all: change trade id to uint64

pkg/backtest/matching.go

@@ -226,7 +226,7 @@ func (m *SimplePriceMatching) newTradeFromOrder(order types.Order, isMaker bool)
 
 	var id = incTradeID()
 	return types.Trade{
-		ID:            int64(id),
+		ID:            id,
 		OrderID:       order.OrderID,
 		Exchange:      "backtest",
 		Price:         order.Price,

pkg/bbgo/trade_store.go

@@ -10,7 +10,7 @@ type TradeStore struct {
 	// any created trades for tracking trades
 	sync.Mutex
 
-	trades map[int64]types.Trade
+	trades map[uint64]types.Trade
 
 	Symbol          string
 	RemoveCancelled bool
@@ -21,7 +21,7 @@ type TradeStore struct {
 func NewTradeStore(symbol string) *TradeStore {
 	return &TradeStore{
 		Symbol: symbol,
-		trades: make(map[int64]types.Trade),
+		trades: make(map[uint64]types.Trade),
 	}
 }
 
@@ -43,7 +43,7 @@ func (s *TradeStore) Trades() (trades []types.Trade) {
 	return trades
 }
 
-func (s *TradeStore) Exists(oID int64) (ok bool) {
+func (s *TradeStore) Exists(oID uint64) (ok bool) {
 	s.Lock()
 	defer s.Unlock()
 
@@ -53,7 +53,7 @@ func (s *TradeStore) Exists(oID int64) (ok bool) {
 
 func (s *TradeStore) Clear() {
 	s.Lock()
-	s.trades = make(map[int64]types.Trade)
+	s.trades = make(map[uint64]types.Trade)
 	s.Unlock()
 }
 
@@ -61,7 +61,7 @@ type TradeFilter func(trade types.Trade) bool
 
 func (s *TradeStore) Filter(filter TradeFilter) {
 	s.Lock()
-	var trades = make(map[int64]types.Trade)
+	var trades = make(map[uint64]types.Trade)
 	for _, trade := range s.trades {
 		if !filter(trade) {
 			trades[trade.ID] = trade
@@ -76,7 +76,7 @@ func (s *TradeStore) GetAndClear() (trades []types.Trade) {
 	for _, o := range s.trades {
 		trades = append(trades, o)
 	}
-	s.trades = make(map[int64]types.Trade)
+	s.trades = make(map[uint64]types.Trade)
 	s.Unlock()
 
 	return trades

pkg/exchange/binance/convert.go

@@ -294,7 +294,7 @@ func toGlobalTrade(t binance.TradeV3, isMargin bool) (*types.Trade, error) {
 	}
 
 	return &types.Trade{
-		ID:            t.ID,
+		ID:            uint64(t.ID),
 		OrderID:       uint64(t.OrderID),
 		Price:         price,
 		Symbol:        t.Symbol,
@@ -347,7 +347,7 @@ func toGlobalFuturesTrade(t futures.AccountTrade) (*types.Trade, error) {
 	}
 
 	return &types.Trade{
-		ID:            t.ID,
+		ID:            uint64(t.ID),
 		OrderID:       uint64(t.OrderID),
 		Price:         price,
 		Symbol:        t.Symbol,

pkg/exchange/binance/exchange.go

@@ -3,13 +3,14 @@ package binance
 import (
 	"context"
 	"fmt"
-	"github.com/adshao/go-binance/v2/futures"
 	"net/http"
 	"os"
 	"strconv"
 	"strings"
 	"time"
 
+	"github.com/adshao/go-binance/v2/futures"
+
 	"go.uber.org/multierr"
 
 	"golang.org/x/time/rate"
@@ -961,7 +962,7 @@ func (e *Exchange) QueryTrades(ctx context.Context, symbol string, options *type
 
 		// BINANCE uses inclusive last trade ID
 		if options.LastTradeID > 0 {
-			req.FromID(options.LastTradeID)
+			req.FromID(int64(options.LastTradeID))
 		}
 
 		remoteTrades, err = req.Do(ctx)
@@ -992,7 +993,7 @@ func (e *Exchange) QueryTrades(ctx context.Context, symbol string, options *type
 
 		// BINANCE uses inclusive last trade ID
 		if options.LastTradeID > 0 {
-			req.FromID(options.LastTradeID)
+			req.FromID(int64(options.LastTradeID))
 		}
 
 		remoteTrades, err = req.Do(ctx)
@@ -1030,7 +1031,7 @@ func (e *Exchange) QueryTrades(ctx context.Context, symbol string, options *type
 
 		// BINANCE uses inclusive last trade ID
 		if options.LastTradeID > 0 {
-			req.FromID(options.LastTradeID)
+			req.FromID(int64(options.LastTradeID))
 		}
 
 		remoteTrades, err = req.Do(ctx)

pkg/exchange/binance/parse.go

@@ -4,9 +4,10 @@ import (
 	"encoding/json"
 	"errors"
 	"fmt"
-	"github.com/adshao/go-binance/v2/futures"
 	"time"
 
+	"github.com/adshao/go-binance/v2/futures"
+
 	"github.com/adshao/go-binance/v2"
 	"github.com/valyala/fastjson"
 
@@ -87,10 +88,10 @@ type ExecutionReportEvent struct {
 	CurrentOrderStatus   string `json:"X"`
 
 	OrderID int64 `json:"i"`
-	Ignored int64 `json:"I"`
+	Ignored int64  `json:"I"`
 
 	TradeID         int64 `json:"t"`
-	TransactionTime int64 `json:"T"`
+	TransactionTime int64  `json:"T"`
 
 	LastExecutedQuantity string `json:"l"`
 	LastExecutedPrice    string `json:"L"`
@@ -137,7 +138,7 @@ func (e *ExecutionReportEvent) Trade() (*types.Trade, error) {
 
 	tt := time.Unix(0, e.TransactionTime*int64(time.Millisecond))
 	return &types.Trade{
-		ID:            e.TradeID,
+		ID:            uint64(e.TradeID),
 		Exchange:      types.ExchangeBinance,
 		Symbol:        e.Symbol,
 		OrderID:       uint64(e.OrderID),

pkg/exchange/ftx/exchange.go

@@ -363,7 +363,7 @@ func (e *Exchange) QueryTrades(ctx context.Context, symbol string, options *type
 		limit = 200
 	}
 
-	tradeIDs := make(map[int64]struct{})
+	tradeIDs := make(map[uint64]struct{})
 
 	lastTradeID := options.LastTradeID
 	var trades []types.Trade

pkg/exchange/ftx/rest_responses.go

@@ -8,7 +8,7 @@ import (
 	"github.com/c9s/bbgo/pkg/types"
 )
 
-//ex: 2019-03-05T09:56:55.728933+00:00
+// ex: 2019-03-05T09:56:55.728933+00:00
 const timeLayout = "2006-01-02T15:04:05.999999Z07:00"
 
 type datetime struct {
@@ -364,7 +364,7 @@ type fill struct {
 	Size          float64        `json:"size"`
 	OrderId       uint64         `json:"orderId"`
 	Time          datetime       `json:"time"`
-	TradeId       int64          `json:"tradeId"`
+	TradeId       uint64         `json:"tradeId"`
 	FeeRate       float64        `json:"feeRate"`
 	Fee           float64        `json:"fee"`
 	FeeCurrency   string         `json:"feeCurrency"`

pkg/exchange/max/convert.go

@@ -233,7 +233,7 @@ func toGlobalTrade(t max.Trade) (*types.Trade, error) {
 	}
 
 	return &types.Trade{
-		ID:            int64(t.ID),
+		ID:            t.ID,
 		OrderID:       t.OrderID,
 		Price:         price,
 		Symbol:        toGlobalSymbol(t.Market),

pkg/exchange/max/exchange.go

@@ -744,7 +744,7 @@ func (e *Exchange) QueryTrades(ctx context.Context, symbol string, options *type
 
 	// MAX uses exclusive last trade ID
 	if options.LastTradeID > 0 {
-		req.From(options.LastTradeID)
+		req.From(int64(options.LastTradeID))
 	}
 
 	// make it compatible with binance, we need the last trade id for the next page.

pkg/exchange/max/stream.go

@@ -213,7 +213,7 @@ func convertWebSocketTrade(t max.TradeUpdate) (*types.Trade, error) {
 	}
 
 	return &types.Trade{
-		ID:            int64(t.ID),
+		ID:            t.ID,
 		OrderID:       t.OrderID,
 		Symbol:        toGlobalSymbol(t.Market),
 		Exchange:      types.ExchangeMax,

pkg/exchange/okex/convert.go

@@ -136,7 +136,7 @@ func toGlobalTrades(orderDetails []okexapi.OrderDetails) ([]types.Trade, error)
 		side := types.SideType(strings.ToUpper(string(orderDetail.Side)))
 
 		trades = append(trades, types.Trade{
-			ID:            tradeID,
+			ID:            uint64(tradeID),
 			OrderID:       uint64(orderID),
 			Exchange:      types.ExchangeOKEx,
 			Price:         orderDetail.LastFilledPrice.Float64(),

pkg/service/trade.go

@@ -81,7 +81,7 @@ func (s *TradeService) Sync(ctx context.Context, exchange types.Exchange, symbol
 	}
 
 	var tradeKeys = map[types.TradeKey]struct{}{}
-	var lastTradeID int64 = 1
+	var lastTradeID uint64 = 1
 	if len(records) > 0 {
 		for _, record := range records {
 			tradeKeys[record.Key()] = struct{}{}

pkg/types/exchange.go

@@ -126,5 +126,5 @@ type TradeQueryOptions struct {
 	StartTime   *time.Time
 	EndTime     *time.Time
 	Limit       int64
-	LastTradeID int64
+	LastTradeID uint64
 }

pkg/types/trade.go

@@ -50,7 +50,7 @@ type Trade struct {
 	GID int64 `json:"gid" db:"gid"`
 
 	// ID is the source trade ID
-	ID            int64        `json:"id" db:"id"`
+	ID            uint64        `json:"id" db:"id"`
 	OrderID       uint64       `json:"orderID" db:"order_id"`
 	Exchange      ExchangeName `json:"exchange" db:"exchange"`
 	Price         float64      `json:"price" db:"price"`
@@ -143,6 +143,6 @@ func (trade Trade) Key() TradeKey {
 }
 
 type TradeKey struct {
-	ID   int64
+	ID   uint64
 	Side SideType
 }