Merge branch 'main' into feature/336-kline-table

2024-11-21 22:43:52 +00:00 · 2021-12-11 02:26:01 +08:00 · 2021-12-11 02:26:01 +08:00 · 776f82fcd5
commit 776f82fcd5
parent 0fcc5e5edc 0cf72de21d
34 changed files with 731 additions and 258 deletions
--- a/.github/workflows/release.yml
+++ b/.github/workflows/release.yml
@ -27,7 +27,6 @@ jobs:
      - name: Build
        run: |
          npm install --global yarn
-          (cd frontend && yarn install)
          make dist VERSION=${{ steps.get_version.outputs.VERSION }}
        shell: bash
      - name: Create Release
--- a/.gitignore
+++ b/.gitignore
@ -34,3 +34,5 @@
 /pkg/server/assets.go

 bbgo.sqlite3
+node_modules
+
--- a/19
+++ b/19
@ -24,8 +24,8 @@ $(BIN_DIR):


 # build native bbgo
-bbgo:
-	go build -tags web,release -o $(BIN_DIR)/$@ ./cmd/bbgo
+bbgo: static
+	go build -tags web,release -o $(BIN_DIR)/bbgo ./cmd/bbgo

 # build native bbgo (slim version)
 bbgo-slim:
@ -124,12 +124,16 @@ dist: static dist-bbgo-linux dist-bbgo-darwin desktop

 pkg/version/version.go: .FORCE
 	bash utils/generate-version-file.sh > $@
-	git commit $@ -m "bump version to $(VERSION)" || true

-version: pkg/version/version.go migrations
+pkg/version/dev.go: .FORCE
+	VERSION_SUFFIX="-dev" bash utils/generate-version-file.sh > $@
+
+version: pkg/version/version.go pkg/version/dev.go migrations
+	git commit $< $(word 2,$^) -m "bump version to $(VERSION)" || true
 	[[ -e doc/release/$(VERSION).md ]] || (echo "file doc/release/$(VERSION).md does not exist" ; exit 1)
 	git add -v doc/release/$(VERSION).md && git commit doc/release/$(VERSION).md -m "add release note" || true
 	git tag -f $(VERSION)
+	git push origin HEAD
 	git push origin $(VERSION)

 migrations:
@ -146,8 +150,11 @@ docker-push:
 	docker push yoanlin/bbgo
 	bash -c "[[ -n $(DOCKER_TAG) ]] && docker push yoanlin/bbgo:$(DOCKER_TAG)"

-frontend/out/index.html:
-	(cd frontend && yarn export)
+frontend/node_modules:
+	cd frontend && yarn install
+
+frontend/out/index.html: frontend/node_modules
+	cd frontend && yarn export

 pkg/server/assets.go: frontend/out/index.html
 	go run ./util/embed -package server -output $@ $(FRONTEND_EXPORT_DIR)
--- a/README.md
+++ b/README.md
@ -32,9 +32,10 @@ A trading bot framework written in Go. The name bbgo comes from the BB8 bot in t

 Get your exchange API key and secret after you register the accounts (you can choose one or more exchanges):

- For MAX: <https://max.maicoin.com/signup?r=c7982718>
- For Binance: <https://www.binancezh.com/en/register?ref=VGDGLT80>
- For FTX: <https://ftx.com/#a=7710474>
+- MAX: <https://max.maicoin.com/signup?r=c7982718>
+- Binance: <https://www.binancezh.com/en/register?ref=VGDGLT80>
+- FTX: <https://ftx.com/#a=7710474>
+- OKEx: <https://www.okex.com/join/2412712?src=from:ios-share>

 Since the exchange implementation and support are done by a small team, if you like the work they've done for you, It
 would be great if you can use their referral code as your support to them. :-D
@ -125,6 +126,8 @@ bbgo pnl --exchange binance --asset BTC --since "2019-01-01"

 ## Advanced Configuration

+### Notification
+
 - [Setting up Telegram notification](./doc/configuration/telegram.md)
 - [Setting up Slack notification](./doc/configuration/slack.md)

@ -184,7 +187,8 @@ bbgo sync --session binance

 Check out the strategy directory [strategy](pkg/strategy) for all built-in strategies:

- `pricealert` strategy demonstrates how to use the notification system [pricealert](pkg/strategy/pricealert)
+- `pricealert` strategy demonstrates how to use the notification system [pricealert](pkg/strategy/pricealert). See
+  [document](./doc/strategy/pricealert.md).
 - `xpuremaker` strategy demonstrates how to maintain the orderbook and submit maker
  orders [xpuremaker](pkg/strategy/xpuremaker)
 - `buyandhold` strategy demonstrates how to subscribe kline events and submit market
@ -535,7 +539,7 @@ rockhopper --config rockhopper_sqlite.yaml create --type sql add_pnl_column
 rockhopper --config rockhopper_mysql.yaml create --type sql add_pnl_column
 ```

-or
+or you can use the util script:

 ```
 bash utils/generate-new-migration.sh add_pnl_column
@ -558,6 +562,21 @@ Then run the following command to compile the migration files into go files:
 make migrations
 ```

+
+If you want to override the DSN and the Driver defined in the YAML config file, you can add some env vars in your dotenv file like this:
+
+```shell
+ROCKHOPPER_DRIVER=mysql
+ROCKHOPPER_DIALECT=mysql
+ROCKHOPPER_DSN="root:123123@unix(/opt/local/var/run/mysql57/mysqld.sock)/bbgo"
+```
+
+And then, run:
+
+```shell
+dotenv -f .env.local -- rockhopper --config rockhopper_mysql.yaml up
+```
+
 ### Setup frontend development environment

 ```sh
--- a/config/pricealert-tg.yaml
+++ b/config/pricealert-tg.yaml
@ -0,0 +1,20 @@
+---
+notifications:
+  # object routing rules
+  routing:
+    trade: "$symbol"
+    order: "$symbol"
+    submitOrder: "$session" # not supported yet
+    pnL: "bbgo-pnl"
+
+sessions:
+  binance:
+    exchange: binance
+    envVarPrefix: binance
+
+exchangeStrategies:
+- on: binance
+  pricealert:
+    symbol: "BTCUSDT"
+    interval: "1m"
+    minChange: 300
--- a/doc/build-from-source.md
+++ b/doc/build-from-source.md
@ -1,5 +1,7 @@
 # Build From Source

+## Install Go SDK
+
 Go to the Go official website to download the Go SDK <https://go.dev/dl/>.

 An example installation looks like this:
@ -28,12 +30,18 @@ Make sure your `go` is successfully installed:
 go version
 ```

+## Install go-sqlite
+
 If you need to use go-sqlite, you will need to enable CGO first:

 ```
 CGO_ENABLED=1 go get github.com/mattn/go-sqlite3
 ```

+## Install
+
+### Install bbgo via go install
+
 Install bbgo:

 ```sh
@ -64,6 +72,41 @@ export GOPATH=~/mygo

 Then your bbgo will be installed at `~/mygo/bin/bbgo`.

+### Install via git clone
+
+Since the default GOPATH is located at `~/go`, you can clone the bbgo repo into the folder `~/go/src/github.com/c9s/bbgo`:
+
+```shell
+mkdir -p ~/go/src/github.com/c9s
+git clone git@github.com:c9s/bbgo.git ~/go/src/github.com/c9s/bbgo
+cd ~/go/src/github.com/c9s/bbgo
+```
+
+Download the go modules:
+
+```shell
+go mod download
+```
+
+And then you should be able to run bbgo with `go run`
+
+```shell
+go run ./cmd/bbgo run
+```
+
+You can also use the makefile to build bbgo:
+
+```shell
+cd frontend && yarn install
+make bbgo
+```
+
+If you don't need the web interface, you can build the slim version of bbgo:
+
+```shell
+make bbgo-slim
+```
+
 ## Build inside a Alpine container

 Starts a docker container with the alpine image:
--- a/doc/configuration/telegram.md
+++ b/doc/configuration/telegram.md
@ -23,6 +23,20 @@ you can set `TELEGRAM_AUTH_TOKEN` in the `.env.local` file, e.g.,
 TELEGRAM_BOT_AUTH_TOKEN=itsme55667788
 ```
 
+The alerting strategies use Telegram bot notification without further configuration. You can check the [pricealert
+yaml file](../../config/pricealert-tg.yaml) in the `config/` directory for example.
+
+If you want the order submitting/filling notification, add the following to your `bbgo.yaml`:
+
+```yaml
+notifications:
+  routing:
+    trade: "$symbol"
+    order: "$symbol"
+    submitOrder: "$session"
+    pnL: "bbgo-pnl"
+```
+
 Run your bbgo.

 Open your Telegram app, search your bot `bbgo_bot_711222333`
--- a/doc/development/new-exchange.md
+++ b/doc/development/new-exchange.md
@ -0,0 +1,57 @@
+# Adding New Exchange
+
+Open an issue and paste the following checklist to that issue.
+
+You should send multiple small pull request to implement them.
+
+**Please avoid sending a pull request with huge changes**
+
+## Checklist
+
+Exchange Interface (minimum)
+
+- [ ] QueryMarkets
+- [ ] QueryKLines
+- [ ] QueryTickers
+- [ ] QueryOrders
+- [ ] QueryTrades
+- [ ] SubmitOrders
+
+Convert functions:
+
+- [ ] MarketData convert functions
+  - [ ] toGlobalMarket
+  - [ ] toGlobalTicker
+  - [ ] toGlobalKLine
+- [ ] UserData convert functions
+  - [ ] toGlobalOrder
+  - [ ] toGlobalTrade
+  - [ ] toGlobalAccount
+  - [ ] toGlobalBalance
+
+Stream
+
+- [ ] UserDataStream
+  - [ ] Trade message parser
+  - [ ] Order message parser
+  - [ ] Account message parser
+  - [ ] Balance message parser
+- [ ] MarketDataStream
+  - [ ] OrderBook message parser (or depth)
+  - [ ] KLine message parser (required for backtesting)
+  - [ ] Public trade message parser (optional)
+  - [ ] Ticker message parser (optional)
+- [ ] ping/pong handling.
+- [ ] heart-beat hanlding or keep-alive handling.
+- [ ] handling reconnect
+
+Database
+
+- [ ] Add a new kline table for the exchange (this is required for back-testing)
+  - [ ] Add MySQL migration SQL
+  - [ ] Add SQLite migration SQL
+
+Exchange Factory
+
+- [ ] Add the exchange constructor to the exchange instance factory function.
+- [ ] Add extended fields to the ExchangeSession struct. (optional)
--- a/doc/release/v1.20.0.md
+++ b/doc/release/v1.20.0.md
@ -1,7 +1,7 @@
 ## Fixes

- 
+- ftx: fixed FTX OnKLineClosed event

-## Features
+## Migrations

- 
+- add `is_futures` fields to orders and trades table
--- a/doc/strategy/pricealert.md
+++ b/doc/strategy/pricealert.md
@ -0,0 +1,25 @@
+### Price Alert Strategy
+
+This strategy will send notifications to specified channels when the price change of the specified trading pairs is 
+larger than the threshold.
+
+
+### Prerequisite 
+Setup Telegram/Slack notification before using Price Alert Strategy. See [Setting up Telegram Bot Notification
+](../configuration/telegram.md) and [Setting up Slack Notification](../configuration/slack.md).
+
+
+#### Parameters
+
+- `symbol`
+    - The trading pair symbol, e.g., `BTCUSDT`, `ETHUSDT`
+- `interval`
+    - The K-line interval, e.g., `5m`, `1h`
+- `minChange`
+    - Alert threshold, e.g., `100`, `500`. This is a fixed value of price change. Any price change in a single K-line 
+      larger than this value will trigger the alert.  
+
+
+#### Examples
+
+See [pricealert.yaml](../../config/pricealert.yaml) and [pricealert-tg.yaml](../../config/pricealert-tg.yaml)
--- a/migrations/mysql/20211205162043_add_is_futures_column.sql
+++ b/migrations/mysql/20211205162043_add_is_futures_column.sql
@ -0,0 +1,18 @@
+-- +up
+-- +begin
+ALTER TABLE `trades` ADD COLUMN `is_futures` BOOLEAN NOT NULL DEFAULT FALSE;
+-- +end
+
+-- +begin
+ALTER TABLE `orders` ADD COLUMN `is_futures` BOOLEAN NOT NULL DEFAULT FALSE;
+-- +end
+
+-- +down
+
+-- +begin
+ALTER TABLE `trades` DROP COLUMN `is_futures`;
+-- +end
+
+-- +begin
+ALTER TABLE `orders` DROP COLUMN `is_futures`;
+-- +end
--- a/migrations/sqlite3/20211205162302_add_is_futures_column.sql
+++ b/migrations/sqlite3/20211205162302_add_is_futures_column.sql
@ -0,0 +1,18 @@
+-- +up
+-- +begin
+ALTER TABLE `trades` ADD COLUMN `is_futures` BOOLEAN NOT NULL DEFAULT FALSE;
+-- +end
+
+-- +begin
+ALTER TABLE `orders` ADD COLUMN `is_futures` BOOLEAN NOT NULL DEFAULT FALSE;
+-- +end
+
+-- +down
+
+-- +begin
+ALTER TABLE `trades` RENAME COLUMN `is_futures` TO `is_futures_deleted`;
+-- +end
+
+-- +begin
+ALTER TABLE `orders` RENAME COLUMN `is_futures` TO `is_futures_deleted`;
+-- +end
--- a/pkg/backtest/exchange.go
+++ b/pkg/backtest/exchange.go
@ -33,6 +33,8 @@ import (
 	"sync"
 	"time"

+	"github.com/c9s/bbgo/pkg/exchange/ftx"
+	"github.com/c9s/bbgo/pkg/exchange/okex"
 	"github.com/pkg/errors"

 	"github.com/c9s/bbgo/pkg/bbgo"
@ -68,29 +70,29 @@ type Exchange struct {
 	doneC   chan struct{}
 }

-func NewExchange(sourceName types.ExchangeName, srv *service.BacktestService, config *bbgo.Backtest) *Exchange {
+func NewExchange(sourceName types.ExchangeName, srv *service.BacktestService, config *bbgo.Backtest) (*Exchange, error) {
 	ex, err := newPublicExchange(sourceName)
 	if err != nil {
-		panic(err)
+		return nil, err
 	}

 	if config == nil {
-		panic(errors.New("backtest config can not be nil"))
+		return nil, errors.New("backtest config can not be nil")
 	}

 	markets, err := bbgo.LoadExchangeMarketsWithCache(context.Background(), ex)
 	if err != nil {
-		panic(err)
+		return nil, err
 	}

 	startTime, err := config.ParseStartTime()
 	if err != nil {
-		panic(err)
+		return nil, err
 	}

 	endTime, err := config.ParseEndTime()
 	if err != nil {
-		panic(err)
+		return nil, err
 	}

 	account := &types.Account{
@ -117,7 +119,7 @@ func NewExchange(sourceName types.ExchangeName, srv *service.BacktestService, co
 	}

 	e.resetMatchingBooks()
-	return e
+	return e, nil
 }

 func (e *Exchange) addTrade(trade types.Trade) {
@ -313,7 +315,11 @@ func newPublicExchange(sourceExchange types.ExchangeName) (types.Exchange, error
 		return binance.New("", ""), nil
 	case types.ExchangeMax:
 		return max.New("", ""), nil
+	case types.ExchangeFTX:
+		return ftx.NewExchange("", "", ""), nil
+	case types.ExchangeOKEx:
+		return okex.New("", "", ""), nil
 	}

-	return nil, fmt.Errorf("exchange %s is not supported", sourceExchange)
+	return nil, fmt.Errorf("public data from exchange %s is not supported", sourceExchange)
 }
--- a/pkg/backtest/matching.go
+++ b/pkg/backtest/matching.go
@ -179,11 +179,11 @@ func (m *SimplePriceMatching) executeTrade(trade types.Trade) {
 	if trade.IsBuyer {
 		err = m.Account.UseLockedBalance(m.Market.QuoteCurrency, fixedpoint.NewFromFloat(trade.Price*trade.Quantity))

-		_ = m.Account.AddBalance(m.Market.BaseCurrency, fixedpoint.NewFromFloat(trade.Quantity))
+		m.Account.AddBalance(m.Market.BaseCurrency, fixedpoint.NewFromFloat(trade.Quantity))
 	} else {
 		err = m.Account.UseLockedBalance(m.Market.BaseCurrency, fixedpoint.NewFromFloat(trade.Quantity))

-		_ = m.Account.AddBalance(m.Market.QuoteCurrency, fixedpoint.NewFromFloat(trade.Quantity*trade.Price))
+		m.Account.AddBalance(m.Market.QuoteCurrency, fixedpoint.NewFromFloat(trade.Quantity*trade.Price))
 	}

 	if err != nil {
--- a/pkg/cmd/backtest.go
+++ b/pkg/cmd/backtest.go
@ -180,7 +180,7 @@ var BacktestCmd = &cobra.Command{

 				// if we don't have klines before the start time endpoint, the back-test will fail.
 				// because the last price will be missing.
-				if firstKLine != nil && syncFromTime.Before(firstKLine.EndTime) {
+				if firstKLine != nil && syncFromTime.Before(firstKLine.StartTime) {
 					return fmt.Errorf("the sync-from-time you gave %s is earlier than the previous sync-start-time %s. "+
 						"re-syncing data from the earlier date before your first sync is not support,"+
 						"please clean up the kline table and restart a new sync",
@ -261,7 +261,11 @@ var BacktestCmd = &cobra.Command{
 			}
 		}

-		backtestExchange := backtest.NewExchange(exchangeName, backtestService, userConfig.Backtest)
+		backtestExchange, err := backtest.NewExchange(exchangeName, backtestService, userConfig.Backtest)
+		if err != nil {
+			return errors.Wrap(err, "failed to create backtest exchange")
+		}
+
 		environ.SetStartTime(startTime)
 		environ.AddExchange(exchangeName.String(), backtestExchange)

@ -338,11 +342,15 @@ var BacktestCmd = &cobra.Command{
 				if jsonOutputEnabled {
 					result := struct {
 						Symbol          string                    `json:"symbol,omitempty"`
+						LastPrice       float64                   `json:"lastPrice,omitempty"`
+						StartPrice      float64                   `json:"startPrice,omitempty"`
 						PnLReport       *pnl.AverageCostPnlReport `json:"pnlReport,omitempty"`
 						InitialBalances types.BalanceMap          `json:"initialBalances,omitempty"`
 						FinalBalances   types.BalanceMap          `json:"finalBalances,omitempty"`
 					}{
 						Symbol:          symbol,
+						LastPrice:       lastPrice,
+						StartPrice:      startPrice,
 						PnLReport:       report,
 						InitialBalances: initBalances,
 						FinalBalances:   finalBalances,
--- a/pkg/exchange/binance/convert.go
+++ b/pkg/exchange/binance/convert.go
@ -7,6 +7,7 @@ import (
 	"time"

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

 	"github.com/c9s/bbgo/pkg/fixedpoint"
@ -14,6 +15,42 @@ import (
 	"github.com/c9s/bbgo/pkg/util"
 )

+func toGlobalMarket(symbol binance.Symbol) types.Market {
+	market := types.Market{
+		Symbol:          symbol.Symbol,
+		LocalSymbol:     symbol.Symbol,
+		PricePrecision:  symbol.QuotePrecision,
+		VolumePrecision: symbol.BaseAssetPrecision,
+		QuoteCurrency:   symbol.QuoteAsset,
+		BaseCurrency:    symbol.BaseAsset,
+	}
+
+	if f := symbol.MinNotionalFilter(); f != nil {
+		market.MinNotional = util.MustParseFloat(f.MinNotional)
+		market.MinAmount = util.MustParseFloat(f.MinNotional)
+	}
+
+	// The LOT_SIZE filter defines the quantity (aka "lots" in auction terms) rules for a symbol.
+	// There are 3 parts:
+	// minQty defines the minimum quantity/icebergQty allowed.
+	//	maxQty defines the maximum quantity/icebergQty allowed.
+	//	stepSize defines the intervals that a quantity/icebergQty can be increased/decreased by.
+	if f := symbol.LotSizeFilter(); f != nil {
+		market.MinQuantity = util.MustParseFloat(f.MinQuantity)
+		market.MaxQuantity = util.MustParseFloat(f.MaxQuantity)
+		market.StepSize = util.MustParseFloat(f.StepSize)
+	}
+
+	if f := symbol.PriceFilter(); f != nil {
+		market.MaxPrice = util.MustParseFloat(f.MaxPrice)
+		market.MinPrice = util.MustParseFloat(f.MinPrice)
+		market.TickSize = util.MustParseFloat(f.TickSize)
+	}
+
+	return market
+}
+
+
 func toGlobalIsolatedUserAsset(userAsset binance.IsolatedUserAsset) types.IsolatedUserAsset {
 	return types.IsolatedUserAsset{
 		Asset:         userAsset.Asset,
@ -90,8 +127,8 @@ func toGlobalMarginAccount(account *binance.MarginAccount) *types.MarginAccount
 	}
 }

-func toGlobalTicker(stats *binance.PriceChangeStats) types.Ticker {
-	return types.Ticker{
+func toGlobalTicker(stats *binance.PriceChangeStats) (*types.Ticker, error) {
+	return &types.Ticker{
 		Volume: util.MustParseFloat(stats.Volume),
 		Last:   util.MustParseFloat(stats.LastPrice),
 		Open:   util.MustParseFloat(stats.OpenPrice),
@ -100,9 +137,10 @@ func toGlobalTicker(stats *binance.PriceChangeStats) types.Ticker {
 		Buy:    util.MustParseFloat(stats.BidPrice),
 		Sell:   util.MustParseFloat(stats.AskPrice),
 		Time:   time.Unix(0, stats.CloseTime*int64(time.Millisecond)),
-	}
+	},nil
 }

+
 func toLocalOrderType(orderType types.OrderType) (binance.OrderType, error) {
 	switch orderType {

@ -303,3 +341,27 @@ func convertSubscription(s types.Subscription) string {

 	return fmt.Sprintf("%s@%s", strings.ToLower(s.Symbol), s.Channel)
 }
+
+func convertPremiumIndex(index *futures.PremiumIndex) (*types.PremiumIndex, error) {
+	markPrice, err := fixedpoint.NewFromString(index.MarkPrice)
+	if err != nil {
+		return nil, err
+	}
+
+	lastFundingRate, err := fixedpoint.NewFromString(index.LastFundingRate)
+	if err != nil {
+		return nil, err
+	}
+
+	nextFundingTime := time.Unix(0, index.NextFundingTime*int64(time.Millisecond))
+	t := time.Unix(0, index.Time*int64(time.Millisecond))
+
+	return &types.PremiumIndex{
+		Symbol:          index.Symbol,
+		MarkPrice:       markPrice,
+		NextFundingTime: nextFundingTime,
+		LastFundingRate: lastFundingRate,
+		Time:            t,
+	}, nil
+}
+
--- a/pkg/exchange/binance/exchange.go
+++ b/pkg/exchange/binance/exchange.go
@ -3,14 +3,14 @@ package binance
 import (
 	"context"
 	"fmt"
-	"github.com/adshao/go-binance/v2/futures"
-	"golang.org/x/time/rate"
 	"net/http"
 	"os"
 	"strconv"
 	"strings"
 	"time"

+	"golang.org/x/time/rate"
+
 	"github.com/adshao/go-binance/v2"
 	"github.com/google/uuid"
 	"github.com/pkg/errors"
@ -36,6 +36,7 @@ func init() {
 	_ = types.Exchange(&Exchange{})
 	_ = types.MarginExchange(&Exchange{})

+	// FIXME: this is not effected since dotenv is loaded in the rootCmd, not in the init function
 	if ok, _ := strconv.ParseBool(os.Getenv("DEBUG_BINANCE_STREAM")); ok {
 		log.Level = logrus.DebugLevel
 	}
@ -74,8 +75,7 @@ func (e *Exchange) QueryTicker(ctx context.Context, symbol string) (*types.Ticke
 		return nil, err
 	}

-	ticker := toGlobalTicker(stats[0])
-	return &ticker, nil
+	return toGlobalTicker(stats[0])
 }

 func (e *Exchange) QueryTickers(ctx context.Context, symbol ...string) (map[string]types.Ticker, error) {
@ -136,38 +136,7 @@ func (e *Exchange) QueryMarkets(ctx context.Context) (types.MarketMap, error) {

 	markets := types.MarketMap{}
 	for _, symbol := range exchangeInfo.Symbols {
-		market := types.Market{
-			Symbol:          symbol.Symbol,
-			LocalSymbol:     symbol.Symbol,
-			PricePrecision:  symbol.QuotePrecision,
-			VolumePrecision: symbol.BaseAssetPrecision,
-			QuoteCurrency:   symbol.QuoteAsset,
-			BaseCurrency:    symbol.BaseAsset,
-		}
-
-		if f := symbol.MinNotionalFilter(); f != nil {
-			market.MinNotional = util.MustParseFloat(f.MinNotional)
-			market.MinAmount = util.MustParseFloat(f.MinNotional)
-		}
-
-		// The LOT_SIZE filter defines the quantity (aka "lots" in auction terms) rules for a symbol.
-		// There are 3 parts:
-		// minQty defines the minimum quantity/icebergQty allowed.
-		//	maxQty defines the maximum quantity/icebergQty allowed.
-		//	stepSize defines the intervals that a quantity/icebergQty can be increased/decreased by.
-		if f := symbol.LotSizeFilter(); f != nil {
-			market.MinQuantity = util.MustParseFloat(f.MinQuantity)
-			market.MaxQuantity = util.MustParseFloat(f.MaxQuantity)
-			market.StepSize = util.MustParseFloat(f.StepSize)
-		}
-
-		if f := symbol.PriceFilter(); f != nil {
-			market.MaxPrice = util.MustParseFloat(f.MaxPrice)
-			market.MinPrice = util.MustParseFloat(f.MinPrice)
-			market.TickSize = util.MustParseFloat(f.TickSize)
-		}
-
-		markets[symbol.Symbol] = market
+		markets[symbol.Symbol] = toGlobalMarket(symbol)
 	}

 	return markets, nil
@ -211,15 +180,6 @@ func (e *Exchange) QueryIsolatedMarginAccount(ctx context.Context, symbols ...st
 	return toGlobalIsolatedMarginAccount(account), nil
 }

-func (e *Exchange) getLaunchDate() (time.Time, error) {
-	// binance launch date 12:00 July 14th, 2017
-	loc, err := time.LoadLocation("Asia/Shanghai")
-	if err != nil {
-		return time.Time{}, err
-	}
-
-	return time.Date(2017, time.July, 14, 0, 0, 0, 0, loc), nil
-}

 func (e *Exchange) Withdrawal(ctx context.Context, asset string, amount fixedpoint.Value, address string, options *types.WithdrawalOptions) error {
 	req := e.Client.NewCreateWithdrawService()
@ -250,7 +210,7 @@ func (e *Exchange) QueryWithdrawHistory(ctx context.Context, asset string, since

 	var emptyTime = time.Time{}
 	if startTime == emptyTime {
-		startTime, err = e.getLaunchDate()
+		startTime, err = getLaunchDate()
 		if err != nil {
 			return nil, err
 		}
@ -338,7 +298,7 @@ func (e *Exchange) QueryDepositHistory(ctx context.Context, asset string, since,

 	var emptyTime = time.Time{}
 	if startTime == emptyTime {
-		startTime, err = e.getLaunchDate()
+		startTime, err = getLaunchDate()
 		if err != nil {
 			return nil, err
 		}
@ -925,44 +885,7 @@ func (e *Exchange) BatchQueryKLines(ctx context.Context, symbol string, interval
 	return allKLines, nil
 }

-type FundingRate struct {
-	FundingRate fixedpoint.Value
-	FundingTime time.Time
-	Time        time.Time
-}
-
-type PremiumIndex struct {
-	Symbol          string           `json:"symbol"`
-	MarkPrice       fixedpoint.Value `json:"markPrice"`
-	LastFundingRate fixedpoint.Value `json:"lastFundingRate"`
-	NextFundingTime time.Time        `json:"nextFundingTime"`
-	Time            time.Time        `json:"time"`
-}
-
-func convertPremiumIndex(index *futures.PremiumIndex) (*PremiumIndex, error) {
-	markPrice, err := fixedpoint.NewFromString(index.MarkPrice)
-	if err != nil {
-		return nil, err
-	}
-
-	lastFundingRate, err := fixedpoint.NewFromString(index.LastFundingRate)
-	if err != nil {
-		return nil, err
-	}
-
-	nextFundingTime := time.Unix(0, index.NextFundingTime*int64(time.Millisecond))
-	t := time.Unix(0, index.Time*int64(time.Millisecond))
-
-	return &PremiumIndex{
-		Symbol:          index.Symbol,
-		MarkPrice:       markPrice,
-		NextFundingTime: nextFundingTime,
-		LastFundingRate: lastFundingRate,
-		Time:            t,
-	}, nil
-}
-
-func (e *Exchange) QueryPremiumIndex(ctx context.Context, symbol string) (*PremiumIndex, error) {
+func (e *Exchange) QueryPremiumIndex(ctx context.Context, symbol string) (*types.PremiumIndex, error) {
 	futuresClient := binance.NewFuturesClient(e.key, e.secret)

 	// when symbol is set, only one index will be returned.
@ -974,7 +897,7 @@ func (e *Exchange) QueryPremiumIndex(ctx context.Context, symbol string) (*Premi
 	return convertPremiumIndex(indexes[0])
 }

-func (e *Exchange) QueryFundingRateHistory(ctx context.Context, symbol string) (*FundingRate, error) {
+func (e *Exchange) QueryFundingRateHistory(ctx context.Context, symbol string) (*types.FundingRate, error) {
 	futuresClient := binance.NewFuturesClient(e.key, e.secret)
 	rates, err := futuresClient.NewFundingRateService().
 		Symbol(symbol).
@ -994,9 +917,19 @@ func (e *Exchange) QueryFundingRateHistory(ctx context.Context, symbol string) (
 		return nil, err
 	}

-	return &FundingRate{
+	return &types.FundingRate{
 		FundingRate: fundingRate,
 		FundingTime: time.Unix(0, rate.FundingTime*int64(time.Millisecond)),
 		Time:        time.Unix(0, rate.Time*int64(time.Millisecond)),
 	}, nil
 }
+
+func getLaunchDate() (time.Time, error) {
+	// binance launch date 12:00 July 14th, 2017
+	loc, err := time.LoadLocation("Asia/Shanghai")
+	if err != nil {
+		return time.Time{}, err
+	}
+
+	return time.Date(2017, time.July, 14, 0, 0, 0, 0, loc), nil
+}
--- a/pkg/exchange/ftx/exchange.go
+++ b/pkg/exchange/ftx/exchange.go
@ -3,6 +3,7 @@ package ftx
 import (
 	"context"
 	"fmt"
+	"golang.org/x/time/rate"
 	"net/http"
 	"net/url"
 	"sort"
@ -23,6 +24,9 @@ const (

 var logger = logrus.WithField("exchange", "ftx")

+// POST https://ftx.com/api/orders 429, Success: false, err: Do not send more than 2 orders on this market per 200ms
+var requestLimit = rate.NewLimiter(rate.Every(220*time.Millisecond), 2)
+
 //go:generate go run generate_symbol_map.go

 type Exchange struct {
@ -338,6 +342,9 @@ func (e *Exchange) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder
 		if so.TimeInForce != "GTC" && so.TimeInForce != "" {
 			return createdOrders, fmt.Errorf("unsupported TimeInForce %s. only support GTC", so.TimeInForce)
 		}
+		if err := requestLimit.Wait(ctx); err != nil {
+			logrus.WithError(err).Error("rate limit error")
+		}
 		or, err := e.newRest().PlaceOrder(ctx, PlaceOrderPayload{
 			Market:     toLocalSymbol(TrimUpperString(so.Symbol)),
 			Side:       TrimLowerString(string(so.Side)),
@ -437,6 +444,9 @@ func sortByCreatedASC(orders []order) {
 func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) error {
 	for _, o := range orders {
 		rest := e.newRest()
+		if err := requestLimit.Wait(ctx); err != nil {
+			logrus.WithError(err).Error("rate limit error")
+		}
 		if len(o.ClientOrderID) > 0 {
 			if _, err := rest.CancelOrderByClientID(ctx, o.ClientOrderID); err != nil {
 				return err
--- a/pkg/exchange/ftx/stream.go
+++ b/pkg/exchange/ftx/stream.go
@ -141,7 +141,9 @@ func (s *Stream) pollKLines(ctx context.Context) {

 		if len(klines) > 0 {
 			// handle mutiple klines, get the latest one
-			s.EmitKLineClosed(klines[len(klines)-1])
+			kline := klines[len(klines)-1]
+			s.EmitKLine(kline)
+			s.EmitKLineClosed(kline)
 		}
 	}

--- a/pkg/exchange/ftx/symbols.go
+++ b/pkg/exchange/ftx/symbols.go
@ -1,58 +1,62 @@
 // Code generated by go generate; DO NOT EDIT.
 package ftx
 var symbolMap = map[string]string{
-	"1INCH-0625": "1INCH-0625",
+	"1INCH-1231": "1INCH-1231",
 	"1INCH-PERP": "1INCH-PERP",
 	"1INCHUSD": "1INCH/USD",
-	"AAPL-0625": "AAPL-0625",
+	"AAPL-1231": "AAPL-1231",
 	"AAPLUSD": "AAPL/USD",
-	"AAVE-0625": "AAVE-0625",
+	"AAVE-1231": "AAVE-1231",
 	"AAVE-PERP": "AAVE-PERP",
 	"AAVEUSD": "AAVE/USD",
 	"AAVEUSDT": "AAVE/USDT",
-	"ABNB-0625": "ABNB-0625",
+	"ABNB-1231": "ABNB-1231",
 	"ABNBUSD": "ABNB/USD",
-	"ACB-0625": "ACB-0625",
+	"ACB-1231": "ACB-1231",
 	"ACBUSD": "ACB/USD",
-	"ADA-0625": "ADA-0625",
+	"ADA-1231": "ADA-1231",
 	"ADA-PERP": "ADA-PERP",
 	"ADABEARUSD": "ADABEAR/USD",
 	"ADABULLUSD": "ADABULL/USD",
 	"ADAHALFUSD": "ADAHALF/USD",
 	"ADAHEDGEUSD": "ADAHEDGE/USD",
+	"AGLD-PERP": "AGLD-PERP",
+	"AGLDUSD": "AGLD/USD",
 	"AKROUSD": "AKRO/USD",
 	"AKROUSDT": "AKRO/USDT",
 	"ALCX-PERP": "ALCX-PERP",
 	"ALCXUSD": "ALCX/USD",
-	"ALGO-0625": "ALGO-0625",
+	"ALEPHUSD": "ALEPH/USD",
+	"ALGO-1231": "ALGO-1231",
 	"ALGO-PERP": "ALGO-PERP",
 	"ALGOBEARUSD": "ALGOBEAR/USD",
 	"ALGOBULLUSD": "ALGOBULL/USD",
 	"ALGOHALFUSD": "ALGOHALF/USD",
 	"ALGOHEDGEUSD": "ALGOHEDGE/USD",
+	"ALICE-PERP": "ALICE-PERP",
+	"ALICEUSD": "ALICE/USD",
 	"ALPHA-PERP": "ALPHA-PERP",
 	"ALPHAUSD": "ALPHA/USD",
-	"ALT-0625": "ALT-0625",
+	"ALT-1231": "ALT-1231",
 	"ALT-PERP": "ALT-PERP",
 	"ALTBEARUSD": "ALTBEAR/USD",
 	"ALTBULLUSD": "ALTBULL/USD",
 	"ALTHALFUSD": "ALTHALF/USD",
 	"ALTHEDGEUSD": "ALTHEDGE/USD",
-	"AMC-0625": "AMC-0625",
+	"AMC-1231": "AMC-1231",
 	"AMCUSD": "AMC/USD",
-	"AMD-0625": "AMD-0625",
+	"AMD-1231": "AMD-1231",
 	"AMDUSD": "AMD/USD",
 	"AMPL-PERP": "AMPL-PERP",
 	"AMPLUSD": "AMPL/USD",
 	"AMPLUSDT": "AMPL/USDT",
-	"AMZN-0625": "AMZN-0625",
+	"AMZN-1231": "AMZN-1231",
 	"AMZNUSD": "AMZN/USD",
-	"APHA-0625": "APHA-0625",
+	"APHA-1231": "APHA-1231",
 	"APHAUSD": "APHA/USD",
 	"AR-PERP": "AR-PERP",
-	"ARKK-0625": "ARKK-0625",
+	"ARKK-1231": "ARKK-1231",
 	"ARKKUSD": "ARKK/USD",
-	"ASD-0625": "ASD-0625",
 	"ASD-PERP": "ASD-PERP",
 	"ASDBEARUSD": "ASDBEAR/USD",
 	"ASDBEARUSDT": "ASDBEAR/USDT",
@ -61,7 +65,9 @@ var symbolMap = map[string]string{
 	"ASDHALFUSD": "ASDHALF/USD",
 	"ASDHEDGEUSD": "ASDHEDGE/USD",
 	"ASDUSD": "ASD/USD",
-	"ATOM-0625": "ATOM-0625",
+	"ATLAS-PERP": "ATLAS-PERP",
+	"ATLASUSD": "ATLAS/USD",
+	"ATOM-1231": "ATOM-1231",
 	"ATOM-PERP": "ATOM-PERP",
 	"ATOMBEARUSD": "ATOMBEAR/USD",
 	"ATOMBULLUSD": "ATOMBULL/USD",
@ -70,16 +76,16 @@ var symbolMap = map[string]string{
 	"AUDIO-PERP": "AUDIO-PERP",
 	"AUDIOUSD": "AUDIO/USD",
 	"AUDIOUSDT": "AUDIO/USDT",
-	"AUDUSD": "AUD/USD",
-	"AVAX-0625": "AVAX-0625",
+	"AURYUSD": "AURY/USD",
+	"AVAX-1231": "AVAX-1231",
 	"AVAX-PERP": "AVAX-PERP",
 	"AXS-PERP": "AXS-PERP",
 	"AXSUSD": "AXS/USD",
-	"BABA-0625": "BABA-0625",
+	"BABA-1231": "BABA-1231",
 	"BABAUSD": "BABA/USD",
 	"BADGER-PERP": "BADGER-PERP",
 	"BADGERUSD": "BADGER/USD",
-	"BAL-0625": "BAL-0625",
+	"BAL-1231": "BAL-1231",
 	"BAL-PERP": "BAL-PERP",
 	"BALBEARUSD": "BALBEAR/USD",
 	"BALBEARUSDT": "BALBEAR/USDT",
@ -93,11 +99,12 @@ var symbolMap = map[string]string{
 	"BANDUSD": "BAND/USD",
 	"BAO-PERP": "BAO-PERP",
 	"BAOUSD": "BAO/USD",
+	"BARUSD": "BAR/USD",
 	"BAT-PERP": "BAT-PERP",
 	"BATUSD": "BAT/USD",
-	"BB-0625": "BB-0625",
+	"BB-1231": "BB-1231",
 	"BBUSD": "BB/USD",
-	"BCH-0625": "BCH-0625",
+	"BCH-1231": "BCH-1231",
 	"BCH-PERP": "BCH-PERP",
 	"BCHBEARUSD": "BCHBEAR/USD",
 	"BCHBEARUSDT": "BCHBEAR/USDT",
@ -111,11 +118,17 @@ var symbolMap = map[string]string{
 	"BEARSHITUSD": "BEARSHIT/USD",
 	"BEARUSD": "BEAR/USD",
 	"BEARUSDT": "BEAR/USDT",
-	"BILI-0625": "BILI-0625",
+	"BICOUSD": "BICO/USD",
+	"BILI-1231": "BILI-1231",
 	"BILIUSD": "BILI/USD",
-	"BITW-0625": "BITW-0625",
+	"BIT-PERP": "BIT-PERP",
+	"BITO-1231": "BITO-1231",
+	"BITOUSD": "BITO/USD",
+	"BITUSD": "BIT/USD",
+	"BITW-1231": "BITW-1231",
 	"BITWUSD": "BITW/USD",
-	"BNB-0625": "BNB-0625",
+	"BLTUSD": "BLT/USD",
+	"BNB-1231": "BNB-1231",
 	"BNB-PERP": "BNB-PERP",
 	"BNBBEARUSD": "BNBBEAR/USD",
 	"BNBBEARUSDT": "BNBBEAR/USDT",
@ -128,14 +141,15 @@ var symbolMap = map[string]string{
 	"BNBUSDT": "BNB/USDT",
 	"BNT-PERP": "BNT-PERP",
 	"BNTUSD": "BNT/USD",
-	"BNTX-0625": "BNTX-0625",
+	"BNTX-1231": "BNTX-1231",
 	"BNTXUSD": "BNTX/USD",
+	"BOBA-PERP": "BOBA-PERP",
+	"BOBAUSD": "BOBA/USD",
 	"BOLSONARO2022": "BOLSONARO2022",
-	"BRZ-0625": "BRZ-0625",
 	"BRZ-PERP": "BRZ-PERP",
 	"BRZUSD": "BRZ/USD",
 	"BRZUSDT": "BRZ/USDT",
-	"BSV-0625": "BSV-0625",
+	"BSV-1231": "BSV-1231",
 	"BSV-PERP": "BSV-PERP",
 	"BSVBEARUSD": "BSVBEAR/USD",
 	"BSVBEARUSDT": "BSVBEAR/USDT",
@ -143,20 +157,18 @@ var symbolMap = map[string]string{
 	"BSVBULLUSDT": "BSVBULL/USDT",
 	"BSVHALFUSD": "BSVHALF/USD",
 	"BSVHEDGEUSD": "BSVHEDGE/USD",
-	"BTC-0625": "BTC-0625",
-	"BTC-0924": "BTC-0924",
+	"BTC-0325": "BTC-0325",
 	"BTC-1231": "BTC-1231",
-	"BTC-MOVE-0526": "BTC-MOVE-0526",
-	"BTC-MOVE-0527": "BTC-MOVE-0527",
-	"BTC-MOVE-2021Q2": "BTC-MOVE-2021Q2",
-	"BTC-MOVE-2021Q3": "BTC-MOVE-2021Q3",
+	"BTC-MOVE-1209": "BTC-MOVE-1209",
+	"BTC-MOVE-1210": "BTC-MOVE-1210",
 	"BTC-MOVE-2021Q4": "BTC-MOVE-2021Q4",
-	"BTC-MOVE-WK-0528": "BTC-MOVE-WK-0528",
-	"BTC-MOVE-WK-0604": "BTC-MOVE-WK-0604",
-	"BTC-MOVE-WK-0611": "BTC-MOVE-WK-0611",
-	"BTC-MOVE-WK-0618": "BTC-MOVE-WK-0618",
+	"BTC-MOVE-2022Q1": "BTC-MOVE-2022Q1",
+	"BTC-MOVE-2022Q2": "BTC-MOVE-2022Q2",
+	"BTC-MOVE-WK-1210": "BTC-MOVE-WK-1210",
+	"BTC-MOVE-WK-1217": "BTC-MOVE-WK-1217",
+	"BTC-MOVE-WK-1224": "BTC-MOVE-WK-1224",
+	"BTC-MOVE-WK-1231": "BTC-MOVE-WK-1231",
 	"BTC-PERP": "BTC-PERP",
-	"BTCAUD": "BTC/AUD",
 	"BTCBRZ": "BTC/BRZ",
 	"BTCEUR": "BTC/EUR",
 	"BTCTRYB": "BTC/TRYB",
@ -169,20 +181,30 @@ var symbolMap = map[string]string{
 	"BVOLBTC": "BVOL/BTC",
 	"BVOLUSD": "BVOL/USD",
 	"BVOLUSDT": "BVOL/USDT",
-	"BYND-0625": "BYND-0625",
+	"BYND-1231": "BYND-1231",
 	"BYNDUSD": "BYND/USD",
+	"C98-PERP": "C98-PERP",
+	"C98USD": "C98/USD",
 	"CADUSD": "CAD/USD",
 	"CAKE-PERP": "CAKE-PERP",
-	"CEL-0625": "CEL-0625",
+	"CEL-1231": "CEL-1231",
+	"CEL-PERP": "CEL-PERP",
+	"CELBTC": "CEL/BTC",
+	"CELO-PERP": "CELO-PERP",
 	"CELUSD": "CEL/USD",
-	"CGC-0625": "CGC-0625",
+	"CGC-1231": "CGC-1231",
 	"CGCUSD": "CGC/USD",
-	"CHZ-0625": "CHZ-0625",
+	"CHR-PERP": "CHR-PERP",
+	"CHRUSD": "CHR/USD",
+	"CHZ-1231": "CHZ-1231",
 	"CHZ-PERP": "CHZ-PERP",
 	"CHZUSD": "CHZ/USD",
 	"CHZUSDT": "CHZ/USDT",
+	"CITYUSD": "CITY/USD",
+	"CLV-PERP": "CLV-PERP",
+	"CLVUSD": "CLV/USD",
 	"COINUSD": "COIN/USD",
-	"COMP-0625": "COMP-0625",
+	"COMP-1231": "COMP-1231",
 	"COMP-PERP": "COMP-PERP",
 	"COMPBEARUSD": "COMPBEAR/USD",
 	"COMPBEARUSDT": "COMPBEAR/USDT",
@ -195,12 +217,12 @@ var symbolMap = map[string]string{
 	"CONV-PERP": "CONV-PERP",
 	"CONVUSD": "CONV/USD",
 	"COPEUSD": "COPE/USD",
-	"CREAM-0625": "CREAM-0625",
+	"CQTUSD": "CQT/USD",
 	"CREAM-PERP": "CREAM-PERP",
 	"CREAMUSD": "CREAM/USD",
 	"CREAMUSDT": "CREAM/USDT",
 	"CRO-PERP": "CRO-PERP",
-	"CRON-0625": "CRON-0625",
+	"CRON-1231": "CRON-1231",
 	"CRONUSD": "CRON/USD",
 	"CROUSD": "CRO/USD",
 	"CRV-PERP": "CRV-PERP",
@ -214,12 +236,14 @@ var symbolMap = map[string]string{
 	"CUSDTHEDGEUSD": "CUSDTHEDGE/USD",
 	"CUSDTUSD": "CUSDT/USD",
 	"CUSDTUSDT": "CUSDT/USDT",
+	"CVC-PERP": "CVC-PERP",
+	"CVCUSD": "CVC/USD",
 	"DAIUSD": "DAI/USD",
 	"DAIUSDT": "DAI/USDT",
 	"DASH-PERP": "DASH-PERP",
 	"DAWN-PERP": "DAWN-PERP",
 	"DAWNUSD": "DAWN/USD",
-	"DEFI-0625": "DEFI-0625",
+	"DEFI-1231": "DEFI-1231",
 	"DEFI-PERP": "DEFI-PERP",
 	"DEFIBEARUSD": "DEFIBEAR/USD",
 	"DEFIBEARUSDT": "DEFIBEAR/USDT",
@ -229,12 +253,14 @@ var symbolMap = map[string]string{
 	"DEFIHEDGEUSD": "DEFIHEDGE/USD",
 	"DENT-PERP": "DENT-PERP",
 	"DENTUSD": "DENT/USD",
-	"DMG-PERP": "DMG-PERP",
+	"DFLUSD": "DFL/USD",
+	"DKNG-1231": "DKNG-1231",
+	"DKNGUSD": "DKNG/USD",
 	"DMGUSD": "DMG/USD",
 	"DMGUSDT": "DMG/USDT",
 	"DODO-PERP": "DODO-PERP",
 	"DODOUSD": "DODO/USD",
-	"DOGE-0625": "DOGE-0625",
+	"DOGE-1231": "DOGE-1231",
 	"DOGE-PERP": "DOGE-PERP",
 	"DOGEBEAR2021USD": "DOGEBEAR2021/USD",
 	"DOGEBTC": "DOGE/BTC",
@ -243,19 +269,26 @@ var symbolMap = map[string]string{
 	"DOGEHEDGEUSD": "DOGEHEDGE/USD",
 	"DOGEUSD": "DOGE/USD",
 	"DOGEUSDT": "DOGE/USDT",
-	"DOT-0625": "DOT-0625",
+	"DOT-1231": "DOT-1231",
 	"DOT-PERP": "DOT-PERP",
-	"DRGN-0625": "DRGN-0625",
+	"DRGN-1231": "DRGN-1231",
 	"DRGN-PERP": "DRGN-PERP",
 	"DRGNBEARUSD": "DRGNBEAR/USD",
 	"DRGNBULLUSD": "DRGNBULL/USD",
 	"DRGNHALFUSD": "DRGNHALF/USD",
 	"DRGNHEDGEUSD": "DRGNHEDGE/USD",
+	"DYDX-PERP": "DYDX-PERP",
+	"DYDXUSD": "DYDX/USD",
+	"EDEN-1231": "EDEN-1231",
+	"EDEN-PERP": "EDEN-PERP",
+	"EDENUSD": "EDEN/USD",
 	"EGLD-PERP": "EGLD-PERP",
 	"EMBUSD": "EMB/USD",
 	"ENJ-PERP": "ENJ-PERP",
 	"ENJUSD": "ENJ/USD",
-	"EOS-0625": "EOS-0625",
+	"ENS-PERP": "ENS-PERP",
+	"ENSUSD": "ENS/USD",
+	"EOS-1231": "EOS-1231",
 	"EOS-PERP": "EOS-PERP",
 	"EOSBEARUSD": "EOSBEAR/USD",
 	"EOSBEARUSDT": "EOSBEAR/USDT",
@ -268,18 +301,16 @@ var symbolMap = map[string]string{
 	"ETCBULLUSD": "ETCBULL/USD",
 	"ETCHALFUSD": "ETCHALF/USD",
 	"ETCHEDGEUSD": "ETCHEDGE/USD",
-	"ETH-0625": "ETH-0625",
-	"ETH-0924": "ETH-0924",
+	"ETH-0325": "ETH-0325",
 	"ETH-1231": "ETH-1231",
 	"ETH-PERP": "ETH-PERP",
-	"ETHAUD": "ETH/AUD",
 	"ETHBEARUSD": "ETHBEAR/USD",
 	"ETHBEARUSDT": "ETHBEAR/USDT",
 	"ETHBRZ": "ETH/BRZ",
 	"ETHBTC": "ETH/BTC",
 	"ETHBULLUSD": "ETHBULL/USD",
 	"ETHBULLUSDT": "ETHBULL/USDT",
-	"ETHE-0625": "ETHE-0625",
+	"ETHE-1231": "ETHE-1231",
 	"ETHEUR": "ETH/EUR",
 	"ETHEUSD": "ETHE/USD",
 	"ETHHALFUSD": "ETHHALF/USD",
@ -287,18 +318,18 @@ var symbolMap = map[string]string{
 	"ETHUSD": "ETH/USD",
 	"ETHUSDT": "ETH/USDT",
 	"EURUSD": "EUR/USD",
-	"EXCH-0625": "EXCH-0625",
+	"EXCH-1231": "EXCH-1231",
 	"EXCH-PERP": "EXCH-PERP",
 	"EXCHBEARUSD": "EXCHBEAR/USD",
 	"EXCHBULLUSD": "EXCHBULL/USD",
 	"EXCHHALFUSD": "EXCHHALF/USD",
 	"EXCHHEDGEUSD": "EXCHHEDGE/USD",
-	"FB-0625": "FB-0625",
+	"FB-1231": "FB-1231",
 	"FBUSD": "FB/USD",
 	"FIDA-PERP": "FIDA-PERP",
 	"FIDAUSD": "FIDA/USD",
 	"FIDAUSDT": "FIDA/USDT",
-	"FIL-0625": "FIL-0625",
+	"FIL-1231": "FIL-1231",
 	"FIL-PERP": "FIL-PERP",
 	"FLM-PERP": "FLM-PERP",
 	"FLOW-PERP": "FLOW-PERP",
@ -310,21 +341,26 @@ var symbolMap = map[string]string{
 	"FTTBTC": "FTT/BTC",
 	"FTTUSD": "FTT/USD",
 	"FTTUSDT": "FTT/USDT",
+	"GALA-PERP": "GALA-PERP",
+	"GALAUSD": "GALA/USD",
+	"GALUSD": "GAL/USD",
 	"GBPUSD": "GBP/USD",
-	"GBTC-0625": "GBTC-0625",
+	"GBTC-1231": "GBTC-1231",
 	"GBTCUSD": "GBTC/USD",
-	"GDX-0625": "GDX-0625",
-	"GDXJ-0625": "GDXJ-0625",
+	"GDX-1231": "GDX-1231",
+	"GDXJ-1231": "GDXJ-1231",
 	"GDXJUSD": "GDXJ/USD",
 	"GDXUSD": "GDX/USD",
-	"GLD-0625": "GLD-0625",
+	"GENEUSD": "GENE/USD",
+	"GLD-1231": "GLD-1231",
 	"GLDUSD": "GLD/USD",
 	"GLXYUSD": "GLXY/USD",
-	"GME-0625": "GME-0625",
+	"GME-1231": "GME-1231",
 	"GMEUSD": "GME/USD",
-	"GOOGL-0625": "GOOGL-0625",
+	"GODSUSD": "GODS/USD",
+	"GOOGL-1231": "GOOGL-1231",
 	"GOOGLUSD": "GOOGL/USD",
-	"GRT-0625": "GRT-0625",
+	"GRT-1231": "GRT-1231",
 	"GRT-PERP": "GRT-PERP",
 	"GRTBEARUSD": "GRTBEAR/USD",
 	"GRTBULLUSD": "GRTBULL/USD",
@ -337,6 +373,7 @@ var symbolMap = map[string]string{
 	"HEDGEUSD": "HEDGE/USD",
 	"HGETUSD": "HGET/USD",
 	"HGETUSDT": "HGET/USDT",
+	"HMTUSD": "HMT/USD",
 	"HNT-PERP": "HNT-PERP",
 	"HNTUSD": "HNT/USD",
 	"HNTUSDT": "HNT/USDT",
@ -358,7 +395,11 @@ var symbolMap = map[string]string{
 	"IBVOLUSD": "IBVOL/USD",
 	"IBVOLUSDT": "IBVOL/USDT",
 	"ICP-PERP": "ICP-PERP",
+	"ICX-PERP": "ICX-PERP",
+	"IMXUSD": "IMX/USD",
+	"INTERUSD": "INTER/USD",
 	"IOTA-PERP": "IOTA-PERP",
+	"JETUSD": "JET/USD",
 	"JSTUSD": "JST/USD",
 	"KAVA-PERP": "KAVA-PERP",
 	"KIN-PERP": "KIN-PERP",
@ -372,8 +413,9 @@ var symbolMap = map[string]string{
 	"KNCHEDGEUSD": "KNCHEDGE/USD",
 	"KNCUSD": "KNC/USD",
 	"KNCUSDT": "KNC/USDT",
+	"KSHIB-PERP": "KSHIB-PERP",
+	"KSHIBUSD": "KSHIB/USD",
 	"KSM-PERP": "KSM-PERP",
-	"LB-0812": "LB-0812",
 	"LEO-PERP": "LEO-PERP",
 	"LEOBEARUSD": "LEOBEAR/USD",
 	"LEOBULLUSD": "LEOBULL/USD",
@ -382,7 +424,7 @@ var symbolMap = map[string]string{
 	"LEOUSD": "LEO/USD",
 	"LINA-PERP": "LINA-PERP",
 	"LINAUSD": "LINA/USD",
-	"LINK-0625": "LINK-0625",
+	"LINK-1231": "LINK-1231",
 	"LINK-PERP": "LINK-PERP",
 	"LINKBEARUSD": "LINKBEAR/USD",
 	"LINKBEARUSDT": "LINKBEAR/USDT",
@ -395,7 +437,7 @@ var symbolMap = map[string]string{
 	"LINKUSDT": "LINK/USDT",
 	"LRC-PERP": "LRC-PERP",
 	"LRCUSD": "LRC/USD",
-	"LTC-0625": "LTC-0625",
+	"LTC-1231": "LTC-1231",
 	"LTC-PERP": "LTC-PERP",
 	"LTCBEARUSD": "LTCBEAR/USD",
 	"LTCBEARUSDT": "LTCBEAR/USDT",
@ -409,6 +451,8 @@ var symbolMap = map[string]string{
 	"LUAUSD": "LUA/USD",
 	"LUAUSDT": "LUA/USDT",
 	"LUNA-PERP": "LUNA-PERP",
+	"MANA-PERP": "MANA-PERP",
+	"MANAUSD": "MANA/USD",
 	"MAPS-PERP": "MAPS-PERP",
 	"MAPSUSD": "MAPS/USD",
 	"MAPSUSDT": "MAPS/USDT",
@ -416,15 +460,18 @@ var symbolMap = map[string]string{
 	"MATHUSDT": "MATH/USDT",
 	"MATIC-PERP": "MATIC-PERP",
 	"MATICBEAR2021USD": "MATICBEAR2021/USD",
+	"MATICBTC": "MATIC/BTC",
 	"MATICBULLUSD": "MATICBULL/USD",
 	"MATICHALFUSD": "MATICHALF/USD",
 	"MATICHEDGEUSD": "MATICHEDGE/USD",
 	"MATICUSD": "MATIC/USD",
+	"MCB-PERP": "MCB-PERP",
+	"MCBUSD": "MCB/USD",
 	"MEDIA-PERP": "MEDIA-PERP",
 	"MEDIAUSD": "MEDIA/USD",
 	"MER-PERP": "MER-PERP",
 	"MERUSD": "MER/USD",
-	"MID-0625": "MID-0625",
+	"MID-1231": "MID-1231",
 	"MID-PERP": "MID-PERP",
 	"MIDBEARUSD": "MIDBEAR/USD",
 	"MIDBULLUSD": "MIDBULL/USD",
@ -435,45 +482,49 @@ var symbolMap = map[string]string{
 	"MKRBULLUSD": "MKRBULL/USD",
 	"MKRUSD": "MKR/USD",
 	"MKRUSDT": "MKR/USDT",
+	"MNGO-PERP": "MNGO-PERP",
+	"MNGOUSD": "MNGO/USD",
 	"MOBUSD": "MOB/USD",
 	"MOBUSDT": "MOB/USDT",
-	"MRNA-0625": "MRNA-0625",
+	"MRNA-1231": "MRNA-1231",
 	"MRNAUSD": "MRNA/USD",
-	"MSTR-0625": "MSTR-0625",
+	"MSOLUSD": "MSOL/USD",
+	"MSTR-1231": "MSTR-1231",
 	"MSTRUSD": "MSTR/USD",
 	"MTA-PERP": "MTA-PERP",
 	"MTAUSD": "MTA/USD",
 	"MTAUSDT": "MTA/USDT",
 	"MTL-PERP": "MTL-PERP",
 	"MTLUSD": "MTL/USD",
+	"MVDA10-PERP": "MVDA10-PERP",
+	"MVDA25-PERP": "MVDA25-PERP",
 	"NEAR-PERP": "NEAR-PERP",
 	"NEO-PERP": "NEO-PERP",
-	"NFLX-0625": "NFLX-0625",
+	"NFLX-1231": "NFLX-1231",
 	"NFLXUSD": "NFLX/USD",
-	"NIO-0625": "NIO-0625",
+	"NIO-1231": "NIO-1231",
 	"NIOUSD": "NIO/USD",
-	"NOK-0625": "NOK-0625",
+	"NOK-1231": "NOK-1231",
 	"NOKUSD": "NOK/USD",
-	"NVDA-0625": "NVDA-0625",
+	"NVDA-1231": "NVDA-1231",
 	"NVDAUSD": "NVDA/USD",
-	"OKB-0625": "OKB-0625",
+	"OKB-1231": "OKB-1231",
 	"OKB-PERP": "OKB-PERP",
 	"OKBBEARUSD": "OKBBEAR/USD",
 	"OKBBULLUSD": "OKBBULL/USD",
 	"OKBHALFUSD": "OKBHALF/USD",
 	"OKBHEDGEUSD": "OKBHEDGE/USD",
 	"OKBUSD": "OKB/USD",
-	"OLY2021": "OLY2021",
-	"OMG-0625": "OMG-0625",
+	"OMG-1231": "OMG-1231",
 	"OMG-PERP": "OMG-PERP",
 	"OMGUSD": "OMG/USD",
+	"ONE-PERP": "ONE-PERP",
 	"ONT-PERP": "ONT-PERP",
 	"ORBS-PERP": "ORBS-PERP",
 	"ORBSUSD": "ORBS/USD",
 	"OXY-PERP": "OXY-PERP",
 	"OXYUSD": "OXY/USD",
 	"OXYUSDT": "OXY/USDT",
-	"PAXG-0625": "PAXG-0625",
 	"PAXG-PERP": "PAXG-PERP",
 	"PAXGBEARUSD": "PAXGBEAR/USD",
 	"PAXGBULLUSD": "PAXGBULL/USD",
@ -481,13 +532,16 @@ var symbolMap = map[string]string{
 	"PAXGHEDGEUSD": "PAXGHEDGE/USD",
 	"PAXGUSD": "PAXG/USD",
 	"PAXGUSDT": "PAXG/USDT",
-	"PENN-0625": "PENN-0625",
+	"PENN-1231": "PENN-1231",
 	"PENNUSD": "PENN/USD",
 	"PERP-PERP": "PERP-PERP",
 	"PERPUSD": "PERP/USD",
-	"PFE-0625": "PFE-0625",
+	"PFE-1231": "PFE-1231",
 	"PFEUSD": "PFE/USD",
-	"PRIV-0625": "PRIV-0625",
+	"POLIS-PERP": "POLIS-PERP",
+	"POLISUSD": "POLIS/USD",
+	"PORTUSD": "PORT/USD",
+	"PRIV-1231": "PRIV-1231",
 	"PRIV-PERP": "PRIV-PERP",
 	"PRIVBEARUSD": "PRIVBEAR/USD",
 	"PRIVBULLUSD": "PRIVBULL/USD",
@ -495,20 +549,24 @@ var symbolMap = map[string]string{
 	"PRIVHEDGEUSD": "PRIVHEDGE/USD",
 	"PROM-PERP": "PROM-PERP",
 	"PROMUSD": "PROM/USD",
+	"PSGUSD": "PSG/USD",
+	"PTUUSD": "PTU/USD",
 	"PUNDIX-PERP": "PUNDIX-PERP",
 	"PUNDIXUSD": "PUNDIX/USD",
-	"PYPL-0625": "PYPL-0625",
+	"PYPL-1231": "PYPL-1231",
 	"PYPLUSD": "PYPL/USD",
 	"QTUM-PERP": "QTUM-PERP",
 	"RAMP-PERP": "RAMP-PERP",
 	"RAMPUSD": "RAMP/USD",
 	"RAY-PERP": "RAY-PERP",
 	"RAYUSD": "RAY/USD",
-	"REEF-0625": "REEF-0625",
+	"REEF-1231": "REEF-1231",
 	"REEF-PERP": "REEF-PERP",
 	"REEFUSD": "REEF/USD",
 	"REN-PERP": "REN-PERP",
 	"RENUSD": "REN/USD",
+	"RNDR-PERP": "RNDR-PERP",
+	"RNDRUSD": "RNDR/USD",
 	"ROOK-PERP": "ROOK-PERP",
 	"ROOKUSD": "ROOK/USD",
 	"ROOKUSDT": "ROOK/USDT",
@ -522,61 +580,73 @@ var symbolMap = map[string]string{
 	"SC-PERP": "SC-PERP",
 	"SECO-PERP": "SECO-PERP",
 	"SECOUSD": "SECO/USD",
-	"SGDUSD": "SGD/USD",
 	"SHIB-PERP": "SHIB-PERP",
 	"SHIBUSD": "SHIB/USD",
-	"SHIT-0625": "SHIT-0625",
+	"SHIT-1231": "SHIT-1231",
 	"SHIT-PERP": "SHIT-PERP",
 	"SKL-PERP": "SKL-PERP",
 	"SKLUSD": "SKL/USD",
-	"SLV-0625": "SLV-0625",
+	"SLNDUSD": "SLND/USD",
+	"SLP-PERP": "SLP-PERP",
+	"SLPUSD": "SLP/USD",
+	"SLRSUSD": "SLRS/USD",
+	"SLV-1231": "SLV-1231",
 	"SLVUSD": "SLV/USD",
 	"SNX-PERP": "SNX-PERP",
 	"SNXUSD": "SNX/USD",
-	"SOL-0625": "SOL-0625",
+	"SNYUSD": "SNY/USD",
+	"SOL-1231": "SOL-1231",
 	"SOL-PERP": "SOL-PERP",
 	"SOLBTC": "SOL/BTC",
 	"SOLUSD": "SOL/USD",
 	"SOLUSDT": "SOL/USDT",
-	"SPY-0625": "SPY-0625",
+	"SPELL-PERP": "SPELL-PERP",
+	"SPELLUSD": "SPELL/USD",
+	"SPY-1231": "SPY-1231",
 	"SPYUSD": "SPY/USD",
-	"SQ-0625": "SQ-0625",
+	"SQ-1231": "SQ-1231",
 	"SQUSD": "SQ/USD",
 	"SRM-PERP": "SRM-PERP",
 	"SRMUSD": "SRM/USD",
 	"SRMUSDT": "SRM/USDT",
 	"SRN-PERP": "SRN-PERP",
+	"STARSUSD": "STARS/USD",
 	"STEP-PERP": "STEP-PERP",
 	"STEPUSD": "STEP/USD",
+	"STETHUSD": "STETH/USD",
 	"STMX-PERP": "STMX-PERP",
 	"STMXUSD": "STMX/USD",
 	"STORJ-PERP": "STORJ-PERP",
 	"STORJUSD": "STORJ/USD",
+	"STSOLUSD": "STSOL/USD",
 	"STX-PERP": "STX-PERP",
 	"SUNUSD": "SUN/USD",
-	"SUSHI-0625": "SUSHI-0625",
+	"SUSHI-1231": "SUSHI-1231",
 	"SUSHI-PERP": "SUSHI-PERP",
 	"SUSHIBEARUSD": "SUSHIBEAR/USD",
 	"SUSHIBTC": "SUSHI/BTC",
 	"SUSHIBULLUSD": "SUSHIBULL/USD",
 	"SUSHIUSD": "SUSHI/USD",
 	"SUSHIUSDT": "SUSHI/USDT",
-	"SXP-0625": "SXP-0625",
+	"SXP-1231": "SXP-1231",
 	"SXP-PERP": "SXP-PERP",
 	"SXPBEARUSD": "SXPBEAR/USD",
+	"SXPBTC": "SXP/BTC",
 	"SXPBULLUSD": "SXPBULL/USD",
 	"SXPHALFUSD": "SXPHALF/USD",
 	"SXPHALFUSDT": "SXPHALF/USDT",
 	"SXPHEDGEUSD": "SXPHEDGE/USD",
 	"SXPUSD": "SXP/USD",
 	"SXPUSDT": "SXP/USDT",
-	"THETA-0625": "THETA-0625",
+	"THETA-1231": "THETA-1231",
 	"THETA-PERP": "THETA-PERP",
 	"THETABEARUSD": "THETABEAR/USD",
 	"THETABULLUSD": "THETABULL/USD",
 	"THETAHALFUSD": "THETAHALF/USD",
 	"THETAHEDGEUSD": "THETAHEDGE/USD",
-	"TLRY-0625": "TLRY-0625",
+	"TLM-PERP": "TLM-PERP",
+	"TLMUSD": "TLM/USD",
+	"TLRY-1231": "TLRY-1231",
 	"TLRYUSD": "TLRY/USD",
 	"TOMO-PERP": "TOMO-PERP",
 	"TOMOBEAR2021USD": "TOMOBEAR2021/USD",
@ -585,55 +655,58 @@ var symbolMap = map[string]string{
 	"TOMOHEDGEUSD": "TOMOHEDGE/USD",
 	"TOMOUSD": "TOMO/USD",
 	"TOMOUSDT": "TOMO/USDT",
-	"TRU-0625": "TRU-0625",
+	"TONCOIN-PERP": "TONCOIN-PERP",
+	"TONCOINUSD": "TONCOIN/USD",
 	"TRU-PERP": "TRU-PERP",
 	"TRUMP2024": "TRUMP2024",
 	"TRUUSD": "TRU/USD",
 	"TRUUSDT": "TRU/USDT",
-	"TRX-0625": "TRX-0625",
+	"TRX-1231": "TRX-1231",
 	"TRX-PERP": "TRX-PERP",
 	"TRXBEARUSD": "TRXBEAR/USD",
+	"TRXBTC": "TRX/BTC",
 	"TRXBULLUSD": "TRXBULL/USD",
 	"TRXHALFUSD": "TRXHALF/USD",
 	"TRXHEDGEUSD": "TRXHEDGE/USD",
 	"TRXUSD": "TRX/USD",
 	"TRXUSDT": "TRX/USDT",
-	"TRYB-0625": "TRYB-0625",
 	"TRYB-PERP": "TRYB-PERP",
 	"TRYBBEARUSD": "TRYBBEAR/USD",
 	"TRYBBULLUSD": "TRYBBULL/USD",
 	"TRYBHALFUSD": "TRYBHALF/USD",
 	"TRYBHEDGEUSD": "TRYBHEDGE/USD",
 	"TRYBUSD": "TRYB/USD",
-	"TSLA-0625": "TSLA-0625",
+	"TSLA-1231": "TSLA-1231",
 	"TSLABTC": "TSLA/BTC",
 	"TSLADOGE": "TSLA/DOGE",
 	"TSLAUSD": "TSLA/USD",
-	"TSM-0625": "TSM-0625",
+	"TSM-1231": "TSM-1231",
 	"TSMUSD": "TSM/USD",
-	"TWTR-0625": "TWTR-0625",
+	"TULIP-PERP": "TULIP-PERP",
+	"TULIPUSD": "TULIP/USD",
+	"TWTR-1231": "TWTR-1231",
 	"TWTRUSD": "TWTR/USD",
-	"UBER-0625": "UBER-0625",
+	"UBER-1231": "UBER-1231",
 	"UBERUSD": "UBER/USD",
 	"UBXTUSD": "UBXT/USD",
 	"UBXTUSDT": "UBXT/USDT",
-	"UNI-0625": "UNI-0625",
+	"UNI-1231": "UNI-1231",
 	"UNI-PERP": "UNI-PERP",
 	"UNIBTC": "UNI/BTC",
-	"UNISWAP-0625": "UNISWAP-0625",
+	"UNISWAP-1231": "UNISWAP-1231",
 	"UNISWAP-PERP": "UNISWAP-PERP",
 	"UNISWAPBEARUSD": "UNISWAPBEAR/USD",
 	"UNISWAPBULLUSD": "UNISWAPBULL/USD",
 	"UNIUSD": "UNI/USD",
 	"UNIUSDT": "UNI/USDT",
-	"USDT-0625": "USDT-0625",
+	"USDT-1231": "USDT-1231",
 	"USDT-PERP": "USDT-PERP",
 	"USDTBEARUSD": "USDTBEAR/USD",
 	"USDTBULLUSD": "USDTBULL/USD",
 	"USDTHALFUSD": "USDTHALF/USD",
 	"USDTHEDGEUSD": "USDTHEDGE/USD",
 	"USDTUSD": "USDT/USD",
-	"USO-0625": "USO-0625",
+	"USO-1231": "USO-1231",
 	"USOUSD": "USO/USD",
 	"VET-PERP": "VET-PERP",
 	"VETBEARUSD": "VETBEAR/USD",
@ -641,14 +714,17 @@ var symbolMap = map[string]string{
 	"VETBULLUSD": "VETBULL/USD",
 	"VETBULLUSDT": "VETBULL/USDT",
 	"VETHEDGEUSD": "VETHEDGE/USD",
-	"WAVES-0625": "WAVES-0625",
+	"VGXUSD": "VGX/USD",
+	"WAVES-1231": "WAVES-1231",
 	"WAVES-PERP": "WAVES-PERP",
 	"WAVESUSD": "WAVES/USD",
+	"WBTCBTC": "WBTC/BTC",
 	"WBTCUSD": "WBTC/USD",
+	"WNDRUSD": "WNDR/USD",
 	"WRXUSD": "WRX/USD",
 	"WRXUSDT": "WRX/USDT",
-	"WSB-0625": "WSB-0625",
-	"XAUT-0625": "XAUT-0625",
+	"WSB-1231": "WSB-1231",
+	"XAUT-1231": "XAUT-1231",
 	"XAUT-PERP": "XAUT-PERP",
 	"XAUTBEARUSD": "XAUTBEAR/USD",
 	"XAUTBULLUSD": "XAUTBULL/USD",
@ -661,7 +737,7 @@ var symbolMap = map[string]string{
 	"XLMBEARUSD": "XLMBEAR/USD",
 	"XLMBULLUSD": "XLMBULL/USD",
 	"XMR-PERP": "XMR-PERP",
-	"XRP-0625": "XRP-0625",
+	"XRP-1231": "XRP-1231",
 	"XRP-PERP": "XRP-PERP",
 	"XRPBEARUSD": "XRPBEAR/USD",
 	"XRPBEARUSDT": "XRPBEAR/USDT",
@ -672,7 +748,7 @@ var symbolMap = map[string]string{
 	"XRPHEDGEUSD": "XRPHEDGE/USD",
 	"XRPUSD": "XRP/USD",
 	"XRPUSDT": "XRP/USDT",
-	"XTZ-0625": "XTZ-0625",
+	"XTZ-1231": "XTZ-1231",
 	"XTZ-PERP": "XTZ-PERP",
 	"XTZBEARUSD": "XTZBEAR/USD",
 	"XTZBEARUSDT": "XTZBEAR/USDT",
@ -680,7 +756,7 @@ var symbolMap = map[string]string{
 	"XTZBULLUSDT": "XTZBULL/USDT",
 	"XTZHALFUSD": "XTZHALF/USD",
 	"XTZHEDGEUSD": "XTZHEDGE/USD",
-	"YFI-0625": "YFI-0625",
+	"YFI-1231": "YFI-1231",
 	"YFI-PERP": "YFI-PERP",
 	"YFIBTC": "YFI/BTC",
 	"YFII-PERP": "YFII-PERP",
@ -691,7 +767,7 @@ var symbolMap = map[string]string{
 	"ZECBEARUSD": "ZECBEAR/USD",
 	"ZECBULLUSD": "ZECBULL/USD",
 	"ZIL-PERP": "ZIL-PERP",
-	"ZM-0625": "ZM-0625",
+	"ZM-1231": "ZM-1231",
 	"ZMUSD": "ZM/USD",
 	"ZRX-PERP": "ZRX-PERP",
 	"ZRXUSD": "ZRX/USD",
--- a/pkg/exchange/okex/exchange.go
+++ b/pkg/exchange/okex/exchange.go
@ -28,7 +28,10 @@ type Exchange struct {

 func New(key, secret, passphrase string) *Exchange {
 	client := okexapi.NewClient()
+
+	if len(key) > 0 && len(secret) > 0 {
 		client.Auth(key, secret, passphrase)
+	}

 	return &Exchange{
 		key:        key,
--- a/pkg/migrations/mysql/20211205162043_add_is_futures_column.go
+++ b/pkg/migrations/mysql/20211205162043_add_is_futures_column.go
@ -0,0 +1,44 @@
+package mysql
+
+import (
+	"context"
+
+	"github.com/c9s/rockhopper"
+)
+
+func init() {
+	AddMigration(upAddIsFuturesColumn, downAddIsFuturesColumn)
+
+}
+
+func upAddIsFuturesColumn(ctx context.Context, tx rockhopper.SQLExecutor) (err error) {
+	// This code is executed when the migration is applied.
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `trades` ADD COLUMN `is_futures` BOOLEAN NOT NULL DEFAULT FALSE;")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `orders` ADD COLUMN `is_futures` BOOLEAN NOT NULL DEFAULT FALSE;")
+	if err != nil {
+		return err
+	}
+
+	return err
+}
+
+func downAddIsFuturesColumn(ctx context.Context, tx rockhopper.SQLExecutor) (err error) {
+	// This code is executed when the migration is rolled back.
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `trades` DROP COLUMN `is_futures`;")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `orders` DROP COLUMN `is_futures`;")
+	if err != nil {
+		return err
+	}
+
+	return err
+}
--- a/pkg/migrations/sqlite3/20211205162302_add_is_futures_column.go
+++ b/pkg/migrations/sqlite3/20211205162302_add_is_futures_column.go
@ -0,0 +1,44 @@
+package sqlite3
+
+import (
+	"context"
+
+	"github.com/c9s/rockhopper"
+)
+
+func init() {
+	AddMigration(upAddIsFuturesColumn, downAddIsFuturesColumn)
+
+}
+
+func upAddIsFuturesColumn(ctx context.Context, tx rockhopper.SQLExecutor) (err error) {
+	// This code is executed when the migration is applied.
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `trades` ADD COLUMN `is_futures` BOOLEAN NOT NULL DEFAULT FALSE;")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `orders` ADD COLUMN `is_futures` BOOLEAN NOT NULL DEFAULT FALSE;")
+	if err != nil {
+		return err
+	}
+
+	return err
+}
+
+func downAddIsFuturesColumn(ctx context.Context, tx rockhopper.SQLExecutor) (err error) {
+	// This code is executed when the migration is rolled back.
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `trades` RENAME COLUMN `is_futures` TO `is_futures_deleted`;")
+	if err != nil {
+		return err
+	}
+
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `orders` RENAME COLUMN `is_futures` TO `is_futures_deleted`;")
+	if err != nil {
+		return err
+	}
+
+	return err
+}
--- a/pkg/service/order.go
+++ b/pkg/service/order.go
@ -20,7 +20,9 @@ type OrderService struct {

 func (s *OrderService) Sync(ctx context.Context, exchange types.Exchange, symbol string, startTime time.Time) error {
 	isMargin := false
+	isFutures := false
 	isIsolated := false
+
 	if marginExchange, ok := exchange.(types.MarginExchange); ok {
 		marginSettings := marginExchange.GetMarginSettings()
 		isMargin = marginSettings.IsMargin
@ -30,7 +32,17 @@ func (s *OrderService) Sync(ctx context.Context, exchange types.Exchange, symbol
 		}
 	}

-	records, err := s.QueryLast(exchange.Name(), symbol, isMargin, isIsolated, 50)
+	if futuresExchange, ok := exchange.(types.FuturesExchange); ok {
+		futuresSettings := futuresExchange.GetFuturesSettings()
+		isFutures = futuresSettings.IsFutures
+		isIsolated = futuresSettings.IsIsolatedFutures
+		if futuresSettings.IsIsolatedFutures {
+			symbol = futuresSettings.IsolatedFuturesSymbol
+		}
+	}
+	
+
+	records, err := s.QueryLast(exchange.Name(), symbol, isMargin, isFutures, isIsolated, 50)
 	if err != nil {
 		return err
 	}
@ -78,14 +90,15 @@ func (s *OrderService) Sync(ctx context.Context, exchange types.Exchange, symbol


 // QueryLast queries the last order from the database
-func (s *OrderService) QueryLast(ex types.ExchangeName, symbol string, isMargin, isIsolated bool, limit int) ([]types.Order, error) {
-	log.Infof("querying last order exchange = %s AND symbol = %s AND is_margin = %v AND is_isolated = %v", ex, symbol, isMargin, isIsolated)
+func (s *OrderService) QueryLast(ex types.ExchangeName, symbol string, isMargin, isFutures, isIsolated bool, limit int) ([]types.Order, error) {
+	log.Infof("querying last order exchange = %s AND symbol = %s AND is_margin = %v AND is_futures = %v AND is_isolated = %v", ex, symbol, isMargin, isFutures, isIsolated)

-	sql := `SELECT * FROM orders WHERE exchange = :exchange AND symbol = :symbol AND is_margin = :is_margin AND is_isolated = :is_isolated ORDER BY gid DESC LIMIT :limit`
+	sql := `SELECT * FROM orders WHERE exchange = :exchange AND symbol = :symbol AND is_margin = :is_margin AND is_futures = :is_futures AND is_isolated = :is_isolated ORDER BY gid DESC LIMIT :limit`
 	rows, err := s.DB.NamedQuery(sql, map[string]interface{}{
 		"exchange":    ex,
 		"symbol":      symbol,
 		"is_margin":   isMargin,
+		"is_futures":  isFutures,
 		"is_isolated": isIsolated,
 		"limit":       limit,
 	})
@ -195,15 +208,15 @@ func (s *OrderService) scanRows(rows *sqlx.Rows) (orders []types.Order, err erro
 func (s *OrderService) Insert(order types.Order) (err error) {
 	if s.DB.DriverName() == "mysql" {
 		_, err = s.DB.NamedExec(`
-			INSERT INTO orders (exchange, order_id, client_order_id, order_type, status, symbol, price, stop_price, quantity, executed_quantity, side, is_working, time_in_force, created_at, updated_at, is_margin, is_isolated)
-			VALUES (:exchange, :order_id, :client_order_id, :order_type, :status, :symbol, :price, :stop_price, :quantity, :executed_quantity, :side, :is_working, :time_in_force, :created_at, :updated_at, :is_margin, :is_isolated)
+			INSERT INTO orders (exchange, order_id, client_order_id, order_type, status, symbol, price, stop_price, quantity, executed_quantity, side, is_working, time_in_force, created_at, updated_at, is_margin, is_futures, is_isolated)
+			VALUES (:exchange, :order_id, :client_order_id, :order_type, :status, :symbol, :price, :stop_price, :quantity, :executed_quantity, :side, :is_working, :time_in_force, :created_at, :updated_at, :is_margin, :is_futures, :is_isolated)
 			ON DUPLICATE KEY UPDATE status=:status, executed_quantity=:executed_quantity, is_working=:is_working, updated_at=:updated_at`, order)
 		return err
 	}

 	_, err = s.DB.NamedExec(`
-			INSERT INTO orders (exchange, order_id, client_order_id, order_type, status, symbol, price, stop_price, quantity, executed_quantity, side, is_working, time_in_force, created_at, updated_at, is_margin, is_isolated)
-			VALUES (:exchange, :order_id, :client_order_id, :order_type, :status, :symbol, :price, :stop_price, :quantity, :executed_quantity, :side, :is_working, :time_in_force, :created_at, :updated_at, :is_margin, :is_isolated)
+			INSERT INTO orders (exchange, order_id, client_order_id, order_type, status, symbol, price, stop_price, quantity, executed_quantity, side, is_working, time_in_force, created_at, updated_at, is_margin, is_futures, is_isolated)
+			VALUES (:exchange, :order_id, :client_order_id, :order_type, :status, :symbol, :price, :stop_price, :quantity, :executed_quantity, :side, :is_working, :time_in_force, :created_at, :updated_at, :is_margin, :is_futures, :is_isolated)
 	`, order)

 	return err
--- a/pkg/service/trade.go
+++ b/pkg/service/trade.go
@ -52,7 +52,9 @@ func NewTradeService(db *sqlx.DB) *TradeService {

 func (s *TradeService) Sync(ctx context.Context, exchange types.Exchange, symbol string) error {
 	isMargin := false
+	isFutures := false
 	isIsolated := false
+
 	if marginExchange, ok := exchange.(types.MarginExchange); ok {
 		marginSettings := marginExchange.GetMarginSettings()
 		isMargin = marginSettings.IsMargin
@ -62,8 +64,18 @@ func (s *TradeService) Sync(ctx context.Context, exchange types.Exchange, symbol
 		}
 	}

+	if futuresExchange, ok := exchange.(types.FuturesExchange); ok {
+		futuresSettings := futuresExchange.GetFuturesSettings()
+		isFutures = futuresSettings.IsFutures
+		isIsolated = futuresSettings.IsIsolatedFutures
+		if futuresSettings.IsIsolatedFutures {
+			symbol = futuresSettings.IsolatedFuturesSymbol
+		}
+	}
+	
+
 	// records descending ordered
-	records, err := s.QueryLast(exchange.Name(), symbol, isMargin, isIsolated, 50)
+	records, err := s.QueryLast(exchange.Name(), symbol, isMargin, isFutures, isIsolated, 50)
 	if err != nil {
 		return err
 	}
@ -265,14 +277,15 @@ func generateMysqlTradingVolumeQuerySQL(options TradingVolumeQueryOptions) strin
 }

 // QueryLast queries the last trade from the database
-func (s *TradeService) QueryLast(ex types.ExchangeName, symbol string, isMargin, isIsolated bool, limit int) ([]types.Trade, error) {
-	log.Debugf("querying last trade exchange = %s AND symbol = %s AND is_margin = %v AND is_isolated = %v", ex, symbol, isMargin, isIsolated)
+func (s *TradeService) QueryLast(ex types.ExchangeName, symbol string, isMargin, isFutures, isIsolated bool, limit int) ([]types.Trade, error) {
+	log.Debugf("querying last trade exchange = %s AND symbol = %s AND is_margin = %v AND is_futures = %v AND is_isolated = %v", ex, symbol, isMargin, isFutures, isIsolated)

-	sql := "SELECT * FROM trades WHERE exchange = :exchange AND symbol = :symbol AND is_margin = :is_margin AND is_isolated = :is_isolated ORDER BY gid DESC LIMIT :limit"
+	sql := "SELECT * FROM trades WHERE exchange = :exchange AND symbol = :symbol AND is_margin = :is_margin AND is_futures = :is_futures AND is_isolated = :is_isolated ORDER BY gid DESC LIMIT :limit"
 	rows, err := s.DB.NamedQuery(sql, map[string]interface{}{
 		"symbol":      symbol,
 		"exchange":    ex,
 		"is_margin":   isMargin,
+		"is_futures":  isFutures,
 		"is_isolated": isIsolated,
 		"limit":       limit,
 	})
@ -439,8 +452,8 @@ func (s *TradeService) scanRows(rows *sqlx.Rows) (trades []types.Trade, err erro

 func (s *TradeService) Insert(trade types.Trade) error {
 	_, err := s.DB.NamedExec(`
-			INSERT INTO trades (id, exchange, order_id, symbol, price, quantity, quote_quantity, side, is_buyer, is_maker, fee, fee_currency, traded_at, is_margin, is_isolated)
-			VALUES (:id, :exchange, :order_id, :symbol, :price, :quantity, :quote_quantity, :side, :is_buyer, :is_maker, :fee, :fee_currency, :traded_at, :is_margin, :is_isolated)`,
+			INSERT INTO trades (id, exchange, order_id, symbol, price, quantity, quote_quantity, side, is_buyer, is_maker, fee, fee_currency, traded_at, is_margin, is_futures, is_isolated)
+			VALUES (:id, :exchange, :order_id, :symbol, :price, :quantity, :quote_quantity, :side, :is_buyer, :is_maker, :fee, :fee_currency, :traded_at, :is_margin, :is_futures, :is_isolated)`,
 		trade)
 	return err
 }
--- a/pkg/strategy/techsignal/strategy.go
+++ b/pkg/strategy/techsignal/strategy.go
@ -4,13 +4,14 @@ import (
 	"context"
 	"errors"
 	"fmt"
-	"github.com/c9s/bbgo/pkg/exchange/binance"
-	"github.com/c9s/bbgo/pkg/fixedpoint"
-	"github.com/sirupsen/logrus"
 	"math"
 	"strings"
 	"time"

+	"github.com/c9s/bbgo/pkg/exchange/binance"
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/sirupsen/logrus"
+
 	"github.com/c9s/bbgo/pkg/bbgo"
 	"github.com/c9s/bbgo/pkg/types"
 )
@ -87,7 +88,7 @@ func (s *Strategy) Validate() error {
 }

 func (s *Strategy) listenToFundingRate(ctx context.Context, exchange *binance.Exchange) {
-	var previousIndex, fundingRate24HoursLowIndex *binance.PremiumIndex
+	var previousIndex, fundingRate24HoursLowIndex *types.PremiumIndex

 	fundingRateTicker := time.NewTicker(1 * time.Hour)
 	defer fundingRateTicker.Stop()
--- a/pkg/types/account.go
+++ b/pkg/types/account.go
@ -225,7 +225,7 @@ func (a *Account) Balance(currency string) (balance Balance, ok bool) {
 	return balance, ok
 }

-func (a *Account) AddBalance(currency string, fund fixedpoint.Value) error {
+func (a *Account) AddBalance(currency string, fund fixedpoint.Value) {
 	a.Lock()
 	defer a.Unlock()

@ -233,7 +233,7 @@ func (a *Account) AddBalance(currency string, fund fixedpoint.Value) error {
 	if ok {
 		balance.Available += fund
 		a.balances[currency] = balance
-		return nil
+		return
 	}

 	a.balances[currency] = Balance{
@ -241,7 +241,6 @@ func (a *Account) AddBalance(currency string, fund fixedpoint.Value) error {
 		Available: fund,
 		Locked:    0,
 	}
-	return nil
 }

 func (a *Account) UseLockedBalance(currency string, fund fixedpoint.Value) error {
--- a/pkg/types/account_test.go
+++ b/pkg/types/account_test.go
@ -10,9 +10,9 @@ import (

 func TestAccountLockAndUnlock(t *testing.T) {
 	a := NewAccount()
-	err := a.AddBalance("USDT", 1000)
-	assert.NoError(t, err)
+	a.AddBalance("USDT", 1000)

+	var err error
 	balance, ok := a.Balance("USDT")
 	assert.True(t, ok)
 	assert.Equal(t, balance.Available, fixedpoint.Value(1000))
@ -36,9 +36,9 @@ func TestAccountLockAndUnlock(t *testing.T) {

 func TestAccountLockAndUse(t *testing.T) {
 	a := NewAccount()
-	err := a.AddBalance("USDT", 1000)
-	assert.NoError(t, err)
+	a.AddBalance("USDT", 1000)

+	var err error
 	balance, ok := a.Balance("USDT")
 	assert.True(t, ok)
 	assert.Equal(t, balance.Available, fixedpoint.Value(1000))
--- a/pkg/types/fundingrate.go
+++ b/pkg/types/fundingrate.go
@ -0,0 +1,13 @@
+package types
+
+import (
+	"time"
+
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+)
+
+type FundingRate struct {
+	FundingRate fixedpoint.Value
+	FundingTime time.Time
+	Time        time.Time
+}
--- a/pkg/types/order.go
+++ b/pkg/types/order.go
@ -114,6 +114,10 @@ type SubmitOrder struct {
 	GroupID uint32 `json:"groupID,omitempty"`

 	MarginSideEffect MarginOrderSideEffectType `json:"marginSideEffect,omitempty"` // AUTO_REPAY = repay, MARGIN_BUY = borrow, defaults to  NO_SIDE_EFFECT
+
+	// futures order fields
+	ReduceOnly bool `json:"reduceOnly" db:"reduce_only"`
+	ClosePosition bool `json:"closePosition" db:"close_position"`
 }

 func (o *SubmitOrder) String() string {
--- a/pkg/types/premiumindex.go
+++ b/pkg/types/premiumindex.go
@ -0,0 +1,15 @@
+package types
+
+import (
+	"time"
+
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+)
+
+type PremiumIndex struct {
+	Symbol          string           `json:"symbol"`
+	MarkPrice       fixedpoint.Value `json:"markPrice"`
+	LastFundingRate fixedpoint.Value `json:"lastFundingRate"`
+	NextFundingTime time.Time        `json:"nextFundingTime"`
+	Time            time.Time        `json:"time"`
+}
--- a/pkg/types/trade.go
+++ b/pkg/types/trade.go
@ -66,6 +66,7 @@ type Trade struct {
 	FeeCurrency string   `json:"feeCurrency" db:"fee_currency"`

 	IsMargin   bool `json:"isMargin" db:"is_margin"`
+	IsFutures  bool `json:"isFutures" db:"is_futures"`
 	IsIsolated bool `json:"isIsolated" db:"is_isolated"`

 	StrategyID sql.NullString  `json:"strategyID" db:"strategy"`
--- a/pkg/version/version.go
+++ b/pkg/version/version.go
@ -2,7 +2,7 @@

 package version

-const Version = "v1.19.4-5b11ef81"
+const Version = "v1.20.0-c1e69194"

-const VersionGitRef = "5b11ef81"
+const VersionGitRef = "c1e69194"

--- a/utils/generate-version-file.sh
+++ b/utils/generate-version-file.sh
@ -7,6 +7,10 @@ if [[ -z $VERSION ]] ; then
    VERSION=$(git describe --tags)
 fi

+if [[ -n $VERSION_SUFFIX ]] ; then
+    VERSION=${VERSION}${VERSION_SUFFIX}
+fi
+
 cat <<END
 // +build release