0,                       // Buyer commission rate (bips)
+	  "s": 0,                       // Seller commission rate (bips)
+	  "T": true,                    // Can trade?
+	  "W": true,                    // Can withdraw?
+	  "D": true,                    // Can deposit?
+	  "u": 1499405658848,           // Time of last account update
+	  "B": [                        // AccountBalances array
+	    {
+	      "a": "LTC",               // Asset
+	      "f": "17366.18538083",    // Free amount
+	      "l": "0.00000000"         // Locked amount
+	    },
+	    {
+	      "a": "BTC",
+	      "f": "10537.85314051",
+	      "l": "2.19464093"
+	    },
+	    {
+	      "a": "ETH",
+	      "f": "17902.35190619",
+	      "l": "0.00000000"
+	    },
+	    {
+	      "a": "BNC",
+	      "f": "1114503.29769312",
+	      "l": "0.00000000"
+	    },
+	    {
+	      "a": "NEO",
+	      "f": "0.00000000",
+	      "l": "0.00000000"
+	    }
+	  ],
+	  "P": [                       // Account Permissions
+	        "SPOT"
+	  ]
+	}
 */
 type Balance struct {
 	Asset  string           `json:"a"`
--- a/pkg/exchange/bitget/bitgetapi/cancel_order_by_symbol_request.go
+++ b/pkg/exchange/bitget/bitgetapi/cancel_order_by_symbol_request.go
@ -0,0 +1,20 @@
+package bitgetapi
+
+//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Data
+//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data
+
+import (
+	"github.com/c9s/requestgen"
+)
+
+type CancelOrderBySymbolResponse string
+
+//go:generate GetRequest -url "/api/spot/v1/trade/cancel-symbol-order" -type CancelOrderBySymbolRequest -responseDataType .CancelOrderBySymbolResponse
+type CancelOrderBySymbolRequest struct {
+	client requestgen.AuthenticatedAPIClient
+	symbol string `param:"symbol"`
+}
+
+func (c *RestClient) NewCancelOrderBySymbolRequest() *CancelOrderBySymbolRequest {
+	return &CancelOrderBySymbolRequest{client: c}
+}
--- a/pkg/exchange/bitget/bitgetapi/cancel_order_by_symbol_request_requestgen.go
+++ b/pkg/exchange/bitget/bitgetapi/cancel_order_by_symbol_request_requestgen.go
@ -0,0 +1,152 @@
+// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Data -url /api/spot/v1/trade/cancel-symbol-order -type CancelOrderBySymbolRequest -responseDataType .CancelOrderBySymbolResponse"; DO NOT EDIT.
+
+package bitgetapi
+
+import (
+	"context"
+	"encoding/json"
+	"fmt"
+	"net/url"
+	"reflect"
+	"regexp"
+)
+
+func (c *CancelOrderBySymbolRequest) Symbol(symbol string) *CancelOrderBySymbolRequest {
+	c.symbol = symbol
+	return c
+}
+
+// GetQueryParameters builds and checks the query parameters and returns url.Values
+func (c *CancelOrderBySymbolRequest) GetQueryParameters() (url.Values, error) {
+	var params = map[string]interface{}{}
+
+	query := url.Values{}
+	for _k, _v := range params {
+		query.Add(_k, fmt.Sprintf("%v", _v))
+	}
+
+	return query, nil
+}
+
+// GetParameters builds and checks the parameters and return the result in a map object
+func (c *CancelOrderBySymbolRequest) GetParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+	// check symbol field -> json key symbol
+	symbol := c.symbol
+
+	// assign parameter of symbol
+	params["symbol"] = symbol
+
+	return params, nil
+}
+
+// GetParametersQuery converts the parameters from GetParameters into the url.Values format
+func (c *CancelOrderBySymbolRequest) GetParametersQuery() (url.Values, error) {
+	query := url.Values{}
+
+	params, err := c.GetParameters()
+	if err != nil {
+		return query, err
+	}
+
+	for _k, _v := range params {
+		if c.isVarSlice(_v) {
+			c.iterateSlice(_v, func(it interface{}) {
+				query.Add(_k+"[]", fmt.Sprintf("%v", it))
+			})
+		} else {
+			query.Add(_k, fmt.Sprintf("%v", _v))
+		}
+	}
+
+	return query, nil
+}
+
+// GetParametersJSON converts the parameters from GetParameters into the JSON format
+func (c *CancelOrderBySymbolRequest) GetParametersJSON() ([]byte, error) {
+	params, err := c.GetParameters()
+	if err != nil {
+		return nil, err
+	}
+
+	return json.Marshal(params)
+}
+
+// GetSlugParameters builds and checks the slug parameters and return the result in a map object
+func (c *CancelOrderBySymbolRequest) GetSlugParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+
+	return params, nil
+}
+
+func (c *CancelOrderBySymbolRequest) applySlugsToUrl(url string, slugs map[string]string) string {
+	for _k, _v := range slugs {
+		needleRE := regexp.MustCompile(":" + _k + "\\b")
+		url = needleRE.ReplaceAllString(url, _v)
+	}
+
+	return url
+}
+
+func (c *CancelOrderBySymbolRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
+	sliceValue := reflect.ValueOf(slice)
+	for _i := 0; _i < sliceValue.Len(); _i++ {
+		it := sliceValue.Index(_i).Interface()
+		_f(it)
+	}
+}
+
+func (c *CancelOrderBySymbolRequest) isVarSlice(_v interface{}) bool {
+	rt := reflect.TypeOf(_v)
+	switch rt.Kind() {
+	case reflect.Slice:
+		return true
+	}
+	return false
+}
+
+func (c *CancelOrderBySymbolRequest) GetSlugsMap() (map[string]string, error) {
+	slugs := map[string]string{}
+	params, err := c.GetSlugParameters()
+	if err != nil {
+		return slugs, nil
+	}
+
+	for _k, _v := range params {
+		slugs[_k] = fmt.Sprintf("%v", _v)
+	}
+
+	return slugs, nil
+}
+
+func (c *CancelOrderBySymbolRequest) Do(ctx context.Context) (*CancelOrderBySymbolResponse, error) {
+
+	// empty params for GET operation
+	var params interface{}
+	query, err := c.GetParametersQuery()
+	if err != nil {
+		return nil, err
+	}
+
+	apiURL := "/api/spot/v1/trade/cancel-symbol-order"
+
+	req, err := c.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
+	if err != nil {
+		return nil, err
+	}
+
+	response, err := c.client.SendRequest(req)
+	if err != nil {
+		return nil, err
+	}
+
+	var apiResponse APIResponse
+	if err := response.DecodeJSON(&apiResponse); err != nil {
+		return nil, err
+	}
+	var data CancelOrderBySymbolResponse
+	if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
+		return nil, err
+	}
+	return &data, nil
+}
--- a/pkg/exchange/bitget/bitgetapi/cancel_order_request.go
+++ b/pkg/exchange/bitget/bitgetapi/cancel_order_request.go
@ -0,0 +1,25 @@
+package bitgetapi
+
+//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Data
+//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data
+
+import (
+	"github.com/c9s/requestgen"
+)
+
+type CancelOrderResponse struct {
+	OrderId       string `json:"orderId"`
+	ClientOrderId string `json:"clientOrderId"`
+}
+
+//go:generate PostRequest -url "/api/spot/v1/trade/cancel-order-v2" -type CancelOrderRequest -responseDataType .CancelOrderResponse
+type CancelOrderRequest struct {
+	client        requestgen.AuthenticatedAPIClient
+	symbol        string  `param:"symbol"`
+	orderId       *string `param:"orderId"`
+	clientOrderId *string `param:"clientOid"`
+}
+
+func (c *RestClient) NewCancelOrderRequest() *CancelOrderRequest {
+	return &CancelOrderRequest{client: c}
+}
--- a/pkg/exchange/bitget/bitgetapi/cancel_order_request_requestgen.go
+++ b/pkg/exchange/bitget/bitgetapi/cancel_order_request_requestgen.go
@ -0,0 +1,177 @@
+// Code generated by "requestgen -method POST -responseType .APIResponse -responseDataField Data -url /api/spot/v1/trade/cancel-order-v2 -type CancelOrderRequest -responseDataType .CancelOrderResponse"; DO NOT EDIT.
+
+package bitgetapi
+
+import (
+	"context"
+	"encoding/json"
+	"fmt"
+	"net/url"
+	"reflect"
+	"regexp"
+)
+
+func (c *CancelOrderRequest) Symbol(symbol string) *CancelOrderRequest {
+	c.symbol = symbol
+	return c
+}
+
+func (c *CancelOrderRequest) OrderId(orderId string) *CancelOrderRequest {
+	c.orderId = &orderId
+	return c
+}
+
+func (c *CancelOrderRequest) ClientOrderId(clientOrderId string) *CancelOrderRequest {
+	c.clientOrderId = &clientOrderId
+	return c
+}
+
+// GetQueryParameters builds and checks the query parameters and returns url.Values
+func (c *CancelOrderRequest) GetQueryParameters() (url.Values, error) {
+	var params = map[string]interface{}{}
+
+	query := url.Values{}
+	for _k, _v := range params {
+		query.Add(_k, fmt.Sprintf("%v", _v))
+	}
+
+	return query, nil
+}
+
+// GetParameters builds and checks the parameters and return the result in a map object
+func (c *CancelOrderRequest) GetParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+	// check symbol field -> json key symbol
+	symbol := c.symbol
+
+	// assign parameter of symbol
+	params["symbol"] = symbol
+	// check orderId field -> json key orderId
+	if c.orderId != nil {
+		orderId := *c.orderId
+
+		// assign parameter of orderId
+		params["orderId"] = orderId
+	} else {
+	}
+	// check clientOrderId field -> json key clientOid
+	if c.clientOrderId != nil {
+		clientOrderId := *c.clientOrderId
+
+		// assign parameter of clientOrderId
+		params["clientOid"] = clientOrderId
+	} else {
+	}
+
+	return params, nil
+}
+
+// GetParametersQuery converts the parameters from GetParameters into the url.Values format
+func (c *CancelOrderRequest) GetParametersQuery() (url.Values, error) {
+	query := url.Values{}
+
+	params, err := c.GetParameters()
+	if err != nil {
+		return query, err
+	}
+
+	for _k, _v := range params {
+		if c.isVarSlice(_v) {
+			c.iterateSlice(_v, func(it interface{}) {
+				query.Add(_k+"[]", fmt.Sprintf("%v", it))
+			})
+		} else {
+			query.Add(_k, fmt.Sprintf("%v", _v))
+		}
+	}
+
+	return query, nil
+}
+
+// GetParametersJSON converts the parameters from GetParameters into the JSON format
+func (c *CancelOrderRequest) GetParametersJSON() ([]byte, error) {
+	params, err := c.GetParameters()
+	if err != nil {
+		return nil, err
+	}
+
+	return json.Marshal(params)
+}
+
+// GetSlugParameters builds and checks the slug parameters and return the result in a map object
+func (c *CancelOrderRequest) GetSlugParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+
+	return params, nil
+}
+
+func (c *CancelOrderRequest) applySlugsToUrl(url string, slugs map[string]string) string {
+	for _k, _v := range slugs {
+		needleRE := regexp.MustCompile(":" + _k + "\\b")
+		url = needleRE.ReplaceAllString(url, _v)
+	}
+
+	return url
+}
+
+func (c *CancelOrderRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
+	sliceValue := reflect.ValueOf(slice)
+	for _i := 0; _i < sliceValue.Len(); _i++ {
+		it := sliceValue.Index(_i).Interface()
+		_f(it)
+	}
+}
+
+func (c *CancelOrderRequest) isVarSlice(_v interface{}) bool {
+	rt := reflect.TypeOf(_v)
+	switch rt.Kind() {
+	case reflect.Slice:
+		return true
+	}
+	return false
+}
+
+func (c *CancelOrderRequest) GetSlugsMap() (map[string]string, error) {
+	slugs := map[string]string{}
+	params, err := c.GetSlugParameters()
+	if err != nil {
+		return slugs, nil
+	}
+
+	for _k, _v := range params {
+		slugs[_k] = fmt.Sprintf("%v", _v)
+	}
+
+	return slugs, nil
+}
+
+func (c *CancelOrderRequest) Do(ctx context.Context) (*CancelOrderResponse, error) {
+
+	params, err := c.GetParameters()
+	if err != nil {
+		return nil, err
+	}
+	query := url.Values{}
+
+	apiURL := "/api/spot/v1/trade/cancel-order-v2"
+
+	req, err := c.client.NewAuthenticatedRequest(ctx, "POST", apiURL, query, params)
+	if err != nil {
+		return nil, err
+	}
+
+	response, err := c.client.SendRequest(req)
+	if err != nil {
+		return nil, err
+	}
+
+	var apiResponse APIResponse
+	if err := response.DecodeJSON(&apiResponse); err != nil {
+		return nil, err
+	}
+	var data CancelOrderResponse
+	if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
+		return nil, err
+	}
+	return &data, nil
+}
--- a/pkg/exchange/bitget/bitgetapi/client.go
+++ b/pkg/exchange/bitget/bitgetapi/client.go
@ -0,0 +1,163 @@
+package bitgetapi
+
+import (
+	"bytes"
+	"context"
+	"crypto/hmac"
+	"crypto/sha256"
+	"encoding/base64"
+	"encoding/json"
+	"net/http"
+	"net/url"
+	"strconv"
+	"strings"
+	"time"
+
+	"github.com/c9s/requestgen"
+	"github.com/pkg/errors"
+)
+
+const defaultHTTPTimeout = time.Second * 15
+const RestBaseURL = "https://api.bitget.com"
+const PublicWebSocketURL = "wss://ws.bitget.com/spot/v1/stream"
+const PrivateWebSocketURL = "wss://ws.bitget.com/spot/v1/stream"
+
+type RestClient struct {
+	requestgen.BaseAPIClient
+
+	key, secret, passphrase string
+}
+
+func NewClient() *RestClient {
+	u, err := url.Parse(RestBaseURL)
+	if err != nil {
+		panic(err)
+	}
+
+	return &RestClient{
+		BaseAPIClient: requestgen.BaseAPIClient{
+			BaseURL: u,
+			HttpClient: &http.Client{
+				Timeout: defaultHTTPTimeout,
+			},
+		},
+	}
+}
+
+func (c *RestClient) Auth(key, secret, passphrase string) {
+	c.key = key
+	c.secret = secret
+	c.passphrase = passphrase
+}
+
+// newAuthenticatedRequest creates new http request for authenticated routes.
+func (c *RestClient) NewAuthenticatedRequest(ctx context.Context, method, refURL string, params url.Values, payload interface{}) (*http.Request, error) {
+	if len(c.key) == 0 {
+		return nil, errors.New("empty api key")
+	}
+
+	if len(c.secret) == 0 {
+		return nil, errors.New("empty api secret")
+	}
+
+	rel, err := url.Parse(refURL)
+	if err != nil {
+		return nil, err
+	}
+
+	if params != nil {
+		rel.RawQuery = params.Encode()
+	}
+
+	pathURL := c.BaseURL.ResolveReference(rel)
+	path := pathURL.Path
+	if rel.RawQuery != "" {
+		path += "?" + rel.RawQuery
+	}
+
+	// See https://bitgetlimited.github.io/apidoc/en/spot/#signature
+	// sign(
+	//    timestamp +
+	// 	  method.toUpperCase() +
+	// 	  requestPath + "?" + queryString +
+	// 	  body **string
+	// )
+	// (+ means string concat) encrypt by **HMAC SHA256 **algorithm, and encode the encrypted result through **BASE64.
+
+	// set location to UTC so that it outputs "2020-12-08T09:08:57.715Z"
+	t := time.Now().In(time.UTC)
+	timestamp := strconv.FormatInt(t.UnixMilli(), 10)
+
+	body, err := castPayload(payload)
+	if err != nil {
+		return nil, err
+	}
+
+	signKey := timestamp + strings.ToUpper(method) + path + string(body)
+	signature := sign(signKey, c.secret)
+
+	req, err := http.NewRequestWithContext(ctx, method, pathURL.String(), bytes.NewReader(body))
+	if err != nil {
+		return nil, err
+	}
+
+	req.Header.Add("Content-Type", "application/json")
+	req.Header.Add("Accept", "application/json")
+	req.Header.Add("ACCESS-KEY", c.key)
+	req.Header.Add("ACCESS-SIGN", signature)
+	req.Header.Add("ACCESS-TIMESTAMP", timestamp)
+	req.Header.Add("ACCESS-PASSPHRASE", c.passphrase)
+	return req, nil
+}
+
+func sign(payload string, secret string) string {
+	var sig = hmac.New(sha256.New, []byte(secret))
+	_, err := sig.Write([]byte(payload))
+	if err != nil {
+		return ""
+	}
+
+	return base64.StdEncoding.EncodeToString(sig.Sum(nil))
+}
+
+func castPayload(payload interface{}) ([]byte, error) {
+	if payload == nil {
+		return nil, nil
+	}
+
+	switch v := payload.(type) {
+	case string:
+		return []byte(v), nil
+
+	case []byte:
+		return v, nil
+
+	}
+	return json.Marshal(payload)
+}
+
+/*
+sample:
+
+	{
+	    "code": "00000",
+	    "msg": "success",
+	    "data": {
+	        "user_id": "714229403",
+	        "inviter_id": "682221498",
+	        "ips": "172.23.88.91",
+	        "authorities": [
+	            "trade",
+	            "readonly"
+	        ],
+	        "parentId":"566624801",
+	        "trader":false
+	    }
+	}
+*/
+
+type APIResponse struct {
+	Code    string          `json:"code"`
+	Message string          `json:"msg"`
+	Data    json.RawMessage `json:"data"`
+}
--- a/pkg/exchange/bitget/bitgetapi/client_test.go
+++ b/pkg/exchange/bitget/bitgetapi/client_test.go
@ -0,0 +1,70 @@
+package bitgetapi
+
+import (
+	"context"
+	"os"
+	"strconv"
+	"testing"
+
+	"github.com/stretchr/testify/assert"
+
+	"github.com/c9s/bbgo/pkg/testutil"
+)
+
+func getTestClientOrSkip(t *testing.T) *RestClient {
+	if b, _ := strconv.ParseBool(os.Getenv("CI")); b {
+		t.Skip("skip test for CI")
+	}
+
+	key, secret, ok := testutil.IntegrationTestConfigured(t, "BITGET")
+	if !ok {
+		t.Skip("BITGET_* env vars are not configured")
+		return nil
+	}
+
+	client := NewClient()
+	client.Auth(key, secret, os.Getenv("BITGET_API_PASSPHRASE"))
+	return client
+}
+
+func TestClient(t *testing.T) {
+	client := getTestClientOrSkip(t)
+	ctx := context.Background()
+
+	t.Run("GetAllTickersRequest", func(t *testing.T) {
+		req := client.NewGetAllTickersRequest()
+		tickers, err := req.Do(ctx)
+		assert.NoError(t, err)
+		t.Logf("tickers: %+v", tickers)
+	})
+
+	t.Run("GetTickerRequest", func(t *testing.T) {
+		req := client.NewGetTickerRequest()
+		req.Symbol("BTCUSDT_SPBL")
+		ticker, err := req.Do(ctx)
+		assert.NoError(t, err)
+		t.Logf("ticker: %+v", ticker)
+	})
+
+	t.Run("GetDepthRequest", func(t *testing.T) {
+		req := client.NewGetDepthRequest()
+		req.Symbol("BTCUSDT_SPBL")
+		depth, err := req.Do(ctx)
+		assert.NoError(t, err)
+		t.Logf("depth: %+v", depth)
+	})
+
+	t.Run("GetServerTimeRequest", func(t *testing.T) {
+		req := client.NewGetServerTimeRequest()
+		serverTime, err := req.Do(ctx)
+		assert.NoError(t, err)
+		t.Logf("time: %+v", serverTime)
+	})
+
+	t.Run("GetAccountAssetsRequest", func(t *testing.T) {
+		req := client.NewGetAccountAssetsRequest()
+		assets, err := req.Do(ctx)
+		assert.NoError(t, err)
+		t.Logf("assets: %+v", assets)
+	})
+}
--- a/pkg/exchange/bitget/bitgetapi/get_account_assets_request.go
+++ b/pkg/exchange/bitget/bitgetapi/get_account_assets_request.go
@ -0,0 +1,29 @@
+package bitgetapi
+
+//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Data
+//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data
+
+import (
+	"github.com/c9s/requestgen"
+
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+type AccountAsset struct {
+	CoinId    int64                      `json:"coinId"`
+	CoinName  string                     `json:"coinName"`
+	Available fixedpoint.Value           `json:"available"`
+	Frozen    fixedpoint.Value           `json:"frozen"`
+	Lock      fixedpoint.Value           `json:"lock"`
+	UTime     types.MillisecondTimestamp `json:"uTime"`
+}
+
+//go:generate GetRequest -url "/api/spot/v1/account/assets" -type GetAccountAssetsRequest -responseDataType []AccountAsset
+type GetAccountAssetsRequest struct {
+	client requestgen.AuthenticatedAPIClient
+}
+
+func (c *RestClient) NewGetAccountAssetsRequest() *GetAccountAssetsRequest {
+	return &GetAccountAssetsRequest{client: c}
+}
--- a/pkg/exchange/bitget/bitgetapi/get_account_assets_request_requestgen.go
+++ b/pkg/exchange/bitget/bitgetapi/get_account_assets_request_requestgen.go
@ -0,0 +1,139 @@
+// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Data -url /api/spot/v1/account/assets -type GetAccountAssetsRequest -responseDataType []AccountAsset"; DO NOT EDIT.
+
+package bitgetapi
+
+import (
+	"context"
+	"encoding/json"
+	"fmt"
+	"net/url"
+	"reflect"
+	"regexp"
+)
+
+// GetQueryParameters builds and checks the query parameters and returns url.Values
+func (g *GetAccountAssetsRequest) GetQueryParameters() (url.Values, error) {
+	var params = map[string]interface{}{}
+
+	query := url.Values{}
+	for _k, _v := range params {
+		query.Add(_k, fmt.Sprintf("%v", _v))
+	}
+
+	return query, nil
+}
+
+// GetParameters builds and checks the parameters and return the result in a map object
+func (g *GetAccountAssetsRequest) GetParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+
+	return params, nil
+}
+
+// GetParametersQuery converts the parameters from GetParameters into the url.Values format
+func (g *GetAccountAssetsRequest) GetParametersQuery() (url.Values, error) {
+	query := url.Values{}
+
+	params, err := g.GetParameters()
+	if err != nil {
+		return query, err
+	}
+
+	for _k, _v := range params {
+		if g.isVarSlice(_v) {
+			g.iterateSlice(_v, func(it interface{}) {
+				query.Add(_k+"[]", fmt.Sprintf("%v", it))
+			})
+		} else {
+			query.Add(_k, fmt.Sprintf("%v", _v))
+		}
+	}
+
+	return query, nil
+}
+
+// GetParametersJSON converts the parameters from GetParameters into the JSON format
+func (g *GetAccountAssetsRequest) GetParametersJSON() ([]byte, error) {
+	params, err := g.GetParameters()
+	if err != nil {
+		return nil, err
+	}
+
+	return json.Marshal(params)
+}
+
+// GetSlugParameters builds and checks the slug parameters and return the result in a map object
+func (g *GetAccountAssetsRequest) GetSlugParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+
+	return params, nil
+}
+
+func (g *GetAccountAssetsRequest) applySlugsToUrl(url string, slugs map[string]string) string {
+	for _k, _v := range slugs {
+		needleRE := regexp.MustCompile(":" + _k + "\\b")
+		url = needleRE.ReplaceAllString(url, _v)
+	}
+
+	return url
+}
+
+func (g *GetAccountAssetsRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
+	sliceValue := reflect.ValueOf(slice)
+	for _i := 0; _i < sliceValue.Len(); _i++ {
+		it := sliceValue.Index(_i).Interface()
+		_f(it)
+	}
+}
+
+func (g *GetAccountAssetsRequest) isVarSlice(_v interface{}) bool {
+	rt := reflect.TypeOf(_v)
+	switch rt.Kind() {
+	case reflect.Slice:
+		return true
+	}
+	return false
+}
+
+func (g *GetAccountAssetsRequest) GetSlugsMap() (map[string]string, error) {
+	slugs := map[string]string{}
+	params, err := g.GetSlugParameters()
+	if err != nil {
+		return slugs, nil
+	}
+
+	for _k, _v := range params {
+		slugs[_k] = fmt.Sprintf("%v", _v)
+	}
+
+	return slugs, nil
+}
+
+func (g *GetAccountAssetsRequest) Do(ctx context.Context) ([]AccountAsset, error) {
+
+	// no body params
+	var params interface{}
+	query := url.Values{}
+
+	apiURL := "/api/spot/v1/account/assets"
+
+	req, err := g.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
+	if err != nil {
+		return nil, err
+	}
+
+	response, err := g.client.SendRequest(req)
+	if err != nil {
+		return nil, err
+	}
+
+	var apiResponse APIResponse
+	if err := response.DecodeJSON(&apiResponse); err != nil {
+		return nil, err
+	}
+	var data []AccountAsset
+	if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
+		return nil, err
+	}
+	return data, nil
+}
--- a/pkg/exchange/bitget/bitgetapi/get_account_request.go
+++ b/pkg/exchange/bitget/bitgetapi/get_account_request.go
@ -0,0 +1,28 @@
+package bitgetapi
+
+//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Data
+//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data
+
+import (
+	"github.com/c9s/requestgen"
+
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+type Account struct {
+	UserId      types.StrInt64 `json:"user_id"`
+	InviterId   types.StrInt64 `json:"inviter_id"`
+	Ips         string         `json:"ips"`
+	Authorities []string       `json:"authorities"`
+	ParentId    types.StrInt64 `json:"parentId"`
+	Trader      bool           `json:"trader"`
+}
+
+//go:generate GetRequest -url "/api/spot/v1/account/getInfo" -type GetAccountRequest -responseDataType .Account
+type GetAccountRequest struct {
+	client requestgen.AuthenticatedAPIClient
+}
+
+func (c *RestClient) NewGetAccountRequest() *GetAccountRequest {
+	return &GetAccountRequest{client: c}
+}
--- a/pkg/exchange/bitget/bitgetapi/get_account_request_requestgen.go
+++ b/pkg/exchange/bitget/bitgetapi/get_account_request_requestgen.go
@ -0,0 +1,139 @@
+// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Data -url /api/spot/v1/account/getInfo -type GetAccountRequest -responseDataType .Account"; DO NOT EDIT.
+
+package bitgetapi
+
+import (
+	"context"
+	"encoding/json"
+	"fmt"
+	"net/url"
+	"reflect"
+	"regexp"
+)
+
+// GetQueryParameters builds and checks the query parameters and returns url.Values
+func (g *GetAccountRequest) GetQueryParameters() (url.Values, error) {
+	var params = map[string]interface{}{}
+
+	query := url.Values{}
+	for _k, _v := range params {
+		query.Add(_k, fmt.Sprintf("%v", _v))
+	}
+
+	return query, nil
+}
+
+// GetParameters builds and checks the parameters and return the result in a map object
+func (g *GetAccountRequest) GetParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+
+	return params, nil
+}
+
+// GetParametersQuery converts the parameters from GetParameters into the url.Values format
+func (g *GetAccountRequest) GetParametersQuery() (url.Values, error) {
+	query := url.Values{}
+
+	params, err := g.GetParameters()
+	if err != nil {
+		return query, err
+	}
+
+	for _k, _v := range params {
+		if g.isVarSlice(_v) {
+			g.iterateSlice(_v, func(it interface{}) {
+				query.Add(_k+"[]", fmt.Sprintf("%v", it))
+			})
+		} else {
+			query.Add(_k, fmt.Sprintf("%v", _v))
+		}
+	}
+
+	return query, nil
+}
+
+// GetParametersJSON converts the parameters from GetParameters into the JSON format
+func (g *GetAccountRequest) GetParametersJSON() ([]byte, error) {
+	params, err := g.GetParameters()
+	if err != nil {
+		return nil, err
+	}
+
+	return json.Marshal(params)
+}
+
+// GetSlugParameters builds and checks the slug parameters and return the result in a map object
+func (g *GetAccountRequest) GetSlugParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+
+	return params, nil
+}
+
+func (g *GetAccountRequest) applySlugsToUrl(url string, slugs map[string]string) string {
+	for _k, _v := range slugs {
+		needleRE := regexp.MustCompile(":" + _k + "\\b")
+		url = needleRE.ReplaceAllString(url, _v)
+	}
+
+	return url
+}
+
+func (g *GetAccountRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
+	sliceValue := reflect.ValueOf(slice)
+	for _i := 0; _i < sliceValue.Len(); _i++ {
+		it := sliceValue.Index(_i).Interface()
+		_f(it)
+	}
+}
+
+func (g *GetAccountRequest) isVarSlice(_v interface{}) bool {
+	rt := reflect.TypeOf(_v)
+	switch rt.Kind() {
+	case reflect.Slice:
+		return true
+	}
+	return false
+}
+
+func (g *GetAccountRequest) GetSlugsMap() (map[string]string, error) {
+	slugs := map[string]string{}
+	params, err := g.GetSlugParameters()
+	if err != nil {
+		return slugs, nil
+	}
+
+	for _k, _v := range params {
+		slugs[_k] = fmt.Sprintf("%v", _v)
+	}
+
+	return slugs, nil
+}
+
+func (g *GetAccountRequest) Do(ctx context.Context) (*Account, error) {
+
+	// no body params
+	var params interface{}
+	query := url.Values{}
+
+	apiURL := "/api/spot/v1/account/getInfo"
+
+	req, err := g.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
+	if err != nil {
+		return nil, err
+	}
+
+	response, err := g.client.SendRequest(req)
+	if err != nil {
+		return nil, err
+	}
+
+	var apiResponse APIResponse
+	if err := response.DecodeJSON(&apiResponse); err != nil {
+		return nil, err
+	}
+	var data Account
+	if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
+		return nil, err
+	}
+	return &data, nil
+}
--- a/pkg/exchange/bitget/bitgetapi/get_all_tickers_request.go
+++ b/pkg/exchange/bitget/bitgetapi/get_all_tickers_request.go
@ -0,0 +1,17 @@
+package bitgetapi
+
+//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Data
+//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data
+
+import (
+	"github.com/c9s/requestgen"
+)
+
+//go:generate GetRequest -url "/api/spot/v1/market/tickers" -type GetAllTickersRequest -responseDataType []Ticker
+type GetAllTickersRequest struct {
+	client requestgen.APIClient
+}
+
+func (c *RestClient) NewGetAllTickersRequest() *GetAllTickersRequest {
+	return &GetAllTickersRequest{client: c}
+}
--- a/pkg/exchange/bitget/bitgetapi/get_all_tickers_request_requestgen.go
+++ b/pkg/exchange/bitget/bitgetapi/get_all_tickers_request_requestgen.go
@ -0,0 +1,139 @@
+// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Data -url /api/spot/v1/market/tickers -type GetAllTickersRequest -responseDataType []Ticker"; DO NOT EDIT.
+
+package bitgetapi
+
+import (
+	"context"
+	"encoding/json"
+	"fmt"
+	"net/url"
+	"reflect"
+	"regexp"
+)
+
+// GetQueryParameters builds and checks the query parameters and returns url.Values
+func (g *GetAllTickersRequest) GetQueryParameters() (url.Values, error) {
+	var params = map[string]interface{}{}
+
+	query := url.Values{}
+	for _k, _v := range params {
+		query.Add(_k, fmt.Sprintf("%v", _v))
+	}
+
+	return query, nil
+}
+
+// GetParameters builds and checks the parameters and return the result in a map object
+func (g *GetAllTickersRequest) GetParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+
+	return params, nil
+}
+
+// GetParametersQuery converts the parameters from GetParameters into the url.Values format
+func (g *GetAllTickersRequest) GetParametersQuery() (url.Values, error) {
+	query := url.Values{}
+
+	params, err := g.GetParameters()
+	if err != nil {
+		return query, err
+	}
+
+	for _k, _v := range params {
+		if g.isVarSlice(_v) {
+			g.iterateSlice(_v, func(it interface{}) {
+				query.Add(_k+"[]", fmt.Sprintf("%v", it))
+			})
+		} else {
+			query.Add(_k, fmt.Sprintf("%v", _v))
+		}
+	}
+
+	return query, nil
+}
+
+// GetParametersJSON converts the parameters from GetParameters into the JSON format
+func (g *GetAllTickersRequest) GetParametersJSON() ([]byte, error) {
+	params, err := g.GetParameters()
+	if err != nil {
+		return nil, err
+	}
+
+	return json.Marshal(params)
+}
+
+// GetSlugParameters builds and checks the slug parameters and return the result in a map object
+func (g *GetAllTickersRequest) GetSlugParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+
+	return params, nil
+}
+
+func (g *GetAllTickersRequest) applySlugsToUrl(url string, slugs map[string]string) string {
+	for _k, _v := range slugs {
+		needleRE := regexp.MustCompile(":" + _k + "\\b")
+		url = needleRE.ReplaceAllString(url, _v)
+	}
+
+	return url
+}
+
+func (g *GetAllTickersRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
+	sliceValue := reflect.ValueOf(slice)
+	for _i := 0; _i < sliceValue.Len(); _i++ {
+		it := sliceValue.Index(_i).Interface()
+		_f(it)
+	}
+}
+
+func (g *GetAllTickersRequest) isVarSlice(_v interface{}) bool {
+	rt := reflect.TypeOf(_v)
+	switch rt.Kind() {
+	case reflect.Slice:
+		return true
+	}
+	return false
+}
+
+func (g *GetAllTickersRequest) GetSlugsMap() (map[string]string, error) {
+	slugs := map[string]string{}
+	params, err := g.GetSlugParameters()
+	if err != nil {
+		return slugs, nil
+	}
+
+	for _k, _v := range params {
+		slugs[_k] = fmt.Sprintf("%v", _v)
+	}
+
+	return slugs, nil
+}
+
+func (g *GetAllTickersRequest) Do(ctx context.Context) ([]Ticker, error) {
+
+	// no body params
+	var params interface{}
+	query := url.Values{}
+
+	apiURL := "/api/spot/v1/market/tickers"
+
+	req, err := g.client.NewRequest(ctx, "GET", apiURL, query, params)
+	if err != nil {
+		return nil, err
+	}
+
+	response, err := g.client.SendRequest(req)
+	if err != nil {
+		return nil, err
+	}
+
+	var apiResponse APIResponse
+	if err := response.DecodeJSON(&apiResponse); err != nil {
+		return nil, err
+	}
+	var data []Ticker
+	if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
+		return nil, err
+	}
+	return data, nil
+}
--- a/pkg/exchange/bitget/bitgetapi/get_candles_request.go
+++ b/pkg/exchange/bitget/bitgetapi/get_candles_request.go
@ -0,0 +1,31 @@
+package bitgetapi
+
+//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Data
+//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data
+
+import (
+	"github.com/c9s/requestgen"
+
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+type Candle struct {
+	Open     fixedpoint.Value           `json:"open"`
+	High     fixedpoint.Value           `json:"high"`
+	Low      fixedpoint.Value           `json:"low"`
+	Close    fixedpoint.Value           `json:"close"`
+	QuoteVol fixedpoint.Value           `json:"quoteVol"`
+	BaseVol  fixedpoint.Value           `json:"baseVol"`
+	UsdtVol  fixedpoint.Value           `json:"usdtVol"`
+	Ts       types.MillisecondTimestamp `json:"ts"`
+}
+
+//go:generate GetRequest -url "/api/spot/v1/market/candles" -type GetCandlesRequest -responseDataType []Candle
+type GetCandlesRequest struct {
+	client requestgen.APIClient
+}
+
+func (c *RestClient) NewGetCandlesRequest() *GetCandlesRequest {
+	return &GetCandlesRequest{client: c}
+}
--- a/pkg/exchange/bitget/bitgetapi/get_candles_request_requestgen.go
+++ b/pkg/exchange/bitget/bitgetapi/get_candles_request_requestgen.go
@ -0,0 +1,139 @@
+// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Data -url /api/spot/v1/market/candles -type GetCandlesRequest -responseDataType []Candle"; DO NOT EDIT.
+
+package bitgetapi
+
+import (
+	"context"
+	"encoding/json"
+	"fmt"
+	"net/url"
+	"reflect"
+	"regexp"
+)
+
+// GetQueryParameters builds and checks the query parameters and returns url.Values
+func (g *GetCandlesRequest) GetQueryParameters() (url.Values, error) {
+	var params = map[string]interface{}{}
+
+	query := url.Values{}
+	for _k, _v := range params {
+		query.Add(_k, fmt.Sprintf("%v", _v))
+	}
+
+	return query, nil
+}
+
+// GetParameters builds and checks the parameters and return the result in a map object
+func (g *GetCandlesRequest) GetParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+
+	return params, nil
+}
+
+// GetParametersQuery converts the parameters from GetParameters into the url.Values format
+func (g *GetCandlesRequest) GetParametersQuery() (url.Values, error) {
+	query := url.Values{}
+
+	params, err := g.GetParameters()
+	if err != nil {
+		return query, err
+	}
+
+	for _k, _v := range params {
+		if g.isVarSlice(_v) {
+			g.iterateSlice(_v, func(it interface{}) {
+				query.Add(_k+"[]", fmt.Sprintf("%v", it))
+			})
+		} else {
+			query.Add(_k, fmt.Sprintf("%v", _v))
+		}
+	}
+
+	return query, nil
+}
+
+// GetParametersJSON converts the parameters from GetParameters into the JSON format
+func (g *GetCandlesRequest) GetParametersJSON() ([]byte, error) {
+	params, err := g.GetParameters()
+	if err != nil {
+		return nil, err
+	}
+
+	return json.Marshal(params)
+}
+
+// GetSlugParameters builds and checks the slug parameters and return the result in a map object
+func (g *GetCandlesRequest) GetSlugParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+
+	return params, nil
+}
+
+func (g *GetCandlesRequest) applySlugsToUrl(url string, slugs map[string]string) string {
+	for _k, _v := range slugs {
+		needleRE := regexp.MustCompile(":" + _k + "\\b")
+		url = needleRE.ReplaceAllString(url, _v)
+	}
+
+	return url
+}
+
+func (g *GetCandlesRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
+	sliceValue := reflect.ValueOf(slice)
+	for _i := 0; _i < sliceValue.Len(); _i++ {
+		it := sliceValue.Index(_i).Interface()
+		_f(it)
+	}
+}
+
+func (g *GetCandlesRequest) isVarSlice(_v interface{}) bool {
+	rt := reflect.TypeOf(_v)
+	switch rt.Kind() {
+	case reflect.Slice:
+		return true
+	}
+	return false
+}
+
+func (g *GetCandlesRequest) GetSlugsMap() (map[string]string, error) {
+	slugs := map[string]string{}
+	params, err := g.GetSlugParameters()
+	if err != nil {
+		return slugs, nil
+	}
+
+	for _k, _v := range params {
+		slugs[_k] = fmt.Sprintf("%v", _v)
+	}
+
+	return slugs, nil
+}
+
+func (g *GetCandlesRequest) Do(ctx context.Context) ([]Candle, error) {
+
+	// no body params
+	var params interface{}
+	query := url.Values{}
+
+	apiURL := "/api/spot/v1/market/candles"
+
+	req, err := g.client.NewRequest(ctx, "GET", apiURL, query, params)
+	if err != nil {
+		return nil, err
+	}
+
+	response, err := g.client.SendRequest(req)
+	if err != nil {
+		return nil, err
+	}
+
+	var apiResponse APIResponse
+	if err := response.DecodeJSON(&apiResponse); err != nil {
+		return nil, err
+	}
+	var data []Candle
+	if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
+		return nil, err
+	}
+	return data, nil
+}
--- a/pkg/exchange/bitget/bitgetapi/get_depth_request.go
+++ b/pkg/exchange/bitget/bitgetapi/get_depth_request.go
@ -0,0 +1,30 @@
+package bitgetapi
+
+//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Data
+//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data
+
+import (
+	"github.com/c9s/requestgen"
+
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+type Depth struct {
+	Asks      [][]fixedpoint.Value       `json:"asks"`
+	Bids      [][]fixedpoint.Value       `json:"bids"`
+	Timestamp types.MillisecondTimestamp `json:"timestamp"`
+}
+
+//go:generate GetRequest -url "/api/spot/v1/market/depth" -type GetDepthRequest -responseDataType .Depth
+type GetDepthRequest struct {
+	client requestgen.APIClient
+
+	symbol   string `param:"symbol"`
+	stepType string `param:"type" default:"step0"`
+	limit    *int   `param:"limit"`
+}
+
+func (c *RestClient) NewGetDepthRequest() *GetDepthRequest {
+	return &GetDepthRequest{client: c}
+}
--- a/pkg/exchange/bitget/bitgetapi/get_depth_request_requestgen.go
+++ b/pkg/exchange/bitget/bitgetapi/get_depth_request_requestgen.go
@ -0,0 +1,175 @@
+// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Data -url /api/spot/v1/market/depth -type GetDepthRequest -responseDataType .Depth"; DO NOT EDIT.
+
+package bitgetapi
+
+import (
+	"context"
+	"encoding/json"
+	"fmt"
+	"net/url"
+	"reflect"
+	"regexp"
+)
+
+func (g *GetDepthRequest) Symbol(symbol string) *GetDepthRequest {
+	g.symbol = symbol
+	return g
+}
+
+func (g *GetDepthRequest) StepType(stepType string) *GetDepthRequest {
+	g.stepType = stepType
+	return g
+}
+
+func (g *GetDepthRequest) Limit(limit int) *GetDepthRequest {
+	g.limit = &limit
+	return g
+}
+
+// GetQueryParameters builds and checks the query parameters and returns url.Values
+func (g *GetDepthRequest) GetQueryParameters() (url.Values, error) {
+	var params = map[string]interface{}{}
+
+	query := url.Values{}
+	for _k, _v := range params {
+		query.Add(_k, fmt.Sprintf("%v", _v))
+	}
+
+	return query, nil
+}
+
+// GetParameters builds and checks the parameters and return the result in a map object
+func (g *GetDepthRequest) GetParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+	// check symbol field -> json key symbol
+	symbol := g.symbol
+
+	// assign parameter of symbol
+	params["symbol"] = symbol
+	// check stepType field -> json key type
+	stepType := g.stepType
+
+	// assign parameter of stepType
+	params["type"] = stepType
+	// check limit field -> json key limit
+	if g.limit != nil {
+		limit := *g.limit
+
+		// assign parameter of limit
+		params["limit"] = limit
+	} else {
+	}
+
+	return params, nil
+}
+
+// GetParametersQuery converts the parameters from GetParameters into the url.Values format
+func (g *GetDepthRequest) GetParametersQuery() (url.Values, error) {
+	query := url.Values{}
+
+	params, err := g.GetParameters()
+	if err != nil {
+		return query, err
+	}
+
+	for _k, _v := range params {
+		if g.isVarSlice(_v) {
+			g.iterateSlice(_v, func(it interface{}) {
+				query.Add(_k+"[]", fmt.Sprintf("%v", it))
+			})
+		} else {
+			query.Add(_k, fmt.Sprintf("%v", _v))
+		}
+	}
+
+	return query, nil
+}
+
+// GetParametersJSON converts the parameters from GetParameters into the JSON format
+func (g *GetDepthRequest) GetParametersJSON() ([]byte, error) {
+	params, err := g.GetParameters()
+	if err != nil {
+		return nil, err
+	}
+
+	return json.Marshal(params)
+}
+
+// GetSlugParameters builds and checks the slug parameters and return the result in a map object
+func (g *GetDepthRequest) GetSlugParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+
+	return params, nil
+}
+
+func (g *GetDepthRequest) applySlugsToUrl(url string, slugs map[string]string) string {
+	for _k, _v := range slugs {
+		needleRE := regexp.MustCompile(":" + _k + "\\b")
+		url = needleRE.ReplaceAllString(url, _v)
+	}
+
+	return url
+}
+
+func (g *GetDepthRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
+	sliceValue := reflect.ValueOf(slice)
+	for _i := 0; _i < sliceValue.Len(); _i++ {
+		it := sliceValue.Index(_i).Interface()
+		_f(it)
+	}
+}
+
+func (g *GetDepthRequest) isVarSlice(_v interface{}) bool {
+	rt := reflect.TypeOf(_v)
+	switch rt.Kind() {
+	case reflect.Slice:
+		return true
+	}
+	return false
+}
+
+func (g *GetDepthRequest) GetSlugsMap() (map[string]string, error) {
+	slugs := map[string]string{}
+	params, err := g.GetSlugParameters()
+	if err != nil {
+		return slugs, nil
+	}
+
+	for _k, _v := range params {
+		slugs[_k] = fmt.Sprintf("%v", _v)
+	}
+
+	return slugs, nil
+}
+
+func (g *GetDepthRequest) Do(ctx context.Context) (*Depth, error) {
+
+	// empty params for GET operation
+	var params interface{}
+	query, err := g.GetParametersQuery()
+	if err != nil {
+		return nil, err
+	}
+
+	apiURL := "/api/spot/v1/market/depth"
+
+	req, err := g.client.NewRequest(ctx, "GET", apiURL, query, params)
+	if err != nil {
+		return nil, err
+	}
+
+	response, err := g.client.SendRequest(req)
+	if err != nil {
+		return nil, err
+	}
+
+	var apiResponse APIResponse
+	if err := response.DecodeJSON(&apiResponse); err != nil {
+		return nil, err
+	}
+	var data Depth
+	if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
+		return nil, err
+	}
+	return &data, nil
+}
--- a/pkg/exchange/bitget/bitgetapi/get_fills_request.go
+++ b/pkg/exchange/bitget/bitgetapi/get_fills_request.go
@ -0,0 +1,43 @@
+package bitgetapi
+
+//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Data
+//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data
+
+import (
+	"github.com/c9s/requestgen"
+
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+type Fill struct {
+	AccountId       types.StrInt64             `json:"accountId"`
+	Symbol          string                     `json:"symbol"`
+	OrderId         types.StrInt64             `json:"orderId"`
+	FillId          types.StrInt64             `json:"fillId"`
+	OrderType       OrderType                  `json:"orderType"`
+	Side            OrderSide                  `json:"side"`
+	FillPrice       fixedpoint.Value           `json:"fillPrice"`
+	FillQuantity    fixedpoint.Value           `json:"fillQuantity"`
+	FillTotalAmount fixedpoint.Value           `json:"fillTotalAmount"`
+	CreationTime    types.MillisecondTimestamp `json:"cTime"`
+	FeeCurrency     string                     `json:"feeCcy"`
+	Fees            fixedpoint.Value           `json:"fees"`
+}
+
+//go:generate GetRequest -url "/api/spot/v1/trade/fills" -type GetFillsRequest -responseDataType .ServerTime
+type GetFillsRequest struct {
+	client requestgen.AuthenticatedAPIClient
+
+	// after - order id
+	after *string `param:"after"`
+
+	// before - order id
+	before *string `param:"before"`
+
+	limit *string `param:"limit"`
+}
+
+func (c *RestClient) NewGetFillsRequest() *GetFillsRequest {
+	return &GetFillsRequest{client: c}
+}
--- a/pkg/exchange/bitget/bitgetapi/get_fills_request_requestgen.go
+++ b/pkg/exchange/bitget/bitgetapi/get_fills_request_requestgen.go
@ -0,0 +1,182 @@
+// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Data -url /api/spot/v1/trade/fills -type GetFillsRequest -responseDataType .ServerTime"; DO NOT EDIT.
+
+package bitgetapi
+
+import (
+	"context"
+	"encoding/json"
+	"fmt"
+	"github.com/c9s/bbgo/pkg/types"
+	"net/url"
+	"reflect"
+	"regexp"
+)
+
+func (g *GetFillsRequest) After(after string) *GetFillsRequest {
+	g.after = &after
+	return g
+}
+
+func (g *GetFillsRequest) Before(before string) *GetFillsRequest {
+	g.before = &before
+	return g
+}
+
+func (g *GetFillsRequest) Limit(limit string) *GetFillsRequest {
+	g.limit = &limit
+	return g
+}
+
+// GetQueryParameters builds and checks the query parameters and returns url.Values
+func (g *GetFillsRequest) GetQueryParameters() (url.Values, error) {
+	var params = map[string]interface{}{}
+
+	query := url.Values{}
+	for _k, _v := range params {
+		query.Add(_k, fmt.Sprintf("%v", _v))
+	}
+
+	return query, nil
+}
+
+// GetParameters builds and checks the parameters and return the result in a map object
+func (g *GetFillsRequest) GetParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+	// check after field -> json key after
+	if g.after != nil {
+		after := *g.after
+
+		// assign parameter of after
+		params["after"] = after
+	} else {
+	}
+	// check before field -> json key before
+	if g.before != nil {
+		before := *g.before
+
+		// assign parameter of before
+		params["before"] = before
+	} else {
+	}
+	// check limit field -> json key limit
+	if g.limit != nil {
+		limit := *g.limit
+
+		// assign parameter of limit
+		params["limit"] = limit
+	} else {
+	}
+
+	return params, nil
+}
+
+// GetParametersQuery converts the parameters from GetParameters into the url.Values format
+func (g *GetFillsRequest) GetParametersQuery() (url.Values, error) {
+	query := url.Values{}
+
+	params, err := g.GetParameters()
+	if err != nil {
+		return query, err
+	}
+
+	for _k, _v := range params {
+		if g.isVarSlice(_v) {
+			g.iterateSlice(_v, func(it interface{}) {
+				query.Add(_k+"[]", fmt.Sprintf("%v", it))
+			})
+		} else {
+			query.Add(_k, fmt.Sprintf("%v", _v))
+		}
+	}
+
+	return query, nil
+}
+
+// GetParametersJSON converts the parameters from GetParameters into the JSON format
+func (g *GetFillsRequest) GetParametersJSON() ([]byte, error) {
+	params, err := g.GetParameters()
+	if err != nil {
+		return nil, err
+	}
+
+	return json.Marshal(params)
+}
+
+// GetSlugParameters builds and checks the slug parameters and return the result in a map object
+func (g *GetFillsRequest) GetSlugParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+
+	return params, nil
+}
+
+func (g *GetFillsRequest) applySlugsToUrl(url string, slugs map[string]string) string {
+	for _k, _v := range slugs {
+		needleRE := regexp.MustCompile(":" + _k + "\\b")
+		url = needleRE.ReplaceAllString(url, _v)
+	}
+
+	return url
+}
+
+func (g *GetFillsRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
+	sliceValue := reflect.ValueOf(slice)
+	for _i := 0; _i < sliceValue.Len(); _i++ {
+		it := sliceValue.Index(_i).Interface()
+		_f(it)
+	}
+}
+
+func (g *GetFillsRequest) isVarSlice(_v interface{}) bool {
+	rt := reflect.TypeOf(_v)
+	switch rt.Kind() {
+	case reflect.Slice:
+		return true
+	}
+	return false
+}
+
+func (g *GetFillsRequest) GetSlugsMap() (map[string]string, error) {
+	slugs := map[string]string{}
+	params, err := g.GetSlugParameters()
+	if err != nil {
+		return slugs, nil
+	}
+
+	for _k, _v := range params {
+		slugs[_k] = fmt.Sprintf("%v", _v)
+	}
+
+	return slugs, nil
+}
+
+func (g *GetFillsRequest) Do(ctx context.Context) (*types.MillisecondTimestamp, error) {
+
+	// empty params for GET operation
+	var params interface{}
+	query, err := g.GetParametersQuery()
+	if err != nil {
+		return nil, err
+	}
+
+	apiURL := "/api/spot/v1/trade/fills"
+
+	req, err := g.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
+	if err != nil {
+		return nil, err
+	}
+
+	response, err := g.client.SendRequest(req)
+	if err != nil {
+		return nil, err
+	}
+
+	var apiResponse APIResponse
+	if err := response.DecodeJSON(&apiResponse); err != nil {
+		return nil, err
+	}
+	var data types.MillisecondTimestamp
+	if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
+		return nil, err
+	}
+	return &data, nil
+}
--- a/pkg/exchange/bitget/bitgetapi/get_open_orders_request.go
+++ b/pkg/exchange/bitget/bitgetapi/get_open_orders_request.go
@ -0,0 +1,19 @@
+package bitgetapi
+
+//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Data
+//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data
+
+import (
+	"github.com/c9s/requestgen"
+)
+
+//go:generate GetRequest -url "/api/spot/v1/trade/open-orders" -type GetOpenOrdersRequest -responseDataType []OrderDetail
+type GetOpenOrdersRequest struct {
+	client requestgen.AuthenticatedAPIClient
+
+	symbol string `param:"symbol"`
+}
+
+func (c *RestClient) NewGetOpenOrdersRequest() *GetOpenOrdersRequest {
+	return &GetOpenOrdersRequest{client: c}
+}
--- a/pkg/exchange/bitget/bitgetapi/get_open_orders_request_requestgen.go
+++ b/pkg/exchange/bitget/bitgetapi/get_open_orders_request_requestgen.go
@ -0,0 +1,152 @@
+// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Data -url /api/spot/v1/trade/open-orders -type GetOpenOrdersRequest -responseDataType []OrderDetail"; DO NOT EDIT.
+
+package bitgetapi
+
+import (
+	"context"
+	"encoding/json"
+	"fmt"
+	"net/url"
+	"reflect"
+	"regexp"
+)
+
+func (g *GetOpenOrdersRequest) Symbol(symbol string) *GetOpenOrdersRequest {
+	g.symbol = symbol
+	return g
+}
+
+// GetQueryParameters builds and checks the query parameters and returns url.Values
+func (g *GetOpenOrdersRequest) GetQueryParameters() (url.Values, error) {
+	var params = map[string]interface{}{}
+
+	query := url.Values{}
+	for _k, _v := range params {
+		query.Add(_k, fmt.Sprintf("%v", _v))
+	}
+
+	return query, nil
+}
+
+// GetParameters builds and checks the parameters and return the result in a map object
+func (g *GetOpenOrdersRequest) GetParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+	// check symbol field -> json key symbol
+	symbol := g.symbol
+
+	// assign parameter of symbol
+	params["symbol"] = symbol
+
+	return params, nil
+}
+
+// GetParametersQuery converts the parameters from GetParameters into the url.Values format
+func (g *GetOpenOrdersRequest) GetParametersQuery() (url.Values, error) {
+	query := url.Values{}
+
+	params, err := g.GetParameters()
+	if err != nil {
+		return query, err
+	}
+
+	for _k, _v := range params {
+		if g.isVarSlice(_v) {
+			g.iterateSlice(_v, func(it interface{}) {
+				query.Add(_k+"[]", fmt.Sprintf("%v", it))
+			})
+		} else {
+			query.Add(_k, fmt.Sprintf("%v", _v))
+		}
+	}
+
+	return query, nil
+}
+
+// GetParametersJSON converts the parameters from GetParameters into the JSON format
+func (g *GetOpenOrdersRequest) GetParametersJSON() ([]byte, error) {
+	params, err := g.GetParameters()
+	if err != nil {
+		return nil, err
+	}
+
+	return json.Marshal(params)
+}
+
+// GetSlugParameters builds and checks the slug parameters and return the result in a map object
+func (g *GetOpenOrdersRequest) GetSlugParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+
+	return params, nil
+}
+
+func (g *GetOpenOrdersRequest) applySlugsToUrl(url string, slugs map[string]string) string {
+	for _k, _v := range slugs {
+		needleRE := regexp.MustCompile(":" + _k + "\\b")
+		url = needleRE.ReplaceAllString(url, _v)
+	}
+
+	return url
+}
+
+func (g *GetOpenOrdersRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
+	sliceValue := reflect.ValueOf(slice)
+	for _i := 0; _i < sliceValue.Len(); _i++ {
+		it := sliceValue.Index(_i).Interface()
+		_f(it)
+	}
+}
+
+func (g *GetOpenOrdersRequest) isVarSlice(_v interface{}) bool {
+	rt := reflect.TypeOf(_v)
+	switch rt.Kind() {
+	case reflect.Slice:
+		return true
+	}
+	return false
+}
+
+func (g *GetOpenOrdersRequest) GetSlugsMap() (map[string]string, error) {
+	slugs := map[string]string{}
+	params, err := g.GetSlugParameters()
+	if err != nil {
+		return slugs, nil
+	}
+
+	for _k, _v := range params {
+		slugs[_k] = fmt.Sprintf("%v", _v)
+	}
+
+	return slugs, nil
+}
+
+func (g *GetOpenOrdersRequest) Do(ctx context.Context) ([]OrderDetail, error) {
+
+	// empty params for GET operation
+	var params interface{}
+	query, err := g.GetParametersQuery()
+	if err != nil {
+		return nil, err
+	}
+
+	apiURL := "/api/spot/v1/trade/open-orders"
+
+	req, err := g.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
+	if err != nil {
+		return nil, err
+	}
+
+	response, err := g.client.SendRequest(req)
+	if err != nil {
+		return nil, err
+	}
+
+	var apiResponse APIResponse
+	if err := response.DecodeJSON(&apiResponse); err != nil {
+		return nil, err
+	}
+	var data []OrderDetail
+	if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
+		return nil, err
+	}
+	return data, nil
+}
--- a/pkg/exchange/bitget/bitgetapi/get_order_detail_request.go
+++ b/pkg/exchange/bitget/bitgetapi/get_order_detail_request.go
@ -0,0 +1,41 @@
+package bitgetapi
+
+//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Data
+//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data
+
+import (
+	"github.com/c9s/requestgen"
+
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+type OrderDetail struct {
+	AccountId        types.StrInt64             `json:"accountId"`
+	Symbol           string                     `json:"symbol"`
+	OrderId          types.StrInt64             `json:"orderId"`
+	ClientOrderId    string                     `json:"clientOrderId"`
+	Price            fixedpoint.Value           `json:"price"`
+	Quantity         fixedpoint.Value           `json:"quantity"`
+	OrderType        OrderType                  `json:"orderType"`
+	Side             OrderSide                  `json:"side"`
+	Status           OrderStatus                `json:"status"`
+	FillPrice        fixedpoint.Value           `json:"fillPrice"`
+	FillQuantity     fixedpoint.Value           `json:"fillQuantity"`
+	FillTotalAmount  fixedpoint.Value           `json:"fillTotalAmount"`
+	EnterPointSource string                     `json:"enterPointSource"`
+	CTime            types.MillisecondTimestamp `json:"cTime"`
+}
+
+//go:generate PostRequest -url "/api/spot/v1/trade/orderInfo" -type GetOrderDetailRequest -responseDataType []OrderDetail
+type GetOrderDetailRequest struct {
+	client requestgen.AuthenticatedAPIClient
+
+	symbol        string  `param:"symbol"`
+	orderId       *string `param:"orderId"`
+	clientOrderId *string `param:"clientOid"`
+}
+
+func (c *RestClient) NewGetOrderDetailRequest() *GetOrderDetailRequest {
+	return &GetOrderDetailRequest{client: c}
+}
--- a/pkg/exchange/bitget/bitgetapi/get_order_detail_request_requestgen.go
+++ b/pkg/exchange/bitget/bitgetapi/get_order_detail_request_requestgen.go
@ -0,0 +1,177 @@
+// Code generated by "requestgen -method POST -responseType .APIResponse -responseDataField Data -url /api/spot/v1/trade/orderInfo -type GetOrderDetailRequest -responseDataType .OrderDetail"; DO NOT EDIT.
+
+package bitgetapi
+
+import (
+	"context"
+	"encoding/json"
+	"fmt"
+	"net/url"
+	"reflect"
+	"regexp"
+)
+
+func (g *GetOrderDetailRequest) Symbol(symbol string) *GetOrderDetailRequest {
+	g.symbol = symbol
+	return g
+}
+
+func (g *GetOrderDetailRequest) OrderId(orderId string) *GetOrderDetailRequest {
+	g.orderId = &orderId
+	return g
+}
+
+func (g *GetOrderDetailRequest) ClientOrderId(clientOrderId string) *GetOrderDetailRequest {
+	g.clientOrderId = &clientOrderId
+	return g
+}
+
+// GetQueryParameters builds and checks the query parameters and returns url.Values
+func (g *GetOrderDetailRequest) GetQueryParameters() (url.Values, error) {
+	var params = map[string]interface{}{}
+
+	query := url.Values{}
+	for _k, _v := range params {
+		query.Add(_k, fmt.Sprintf("%v", _v))
+	}
+
+	return query, nil
+}
+
+// GetParameters builds and checks the parameters and return the result in a map object
+func (g *GetOrderDetailRequest) GetParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+	// check symbol field -> json key symbol
+	symbol := g.symbol
+
+	// assign parameter of symbol
+	params["symbol"] = symbol
+	// check orderId field -> json key orderId
+	if g.orderId != nil {
+		orderId := *g.orderId
+
+		// assign parameter of orderId
+		params["orderId"] = orderId
+	} else {
+	}
+	// check clientOrderId field -> json key clientOid
+	if g.clientOrderId != nil {
+		clientOrderId := *g.clientOrderId
+
+		// assign parameter of clientOrderId
+		params["clientOid"] = clientOrderId
+	} else {
+	}
+
+	return params, nil
+}
+
+// GetParametersQuery converts the parameters from GetParameters into the url.Values format
+func (g *GetOrderDetailRequest) GetParametersQuery() (url.Values, error) {
+	query := url.Values{}
+
+	params, err := g.GetParameters()
+	if err != nil {
+		return query, err
+	}
+
+	for _k, _v := range params {
+		if g.isVarSlice(_v) {
+			g.iterateSlice(_v, func(it interface{}) {
+				query.Add(_k+"[]", fmt.Sprintf("%v", it))
+			})
+		} else {
+			query.Add(_k, fmt.Sprintf("%v", _v))
+		}
+	}
+
+	return query, nil
+}
+
+// GetParametersJSON converts the parameters from GetParameters into the JSON format
+func (g *GetOrderDetailRequest) GetParametersJSON() ([]byte, error) {
+	params, err := g.GetParameters()
+	if err != nil {
+		return nil, err
+	}
+
+	return json.Marshal(params)
+}
+
+// GetSlugParameters builds and checks the slug parameters and return the result in a map object
+func (g *GetOrderDetailRequest) GetSlugParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+
+	return params, nil
+}
+
+func (g *GetOrderDetailRequest) applySlugsToUrl(url string, slugs map[string]string) string {
+	for _k, _v := range slugs {
+		needleRE := regexp.MustCompile(":" + _k + "\\b")
+		url = needleRE.ReplaceAllString(url, _v)
+	}
+
+	return url
+}
+
+func (g *GetOrderDetailRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
+	sliceValue := reflect.ValueOf(slice)
+	for _i := 0; _i < sliceValue.Len(); _i++ {
+		it := sliceValue.Index(_i).Interface()
+		_f(it)
+	}
+}
+
+func (g *GetOrderDetailRequest) isVarSlice(_v interface{}) bool {
+	rt := reflect.TypeOf(_v)
+	switch rt.Kind() {
+	case reflect.Slice:
+		return true
+	}
+	return false
+}
+
+func (g *GetOrderDetailRequest) GetSlugsMap() (map[string]string, error) {
+	slugs := map[string]string{}
+	params, err := g.GetSlugParameters()
+	if err != nil {
+		return slugs, nil
+	}
+
+	for _k, _v := range params {
+		slugs[_k] = fmt.Sprintf("%v", _v)
+	}
+
+	return slugs, nil
+}
+
+func (g *GetOrderDetailRequest) Do(ctx context.Context) (*OrderDetail, error) {
+
+	params, err := g.GetParameters()
+	if err != nil {
+		return nil, err
+	}
+	query := url.Values{}
+
+	apiURL := "/api/spot/v1/trade/orderInfo"
+
+	req, err := g.client.NewAuthenticatedRequest(ctx, "POST", apiURL, query, params)
+	if err != nil {
+		return nil, err
+	}
+
+	response, err := g.client.SendRequest(req)
+	if err != nil {
+		return nil, err
+	}
+
+	var apiResponse APIResponse
+	if err := response.DecodeJSON(&apiResponse); err != nil {
+		return nil, err
+	}
+	var data OrderDetail
+	if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
+		return nil, err
+	}
+	return &data, nil
+}
--- a/pkg/exchange/bitget/bitgetapi/get_order_history_request.go
+++ b/pkg/exchange/bitget/bitgetapi/get_order_history_request.go
@ -0,0 +1,27 @@
+package bitgetapi
+
+//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Data
+//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data
+
+import (
+	"github.com/c9s/requestgen"
+)
+
+//go:generate GetRequest -url "/api/spot/v1/trade/history" -type GetOrderHistoryRequest -responseDataType []OrderDetail
+type GetOrderHistoryRequest struct {
+	client requestgen.AuthenticatedAPIClient
+
+	symbol string `param:"symbol"`
+
+	// after - order id
+	after *string `param:"after"`
+
+	// before - order id
+	before *string `param:"before"`
+
+	limit *string `param:"limit"`
+}
+
+func (c *RestClient) NewGetOrderHistoryRequest() *GetOrderHistoryRequest {
+	return &GetOrderHistoryRequest{client: c}
+}
--- a/pkg/exchange/bitget/bitgetapi/get_order_history_request_requestgen.go
+++ b/pkg/exchange/bitget/bitgetapi/get_order_history_request_requestgen.go
@ -0,0 +1,191 @@
+// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Data -url /api/spot/v1/trade/history -type GetOrderHistoryRequest -responseDataType []OrderDetail"; DO NOT EDIT.
+
+package bitgetapi
+
+import (
+	"context"
+	"encoding/json"
+	"fmt"
+	"net/url"
+	"reflect"
+	"regexp"
+)
+
+func (g *GetOrderHistoryRequest) Symbol(symbol string) *GetOrderHistoryRequest {
+	g.symbol = symbol
+	return g
+}
+
+func (g *GetOrderHistoryRequest) After(after string) *GetOrderHistoryRequest {
+	g.after = &after
+	return g
+}
+
+func (g *GetOrderHistoryRequest) Before(before string) *GetOrderHistoryRequest {
+	g.before = &before
+	return g
+}
+
+func (g *GetOrderHistoryRequest) Limit(limit string) *GetOrderHistoryRequest {
+	g.limit = &limit
+	return g
+}
+
+// GetQueryParameters builds and checks the query parameters and returns url.Values
+func (g *GetOrderHistoryRequest) GetQueryParameters() (url.Values, error) {
+	var params = map[string]interface{}{}
+
+	query := url.Values{}
+	for _k, _v := range params {
+		query.Add(_k, fmt.Sprintf("%v", _v))
+	}
+
+	return query, nil
+}
+
+// GetParameters builds and checks the parameters and return the result in a map object
+func (g *GetOrderHistoryRequest) GetParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+	// check symbol field -> json key symbol
+	symbol := g.symbol
+
+	// assign parameter of symbol
+	params["symbol"] = symbol
+	// check after field -> json key after
+	if g.after != nil {
+		after := *g.after
+
+		// assign parameter of after
+		params["after"] = after
+	} else {
+	}
+	// check before field -> json key before
+	if g.before != nil {
+		before := *g.before
+
+		// assign parameter of before
+		params["before"] = before
+	} else {
+	}
+	// check limit field -> json key limit
+	if g.limit != nil {
+		limit := *g.limit
+
+		// assign parameter of limit
+		params["limit"] = limit
+	} else {
+	}
+
+	return params, nil
+}
+
+// GetParametersQuery converts the parameters from GetParameters into the url.Values format
+func (g *GetOrderHistoryRequest) GetParametersQuery() (url.Values, error) {
+	query := url.Values{}
+
+	params, err := g.GetParameters()
+	if err != nil {
+		return query, err
+	}
+
+	for _k, _v := range params {
+		if g.isVarSlice(_v) {
+			g.iterateSlice(_v, func(it interface{}) {
+				query.Add(_k+"[]", fmt.Sprintf("%v", it))
+			})
+		} else {
+			query.Add(_k, fmt.Sprintf("%v", _v))
+		}
+	}
+
+	return query, nil
+}
+
+// GetParametersJSON converts the parameters from GetParameters into the JSON format
+func (g *GetOrderHistoryRequest) GetParametersJSON() ([]byte, error) {
+	params, err := g.GetParameters()
+	if err != nil {
+		return nil, err
+	}
+
+	return json.Marshal(params)
+}
+
+// GetSlugParameters builds and checks the slug parameters and return the result in a map object
+func (g *GetOrderHistoryRequest) GetSlugParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+
+	return params, nil
+}
+
+func (g *GetOrderHistoryRequest) applySlugsToUrl(url string, slugs map[string]string) string {
+	for _k, _v := range slugs {
+		needleRE := regexp.MustCompile(":" + _k + "\\b")
+		url = needleRE.ReplaceAllString(url, _v)
+	}
+
+	return url
+}
+
+func (g *GetOrderHistoryRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
+	sliceValue := reflect.ValueOf(slice)
+	for _i := 0; _i < sliceValue.Len(); _i++ {
+		it := sliceValue.Index(_i).Interface()
+		_f(it)
+	}
+}
+
+func (g *GetOrderHistoryRequest) isVarSlice(_v interface{}) bool {
+	rt := reflect.TypeOf(_v)
+	switch rt.Kind() {
+	case reflect.Slice:
+		return true
+	}
+	return false
+}
+
+func (g *GetOrderHistoryRequest) GetSlugsMap() (map[string]string, error) {
+	slugs := map[string]string{}
+	params, err := g.GetSlugParameters()
+	if err != nil {
+		return slugs, nil
+	}
+
+	for _k, _v := range params {
+		slugs[_k] = fmt.Sprintf("%v", _v)
+	}
+
+	return slugs, nil
+}
+
+func (g *GetOrderHistoryRequest) Do(ctx context.Context) ([]OrderDetail, error) {
+
+	// empty params for GET operation
+	var params interface{}
+	query, err := g.GetParametersQuery()
+	if err != nil {
+		return nil, err
+	}
+
+	apiURL := "/api/spot/v1/trade/history"
+
+	req, err := g.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
+	if err != nil {
+		return nil, err
+	}
+
+	response, err := g.client.SendRequest(req)
+	if err != nil {
+		return nil, err
+	}
+
+	var apiResponse APIResponse
+	if err := response.DecodeJSON(&apiResponse); err != nil {
+		return nil, err
+	}
+	var data []OrderDetail
+	if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
+		return nil, err
+	}
+	return data, nil
+}
--- a/pkg/exchange/bitget/bitgetapi/get_server_time_request.go
+++ b/pkg/exchange/bitget/bitgetapi/get_server_time_request.go
@ -0,0 +1,21 @@
+package bitgetapi
+
+//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Data
+//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data
+
+import (
+	"github.com/c9s/requestgen"
+
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+type ServerTime = types.MillisecondTimestamp
+
+//go:generate GetRequest -url "/api/spot/v1/public/time" -type GetServerTimeRequest -responseDataType .ServerTime
+type GetServerTimeRequest struct {
+	client requestgen.APIClient
+}
+
+func (c *RestClient) NewGetServerTimeRequest() *GetServerTimeRequest {
+	return &GetServerTimeRequest{client: c}
+}
--- a/pkg/exchange/bitget/bitgetapi/get_server_time_request_requestgen.go
+++ b/pkg/exchange/bitget/bitgetapi/get_server_time_request_requestgen.go
@ -0,0 +1,140 @@
+// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Data -url /api/spot/v1/public/time -type GetServerTimeRequest -responseDataType .ServerTime"; DO NOT EDIT.
+
+package bitgetapi
+
+import (
+	"context"
+	"encoding/json"
+	"fmt"
+	"github.com/c9s/bbgo/pkg/types"
+	"net/url"
+	"reflect"
+	"regexp"
+)
+
+// GetQueryParameters builds and checks the query parameters and returns url.Values
+func (g *GetServerTimeRequest) GetQueryParameters() (url.Values, error) {
+	var params = map[string]interface{}{}
+
+	query := url.Values{}
+	for _k, _v := range params {
+		query.Add(_k, fmt.Sprintf("%v", _v))
+	}
+
+	return query, nil
+}
+
+// GetParameters builds and checks the parameters and return the result in a map object
+func (g *GetServerTimeRequest) GetParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+
+	return params, nil
+}
+
+// GetParametersQuery converts the parameters from GetParameters into the url.Values format
+func (g *GetServerTimeRequest) GetParametersQuery() (url.Values, error) {
+	query := url.Values{}
+
+	params, err := g.GetParameters()
+	if err != nil {
+		return query, err
+	}
+
+	for _k, _v := range params {
+		if g.isVarSlice(_v) {
+			g.iterateSlice(_v, func(it interface{}) {
+				query.Add(_k+"[]", fmt.Sprintf("%v", it))
+			})
+		} else {
+			query.Add(_k, fmt.Sprintf("%v", _v))
+		}
+	}
+
+	return query, nil
+}
+
+// GetParametersJSON converts the parameters from GetParameters into the JSON format
+func (g *GetServerTimeRequest) GetParametersJSON() ([]byte, error) {
+	params, err := g.GetParameters()
+	if err != nil {
+		return nil, err
+	}
+
+	return json.Marshal(params)
+}
+
+// GetSlugParameters builds and checks the slug parameters and return the result in a map object
+func (g *GetServerTimeRequest) GetSlugParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+
+	return params, nil
+}
+
+func (g *GetServerTimeRequest) applySlugsToUrl(url string, slugs map[string]string) string {
+	for _k, _v := range slugs {
+		needleRE := regexp.MustCompile(":" + _k + "\\b")
+		url = needleRE.ReplaceAllString(url, _v)
+	}
+
+	return url
+}
+
+func (g *GetServerTimeRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
+	sliceValue := reflect.ValueOf(slice)
+	for _i := 0; _i < sliceValue.Len(); _i++ {
+		it := sliceValue.Index(_i).Interface()
+		_f(it)
+	}
+}
+
+func (g *GetServerTimeRequest) isVarSlice(_v interface{}) bool {
+	rt := reflect.TypeOf(_v)
+	switch rt.Kind() {
+	case reflect.Slice:
+		return true
+	}
+	return false
+}
+
+func (g *GetServerTimeRequest) GetSlugsMap() (map[string]string, error) {
+	slugs := map[string]string{}
+	params, err := g.GetSlugParameters()
+	if err != nil {
+		return slugs, nil
+	}
+
+	for _k, _v := range params {
+		slugs[_k] = fmt.Sprintf("%v", _v)
+	}
+
+	return slugs, nil
+}
+
+func (g *GetServerTimeRequest) Do(ctx context.Context) (*types.MillisecondTimestamp, error) {
+
+	// no body params
+	var params interface{}
+	query := url.Values{}
+
+	apiURL := "/api/spot/v1/public/time"
+
+	req, err := g.client.NewRequest(ctx, "GET", apiURL, query, params)
+	if err != nil {
+		return nil, err
+	}
+
+	response, err := g.client.SendRequest(req)
+	if err != nil {
+		return nil, err
+	}
+
+	var apiResponse APIResponse
+	if err := response.DecodeJSON(&apiResponse); err != nil {
+		return nil, err
+	}
+	var data types.MillisecondTimestamp
+	if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
+		return nil, err
+	}
+	return &data, nil
+}
--- a/pkg/exchange/bitget/bitgetapi/get_symbols_request.go
+++ b/pkg/exchange/bitget/bitgetapi/get_symbols_request.go
@ -0,0 +1,36 @@
+package bitgetapi
+
+//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Data
+//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data
+
+import (
+	"github.com/c9s/requestgen"
+
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+)
+
+type Symbol struct {
+	Symbol              string           `json:"symbol"`
+	SymbolName          string           `json:"symbolName"`
+	BaseCoin            string           `json:"baseCoin"`
+	QuoteCoin           string           `json:"quoteCoin"`
+	MinTradeAmount      fixedpoint.Value `json:"minTradeAmount"`
+	MaxTradeAmount      fixedpoint.Value `json:"maxTradeAmount"`
+	TakerFeeRate        fixedpoint.Value `json:"takerFeeRate"`
+	MakerFeeRate        fixedpoint.Value `json:"makerFeeRate"`
+	PriceScale          fixedpoint.Value `json:"priceScale"`
+	QuantityScale       fixedpoint.Value `json:"quantityScale"`
+	MinTradeUSDT        fixedpoint.Value `json:"minTradeUSDT"`
+	Status              string           `json:"status"`
+	BuyLimitPriceRatio  fixedpoint.Value `json:"buyLimitPriceRatio"`
+	SellLimitPriceRatio fixedpoint.Value `json:"sellLimitPriceRatio"`
+}
+
+//go:generate GetRequest -url "/api/spot/v1/public/products" -type GetSymbolsRequest -responseDataType []Symbol
+type GetSymbolsRequest struct {
+	client requestgen.APIClient
+}
+
+func (c *RestClient) NewGetSymbolsRequest() *GetSymbolsRequest {
+	return &GetSymbolsRequest{client: c}
+}
--- a/pkg/exchange/bitget/bitgetapi/get_symbols_request_requestgen.go
+++ b/pkg/exchange/bitget/bitgetapi/get_symbols_request_requestgen.go
@ -0,0 +1,139 @@
+// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Data -url /api/spot/v1/public/products -type GetSymbolsRequest -responseDataType []Symbol"; DO NOT EDIT.
+
+package bitgetapi
+
+import (
+	"context"
+	"encoding/json"
+	"fmt"
+	"net/url"
+	"reflect"
+	"regexp"
+)
+
+// GetQueryParameters builds and checks the query parameters and returns url.Values
+func (g *GetSymbolsRequest) GetQueryParameters() (url.Values, error) {
+	var params = map[string]interface{}{}
+
+	query := url.Values{}
+	for _k, _v := range params {
+		query.Add(_k, fmt.Sprintf("%v", _v))
+	}
+
+	return query, nil
+}
+
+// GetParameters builds and checks the parameters and return the result in a map object
+func (g *GetSymbolsRequest) GetParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+
+	return params, nil
+}
+
+// GetParametersQuery converts the parameters from GetParameters into the url.Values format
+func (g *GetSymbolsRequest) GetParametersQuery() (url.Values, error) {
+	query := url.Values{}
+
+	params, err := g.GetParameters()
+	if err != nil {
+		return query, err
+	}
+
+	for _k, _v := range params {
+		if g.isVarSlice(_v) {
+			g.iterateSlice(_v, func(it interface{}) {
+				query.Add(_k+"[]", fmt.Sprintf("%v", it))
+			})
+		} else {
+			query.Add(_k, fmt.Sprintf("%v", _v))
+		}
+	}
+
+	return query, nil
+}
+
+// GetParametersJSON converts the parameters from GetParameters into the JSON format
+func (g *GetSymbolsRequest) GetParametersJSON() ([]byte, error) {
+	params, err := g.GetParameters()
+	if err != nil {
+		return nil, err
+	}
+
+	return json.Marshal(params)
+}
+
+// GetSlugParameters builds and checks the slug parameters and return the result in a map object
+func (g *GetSymbolsRequest) GetSlugParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+
+	return params, nil
+}
+
+func (g *GetSymbolsRequest) applySlugsToUrl(url string, slugs map[string]string) string {
+	for _k, _v := range slugs {
+		needleRE := regexp.MustCompile(":" + _k + "\\b")
+		url = needleRE.ReplaceAllString(url, _v)
+	}
+
+	return url
+}
+
+func (g *GetSymbolsRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
+	sliceValue := reflect.ValueOf(slice)
+	for _i := 0; _i < sliceValue.Len(); _i++ {
+		it := sliceValue.Index(_i).Interface()
+		_f(it)
+	}
+}
+
+func (g *GetSymbolsRequest) isVarSlice(_v interface{}) bool {
+	rt := reflect.TypeOf(_v)
+	switch rt.Kind() {
+	case reflect.Slice:
+		return true
+	}
+	return false
+}
+
+func (g *GetSymbolsRequest) GetSlugsMap() (map[string]string, error) {
+	slugs := map[string]string{}
+	params, err := g.GetSlugParameters()
+	if err != nil {
+		return slugs, nil
+	}
+
+	for _k, _v := range params {
+		slugs[_k] = fmt.Sprintf("%v", _v)
+	}
+
+	return slugs, nil
+}
+
+func (g *GetSymbolsRequest) Do(ctx context.Context) ([]Symbol, error) {
+
+	// no body params
+	var params interface{}
+	query := url.Values{}
+
+	apiURL := "/api/spot/v1/public/products"
+
+	req, err := g.client.NewRequest(ctx, "GET", apiURL, query, params)
+	if err != nil {
+		return nil, err
+	}
+
+	response, err := g.client.SendRequest(req)
+	if err != nil {
+		return nil, err
+	}
+
+	var apiResponse APIResponse
+	if err := response.DecodeJSON(&apiResponse); err != nil {
+		return nil, err
+	}
+	var data []Symbol
+	if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
+		return nil, err
+	}
+	return data, nil
+}
--- a/pkg/exchange/bitget/bitgetapi/get_ticker_request.go
+++ b/pkg/exchange/bitget/bitgetapi/get_ticker_request.go
@ -0,0 +1,40 @@
+package bitgetapi
+
+//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Data
+//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data
+
+import (
+	"github.com/c9s/requestgen"
+
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+type Ticker struct {
+	Symbol    string                     `json:"symbol"`
+	High24H   fixedpoint.Value           `json:"high24h"`
+	Low24H    fixedpoint.Value           `json:"low24h"`
+	Close     fixedpoint.Value           `json:"close"`
+	QuoteVol  fixedpoint.Value           `json:"quoteVol"`
+	BaseVol   fixedpoint.Value           `json:"baseVol"`
+	UsdtVol   fixedpoint.Value           `json:"usdtVol"`
+	Ts        types.MillisecondTimestamp `json:"ts"`
+	BuyOne    fixedpoint.Value           `json:"buyOne"`
+	SellOne   fixedpoint.Value           `json:"sellOne"`
+	BidSz     fixedpoint.Value           `json:"bidSz"`
+	AskSz     fixedpoint.Value           `json:"askSz"`
+	OpenUtc0  fixedpoint.Value           `json:"openUtc0"`
+	ChangeUtc fixedpoint.Value           `json:"changeUtc"`
+	Change    fixedpoint.Value           `json:"change"`
+}
+
+//go:generate GetRequest -url "/api/spot/v1/market/ticker" -type GetTickerRequest -responseDataType .Ticker
+type GetTickerRequest struct {
+	client requestgen.APIClient
+
+	symbol string `param:"symbol"`
+}
+
+func (c *RestClient) NewGetTickerRequest() *GetTickerRequest {
+	return &GetTickerRequest{client: c}
+}
--- a/Show More
+++ b/Show More