max: use v3/withdrawals apis

pkg/exchange/max/maxapi/account.go

@@ -201,14 +201,14 @@ type Withdraw struct {
 	Notes     string                     `json:"notes"`
 }
 
-//go:generate GetRequest -url "v2/withdrawals" -type GetWithdrawHistoryRequest -responseType []Withdraw
+//go:generate GetRequest -url "v3/withdrawals" -type GetWithdrawHistoryRequest -responseType []Withdraw
 type GetWithdrawHistoryRequest struct {
 	client requestgen.AuthenticatedAPIClient
 
-	currency string     `param:"currency"`
+	currency *string    `param:"currency"`
+	state    *string    `param:"state"`        // submitting, submitted, rejected, accepted, checking, refunded, canceled, suspect
 	from     *time.Time `param:"from,seconds"` // seconds
 	to       *time.Time `param:"to,seconds"`   // seconds
-	state    *string    `param:"state"`        // submitting, submitted, rejected, accepted, checking, refunded, canceled, suspect
 	limit    *int       `param:"limit"`
 }
 

pkg/exchange/max/maxapi/get_account_request_requestgen.go

@@ -119,13 +119,21 @@ func (g *GetAccountRequest) GetSlugsMap() (map[string]string, error) {
 	return slugs, nil
 }
 
+// GetPath returns the request path of the API
+func (g *GetAccountRequest) GetPath() string {
+	return "v2/members/accounts/:currency"
+}
+
+// Do generates the request object and send the request object to the API endpoint
 func (g *GetAccountRequest) Do(ctx context.Context) (*Account, error) {
 
 	// no body params
 	var params interface{}
 	query := url.Values{}
 
-	apiURL := "v2/members/accounts/:currency"
+	var apiURL string
+
+	apiURL = g.GetPath()
 	slugs, err := g.GetSlugsMap()
 	if err != nil {
 		return nil, err
@@ -144,8 +152,32 @@ func (g *GetAccountRequest) Do(ctx context.Context) (*Account, error) {
 	}
 
 	var apiResponse Account
-	if err := response.DecodeJSON(&apiResponse); err != nil {
+
-		return nil, err
+	type responseUnmarshaler interface {
+		Unmarshal(data []byte) error
+	}
+
+	if unmarshaler, ok := interface{}(&apiResponse).(responseUnmarshaler); ok {
+		if err := unmarshaler.Unmarshal(response.Body); err != nil {
+			return nil, err
+		}
+	} else {
+		// The line below checks the content type, however, some API server might not send the correct content type header,
+		// Hence, this is commented for backward compatibility
+		// response.IsJSON()
+		if err := response.DecodeJSON(&apiResponse); err != nil {
+			return nil, err
+		}
+	}
+
+	type responseValidator interface {
+		Validate() error
+	}
+
+	if validator, ok := interface{}(&apiResponse).(responseValidator); ok {
+		if err := validator.Validate(); err != nil {
+			return nil, err
+		}
 	}
 	return &apiResponse, nil
 }

pkg/exchange/max/maxapi/get_accounts_request_requestgen.go

@@ -109,13 +109,21 @@ func (g *GetAccountsRequest) GetSlugsMap() (map[string]string, error) {
 	return slugs, nil
 }
 
+// GetPath returns the request path of the API
+func (g *GetAccountsRequest) GetPath() string {
+	return "v2/members/accounts"
+}
+
+// Do generates the request object and send the request object to the API endpoint
 func (g *GetAccountsRequest) Do(ctx context.Context) ([]Account, error) {
 
 	// no body params
 	var params interface{}
 	query := url.Values{}
 
-	apiURL := "v2/members/accounts"
+	var apiURL string
+
+	apiURL = g.GetPath()
 
 	req, err := g.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
 	if err != nil {
@@ -128,8 +136,32 @@ func (g *GetAccountsRequest) Do(ctx context.Context) ([]Account, error) {
 	}
 
 	var apiResponse []Account
-	if err := response.DecodeJSON(&apiResponse); err != nil {
+
-		return nil, err
+	type responseUnmarshaler interface {
+		Unmarshal(data []byte) error
+	}
+
+	if unmarshaler, ok := interface{}(&apiResponse).(responseUnmarshaler); ok {
+		if err := unmarshaler.Unmarshal(response.Body); err != nil {
+			return nil, err
+		}
+	} else {
+		// The line below checks the content type, however, some API server might not send the correct content type header,
+		// Hence, this is commented for backward compatibility
+		// response.IsJSON()
+		if err := response.DecodeJSON(&apiResponse); err != nil {
+			return nil, err
+		}
+	}
+
+	type responseValidator interface {
+		Validate() error
+	}
+
+	if validator, ok := interface{}(&apiResponse).(responseValidator); ok {
+		if err := validator.Validate(); err != nil {
+			return nil, err
+		}
 	}
 	return apiResponse, nil
 }

pkg/exchange/max/maxapi/get_deposit_history_request_requestgen.go

@@ -178,6 +178,12 @@ func (g *GetDepositHistoryRequest) GetSlugsMap() (map[string]string, error) {
 	return slugs, nil
 }
 
+// GetPath returns the request path of the API
+func (g *GetDepositHistoryRequest) GetPath() string {
+	return "v2/deposits"
+}
+
+// Do generates the request object and send the request object to the API endpoint
 func (g *GetDepositHistoryRequest) Do(ctx context.Context) ([]Deposit, error) {
 
 	// empty params for GET operation
@@ -187,7 +193,9 @@ func (g *GetDepositHistoryRequest) Do(ctx context.Context) ([]Deposit, error) {
 		return nil, err
 	}
 
-	apiURL := "v2/deposits"
+	var apiURL string
+
+	apiURL = g.GetPath()
 
 	req, err := g.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
 	if err != nil {
@@ -200,8 +208,32 @@ func (g *GetDepositHistoryRequest) Do(ctx context.Context) ([]Deposit, error) {
 	}
 
 	var apiResponse []Deposit
-	if err := response.DecodeJSON(&apiResponse); err != nil {
+
-		return nil, err
+	type responseUnmarshaler interface {
+		Unmarshal(data []byte) error
+	}
+
+	if unmarshaler, ok := interface{}(&apiResponse).(responseUnmarshaler); ok {
+		if err := unmarshaler.Unmarshal(response.Body); err != nil {
+			return nil, err
+		}
+	} else {
+		// The line below checks the content type, however, some API server might not send the correct content type header,
+		// Hence, this is commented for backward compatibility
+		// response.IsJSON()
+		if err := response.DecodeJSON(&apiResponse); err != nil {
+			return nil, err
+		}
+	}
+
+	type responseValidator interface {
+		Validate() error
+	}
+
+	if validator, ok := interface{}(&apiResponse).(responseValidator); ok {
+		if err := validator.Validate(); err != nil {
+			return nil, err
+		}
 	}
 	return apiResponse, nil
 }

pkg/exchange/max/maxapi/get_vip_level_request_requestgen.go

@@ -109,13 +109,21 @@ func (g *GetVipLevelRequest) GetSlugsMap() (map[string]string, error) {
 	return slugs, nil
 }
 
+// GetPath returns the request path of the API
+func (g *GetVipLevelRequest) GetPath() string {
+	return "v2/members/vip_level"
+}
+
+// Do generates the request object and send the request object to the API endpoint
 func (g *GetVipLevelRequest) Do(ctx context.Context) (*VipLevel, error) {
 
 	// no body params
 	var params interface{}
 	query := url.Values{}
 
-	apiURL := "v2/members/vip_level"
+	var apiURL string
+
+	apiURL = g.GetPath()
 
 	req, err := g.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
 	if err != nil {
@@ -128,8 +136,32 @@ func (g *GetVipLevelRequest) Do(ctx context.Context) (*VipLevel, error) {
 	}
 
 	var apiResponse VipLevel
-	if err := response.DecodeJSON(&apiResponse); err != nil {
+
-		return nil, err
+	type responseUnmarshaler interface {
+		Unmarshal(data []byte) error
+	}
+
+	if unmarshaler, ok := interface{}(&apiResponse).(responseUnmarshaler); ok {
+		if err := unmarshaler.Unmarshal(response.Body); err != nil {
+			return nil, err
+		}
+	} else {
+		// The line below checks the content type, however, some API server might not send the correct content type header,
+		// Hence, this is commented for backward compatibility
+		// response.IsJSON()
+		if err := response.DecodeJSON(&apiResponse); err != nil {
+			return nil, err
+		}
+	}
+
+	type responseValidator interface {
+		Validate() error
+	}
+
+	if validator, ok := interface{}(&apiResponse).(responseValidator); ok {
+		if err := validator.Validate(); err != nil {
+			return nil, err
+		}
 	}
 	return &apiResponse, nil
 }

pkg/exchange/max/maxapi/get_withdraw_history_request_requestgen.go

@@ -1,4 +1,4 @@
-// Code generated by "requestgen -method GET -url v2/withdrawals -type GetWithdrawHistoryRequest -responseType []Withdraw"; DO NOT EDIT.
+// Code generated by "requestgen -method GET -url v3/withdrawals -type GetWithdrawHistoryRequest -responseType []Withdraw"; DO NOT EDIT.
 
 package max
 
@@ -14,7 +14,12 @@ import (
 )
 
 func (g *GetWithdrawHistoryRequest) Currency(currency string) *GetWithdrawHistoryRequest {
-	g.currency = currency
+	g.currency = &currency
+	return g
+}
+
+func (g *GetWithdrawHistoryRequest) State(state string) *GetWithdrawHistoryRequest {
+	g.state = &state
 	return g
 }
 
@@ -28,11 +33,6 @@ func (g *GetWithdrawHistoryRequest) To(to time.Time) *GetWithdrawHistoryRequest
 	return g
 }
 
-func (g *GetWithdrawHistoryRequest) State(state string) *GetWithdrawHistoryRequest {
-	g.state = &state
-	return g
-}
-
 func (g *GetWithdrawHistoryRequest) Limit(limit int) *GetWithdrawHistoryRequest {
 	g.limit = &limit
 	return g
@@ -54,10 +54,21 @@ func (g *GetWithdrawHistoryRequest) GetQueryParameters() (url.Values, error) {
 func (g *GetWithdrawHistoryRequest) GetParameters() (map[string]interface{}, error) {
 	var params = map[string]interface{}{}
 	// check currency field -> json key currency
-	currency := g.currency
+	if g.currency != nil {
+		currency := *g.currency
 
-	// assign parameter of currency
+		// assign parameter of currency
-	params["currency"] = currency
+		params["currency"] = currency
+	} else {
+	}
+	// check state field -> json key state
+	if g.state != nil {
+		state := *g.state
+
+		// assign parameter of state
+		params["state"] = state
+	} else {
+	}
 	// check from field -> json key from
 	if g.from != nil {
 		from := *g.from
@@ -76,14 +87,6 @@ func (g *GetWithdrawHistoryRequest) GetParameters() (map[string]interface{}, err
 		params["to"] = strconv.FormatInt(to.Unix(), 10)
 	} else {
 	}
-	// check state field -> json key state
-	if g.state != nil {
-		state := *g.state
-
-		// assign parameter of state
-		params["state"] = state
-	} else {
-	}
 	// check limit field -> json key limit
 	if g.limit != nil {
 		limit := *g.limit
@@ -175,6 +178,12 @@ func (g *GetWithdrawHistoryRequest) GetSlugsMap() (map[string]string, error) {
 	return slugs, nil
 }
 
+// GetPath returns the request path of the API
+func (g *GetWithdrawHistoryRequest) GetPath() string {
+	return "v3/withdrawals"
+}
+
+// Do generates the request object and send the request object to the API endpoint
 func (g *GetWithdrawHistoryRequest) Do(ctx context.Context) ([]Withdraw, error) {
 
 	// empty params for GET operation
@@ -184,7 +193,9 @@ func (g *GetWithdrawHistoryRequest) Do(ctx context.Context) ([]Withdraw, error)
 		return nil, err
 	}
 
-	apiURL := "v2/withdrawals"
+	var apiURL string
+
+	apiURL = g.GetPath()
 
 	req, err := g.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
 	if err != nil {
@@ -197,8 +208,32 @@ func (g *GetWithdrawHistoryRequest) Do(ctx context.Context) ([]Withdraw, error)
 	}
 
 	var apiResponse []Withdraw
-	if err := response.DecodeJSON(&apiResponse); err != nil {
+
-		return nil, err
+	type responseUnmarshaler interface {
+		Unmarshal(data []byte) error
+	}
+
+	if unmarshaler, ok := interface{}(&apiResponse).(responseUnmarshaler); ok {
+		if err := unmarshaler.Unmarshal(response.Body); err != nil {
+			return nil, err
+		}
+	} else {
+		// The line below checks the content type, however, some API server might not send the correct content type header,
+		// Hence, this is commented for backward compatibility
+		// response.IsJSON()
+		if err := response.DecodeJSON(&apiResponse); err != nil {
+			return nil, err
+		}
+	}
+
+	type responseValidator interface {
+		Validate() error
+	}
+
+	if validator, ok := interface{}(&apiResponse).(responseValidator); ok {
+		if err := validator.Validate(); err != nil {
+			return nil, err
+		}
 	}
 	return apiResponse, nil
 }

pkg/priceresolver/simple.go

@@ -28,7 +28,7 @@ type SimplePriceResolver struct {
 	mu sync.Mutex
 }
 
-func NewPriceMap(markets types.MarketMap) *SimplePriceResolver {
+func NewSimplePriceResolver(markets types.MarketMap) *SimplePriceResolver {
 	return &SimplePriceResolver{
 		markets:       markets,
 		symbolPrices:  make(map[string]fixedpoint.Value),

pkg/priceresolver/simple_test.go

@@ -38,7 +38,7 @@ func TestSimplePriceResolver(t *testing.T) {
 	}
 
 	t.Run("direct reference", func(t *testing.T) {
-		pm := NewPriceMap(markets)
+		pm := NewSimplePriceResolver(markets)
 		pm.UpdateFromTrade(types.Trade{
 			Symbol: "BTCUSDT",
 			Price:  Number(48000.0),
@@ -69,7 +69,7 @@ func TestSimplePriceResolver(t *testing.T) {
 	})
 
 	t.Run("simple reference", func(t *testing.T) {
-		pm := NewPriceMap(markets)
+		pm := NewSimplePriceResolver(markets)
 		pm.UpdateFromTrade(types.Trade{
 			Symbol: "BTCUSDT",
 			Price:  Number(48000.0),
@@ -90,7 +90,7 @@ func TestSimplePriceResolver(t *testing.T) {
 	})
 
 	t.Run("crypto reference", func(t *testing.T) {
-		pm := NewPriceMap(markets)
+		pm := NewSimplePriceResolver(markets)
 		pm.UpdateFromTrade(types.Trade{
 			Symbol: "BTCUSDT",
 			Price:  Number(52000.0),
@@ -111,7 +111,7 @@ func TestSimplePriceResolver(t *testing.T) {
 	})
 
 	t.Run("inverse reference", func(t *testing.T) {
-		pm := NewPriceMap(markets)
+		pm := NewSimplePriceResolver(markets)
 		pm.UpdateFromTrade(types.Trade{
 			Symbol: "BTCTWD",
 			Price:  Number(1536000.0),
@@ -128,7 +128,7 @@ func TestSimplePriceResolver(t *testing.T) {
 	})
 
 	t.Run("inverse reference", func(t *testing.T) {
-		pm := NewPriceMap(markets)
+		pm := NewSimplePriceResolver(markets)
 		pm.UpdateFromTrade(types.Trade{
 			Symbol: "BTCTWD",
 			Price:  Number(1536000.0),

pkg/strategy/xalign/strategy.go

@@ -14,6 +14,7 @@ import (
 	"github.com/c9s/bbgo/pkg/bbgo"
 	"github.com/c9s/bbgo/pkg/core"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/priceresolver"
 	"github.com/c9s/bbgo/pkg/types"
 )
 
@@ -56,6 +57,8 @@ type Strategy struct {
 
 	faultBalanceRecords map[string][]TimeBalance
 
+	priceResolver *priceresolver.SimplePriceResolver
+
 	sessions   map[string]*bbgo.ExchangeSession
 	orderBooks map[string]*bbgo.ActiveOrderBook
 
@@ -350,6 +353,7 @@ func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, se
 
 	s.orderStore = core.NewOrderStore("")
 
+	markets := types.MarketMap{}
 	for _, sessionName := range s.PreferredSessions {
 		session, ok := sessions[sessionName]
 		if !ok {
@@ -363,8 +367,12 @@ func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, se
 		s.orderBooks[sessionName] = orderBook
 
 		s.sessions[sessionName] = session
+
+		// session.Market(symbol)
 	}
 
+	s.priceResolver = priceresolver.NewSimplePriceResolver(markets)
+
 	bbgo.OnShutdown(ctx, func(ctx context.Context, wg *sync.WaitGroup) {
 		defer wg.Done()
 		for n, session := range s.sessions {