all: add lock protected GetBase method for Position

pkg/accounting/pnl/avg_cost.go

@@ -66,7 +66,7 @@ func (c *AverageCostCalculator) Calculate(symbol string, trades []types.Trade, c
 		}
 	}
 
-	unrealizedProfit := (fixedpoint.NewFromFloat(currentPrice) - position.AverageCost).Mul(position.Base)
+	unrealizedProfit := (fixedpoint.NewFromFloat(currentPrice) - position.AverageCost).Mul(position.GetBase())
 	return &AverageCostPnlReport{
 		Symbol:    symbol,
 		Market:    c.Market,
@@ -77,7 +77,7 @@ func (c *AverageCostCalculator) Calculate(symbol string, trades []types.Trade, c
 		BuyVolume:  bidVolume,
 		SellVolume: askVolume,
 
-		Stock:            position.Base.Float64(),
+		Stock:            position.GetBase().Float64(),
 		Profit:           totalProfit,
 		NetProfit:        totalNetProfit,
 		UnrealizedProfit: unrealizedProfit,

pkg/bbgo/twap_order_executor.go

@@ -131,10 +131,7 @@ func (e *TwapExecution) newBestPriceOrder() (orderForm types.SubmitOrder, err er
 	}
 
 	minQuantity := fixedpoint.NewFromFloat(e.market.MinQuantity)
-
-	e.position.Lock()
-	base := e.position.Base
-	e.position.Unlock()
+	base := e.position.GetBase()
 
 	restQuantity := e.TargetQuantity - fixedpoint.Abs(base)
 
@@ -341,9 +338,7 @@ func (e *TwapExecution) orderUpdater(ctx context.Context) {
 }
 
 func (e *TwapExecution) cancelContextIfTargetQuantityFilled() bool {
-	e.position.Lock()
-	base := e.position.Base
-	e.position.Unlock()
+	base := e.position.GetBase()
 
 	if fixedpoint.Abs(base) >= e.TargetQuantity {
 		log.Infof("filled target quantity, canceling the order execution context")

pkg/strategy/bollpp/strategy.go

@@ -203,7 +203,7 @@ func (s *Strategy) placeOrders(ctx context.Context, orderExecutor bbgo.OrderExec
 	one := fixedpoint.NewFromFloat(1.0)
 	askPrice := midPrice.Mul(one + s.Spread)
 	bidPrice := midPrice.Mul(one - s.Spread)
-	base := s.state.Position.Base
+	base := s.state.Position.GetBase()
 	balances := s.session.Account.Balances()
 
 	log.Infof("mid price:%f spread: %s ask:%f bid: %f",

pkg/strategy/support/strategy.go

@@ -5,9 +5,10 @@ import (
 	"fmt"
 	"sync"
 
+	"github.com/sirupsen/logrus"
+
 	"github.com/c9s/bbgo/pkg/indicator"
 	"github.com/c9s/bbgo/pkg/service"
-	"github.com/sirupsen/logrus"
 
 	"github.com/c9s/bbgo/pkg/bbgo"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
@@ -44,7 +45,7 @@ type PercentageTargetStop struct {
 // GenerateOrders generates the orders from the given targets
 func (stop *PercentageTargetStop) GenerateOrders(market types.Market, pos *types.Position) []types.SubmitOrder {
 	var price = pos.AverageCost
-	var quantity = pos.Base
+	var quantity = pos.GetBase()
 
 	// submit target orders
 	var targetOrders []types.SubmitOrder

pkg/strategy/xmaker/strategy.go

@@ -252,9 +252,7 @@ func (s *Strategy) updateQuote(ctx context.Context, orderExecutionRouter bbgo.Or
 	// 1. place bid orders when we already bought too much
 	// 2. place ask orders when we already sold too much
 	if s.MaxExposurePosition > 0 {
-		s.state.Position.Lock()
-		pos := s.state.Position.Base
-		s.state.Position.Unlock()
+		pos := s.state.Position.GetBase()
 
 		if pos < -s.MaxExposurePosition {
 			// stop sell if we over-sell
@@ -814,9 +812,7 @@ func (s *Strategy) CrossRun(ctx context.Context, orderExecutionRouter bbgo.Order
 				// uncover position = -5 - -3 (covered position) = -2
 				s.tradeCollector.Process()
 
-				s.state.Position.Lock()
-				position := s.state.Position.Base
-				s.state.Position.Unlock()
+				position := s.state.Position.GetBase()
 
 				uncoverPosition := position - s.state.CoveredPosition.AtomicLoad()
 				absPos := math.Abs(uncoverPosition.Float64())

pkg/types/position.go

@@ -42,6 +42,13 @@ type Position struct {
 	sync.Mutex
 }
 
+func (p *Position) GetBase() (base fixedpoint.Value) {
+	p.Lock()
+	base = p.Base
+	p.Unlock()
+	return base
+}
+
 type FuturesPosition struct {
 	Symbol        string `json:"symbol"`
 	BaseCurrency  string `json:"baseCurrency"`