feature: add pre-commit

.github/workflows/go.yml

@@ -17,7 +17,7 @@ jobs:
     env:
       MYSQL_DATABASE: bbgo
       MYSQL_USER: "root"
-      MYSQL_PASSWORD: "root"
+      MYSQL_PASSWORD: "root" # pragma: allowlist secret
 
     steps:
 
@@ -48,6 +48,15 @@ jobs:
       with:
         go-version: 1.18
 
+    - name: Run pre-commit
+      run: |
+        pip install pre-commit
+        go get -v -u github.com/go-critic/go-critic/cmd/gocritic
+        pre-commit install-hooks
+        pre-commit run markdownlint --files=README.md --verbose
+        pre-commit run go-fmt --all-files --verbose
+        pre-commit run go-critic --all-files --verbose
+
     - name: Install Migration Tool
       run: go install github.com/c9s/rockhopper/cmd/rockhopper@v1.2.1
 

.markdownlint.yaml

@@ -0,0 +1,5 @@
+default: true
+extends: null
+MD033: false
+MD010: false
+MD013: false

.pre-commit-config.yaml

@@ -0,0 +1,21 @@
+---
+repos:
+  # Secret Detection
+  - repo: https://github.com/Yelp/detect-secrets
+    rev: v1.2.0
+    hooks:
+      - id: detect-secrets
+        args: ['--exclude-secrets', '3899a918953e01bfe218116cdfeccbed579e26275c4a89abcbc70d2cb9e9bbb8']
+        exclude: pacakge.lock.json
+  # Markdown
+  - repo: https://github.com/igorshubovych/markdownlint-cli
+    rev: v0.31.1
+    hooks:
+      - id: markdownlint
+  # Go
+  - repo: https://github.com/dnephin/pre-commit-golang
+    rev: v0.5.0
+    hooks:
+      - id: go-fmt
+        args: ['-l']
+      - id: go-critic

README.md

@@ -5,6 +5,8 @@ A trading bot framework written in Go. The name bbgo comes from the BB8 bot in t
 ## Current Status
 
 [![Go](https://github.com/c9s/bbgo/actions/workflows/go.yml/badge.svg?branch=main)](https://github.com/c9s/bbgo/actions/workflows/go.yml)
+[![GoDoc](https://godoc.org/github.com/c9s/bbgo?status.svg)](https://pkg.go.dev/github.com/c9s/bbgo)
+[![Go Report Card](https://goreportcard.com/badge/github.com/c9s/bbgo)](https://goreportcard.com/report/github.com/c9s/bbgo)
 [![DockerHub](https://img.shields.io/docker/pulls/yoanlin/bbgo.svg)](https://hub.docker.com/r/yoanlin/bbgo)
 [![Coverage Status](http://codecov.io/github/c9s/bbgo/coverage.svg?branch=main)](http://codecov.io/github/c9s/bbgo?branch=main)
 <img alt="open collective badge" src="https://opencollective.com/bbgo/tiers/badge.svg">
@@ -42,7 +44,38 @@ You can use BBGO's underlying common exchange API, currently it supports 4+ majo
 - Built-in parameter optimization tool.
 - Built-in Grid strategy and many other built-in strategies.
 - Multi-exchange session support: you can connect to more than 2 exchanges with different accounts or subaccounts.
-- Standard indicators, e.g., SMA, EMA, BOLL, VMA, MACD...
+- Indicators with interface similar to `pandas.Series`([series](https://github.com/c9s/bbgo/blob/main/doc/development/series.md))([usage](https://github.com/c9s/bbgo/blob/main/doc/development/indicator.md)):
+  - [Accumulation/Distribution Indicator](./pkg/indicator/ad.go)
+  - [Arnaud Legoux Moving Average](./pkg/indicator/alma.go)
+  - [Average True Range](./pkg/indicator/atr.go)
+  - [Bollinger Bands](./pkg/indicator/boll.go)
+  - [Commodity Channel Index](./pkg/indicator/cci.go)
+  - [Cumulative Moving Average](./pkg/indicator/cma.go)
+  - [Double Exponential Moving Average](./pkg/indicator/dema.go)
+  - [Directional Movement Index](./pkg/indicator/dmi.go)
+  - [Brownian Motion's Drift Factor](./pkg/indicator/drift.go)
+  - [Ease of Movement](./pkg/indicator/emv.go)
+  - [Exponentially Weighted Moving Average](./pkg/indicator/ewma.go)
+  - [Hull Moving Average](./pkg/indicator/hull.go)
+  - [Trend Line (Tool)](./pkg/indicator/line.go)
+  - [Moving Average Convergence Divergence Indicator](./pkg/indicator/macd.go)
+  - [On-Balance Volume](./pkg/indicator/obv.go)
+  - [Pivot](./pkg/indicator/pivot.go)
+  - [Running Moving Average](./pkg/indicator/rma.go)
+  - [Relative Strength Index](./pkg/indicator/rsi.go)
+  - [Simple Moving Average](./pkg/indicator/sma.go)
+  - [Ehler's Super Smoother Filter](./pkg/indicator/ssf.go)
+  - [Stochastic Oscillator](./pkg/indicator/stoch.go)
+  - [SuperTrend](./pkg/indicator/supertrend.go)
+  - [Triple Exponential Moving Average](./pkg/indicator/tema.go)
+  - [Tillson T3 Moving Average](./pkg/indicator/till.go)
+  - [Triangular Moving Average](./pkg/indicator/tma.go)
+  - [Variable Index Dynamic Average](./pkg/indicator/vidya.go)
+  - [Volatility Indicator](./pkg/indicator/volatility.go)
+  - [Volume Weighted Average Price](./pkg/indicator/vwap.go)
+  - [Zero Lag Exponential Moving Average](./pkg/indicator/zlema.go)
+  - And more...
+- HeikinAshi OHLC / Normal OHLC (check [this config](https://github.com/c9s/bbgo/blob/main/config/skeleton.yaml#L5))
 - React-powered Web Dashboard.
 - Docker image ready.
 - Kubernetes support.
@@ -51,7 +84,7 @@ You can use BBGO's underlying common exchange API, currently it supports 4+ majo
 
 ## Screenshots
 
-![bbgo dashboard](assets/screenshots/dashboard.jpeg) 
+![bbgo dashboard](assets/screenshots/dashboard.jpeg)
 
 ![bbgo backtest report](assets/screenshots/backtest-report.jpg)
 
@@ -63,8 +96,8 @@ You can use BBGO's underlying common exchange API, currently it supports 4+ majo
 - Kucoin Spot Exchange
 - MAX Spot Exchange (located in Taiwan)
 
-
 ## Documentation and General Topics
+
 - Check the [documentation index](doc/README.md)
 
 ## BBGO Tokenomics
@@ -105,6 +138,7 @@ bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/setup-bol
 ```
 
 If you already have configuration somewhere, a download-only script might be suitable for you:
+
 ```sh
 bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/download.sh)
 ```
@@ -114,7 +148,7 @@ Or refer to the [Release Page](https://github.com/c9s/bbgo/releases) and downloa
 Since v2, we've added new float point implementation from dnum to support decimals with higher precision.
 To download & setup, please refer to [Dnum Installation](doc/topics/dnum-binary.md)
 
-### One-click Linode StackScript:
+### One-click Linode StackScript
 
 - BBGO Grid Trading on Binance <https://cloud.linode.com/stackscripts/950715>
 - BBGO USDT/TWD Grid Trading on MAX <https://cloud.linode.com/stackscripts/793380>
@@ -165,14 +199,12 @@ Prepare your dotenv file `.env.local` and BBGO yaml config file `bbgo.yaml`.
 
 To check the available environment variables, please see [Environment Variables](./doc/configuration/envvars.md)
 
-
 The minimal bbgo.yaml could be generated by:
 
 ```sh
 curl -o bbgo.yaml https://raw.githubusercontent.com/c9s/bbgo/main/config/minimal.yaml
 ```
 
-
 To run strategy:
 
 ```sh
@@ -185,14 +217,12 @@ To start bbgo with the frontend dashboard:
 bbgo run --enable-webserver
 ```
 
-
 If you want to switch to other dotenv file, you can add an `--dotenv` option or `--config`:
 
 ```sh
 bbgo sync --dotenv .env.dev --config config/grid.yaml --session binance
 ```
 
-
 To query transfer history:
 
 ```sh
@@ -207,13 +237,13 @@ bbgo pnl --exchange binance --asset BTC --since "2019-01-01"
 ```
 --->
 
-
 ## Advanced Configuration
 
 ### Testnet (Paper Trading)
 
 Currently only supports binance testnet.
 To run bbgo in testnet, apply new API keys from [Binance Test Network](https://testnet.binance.vision), and set the following env before you start bbgo:
+
 ```bash
 export PAPER_TRADE=1
 export DISABLE_MARKET_CACHE=1 # the symbols supported in testnet is far less than the mainnet

pkg/bbgo/environment.go

@@ -928,10 +928,11 @@ func (environ *Environment) setupInteraction(persistence service.PersistenceServ
 	}
 
 	interact.AddCustomInteraction(&interact.AuthInteract{
-		Strict:             authStrict,
+		Strict: authStrict,
-		Mode:               authMode,
+		Mode:   authMode,
-		Token:              authToken, // can be empty string here
+		Token:  authToken, // can be empty string here
-		OneTimePasswordKey: key,       // can be nil here
+		// pragma: allowlist nextline secret
+		OneTimePasswordKey: key, // can be nil here
 	})
 	return nil
 }

pkg/bbgo/strategycontroller_callbacks.go

@@ -1,4 +1,4 @@
-// Code generated by "callbackgen -type StrategyController strategy_controller.go"; DO NOT EDIT.
+// Code generated by "callbackgen -type StrategyController -interface"; DO NOT EDIT.
 
 package bbgo
 
@@ -33,3 +33,11 @@ func (s *StrategyController) EmitEmergencyStop() {
 		cb()
 	}
 }
+
+type StrategyControllerEventHub interface {
+	OnSuspend(cb func())
+
+	OnResume(cb func())
+
+	OnEmergencyStop(cb func())
+}

pkg/datasource/coinmarketcap/v1/client.go

@@ -35,6 +35,7 @@ func New() *RestClient {
 }
 
 func (c *RestClient) Auth(apiKey string) {
+	// pragma: allowlist nextline secret
 	c.apiKey = apiKey
 }
 

pkg/datasource/glassnode/glassnodeapi/client.go

@@ -35,6 +35,7 @@ func NewRestClient() *RestClient {
 }
 
 func (c *RestClient) Auth(apiKey string) {
+	// pragma: allowlist nextline secret
 	c.apiKey = apiKey
 }
 

pkg/exchange/binance/binanceapi/client.go

@@ -60,6 +60,7 @@ func NewClient(baseURL string) *RestClient {
 
 func (c *RestClient) Auth(key, secret string) {
 	c.Key = key
+	// pragma: allowlist nextline secret
 	c.Secret = secret
 }
 

pkg/exchange/binance/exchange.go

@@ -122,7 +122,8 @@ func New(key, secret string) *Exchange {
 	}
 
 	return &Exchange{
-		key:           key,
+		key: key,
+		// pragma: allowlist nextline secret
 		secret:        secret,
 		client:        client,
 		futuresClient: futuresClient,

pkg/exchange/ftx/exchange.go

@@ -90,8 +90,9 @@ func NewExchange(key, secret string, subAccount string) *Exchange {
 		client:       client,
 		restEndpoint: u,
 		key:          key,
-		secret:       secret,
+		// pragma: allowlist nextline secret
-		subAccount:   subAccount,
+		secret:     secret,
+		subAccount: subAccount,
 	}
 }
 

pkg/exchange/ftx/ftxapi/client.go

@@ -68,6 +68,7 @@ func NewClient() *RestClient {
 
 func (c *RestClient) Auth(key, secret, subAccount string) {
 	c.Key = key
+	// pragma: allowlist nextline secret
 	c.Secret = secret
 	c.subAccount = subAccount
 }

pkg/exchange/ftx/rest.go

@@ -92,6 +92,7 @@ func newRestRequest(c *http.Client, baseURL *url.URL) *restRequest {
 
 func (r *restRequest) Auth(key, secret string) *restRequest {
 	r.key = key
+	// pragma: allowlist nextline secret
 	r.secret = secret
 	return r
 }

pkg/exchange/ftx/stream.go

@@ -37,8 +37,9 @@ type klineSubscription struct {
 
 func NewStream(key, secret string, subAccount string, e *Exchange) *Stream {
 	s := &Stream{
-		exchange:       e,
+		exchange: e,
-		key:            key,
+		key:      key,
+		// pragma: allowlist nextline secret
 		secret:         secret,
 		subAccount:     subAccount,
 		StandardStream: &types.StandardStream{},

pkg/exchange/ftx/websocket_messages_test.go

@@ -182,6 +182,7 @@ func Test_insertAt(t *testing.T) {
 func Test_newLoginRequest(t *testing.T) {
 	// From API doc: https://docs.ftx.com/?javascript#authentication-2
 	r := newLoginRequest("", "Y2QTHI23f23f23jfjas23f23To0RfUwX3H42fvN-", time.Unix(0, 1557246346499*int64(time.Millisecond)), "")
+	// pragma: allowlist nextline secret
 	expectedSignature := "d10b5a67a1a941ae9463a60b285ae845cdeac1b11edc7da9977bef0228b96de9"
 	assert.Equal(t, expectedSignature, r.Login.Signature)
 	jsonStr, err := json.Marshal(r)

pkg/exchange/kucoin/exchange.go

@@ -44,7 +44,8 @@ func New(key, secret, passphrase string) *Exchange {
 	}
 
 	return &Exchange{
-		key:        key,
+		key: key,
+		// pragma: allowlist nextline secret
 		secret:     secret,
 		passphrase: passphrase,
 		client:     client,

pkg/exchange/kucoin/kucoinapi/client.go

@@ -58,6 +58,7 @@ func NewClient() *RestClient {
 
 func (c *RestClient) Auth(key, secret, passphrase string) {
 	c.Key = key
+	// pragma: allowlist nextline secret
 	c.Secret = secret
 	c.Passphrase = passphrase
 }

pkg/exchange/max/exchange.go

@@ -47,8 +47,9 @@ func New(key, secret string) *Exchange {
 	client := maxapi.NewRestClient(baseURL)
 	client.Auth(key, secret)
 	return &Exchange{
-		client:   client,
+		client: client,
-		key:      key,
+		key:    key,
+		// pragma: allowlist nextline secret
 		secret:   secret,
 		v3order:  &v3.OrderService{Client: client},
 		v3margin: &v3.MarginService{Client: client},

pkg/exchange/max/maxapi/restapi.go

@@ -130,7 +130,9 @@ func NewRestClient(baseURL string) *RestClient {
 
 // Auth sets api key and secret for usage is requests that requires authentication.
 func (c *RestClient) Auth(key string, secret string) *RestClient {
+	// pragma: allowlist nextline secret
 	c.APIKey = key
+	// pragma: allowlist nextline secret
 	c.APISecret = secret
 	return c
 }

pkg/exchange/max/stream.go

@@ -44,7 +44,8 @@ func NewStream(key, secret string) *Stream {
 	stream := &Stream{
 		StandardStream: types.NewStandardStream(),
 		key:            key,
-		secret:         secret,
+		// pragma: allowlist nextline secret
+		secret: secret,
 	}
 	stream.SetEndpointCreator(stream.getEndpoint)
 	stream.SetParser(max.ParseMessage)
@@ -116,7 +117,9 @@ func (s *Stream) handleConnect() {
 
 		nonce := time.Now().UnixNano() / int64(time.Millisecond)
 		auth := &max.AuthMessage{
-			Action:    "auth",
+			// pragma: allowlist nextline secret
+			Action: "auth",
+			// pragma: allowlist nextline secret
 			APIKey:    s.key,
 			Nonce:     nonce,
 			Signature: signPayload(fmt.Sprintf("%d", nonce), s.secret),

pkg/exchange/okex/exchange.go

@@ -38,7 +38,8 @@ func New(key, secret, passphrase string) *Exchange {
 	}
 
 	return &Exchange{
-		key:        key,
+		key: key,
+		// pragma: allowlist nextline secret
 		secret:     secret,
 		passphrase: passphrase,
 		client:     client,

pkg/exchange/okex/okexapi/client.go

@@ -91,6 +91,7 @@ func NewClient() *RestClient {
 
 func (c *RestClient) Auth(key, secret, passphrase string) {
 	c.Key = key
+	// pragma: allowlist nextline secret
 	c.Secret = secret
 	c.Passphrase = passphrase
 }

pkg/fixedpoint/convert.go

@@ -349,11 +349,11 @@ func NewFromString(input string) (Value, error) {
 		}
 	}
 	if hasDecimal {
-		after := input[dotIndex+1 : len(input)]
+		after := input[dotIndex+1:]
 		if decimalCount >= 8 {
-			after = after[0:8] + "." + after[8:len(after)]
+			after = after[0:8] + "." + after[8:]
 		} else {
-			after = after[0:decimalCount] + strings.Repeat("0", 8-decimalCount) + after[decimalCount:len(after)]
+			after = after[0:decimalCount] + strings.Repeat("0", 8-decimalCount) + after[decimalCount:]
 		}
 		input = input[0:dotIndex] + after
 		v, err := strconv.ParseFloat(input, 64)
@@ -368,7 +368,7 @@ func NewFromString(input string) (Value, error) {
 		return Value(int64(math.Trunc(v))), nil
 
 	} else if hasScientificNotion {
-		exp, err := strconv.ParseInt(input[scIndex+1:len(input)], 10, 32)
+		exp, err := strconv.ParseInt(input[scIndex+1:], 10, 32)
 		if err != nil {
 			return 0, err
 		}

pkg/interact/auth.go

@@ -37,6 +37,7 @@ type AuthInteract struct {
 func (it *AuthInteract) Commands(interact *Interact) {
 	if it.Strict {
 		// generate a one-time-use otp
+		// pragma: allowlist nextline secret
 		if it.OneTimePasswordKey == nil {
 			opts := totp.GenerateOpts{
 				Issuer:      "interact",
@@ -48,7 +49,7 @@ func (it *AuthInteract) Commands(interact *Interact) {
 			if err != nil {
 				panic(err)
 			}
-
+			// pragma: allowlist nextline secret
 			it.OneTimePasswordKey = key
 		}
 		interact.Command("/auth", "authorize", func(reply Reply, session Session) error {

pkg/migrations/mysql/migration_api_test.go

@@ -14,7 +14,7 @@ func TestGetMigrationsMap(t *testing.T) {
 
 func TestMergeMigrationsMap(t *testing.T) {
 	MergeMigrationsMap(map[int64]*rockhopper.Migration{
-		2: &rockhopper.Migration{},
+		2: {},
-		3: &rockhopper.Migration{},
+		3: {},
 	})
 }

pkg/migrations/sqlite3/migration_api_test.go

@@ -14,7 +14,7 @@ func TestGetMigrationsMap(t *testing.T) {
 
 func TestMergeMigrationsMap(t *testing.T) {
 	MergeMigrationsMap(map[int64]*rockhopper.Migration{
-		2: &rockhopper.Migration{},
+		2: {},
-		3: &rockhopper.Migration{},
+		3: {},
 	})
 }

pkg/server/envvars.go

@@ -17,11 +17,15 @@ func collectSessionEnvVars(sessions map[string]*bbgo.ExchangeSession) (envVars m
 		}
 
 		if len(session.EnvVarPrefix) > 0 {
+			// pragma: allowlist nextline secret
 			envVars[session.EnvVarPrefix+"_API_KEY"] = session.Key
+			// pragma: allowlist nextline secret
 			envVars[session.EnvVarPrefix+"_API_SECRET"] = session.Secret
 		} else if len(session.Name) > 0 {
 			sn := strings.ToUpper(session.Name)
+			// pragma: allowlist nextline secret
 			envVars[sn+"_API_KEY"] = session.Key
+			// pragma: allowlist nextline secret
 			envVars[sn+"_API_SECRET"] = session.Secret
 		} else {
 			err = fmt.Errorf("session %s name or env var prefix is not defined", session.Name)

pkg/service/persistence_redis.go

@@ -19,6 +19,7 @@ func NewRedisPersistenceService(config *RedisPersistenceConfig) *RedisPersistenc
 	client := redis.NewClient(&redis.Options{
 		Addr: net.JoinHostPort(config.Host, config.Port),
 		// Username:           "", // username is only for redis 6.0
+		// pragma: allowlist nextline secret
 		Password: config.Password, // no password set
 		DB:       config.DB,       // use default DB
 	})