fix go fmt, fix convert.go (the legacy fixedpoint implementation) in all tests

pkg/accounting/cost_distribution.go

@@ -7,8 +7,8 @@ import (
 	"strings"
 	"sync"
 
-	"github.com/c9s/bbgo/pkg/types"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/types"
 )
 
 func zero(a float64) bool {
@@ -57,15 +57,15 @@ type StockDistribution struct {
 }
 
 type DistributionStats struct {
-	PriceLevels   []string              `json:"priceLevels"`
+	PriceLevels   []string                    `json:"priceLevels"`
-	TotalQuantity fixedpoint.Value               `json:"totalQuantity"`
+	TotalQuantity fixedpoint.Value            `json:"totalQuantity"`
-	Quantities    map[string]fixedpoint.Value    `json:"quantities"`
+	Quantities    map[string]fixedpoint.Value `json:"quantities"`
-	Stocks        map[string]StockSlice `json:"stocks"`
+	Stocks        map[string]StockSlice       `json:"stocks"`
 }
 
 func (m *StockDistribution) DistributionStats(level int) *DistributionStats {
 	var d = DistributionStats{
-		Quantities: map[string]fixedpoint.Value {},
+		Quantities: map[string]fixedpoint.Value{},
 		Stocks:     map[string]StockSlice{},
 	}
 

pkg/accounting/cost_distribution_test.go

@@ -7,8 +7,8 @@ import (
 
 	"github.com/stretchr/testify/assert"
 
-	"github.com/c9s/bbgo/pkg/types"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/types"
 )
 
 func TestStockManager(t *testing.T) {

pkg/backtest/stream.go

@@ -39,4 +39,3 @@ func (s *Stream) Connect(ctx context.Context) error {
 func (s *Stream) Close() error {
 	return nil
 }
-

pkg/bbgo/context.go

@@ -8,4 +8,3 @@ import (
 type Context struct {
 	sync.Mutex
 }
-

pkg/bbgo/errors.go

@@ -3,4 +3,3 @@ package bbgo
 import "errors"
 
 var ErrSessionAlreadyInitialized = errors.New("session is already initialized")
-

pkg/bbgo/interact.go

@@ -8,9 +8,9 @@ import (
 	"strconv"
 	"strings"
 
+	"github.com/c9s/bbgo/pkg/fixedpoint"
 	"github.com/c9s/bbgo/pkg/interact"
 	"github.com/c9s/bbgo/pkg/types"
-	"github.com/c9s/bbgo/pkg/fixedpoint"
 )
 
 type PositionCloser interface {
@@ -128,7 +128,7 @@ func (it *CoreInteraction) Commands(i *interact.Interact) {
 			}
 		}
 
-		if kc, ok := reply.(interact.KeyboardController) ; ok {
+		if kc, ok := reply.(interact.KeyboardController); ok {
 			kc.RemoveKeyboard()
 		}
 
@@ -176,7 +176,7 @@ func (it *CoreInteraction) Commands(i *interact.Interact) {
 
 				if position.Base.IsZero() {
 					reply.Message("No opened position")
-					if kc, ok := reply.(interact.KeyboardController) ; ok {
+					if kc, ok := reply.(interact.KeyboardController); ok {
 						kc.RemoveKeyboard()
 					}
 					return fmt.Errorf("no opened position")
@@ -197,7 +197,7 @@ func (it *CoreInteraction) Commands(i *interact.Interact) {
 			return err
 		}
 
-		if kc, ok := reply.(interact.KeyboardController) ; ok {
+		if kc, ok := reply.(interact.KeyboardController); ok {
 			kc.RemoveKeyboard()
 		}
 

pkg/bbgo/moving_average_settings.go

@@ -11,7 +11,7 @@ type MovingAverageSettings struct {
 	Interval types.Interval `json:"interval"`
 	Window   int            `json:"window"`
 
-	Side     *types.SideType   `json:"side"`
+	Side *types.SideType `json:"side"`
 
 	QuantityOrAmount
 }

pkg/bbgo/order_execution.go

@@ -217,7 +217,7 @@ func (c *BasicRiskController) ProcessOrders(session *ExchangeSession, orders ...
 			accumulativeQuoteAmount = accumulativeQuoteAmount.Add(notional)
 
 		case types.SideTypeSell:
-	        minNotion := market.MinNotional.Mul(increaseFactor)
+			minNotion := market.MinNotional.Mul(increaseFactor)
 
 			// Critical conditions for placing SELL orders
 			baseAssetBalance, ok := balances[market.BaseCurrency]

pkg/bbgo/order_processor_test.go

@@ -3,8 +3,8 @@ package bbgo
 import (
 	"testing"
 
-	"github.com/stretchr/testify/assert"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/stretchr/testify/assert"
 )
 
 func TestAdjustQuantityByMinAmount(t *testing.T) {
@@ -19,8 +19,8 @@ func TestAdjustQuantityByMinAmount(t *testing.T) {
 
 	tests := []testcase{
 		{
-			name:   "amount too small",
+			name: "amount too small",
-			args:   args{
+			args: args{
 				fixedpoint.MustNewFromString("0.1"),
 				fixedpoint.MustNewFromString("10.0"),
 				fixedpoint.MustNewFromString("10.0"),
@@ -28,8 +28,8 @@ func TestAdjustQuantityByMinAmount(t *testing.T) {
 			wanted: "1.0",
 		},
 		{
-			name:   "amount equals to min amount",
+			name: "amount equals to min amount",
-			args:   args{
+			args: args{
 				fixedpoint.MustNewFromString("1.0"),
 				fixedpoint.MustNewFromString("10.0"),
 				fixedpoint.MustNewFromString("10.0"),
@@ -37,8 +37,8 @@ func TestAdjustQuantityByMinAmount(t *testing.T) {
 			wanted: "1.0",
 		},
 		{
-			name:   "amount is greater than min amount",
+			name: "amount is greater than min amount",
-			args:   args{
+			args: args{
 				fixedpoint.MustNewFromString("2.0"),
 				fixedpoint.MustNewFromString("10.0"),
 				fixedpoint.MustNewFromString("10.0"),

pkg/bbgo/scale_test.go

@@ -4,7 +4,6 @@ import (
 	"testing"
 
 	"github.com/stretchr/testify/assert"
-
 )
 
 const Delta = 1e-9
@@ -200,4 +199,3 @@ func TestPercentageScale(t *testing.T) {
 		assert.InDelta(t, 100.0, v, Delta)
 	})
 }
-

pkg/bbgo/session.go

@@ -173,8 +173,8 @@ type ExchangeSession struct {
 
 	// Withdrawal is used for enabling withdrawal functions
 	Withdrawal   bool             `json:"withdrawal,omitempty" yaml:"withdrawal,omitempty"`
-	MakerFeeRate fixedpoint.Value `json:"makerFeeRate,omitempty" yaml:"makerFeeRate,omitempty"`
+	MakerFeeRate fixedpoint.Value `json:"makerFeeRate" yaml:"makerFeeRate"`
-	TakerFeeRate fixedpoint.Value `json:"takerFeeRate,omitempty" yaml:"takerFeeRate,omitempty"`
+	TakerFeeRate fixedpoint.Value `json:"takerFeeRate" yaml:"takerFeeRate"`
 
 	PublicOnly           bool   `json:"publicOnly,omitempty" yaml:"publicOnly"`
 	Margin               bool   `json:"margin,omitempty" yaml:"margin"`

pkg/bbgo/smart_stops.go

@@ -115,7 +115,7 @@ func (c *TrailingStopController) Run(ctx context.Context, session *ExchangeSessi
 			// if the profit rate is defined, and it is less than our minimum profit rate, we skip stop
 			if c.MinProfit.Sign() > 0 &&
 				closePrice.Compare(c.averageCost) < 0 ||
-					changeRate(closePrice, c.averageCost).Compare(c.MinProfit) < 0 {
+				changeRate(closePrice, c.averageCost).Compare(c.MinProfit) < 0 {
 				return
 			}
 

pkg/bbgo/tradecollector_test.go

@@ -5,8 +5,8 @@ import (
 
 	"github.com/stretchr/testify/assert"
 
-	"github.com/c9s/bbgo/pkg/types"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/types"
 )
 
 func TestTradeCollector_ShouldNotCountDuplicatedTrade(t *testing.T) {
@@ -31,12 +31,12 @@ func TestTradeCollector_ShouldNotCountDuplicatedTrade(t *testing.T) {
 	assert.Equal(t, 1, len(collector.tradeStore.Trades()), "should have one trade in the trade store")
 
 	orderStore.Add(types.Order{
-		SubmitOrder:      types.SubmitOrder{
+		SubmitOrder: types.SubmitOrder{
-			Symbol:           "BTCUSDT",
+			Symbol:   "BTCUSDT",
-			Side:             types.SideTypeBuy,
+			Side:     types.SideTypeBuy,
-			Type:             types.OrderTypeLimit,
+			Type:     types.OrderTypeLimit,
-			Quantity:         fixedpoint.One,
+			Quantity: fixedpoint.One,
-			Price:            fixedpoint.NewFromInt(40000),
+			Price:    fixedpoint.NewFromInt(40000),
 		},
 		Exchange:         types.ExchangeBinance,
 		OrderID:          399,

pkg/bbgo/twap_order_executor.go

@@ -283,7 +283,7 @@ func (e *TwapExecution) updateOrder(ctx context.Context) error {
 }
 
 func (e *TwapExecution) cancelActiveOrders() {
-	gracefulCtx, gracefulCancel := context.WithTimeout(context.TODO(), 30 * time.Second)
+	gracefulCtx, gracefulCancel := context.WithTimeout(context.TODO(), 30*time.Second)
 	defer gracefulCancel()
 	e.activeMakerOrders.GracefulCancel(gracefulCtx, e.Session.Exchange)
 }

pkg/cmd/backtest.go

@@ -21,15 +21,15 @@ import (
 	"github.com/c9s/bbgo/pkg/backtest"
 	"github.com/c9s/bbgo/pkg/bbgo"
 	"github.com/c9s/bbgo/pkg/cmd/cmdutil"
+	"github.com/c9s/bbgo/pkg/fixedpoint"
 	"github.com/c9s/bbgo/pkg/service"
 	"github.com/c9s/bbgo/pkg/types"
-	"github.com/c9s/bbgo/pkg/fixedpoint"
 )
 
 type BackTestReport struct {
 	Symbol          string                    `json:"symbol,omitempty"`
-	LastPrice       fixedpoint.Value                   `json:"lastPrice,omitempty"`
+	LastPrice       fixedpoint.Value          `json:"lastPrice,omitempty"`
-	StartPrice      fixedpoint.Value                   `json:"startPrice,omitempty"`
+	StartPrice      fixedpoint.Value          `json:"startPrice,omitempty"`
 	PnLReport       *pnl.AverageCostPnlReport `json:"pnlReport,omitempty"`
 	InitialBalances types.BalanceMap          `json:"initialBalances,omitempty"`
 	FinalBalances   types.BalanceMap          `json:"finalBalances,omitempty"`

pkg/cmd/balances.go

@@ -24,7 +24,6 @@ var balancesCmd = &cobra.Command{
 	RunE: func(cmd *cobra.Command, args []string) error {
 		ctx := context.Background()
 
-
 		configFile, err := cmd.Flags().GetString("config")
 		if err != nil {
 			return err
@@ -39,7 +38,6 @@ var balancesCmd = &cobra.Command{
 			return err
 		}
 
-
 		// if config file exists, use the config loaded from the config file.
 		// otherwise, use a empty config object
 		var userConfig *bbgo.Config
@@ -63,7 +61,6 @@ var balancesCmd = &cobra.Command{
 			return err
 		}
 
-
 		if len(sessionName) > 0 {
 			session, ok := environ.Session(sessionName)
 			if !ok {
@@ -89,7 +86,6 @@ var balancesCmd = &cobra.Command{
 			}
 		}
 
-
 		return nil
 	},
 }

pkg/cmd/builtin.go

@@ -14,6 +14,7 @@ import (
 	_ "github.com/c9s/bbgo/pkg/strategy/pricedrop"
 	_ "github.com/c9s/bbgo/pkg/strategy/rebalance"
 	_ "github.com/c9s/bbgo/pkg/strategy/schedule"
+	_ "github.com/c9s/bbgo/pkg/strategy/skeleton"
 	_ "github.com/c9s/bbgo/pkg/strategy/support"
 	_ "github.com/c9s/bbgo/pkg/strategy/swing"
 	_ "github.com/c9s/bbgo/pkg/strategy/techsignal"
@@ -22,5 +23,4 @@ import (
 	_ "github.com/c9s/bbgo/pkg/strategy/xmaker"
 	_ "github.com/c9s/bbgo/pkg/strategy/xnav"
 	_ "github.com/c9s/bbgo/pkg/strategy/xpuremaker"
-	_ "github.com/c9s/bbgo/pkg/strategy/skeleton"
 )

pkg/cmd/cancel.go

@@ -85,7 +85,6 @@ var cancelOrderCmd = &cobra.Command{
 
 		var sessions = environ.Sessions()
 
-
 		if len(sessionName) > 0 {
 			ses, ok := environ.Session(sessionName)
 			if !ok {

pkg/cmd/cmdutil/exchange.go

@@ -13,7 +13,7 @@ import (
 	"github.com/c9s/bbgo/pkg/types"
 )
 
-func NewExchangePublic(exchangeName types.ExchangeName) (types.Exchange, error){
+func NewExchangePublic(exchangeName types.ExchangeName) (types.Exchange, error) {
 	return NewExchangeStandard(exchangeName, "", "", "", "")
 }
 

pkg/cmd/run.go

@@ -164,7 +164,6 @@ func runConfig(basectx context.Context, cmd *cobra.Command, userConfig *bbgo.Con
 		environ.BindSync(userConfig)
 	}
 
-
 	trader := bbgo.NewTrader(environ)
 	if err := trader.Configure(userConfig); err != nil {
 		return err

pkg/cmd/sync.go

@@ -58,8 +58,6 @@ var SyncCmd = &cobra.Command{
 			return err
 		}
 
-
-
 		sessionName, err := cmd.Flags().GetString("session")
 		if err != nil {
 			return err

pkg/cmd/transfer.go

@@ -10,8 +10,8 @@ import (
 	"github.com/spf13/cobra"
 
 	"github.com/c9s/bbgo/pkg/bbgo"
-	"github.com/c9s/bbgo/pkg/types"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/types"
 )
 
 func init() {

pkg/cmd/utils.go

@@ -6,8 +6,8 @@ import (
 	"github.com/spf13/viper"
 
 	"github.com/c9s/bbgo/pkg/exchange/ftx"
-	"github.com/c9s/bbgo/pkg/types"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/types"
 )
 
 func inQuoteAsset(balances types.BalanceMap, market types.Market, price fixedpoint.Value) fixedpoint.Value {

pkg/fixedpoint/convert.go

@@ -3,8 +3,8 @@
 package fixedpoint
 
 import (
+	"bytes"
 	"database/sql/driver"
-	"encoding/json"
 	"errors"
 	"fmt"
 	"math"
@@ -57,7 +57,7 @@ func (v Value) Value() (driver.Value, error) {
 func (v *Value) Scan(src interface{}) error {
 	switch d := src.(type) {
 	case int64:
-		*v = Value(d)
+		*v = NewFromInt(d)
 		return nil
 
 	case float64:
@@ -95,7 +95,8 @@ func (v Value) String() string {
 }
 
 func (v Value) FormatString(prec int) string {
-	return strconv.FormatFloat(float64(v)/DefaultPow, 'f', prec, 64)
+	result := strconv.FormatFloat(float64(v)/DefaultPow, 'f', prec+1, 64)
+	return result[:len(result)-1]
 }
 
 func (v Value) Percentage() string {
@@ -109,7 +110,8 @@ func (v Value) FormatPercentage(prec int) string {
 	if v == 0 {
 		return "0"
 	}
-	return strconv.FormatFloat(float64(v)/DefaultPow*100., 'f', prec, 64) + "%"
+	result := strconv.FormatFloat(float64(v)/DefaultPow*100., 'f', prec+1, 64)
+	return result[:len(result)-1] + "%"
 }
 
 func (v Value) SignedPercentage() string {
@@ -223,36 +225,21 @@ func (v Value) MarshalJSON() ([]byte, error) {
 }
 
 func (v *Value) UnmarshalJSON(data []byte) error {
-	var a interface{}
+	if bytes.Compare(data, []byte{'n', 'u', 'l', 'l'}) == 0 {
-	var err = json.Unmarshal(data, &a)
+		*v = Zero
-	if err != nil {
+		return nil
+	}
+	if len(data) == 0 {
+		*v = Zero
+		return nil
+	}
+	var err error
+	if data[0] == '"' {
+		data = data[1 : len(data)-1]
+	}
+	if *v, err = NewFromString(string(data)); err != nil {
 		return err
 	}
-
-	switch d := a.(type) {
-	case float64:
-		*v = NewFromFloat(d)
-	case float32:
-		*v = NewFromFloat(float64(d))
-
-	case int64:
-		*v = NewFromInt(d)
-	case int:
-		*v = NewFromInt(int64(d))
-
-	case string:
-		v2, err := NewFromString(d)
-		if err != nil {
-			return err
-		}
-
-		*v = v2
-
-	default:
-		return fmt.Errorf("unsupported type: %T %v", d, d)
-
-	}
-
 	return nil
 }
 

pkg/fixedpoint/dec.go

@@ -166,7 +166,7 @@ func NewFromFloat(f float64) Value {
 	}
 	_, e := math.Frexp(f)
 	e = int(float32(e) / log2of10)
-	c := uint64(f / math.Pow(10, float64(e-16)))
+	c := uint64(f/math.Pow10(e-16) + 0.5)
 	return newNoSignCheck(sign, c, e)
 }
 
@@ -995,8 +995,9 @@ func (v *Value) UnmarshalYAML(unmarshal func(a interface{}) error) (err error) {
 	return err
 }
 
+// FIXME: should we limit to 8 prec?
 func (v Value) MarshalJSON() ([]byte, error) {
-	return []byte(v.String()), nil
+	return []byte(v.FormatString(8)), nil
 }
 
 func (v *Value) UnmarshalJSON(data []byte) error {

pkg/indicator/ewma_test.go

@@ -1,12 +1,12 @@
 package indicator
 
 import (
+	"encoding/json"
 	"math"
 	"testing"
-	"encoding/json"
 
-	"github.com/c9s/bbgo/pkg/types"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/types"
 )
 
 // generated from:
@@ -1030,7 +1030,7 @@ func Test_calculateEWMA(t *testing.T) {
 		priceF    KLinePriceMapper
 		window    int
 	}
-	var input []fixedpoint.Value;
+	var input []fixedpoint.Value
 	if err := json.Unmarshal(ethusdt5m, &input); err != nil {
 		panic(err)
 	}

pkg/indicator/macd_test.go

@@ -1,12 +1,12 @@
 package indicator
 
 import (
+	"encoding/json"
 	"math"
 	"testing"
-	"encoding/json"
 
-	"github.com/c9s/bbgo/pkg/types"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/types"
 )
 
 /*

pkg/indicator/obv_test.go

@@ -1,13 +1,13 @@
 package indicator
 
 import (
-	"testing"
 	"encoding/json"
+	"testing"
 
 	"github.com/stretchr/testify/assert"
 
-	"github.com/c9s/bbgo/pkg/types"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/types"
 )
 
 const Delta = 1e-9
@@ -33,7 +33,7 @@ func Test_calculateOBV(t *testing.T) {
 		want   types.Float64Slice
 	}{
 		{
-			name:   "trivial_case",
+			name: "trivial_case",
 			kLines: buildKLines(
 				[]fixedpoint.Value{fixedpoint.Zero}, []fixedpoint.Value{fixedpoint.One},
 			),
@@ -53,7 +53,7 @@ func Test_calculateOBV(t *testing.T) {
 			obv := OBV{IntervalWindow: types.IntervalWindow{Window: tt.window}}
 			obv.calculateAndUpdate(tt.kLines)
 			assert.Equal(t, len(obv.Values), len(tt.want))
-			for i, v := range(obv.Values) {
+			for i, v := range obv.Values {
 				assert.InDelta(t, v, tt.want[i], Delta)
 			}
 		})

pkg/indicator/stoch_test.go

@@ -1,13 +1,13 @@
 package indicator
 
 import (
+	"encoding/json"
 	"math"
 	"testing"
 	"time"
-	"encoding/json"
 
-	"github.com/c9s/bbgo/pkg/types"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/types"
 )
 
 /*

pkg/indicator/vwap_test.go

@@ -1,13 +1,14 @@
 package indicator
 
 import (
+	"encoding/json"
 	"math"
 	"testing"
-	"encoding/json"
 
-	"github.com/c9s/bbgo/pkg/types"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/types"
 )
+
 var trivialPrices = []byte(`[0]`)
 var trivialVolumes = []byte(`[1]`)
 var easyPrices = []byte(`[1, 2, 3]`)

pkg/server/asset_fs.go

@@ -1,4 +1,4 @@
-// +build web
+//go:build web
 
 package server
 

pkg/server/assets_dummy.go

@@ -1,4 +1,4 @@
-// +build !web
+//go:build !web
 
 package server
 

pkg/strategy/bollmaker/strategy.go

@@ -670,7 +670,7 @@ func calculateBandPercentage(up, down, sma, midPrice float64) float64 {
 		return (midPrice - sma) / math.Abs(sma-down)
 	} else if midPrice > sma {
 		// should be positive percentage
-		return (midPrice - sma) / math.Abs(up - sma)
+		return (midPrice - sma) / math.Abs(up-sma)
 	}
 
 	return 0.0

pkg/strategy/etf/strategy.go

@@ -22,7 +22,6 @@ type Strategy struct {
 
 	Notifiability *bbgo.Notifiability
 
-
 	TotalAmount fixedpoint.Value `json:"totalAmount,omitempty"`
 
 	// Interval is the period that you want to submit order

pkg/strategy/flashcrash/strategy.go

@@ -9,9 +9,9 @@ import (
 	log "github.com/sirupsen/logrus"
 
 	"github.com/c9s/bbgo/pkg/bbgo"
+	"github.com/c9s/bbgo/pkg/fixedpoint"
 	"github.com/c9s/bbgo/pkg/indicator"
 	"github.com/c9s/bbgo/pkg/types"
-	"github.com/c9s/bbgo/pkg/fixedpoint"
 )
 
 const ID = "flashcrash"

pkg/strategy/pricealert/strategy.go

@@ -4,8 +4,8 @@ import (
 	"context"
 
 	"github.com/c9s/bbgo/pkg/bbgo"
-	"github.com/c9s/bbgo/pkg/types"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/types"
 )
 
 const ID = "pricealert"
@@ -19,8 +19,8 @@ type Strategy struct {
 	bbgo.Notifiability
 
 	// These fields will be filled from the config file (it translates YAML to JSON)
-	Symbol    string  `json:"symbol"`
+	Symbol    string           `json:"symbol"`
-	Interval  string  `json:"interval"`
+	Interval  string           `json:"interval"`
 	MinChange fixedpoint.Value `json:"minChange"`
 }
 

pkg/strategy/skeleton/strategy.go

@@ -6,11 +6,12 @@ import (
 	"github.com/sirupsen/logrus"
 
 	"github.com/c9s/bbgo/pkg/bbgo"
-	"github.com/c9s/bbgo/pkg/types"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/types"
 )
 
 const ID = "skeleton"
+
 var log = logrus.WithField("strategy", ID)
 
 func init() {
@@ -25,7 +26,6 @@ func (s *Strategy) ID() string {
 	return ID
 }
 
-
 func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
 	log.Infof("subscribe %s", s.Symbol)
 	session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: "1m"})
@@ -35,7 +35,7 @@ var Ten = fixedpoint.NewFromInt(10)
 
 // This strategy simply spent all available quote currency to buy the symbol whenever kline gets closed
 func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
-    market, ok := session.Market(s.Symbol)
+	market, ok := session.Market(s.Symbol)
 	if !ok {
 		log.Warnf("fetch market fail %s", s.Symbol)
 		return nil
@@ -73,7 +73,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 		log.Infof("connected")
 	})
 
-    session.MarketDataStream.OnKLineClosed(callback)
+	session.MarketDataStream.OnKLineClosed(callback)
 
 	return nil
 }

pkg/strategy/support/strategy.go

@@ -33,8 +33,8 @@ type State struct {
 }
 
 type Target struct {
-	ProfitPercentage      fixedpoint.Value                         `json:"profitPercentage"`
+	ProfitPercentage      fixedpoint.Value                `json:"profitPercentage"`
-	QuantityPercentage    fixedpoint.Value                         `json:"quantityPercentage"`
+	QuantityPercentage    fixedpoint.Value                `json:"quantityPercentage"`
 	MarginOrderSideEffect types.MarginOrderSideEffectType `json:"marginOrderSideEffect"`
 }
 

pkg/strategy/swing/strategy.go

@@ -7,8 +7,8 @@ import (
 	log "github.com/sirupsen/logrus"
 
 	"github.com/c9s/bbgo/pkg/bbgo"
-	"github.com/c9s/bbgo/pkg/types"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/types"
 )
 
 const ID = "swing"

pkg/strategy/techsignal/strategy.go

@@ -130,7 +130,6 @@ func (s *Strategy) listenToFundingRate(ctx context.Context, exchange *binance.Ex
 				}
 			}
 
-
 			previousIndex = index
 			if fundingRate24HoursLowIndex != nil {
 				if fundingRate24HoursLowIndex.Time.Before(time.Now().Add(24 * time.Hour)) {

pkg/strategy/xmaker/state.go

@@ -16,7 +16,7 @@ type State struct {
 
 type ProfitStats struct {
 	bbgo.ProfitStats
-	lock			sync.Mutex
+	lock sync.Mutex
 
 	MakerExchange types.ExchangeName `json:"makerExchange"`
 

pkg/strategy/xmaker/strategy.go

@@ -232,7 +232,7 @@ func (s *Strategy) updateQuote(ctx context.Context, orderExecutionRouter bbgo.Or
 		// to make bid orders, we need enough base asset in the foreign exchange,
 		// if the base asset balance is not enough for selling
 		if s.StopHedgeBaseBalance.Sign() > 0 {
-            minAvailable := s.StopHedgeBaseBalance.Add(s.sourceMarket.MinQuantity)
+			minAvailable := s.StopHedgeBaseBalance.Add(s.sourceMarket.MinQuantity)
 			if b.Available.Compare(minAvailable) > 0 {
 				hedgeQuota.BaseAsset.Add(b.Available.Sub(minAvailable))
 			} else {
@@ -467,6 +467,7 @@ func (s *Strategy) updateQuote(ctx context.Context, orderExecutionRouter bbgo.Or
 
 var lastPriceModifier = fixedpoint.NewFromFloat(1.001)
 var minGap = fixedpoint.NewFromFloat(1.02)
+
 func (s *Strategy) Hedge(ctx context.Context, pos fixedpoint.Value) {
 	side := types.SideTypeBuy
 	if pos.IsZero() {

pkg/strategy/xnav/csv.go

@@ -1,2 +1 @@
 package xnav
-

pkg/strategy/xpuremaker/strategy.go

@@ -162,7 +162,7 @@ func (s *Strategy) generateOrders(symbol string, side types.SideType, price, pri
 	}
 
 	decdigits := priceTick.Abs().NumIntDigits()
-	step := priceTick.Abs().MulExp(-decdigits+1)
+	step := priceTick.Abs().MulExp(-decdigits + 1)
 
 	for i := 0; i < numOrders; i++ {
 		quantityExp := fixedpoint.NewFromFloat(math.Exp(expBase.Float64()))
@@ -190,7 +190,7 @@ func (s *Strategy) generateOrders(symbol string, side types.SideType, price, pri
 		}
 
 		price = price.Add(priceTick)
-        expBase = expBase.Add(step)
+		expBase = expBase.Add(step)
 	}
 
 	return orders

pkg/types/active_book.go

@@ -1,2 +1 @@
 package types
-

pkg/types/currencies.go

@@ -32,4 +32,3 @@ func IsFiatCurrency(currency string) bool {
 	}
 	return false
 }
-

pkg/types/deposit.go

@@ -1,8 +1,8 @@
 package types
 
 import (
-	"time"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"time"
 )
 
 type DepositStatus string
@@ -23,15 +23,15 @@ const (
 )
 
 type Deposit struct {
-	GID           int64         `json:"gid" db:"gid"`
+	GID           int64            `json:"gid" db:"gid"`
-	Exchange      ExchangeName  `json:"exchange" db:"exchange"`
+	Exchange      ExchangeName     `json:"exchange" db:"exchange"`
-	Time          Time          `json:"time" db:"time"`
+	Time          Time             `json:"time" db:"time"`
-	Amount        fixedpoint.Value       `json:"amount" db:"amount"`
+	Amount        fixedpoint.Value `json:"amount" db:"amount"`
-	Asset         string        `json:"asset" db:"asset"`
+	Asset         string           `json:"asset" db:"asset"`
-	Address       string        `json:"address" db:"address"`
+	Address       string           `json:"address" db:"address"`
-	AddressTag    string        `json:"addressTag"`
+	AddressTag    string           `json:"addressTag"`
-	TransactionID string        `json:"transactionID" db:"txn_id"`
+	TransactionID string           `json:"transactionID" db:"txn_id"`
-	Status        DepositStatus `json:"status"`
+	Status        DepositStatus    `json:"status"`
 }
 
 func (d Deposit) EffectiveTime() time.Time {

pkg/types/kline.go

@@ -6,8 +6,8 @@ import (
 
 	"github.com/slack-go/slack"
 
-	"github.com/c9s/bbgo/pkg/util"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/util"
 )
 
 type Direction int
@@ -137,7 +137,6 @@ func (k KLine) GetAmplification() fixedpoint.Value {
 	return k.GetMaxChange().Div(k.GetLow())
 }
 
-
 // GetThickness returns the thickness of the kline. 1 => thick, 0.1 => thin
 func (k KLine) GetThickness() fixedpoint.Value {
 	out := k.GetChange().Div(k.GetMaxChange())
@@ -416,7 +415,7 @@ func (k KLineWindow) GetBody() fixedpoint.Value {
 }
 
 func (k KLineWindow) GetThickness() fixedpoint.Value {
-    out := k.GetChange().Div(k.GetMaxChange())
+	out := k.GetChange().Div(k.GetMaxChange())
 	if out.Sign() < 0 {
 		return out.Neg()
 	}
@@ -471,7 +470,7 @@ func (k KLineWindow) SlackAttachment() slack.Attachment {
 	return slack.Attachment{
 		Text:  fmt.Sprintf("*%s* KLineWindow %s x %d", first.Symbol, first.Interval, windowSize),
 		Color: k.Color(),
-		Fields: []slack.AttachmentField {
+		Fields: []slack.AttachmentField{
 			{Title: "Open", Value: util.FormatValue(k.GetOpen(), 2), Short: true},
 			{Title: "High", Value: util.FormatValue(k.GetHigh(), 2), Short: true},
 			{Title: "Low", Value: util.FormatValue(k.GetLow(), 2), Short: true},

pkg/types/kline_test.go

@@ -1,9 +1,9 @@
 package types
 
 import (
-	"testing"
-	"github.com/stretchr/testify/assert"
 	"encoding/json"
+	"github.com/stretchr/testify/assert"
+	"testing"
 )
 
 func TestKLineWindow_Tail(t *testing.T) {
@@ -34,7 +34,7 @@ func TestKLineWindow_Tail(t *testing.T) {
 }
 
 func TestKLineWindow_Truncate(t *testing.T) {
-    var jsonWin = []byte(`[
+	var jsonWin = []byte(`[
       {"open": 11600.0, "close": 11600.0, "high": 11600.0, "low": 11600.0},
 	  {"open": 11601.0, "close": 11600.0, "high": 11600.0, "low": 11600.0},
 	  {"open": 11602.0, "close": 11600.0, "high": 11600.0, "low": 11600.0},

pkg/types/market_test.go

@@ -5,11 +5,11 @@ import (
 	"testing"
 	"time"
 
-	"github.com/stretchr/testify/assert"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/stretchr/testify/assert"
 )
 
-var s func(string)fixedpoint.Value = fixedpoint.MustNewFromString
+var s func(string) fixedpoint.Value = fixedpoint.MustNewFromString
 
 func TestFormatQuantity(t *testing.T) {
 	quantity := formatQuantity(
@@ -53,7 +53,7 @@ func TestDurationParse(t *testing.T) {
 		{
 			name:     "float64 to second",
 			input:    `{ "duration": 1.1 }`,
-			expected: Duration(time.Second + 100 * time.Millisecond),
+			expected: Duration(time.Second + 100*time.Millisecond),
 		},
 		{
 			name:     "2m",
@@ -63,7 +63,7 @@ func TestDurationParse(t *testing.T) {
 		{
 			name:     "2m3s",
 			input:    `{ "duration": "2m3s" }`,
-			expected: Duration(2 * time.Minute + 3 * time.Second),
+			expected: Duration(2*time.Minute + 3*time.Second),
 		},
 	}
 	for _, test := range tests {

pkg/types/order.go

@@ -10,8 +10,8 @@ import (
 	"github.com/pkg/errors"
 	"github.com/slack-go/slack"
 
-	"github.com/c9s/bbgo/pkg/util"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/util"
 )
 
 func init() {
@@ -186,8 +186,8 @@ func (o SubmitOrder) SlackAttachment() slack.Attachment {
 }
 
 type OrderQuery struct {
-	Symbol string
+	Symbol        string
-	OrderID string
+	OrderID       string
 	ClientOrderID string
 }
 
@@ -201,11 +201,11 @@ type Order struct {
 	OrderID uint64 `json:"orderID" db:"order_id"` // order id
 	UUID    string `json:"uuid,omitempty"`
 
-	Status           OrderStatus `json:"status" db:"status"`
+	Status           OrderStatus      `json:"status" db:"status"`
-	ExecutedQuantity fixedpoint.Value     `json:"executedQuantity" db:"executed_quantity"`
+	ExecutedQuantity fixedpoint.Value `json:"executedQuantity" db:"executed_quantity"`
-	IsWorking        bool        `json:"isWorking" db:"is_working"`
+	IsWorking        bool             `json:"isWorking" db:"is_working"`
-	CreationTime     Time        `json:"creationTime" db:"created_at"`
+	CreationTime     Time             `json:"creationTime" db:"created_at"`
-	UpdateTime       Time        `json:"updateTime" db:"updated_at"`
+	UpdateTime       Time             `json:"updateTime" db:"updated_at"`
 
 	IsMargin   bool `json:"isMargin" db:"is_margin"`
 	IsIsolated bool `json:"isIsolated" db:"is_isolated"`

pkg/types/position_test.go

@@ -129,10 +129,10 @@ func TestPosition(t *testing.T) {
 			},
 			expectedAverageCost: fixedpoint.NewFromFloat(1000.0 * 0.01).
 				Div(fixedpoint.NewFromFloat(0.01).Mul(fixedpoint.One.Sub(feeRateValue))),
-			expectedBase:        fixedpoint.NewFromFloat(0.01).
+			expectedBase: fixedpoint.NewFromFloat(0.01).
 				Sub(fixedpoint.NewFromFloat(0.01).Mul(feeRateValue)),
-			expectedQuote:       fixedpoint.NewFromFloat(0 - 1000.0*0.01),
+			expectedQuote:  fixedpoint.NewFromFloat(0 - 1000.0*0.01),
-			expectedProfit:      fixedpoint.Zero,
+			expectedProfit: fixedpoint.Zero,
 		},
 		{
 			name: "quote fee",
@@ -149,9 +149,9 @@ func TestPosition(t *testing.T) {
 			expectedAverageCost: fixedpoint.NewFromFloat(1000.0 * 0.01).
 				Mul(fixedpoint.One.Sub(feeRateValue)).
 				Div(fixedpoint.NewFromFloat(0.01)),
-			expectedBase:        fixedpoint.NewFromFloat(-0.01),
+			expectedBase:   fixedpoint.NewFromFloat(-0.01),
-			expectedQuote:       fixedpoint.NewFromFloat(0.0 + 1000.0 * 0.01 * (1.0 - feeRate)),
+			expectedQuote:  fixedpoint.NewFromFloat(0.0 + 1000.0*0.01*(1.0-feeRate)),
-			expectedProfit:      fixedpoint.Zero,
+			expectedProfit: fixedpoint.Zero,
 		},
 		{
 			name: "long",

pkg/types/price_volume_slice_test.go

@@ -3,8 +3,8 @@ package types
 import (
 	"testing"
 
-	"github.com/stretchr/testify/assert"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/stretchr/testify/assert"
 )
 
 func TestPriceVolumeSlice_Remove(t *testing.T) {

pkg/types/rbtree_test.go

@@ -9,7 +9,7 @@ import (
 	"github.com/c9s/bbgo/pkg/fixedpoint"
 )
 
-var itov func(int64)fixedpoint.Value = fixedpoint.NewFromInt
+var itov func(int64) fixedpoint.Value = fixedpoint.NewFromInt
 
 func TestRBTree_InsertAndDelete(t *testing.T) {
 	tree := NewRBTree()

pkg/types/reward.go

@@ -33,10 +33,12 @@ type Reward struct {
 }
 
 type RewardSlice []Reward
+
 func (s RewardSlice) Len() int      { return len(s) }
 func (s RewardSlice) Swap(i, j int) { s[i], s[j] = s[j], s[i] }
 
 type RewardSliceByCreationTime RewardSlice
+
 func (s RewardSliceByCreationTime) Len() int      { return len(s) }
 func (s RewardSliceByCreationTime) Swap(i, j int) { s[i], s[j] = s[j], s[i] }
 

pkg/types/ticker.go

@@ -1,8 +1,8 @@
 package types
 
 import (
-	"time"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"time"
 )
 
 type Ticker struct {

pkg/types/trade.go

@@ -52,20 +52,20 @@ type Trade struct {
 	GID int64 `json:"gid" db:"gid"`
 
 	// ID is the source trade ID
-	ID            uint64       `json:"id" db:"id"`
+	ID            uint64           `json:"id" db:"id"`
-	OrderID       uint64       `json:"orderID" db:"order_id"`
+	OrderID       uint64           `json:"orderID" db:"order_id"`
-	Exchange      ExchangeName `json:"exchange" db:"exchange"`
+	Exchange      ExchangeName     `json:"exchange" db:"exchange"`
-	Price         fixedpoint.Value      `json:"price" db:"price"`
+	Price         fixedpoint.Value `json:"price" db:"price"`
-	Quantity      fixedpoint.Value      `json:"quantity" db:"quantity"`
+	Quantity      fixedpoint.Value `json:"quantity" db:"quantity"`
-	QuoteQuantity fixedpoint.Value      `json:"quoteQuantity" db:"quote_quantity"`
+	QuoteQuantity fixedpoint.Value `json:"quoteQuantity" db:"quote_quantity"`
-	Symbol        string       `json:"symbol" db:"symbol"`
+	Symbol        string           `json:"symbol" db:"symbol"`
 
-	Side        SideType `json:"side" db:"side"`
+	Side        SideType         `json:"side" db:"side"`
-	IsBuyer     bool     `json:"isBuyer" db:"is_buyer"`
+	IsBuyer     bool             `json:"isBuyer" db:"is_buyer"`
-	IsMaker     bool     `json:"isMaker" db:"is_maker"`
+	IsMaker     bool             `json:"isMaker" db:"is_maker"`
-	Time        Time     `json:"tradedAt" db:"traded_at"`
+	Time        Time             `json:"tradedAt" db:"traded_at"`
-	Fee         fixedpoint.Value  `json:"fee" db:"fee"`
+	Fee         fixedpoint.Value `json:"fee" db:"fee"`
-	FeeCurrency string   `json:"feeCurrency" db:"fee_currency"`
+	FeeCurrency string           `json:"feeCurrency" db:"fee_currency"`
 
 	IsMargin   bool `json:"isMargin" db:"is_margin"`
 	IsFutures  bool `json:"isFutures" db:"is_futures"`
@@ -146,7 +146,6 @@ func (trade Trade) PlainText() string {
 
 var slackTradeTextTemplate = ":handshake: Trade {{ .Symbol }} {{ .Side }} {{ .Quantity }} @ {{ .Price  }}"
 
-
 func exchangeFooterIcon(exName ExchangeName) string {
 	footerIcon := ""
 

pkg/types/trade_test.go

@@ -29,9 +29,9 @@ func Test_trimTrailingZero(t *testing.T) {
 		{
 			name: "non trailing zero",
 			args: args{
-				a: "1.0001234567",
+				a: "1.00012345",
 			},
-			want: "1.0001234567",
+			want: "1.00012345",
 		},
 		{
 			name: "integer",

pkg/types/withdraw.go

@@ -2,25 +2,25 @@ package types
 
 import (
 	"fmt"
-	"time"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"time"
 )
 
 type Withdraw struct {
-	GID        int64        `json:"gid" db:"gid"`
+	GID        int64            `json:"gid" db:"gid"`
-	Exchange   ExchangeName `json:"exchange" db:"exchange"`
+	Exchange   ExchangeName     `json:"exchange" db:"exchange"`
-	Asset      string       `json:"asset" db:"asset"`
+	Asset      string           `json:"asset" db:"asset"`
-	Amount     fixedpoint.Value      `json:"amount" db:"amount"`
+	Amount     fixedpoint.Value `json:"amount" db:"amount"`
-	Address    string       `json:"address" db:"address"`
+	Address    string           `json:"address" db:"address"`
-	AddressTag string       `json:"addressTag"`
+	AddressTag string           `json:"addressTag"`
-	Status     string       `json:"status"`
+	Status     string           `json:"status"`
 
-	TransactionID          string  `json:"transactionID" db:"txn_id"`
+	TransactionID          string           `json:"transactionID" db:"txn_id"`
 	TransactionFee         fixedpoint.Value `json:"transactionFee" db:"txn_fee"`
-	TransactionFeeCurrency string  `json:"transactionFeeCurrency" db:"txn_fee_currency"`
+	TransactionFeeCurrency string           `json:"transactionFeeCurrency" db:"txn_fee_currency"`
-	WithdrawOrderID        string  `json:"withdrawOrderId"`
+	WithdrawOrderID        string           `json:"withdrawOrderId"`
-	ApplyTime              Time    `json:"applyTime" db:"time"`
+	ApplyTime              Time             `json:"applyTime" db:"time"`
-	Network                string  `json:"network" db:"network"`
+	Network                string           `json:"network" db:"network"`
 }
 
 func (w Withdraw) String() string {
@@ -35,4 +35,3 @@ type WithdrawalOptions struct {
 	Network    string
 	AddressTag string
 }
-

pkg/util/math.go

@@ -1,9 +1,9 @@
 package util
 
 import (
+	"github.com/c9s/bbgo/pkg/fixedpoint"
 	"math"
 	"strconv"
-	"github.com/c9s/bbgo/pkg/fixedpoint"
 )
 
 const MaxDigits = 18 // MAX_INT64 ~ 9 * 10^18

pkg/util/reonce_test.go

@@ -11,9 +11,9 @@ func TestReonce_DoAndReset(t *testing.T) {
 	var cnt = 0
 	var reonce Reonce
 	go reonce.Do(func() {
-			t.Log("once #1")
+		t.Log("once #1")
-			time.Sleep(10 * time.Millisecond)
+		time.Sleep(10 * time.Millisecond)
-			cnt++
+		cnt++
 	})
 
 	// make sure it's locked
@@ -22,12 +22,11 @@ func TestReonce_DoAndReset(t *testing.T) {
 	reonce.Reset()
 
 	go reonce.Do(func() {
-			t.Log("once #2")
+		t.Log("once #2")
-			time.Sleep(10 * time.Millisecond)
+		time.Sleep(10 * time.Millisecond)
-			cnt++
+		cnt++
 	})
 
 	time.Sleep(time.Second)
 	assert.Equal(t, 2, cnt)
 }
-

pkg/util/time.go

@@ -17,7 +17,7 @@ func BeginningOfTheDay(t time.Time) time.Time {
 }
 
 func Over24Hours(since time.Time) bool {
-	return time.Since(since) >= 24 * time.Hour
+	return time.Since(since) >= 24*time.Hour
 }
 
 func UnixMilli() int64 {
@@ -33,7 +33,3 @@ func ParseTimeWithFormats(strTime string, formats []string) (time.Time, error) {
 	}
 	return time.Time{}, fmt.Errorf("failed to parse time %s, valid formats are %+v", strTime, formats)
 }
-
-
-
-