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

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This commit is contained in:
zenix 2022-02-15 14:55:19 +09:00
parent eb70410f80
commit 8648528435
62 changed files with 169 additions and 203 deletions
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12
pkg/accounting/cost_distribution.go
View File

@ -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"`
TotalQuantity fixedpoint.Value `json:"totalQuantity"`
Quantities map[string]fixedpoint.Value `json:"quantities"`
Stocks map[string]StockSlice `json:"stocks"`
PriceLevels []string `json:"priceLevels"`
TotalQuantity fixedpoint.Value `json:"totalQuantity"`
Quantities map[string]fixedpoint.Value `json:"quantities"`
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{},
}

2
pkg/accounting/cost_distribution_test.go
View File

@ -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) {

1
pkg/backtest/stream.go
View File

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

1
pkg/bbgo/context.go
View File

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

1
pkg/bbgo/errors.go
View File

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

8
pkg/bbgo/interact.go
View File

@ -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()
}

2
pkg/bbgo/moving_average_settings.go
View File

@ -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
}

2
pkg/bbgo/order_execution.go
View File

@ -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]

14
pkg/bbgo/order_processor_test.go
View File

@ -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",
args: args{
name: "amount too small",
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",
args: args{
name: "amount equals to min amount",
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",
args: args{
name: "amount is greater than min amount",
args: args{
fixedpoint.MustNewFromString("2.0"),
fixedpoint.MustNewFromString("10.0"),
fixedpoint.MustNewFromString("10.0"),

2
pkg/bbgo/scale_test.go
View File

@ -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)
})
}

4
pkg/bbgo/session.go
View File

@ -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"`
TakerFeeRate fixedpoint.Value `json:"takerFeeRate,omitempty" yaml:"takerFeeRate,omitempty"`
MakerFeeRate fixedpoint.Value `json:"makerFeeRate" yaml:"makerFeeRate"`
TakerFeeRate fixedpoint.Value `json:"takerFeeRate" yaml:"takerFeeRate"`
PublicOnly bool `json:"publicOnly,omitempty" yaml:"publicOnly"`
Margin bool `json:"margin,omitempty" yaml:"margin"`

2
pkg/bbgo/smart_stops.go
View File

@ -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
}

14
pkg/bbgo/tradecollector_test.go
View File

@ -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{
Symbol: "BTCUSDT",
Side: types.SideTypeBuy,
Type: types.OrderTypeLimit,
Quantity: fixedpoint.One,
Price: fixedpoint.NewFromInt(40000),
SubmitOrder: types.SubmitOrder{
Symbol: "BTCUSDT",
Side: types.SideTypeBuy,
Type: types.OrderTypeLimit,
Quantity: fixedpoint.One,
Price: fixedpoint.NewFromInt(40000),
},
Exchange: types.ExchangeBinance,
OrderID: 399,

2
pkg/bbgo/twap_order_executor.go
View File

@ -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)
}

6
pkg/cmd/backtest.go
View File

@ -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"`
StartPrice fixedpoint.Value `json:"startPrice,omitempty"`
LastPrice fixedpoint.Value `json:"lastPrice,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"`

4
pkg/cmd/balances.go
View File

@ -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
},
}

2
pkg/cmd/builtin.go
View File

@ -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"
)

1
pkg/cmd/cancel.go
View File

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

2
pkg/cmd/cmdutil/exchange.go
View File

@ -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, "", "", "", "")
}

1
pkg/cmd/run.go
View File

@ -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

2
pkg/cmd/sync.go
View File

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

2
pkg/cmd/transfer.go
View File

@ -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() {

2
pkg/cmd/utils.go
View File

@ -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 {

51
pkg/fixedpoint/convert.go
View File

@ -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{}
var err = json.Unmarshal(data, &a)
if err != nil {
if bytes.Compare(data, []byte{'n', 'u', 'l', 'l'}) == 0 {
*v = Zero
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
}

5
pkg/fixedpoint/dec.go
View File

@ -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 {

6
pkg/indicator/ewma_test.go
View File

@ -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)
}

4
pkg/indicator/macd_test.go
View File

@ -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"
)
/*

8
pkg/indicator/obv_test.go
View File

@ -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)
}
})

4
pkg/indicator/stoch_test.go
View File

@ -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"
)
/*

5
pkg/indicator/vwap_test.go
View File

@ -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]`)

2
pkg/server/asset_fs.go
View File

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

2
pkg/server/assets_dummy.go
View File

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

2
pkg/strategy/bollmaker/strategy.go
View File

@ -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

1
pkg/strategy/etf/strategy.go
View File

@ -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

2
pkg/strategy/flashcrash/strategy.go
View File

@ -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"

6
pkg/strategy/pricealert/strategy.go
View File

@ -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"`
Interval string `json:"interval"`
Symbol string `json:"symbol"`
Interval string `json:"interval"`
MinChange fixedpoint.Value `json:"minChange"`
}

8
pkg/strategy/skeleton/strategy.go
View File

@ -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
}

4
pkg/strategy/support/strategy.go
View File

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

2
pkg/strategy/swing/strategy.go
View File

@ -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"

1
pkg/strategy/techsignal/strategy.go
View File

@ -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)) {

2
pkg/strategy/xmaker/state.go
View File

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

3
pkg/strategy/xmaker/strategy.go
View File

@ -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() {

1
pkg/strategy/xnav/csv.go
View File

@ -1,2 +1 @@
package xnav

4
pkg/strategy/xpuremaker/strategy.go
View File

@ -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

1
pkg/types/active_book.go
View File

@ -1,2 +1 @@
package types

1
pkg/types/currencies.go
View File

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

20
pkg/types/deposit.go
View File

@ -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"`
Exchange ExchangeName `json:"exchange" db:"exchange"`
Time Time `json:"time" db:"time"`
Amount fixedpoint.Value `json:"amount" db:"amount"`
Asset string `json:"asset" db:"asset"`
Address string `json:"address" db:"address"`
AddressTag string `json:"addressTag"`
TransactionID string `json:"transactionID" db:"txn_id"`
Status DepositStatus `json:"status"`
GID int64 `json:"gid" db:"gid"`
Exchange ExchangeName `json:"exchange" db:"exchange"`
Time Time `json:"time" db:"time"`
Amount fixedpoint.Value `json:"amount" db:"amount"`
Asset string `json:"asset" db:"asset"`
Address string `json:"address" db:"address"`
AddressTag string `json:"addressTag"`
TransactionID string `json:"transactionID" db:"txn_id"`
Status DepositStatus `json:"status"`
}
func (d Deposit) EffectiveTime() time.Time {

7
pkg/types/kline.go
View File

@ -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},

6
pkg/types/kline_test.go
View File

@ -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},

8
pkg/types/market_test.go
View File

@ -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 {

16
pkg/types/order.go
View File

@ -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
OrderID string
Symbol 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"`
ExecutedQuantity fixedpoint.Value `json:"executedQuantity" db:"executed_quantity"`
IsWorking bool `json:"isWorking" db:"is_working"`
CreationTime Time `json:"creationTime" db:"created_at"`
UpdateTime Time `json:"updateTime" db:"updated_at"`
Status OrderStatus `json:"status" db:"status"`
ExecutedQuantity fixedpoint.Value `json:"executedQuantity" db:"executed_quantity"`
IsWorking bool `json:"isWorking" db:"is_working"`
CreationTime Time `json:"creationTime" db:"created_at"`
UpdateTime Time `json:"updateTime" db:"updated_at"`
IsMargin bool `json:"isMargin" db:"is_margin"`
IsIsolated bool `json:"isIsolated" db:"is_isolated"`

12
pkg/types/position_test.go
View File

@ -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),
expectedProfit: fixedpoint.Zero,
expectedQuote: fixedpoint.NewFromFloat(0 - 1000.0*0.01),
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),
expectedQuote: fixedpoint.NewFromFloat(0.0 + 1000.0 * 0.01 * (1.0 - feeRate)),
expectedProfit: fixedpoint.Zero,
expectedBase: fixedpoint.NewFromFloat(-0.01),
expectedQuote: fixedpoint.NewFromFloat(0.0 + 1000.0*0.01*(1.0-feeRate)),
expectedProfit: fixedpoint.Zero,
},
{
name: "long",

2
pkg/types/price_volume_slice_test.go
View File

@ -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) {

2
pkg/types/rbtree_test.go
View File

@ -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()

2
pkg/types/reward.go
View File

@ -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] }

2
pkg/types/ticker.go
View File

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

27
pkg/types/trade.go
View File

@ -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"`
OrderID uint64 `json:"orderID" db:"order_id"`
Exchange ExchangeName `json:"exchange" db:"exchange"`
Price fixedpoint.Value `json:"price" db:"price"`
Quantity fixedpoint.Value `json:"quantity" db:"quantity"`
QuoteQuantity fixedpoint.Value `json:"quoteQuantity" db:"quote_quantity"`
Symbol string `json:"symbol" db:"symbol"`
ID uint64 `json:"id" db:"id"`
OrderID uint64 `json:"orderID" db:"order_id"`
Exchange ExchangeName `json:"exchange" db:"exchange"`
Price fixedpoint.Value `json:"price" db:"price"`
Quantity fixedpoint.Value `json:"quantity" db:"quantity"`
QuoteQuantity fixedpoint.Value `json:"quoteQuantity" db:"quote_quantity"`
Symbol string `json:"symbol" db:"symbol"`
Side SideType `json:"side" db:"side"`
IsBuyer bool `json:"isBuyer" db:"is_buyer"`
IsMaker bool `json:"isMaker" db:"is_maker"`
Time Time `json:"tradedAt" db:"traded_at"`
Fee fixedpoint.Value `json:"fee" db:"fee"`
FeeCurrency string `json:"feeCurrency" db:"fee_currency"`
Side SideType `json:"side" db:"side"`
IsBuyer bool `json:"isBuyer" db:"is_buyer"`
IsMaker bool `json:"isMaker" db:"is_maker"`
Time Time `json:"tradedAt" db:"traded_at"`
Fee fixedpoint.Value `json:"fee" db:"fee"`
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 := ""

4
pkg/types/trade_test.go
View File

@ -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",

27
pkg/types/withdraw.go
View File

@ -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"`
Exchange ExchangeName `json:"exchange" db:"exchange"`
Asset string `json:"asset" db:"asset"`
Amount fixedpoint.Value `json:"amount" db:"amount"`
Address string `json:"address" db:"address"`
AddressTag string `json:"addressTag"`
Status string `json:"status"`
GID int64 `json:"gid" db:"gid"`
Exchange ExchangeName `json:"exchange" db:"exchange"`
Asset string `json:"asset" db:"asset"`
Amount fixedpoint.Value `json:"amount" db:"amount"`
Address string `json:"address" db:"address"`
AddressTag string `json:"addressTag"`
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"`
WithdrawOrderID string `json:"withdrawOrderId"`
ApplyTime Time `json:"applyTime" db:"time"`
Network string `json:"network" db:"network"`
TransactionFeeCurrency string `json:"transactionFeeCurrency" db:"txn_fee_currency"`
WithdrawOrderID string `json:"withdrawOrderId"`
ApplyTime Time `json:"applyTime" db:"time"`
Network string `json:"network" db:"network"`
}
func (w Withdraw) String() string {
@ -35,4 +35,3 @@ type WithdrawalOptions struct {
Network string
AddressTag string
}

2
pkg/util/math.go
View File

@ -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

13
pkg/util/reonce_test.go
View File

@ -11,9 +11,9 @@ func TestReonce_DoAndReset(t *testing.T) {
var cnt = 0
var reonce Reonce
go reonce.Do(func() {
t.Log("once #1")
time.Sleep(10 * time.Millisecond)
cnt++
t.Log("once #1")
time.Sleep(10 * time.Millisecond)
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")
time.Sleep(10 * time.Millisecond)
cnt++
t.Log("once #2")
time.Sleep(10 * time.Millisecond)
cnt++
})
time.Sleep(time.Second)
assert.Equal(t, 2, cnt)
}

6
pkg/util/time.go
View File

@ -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)
}