diff --git a/go.mod b/go.mod index d1ce9dbf6..34bd47ce8 100644 --- a/go.mod +++ b/go.mod @@ -75,6 +75,7 @@ require ( github.com/go-test/deep v1.0.6 // indirect github.com/golang-sql/civil v0.0.0-20220223132316-b832511892a9 // indirect github.com/golang-sql/sqlexp v0.1.0 // indirect + github.com/golang/mock v1.6.0 // indirect github.com/golang/protobuf v1.5.2 // indirect github.com/hashicorp/hcl v1.0.0 // indirect github.com/inconshreveable/mousetrap v1.0.0 // indirect @@ -116,11 +117,13 @@ require ( go.opentelemetry.io/otel/trace v0.19.0 // indirect go.uber.org/atomic v1.9.0 // indirect golang.org/x/crypto v0.0.0-20220525230936-793ad666bf5e // indirect + golang.org/x/mod v0.5.1 // indirect golang.org/x/net v0.0.0-20220403103023-749bd193bc2b // indirect golang.org/x/sys v0.0.0-20220615213510-4f61da869c0c // indirect golang.org/x/term v0.0.0-20210927222741-03fcf44c2211 // indirect golang.org/x/text v0.3.7 // indirect golang.org/x/tools v0.1.9 // indirect + golang.org/x/xerrors v0.0.0-20200804184101-5ec99f83aff1 // indirect google.golang.org/genproto v0.0.0-20220405205423-9d709892a2bf // indirect gopkg.in/ini.v1 v1.62.0 // indirect gopkg.in/yaml.v2 v2.4.0 // indirect diff --git a/go.sum b/go.sum index 7d562cc24..96f942c4d 100644 --- a/go.sum +++ b/go.sum @@ -194,7 +194,10 @@ github.com/golang/mock v1.3.1/go.mod h1:sBzyDLLjw3U8JLTeZvSv8jJB+tU5PVekmnlKIyFU github.com/golang/mock v1.4.0/go.mod h1:UOMv5ysSaYNkG+OFQykRIcU/QvvxJf3p21QfJ2Bt3cw= github.com/golang/mock v1.4.1/go.mod h1:UOMv5ysSaYNkG+OFQykRIcU/QvvxJf3p21QfJ2Bt3cw= github.com/golang/mock v1.4.3/go.mod h1:UOMv5ysSaYNkG+OFQykRIcU/QvvxJf3p21QfJ2Bt3cw= +github.com/golang/mock v1.4.4 h1:l75CXGRSwbaYNpl/Z2X1XIIAMSCquvXgpVZDhwEIJsc= github.com/golang/mock v1.4.4/go.mod h1:l3mdAwkq5BuhzHwde/uurv3sEJeZMXNpwsxVWU71h+4= +github.com/golang/mock v1.6.0 h1:ErTB+efbowRARo13NNdxyJji2egdxLGQhRaY+DUumQc= +github.com/golang/mock v1.6.0/go.mod h1:p6yTPP+5HYm5mzsMV8JkE6ZKdX+/wYM6Hr+LicevLPs= github.com/golang/protobuf v1.2.0/go.mod h1:6lQm79b+lXiMfvg/cZm0SGofjICqVBUtrP5yJMmIC1U= github.com/golang/protobuf v1.3.1/go.mod h1:6lQm79b+lXiMfvg/cZm0SGofjICqVBUtrP5yJMmIC1U= github.com/golang/protobuf v1.3.2/go.mod h1:6lQm79b+lXiMfvg/cZm0SGofjICqVBUtrP5yJMmIC1U= @@ -523,6 +526,7 @@ github.com/yuin/goldmark v1.1.25/go.mod h1:3hX8gzYuyVAZsxl0MRgGTJEmQBFcNTphYh9de github.com/yuin/goldmark v1.1.27/go.mod h1:3hX8gzYuyVAZsxl0MRgGTJEmQBFcNTphYh9decYSb74= github.com/yuin/goldmark v1.1.32/go.mod h1:3hX8gzYuyVAZsxl0MRgGTJEmQBFcNTphYh9decYSb74= github.com/yuin/goldmark v1.2.1/go.mod h1:3hX8gzYuyVAZsxl0MRgGTJEmQBFcNTphYh9decYSb74= +github.com/yuin/goldmark v1.3.5/go.mod h1:mwnBkeHKe2W/ZEtQ+71ViKU8L12m81fl3OWwC1Zlc8k= github.com/yuin/goldmark v1.4.1/go.mod h1:mwnBkeHKe2W/ZEtQ+71ViKU8L12m81fl3OWwC1Zlc8k= github.com/ziutek/mymysql v1.5.4 h1:GB0qdRGsTwQSBVYuVShFBKaXSnSnYYC2d9knnE1LHFs= github.com/ziutek/mymysql v1.5.4/go.mod h1:LMSpPZ6DbqWFxNCHW77HeMg9I646SAhApZ/wKdgO/C0= @@ -599,6 +603,8 @@ golang.org/x/mod v0.1.1-0.20191105210325-c90efee705ee/go.mod h1:QqPTAvyqsEbceGzB golang.org/x/mod v0.1.1-0.20191107180719-034126e5016b/go.mod h1:QqPTAvyqsEbceGzBzNggFXnrqF1CaUcvgkdR5Ot7KZg= golang.org/x/mod v0.2.0/go.mod h1:s0Qsj1ACt9ePp/hMypM3fl4fZqREWJwdYDEqhRiZZUA= golang.org/x/mod v0.3.0/go.mod h1:s0Qsj1ACt9ePp/hMypM3fl4fZqREWJwdYDEqhRiZZUA= +golang.org/x/mod v0.4.2/go.mod h1:s0Qsj1ACt9ePp/hMypM3fl4fZqREWJwdYDEqhRiZZUA= +golang.org/x/mod v0.5.1 h1:OJxoQ/rynoF0dcCdI7cLPktw/hR2cueqYfjm43oqK38= golang.org/x/mod v0.5.1/go.mod h1:5OXOZSfqPIIbmVBIIKWRFfZjPR0E5r58TLhUjH0a2Ro= golang.org/x/net v0.0.0-20180724234803-3673e40ba225/go.mod h1:mL1N/T3taQHkDXs73rZJwtUhF3w3ftmwwsq0BUmARs4= golang.org/x/net v0.0.0-20180826012351-8a410e7b638d/go.mod h1:mL1N/T3taQHkDXs73rZJwtUhF3w3ftmwwsq0BUmARs4= @@ -780,6 +786,7 @@ golang.org/x/tools v0.0.0-20200729194436-6467de6f59a7/go.mod h1:njjCfa9FT2d7l9Bc golang.org/x/tools v0.0.0-20200804011535-6c149bb5ef0d/go.mod h1:njjCfa9FT2d7l9Bc6FUM5FLjQPp3cFF28FI3qnDFljA= golang.org/x/tools v0.0.0-20200825202427-b303f430e36d/go.mod h1:njjCfa9FT2d7l9Bc6FUM5FLjQPp3cFF28FI3qnDFljA= golang.org/x/tools v0.0.0-20201224043029-2b0845dc783e/go.mod h1:emZCQorbCU4vsT4fOWvOPXz4eW1wZW4PmDk9uLelYpA= +golang.org/x/tools v0.1.1/go.mod h1:o0xws9oXOQQZyjljx8fwUC0k7L1pTE6eaCbjGeHmOkk= golang.org/x/tools v0.1.8/go.mod h1:nABZi5QlRsZVlzPpHl034qft6wpY4eDcsTt5AaioBiU= golang.org/x/tools v0.1.9 h1:j9KsMiaP1c3B0OTQGth0/k+miLGTgLsAFUCrF2vLcF8= golang.org/x/tools v0.1.9/go.mod h1:nABZi5QlRsZVlzPpHl034qft6wpY4eDcsTt5AaioBiU= diff --git a/pkg/bbgo/exit_trailing_stop.go b/pkg/bbgo/exit_trailing_stop.go new file mode 100644 index 000000000..fc953037b --- /dev/null +++ b/pkg/bbgo/exit_trailing_stop.go @@ -0,0 +1,145 @@ +package bbgo + +import ( + "context" + "fmt" + + "github.com/c9s/bbgo/pkg/fixedpoint" + "github.com/c9s/bbgo/pkg/types" +) + +type TrailingStop2 struct { + Symbol string + + // CallbackRate is the callback rate from the previous high price + CallbackRate fixedpoint.Value `json:"callbackRate,omitempty"` + + ActivationRatio fixedpoint.Value `json:"activationRatio,omitempty"` + + // ClosePosition is a percentage of the position to be closed + ClosePosition fixedpoint.Value `json:"closePosition,omitempty"` + + // MinProfit is the percentage of the minimum profit ratio. + // Stop order will be activated only when the price reaches above this threshold. + MinProfit fixedpoint.Value `json:"minProfit,omitempty"` + + // Interval is the time resolution to update the stop order + // KLine per Interval will be used for updating the stop order + Interval types.Interval `json:"interval,omitempty"` + + Side types.SideType `json:"side,omitempty"` + + latestHigh fixedpoint.Value + + // activated: when the price reaches the min profit price, we set the activated to true to enable trailing stop + activated bool + + // private fields + session *ExchangeSession + orderExecutor *GeneralOrderExecutor +} + +func (s *TrailingStop2) Subscribe(session *ExchangeSession) { + // use 1m kline to handle roi stop + session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.Interval}) +} + +func (s *TrailingStop2) Bind(session *ExchangeSession, orderExecutor *GeneralOrderExecutor) { + s.session = session + s.orderExecutor = orderExecutor + + position := orderExecutor.Position() + session.MarketDataStream.OnKLineClosed(types.KLineWith(s.Symbol, s.Interval, func(kline types.KLine) { + s.checkStopPrice(kline.Close, position) + })) + + if !IsBackTesting { + session.MarketDataStream.OnMarketTrade(func(trade types.Trade) { + if trade.Symbol != position.Symbol { + return + } + + s.checkStopPrice(trade.Price, position) + }) + } +} + +func (s *TrailingStop2) getRatio(price fixedpoint.Value, position *types.Position) (fixedpoint.Value, error) { + switch s.Side { + case types.SideTypeBuy: + // for short position + return position.AverageCost.Sub(price).Div(price), nil + case types.SideTypeSell: + return price.Sub(position.AverageCost).Div(position.AverageCost), nil + } + + return fixedpoint.Zero, fmt.Errorf("unexpected side type: %v", s.Side) +} + +func (s *TrailingStop2) checkStopPrice(price fixedpoint.Value, position *types.Position) error { + if position.IsClosed() || position.IsDust(price) { + return nil + } + + if !s.MinProfit.IsZero() { + // check if we have the minimal profit + roi := position.ROI(price) + if roi.Compare(s.MinProfit) >= 0 { + Notify("[trailingStop] activated: ROI %f > minimal profit ratio %f", roi.Float64(), s.MinProfit.Float64()) + s.activated = true + } + } else if !s.ActivationRatio.IsZero() { + ratio, err := s.getRatio(price, position) + if err != nil { + return err + } + + if ratio.Compare(s.ActivationRatio) >= 0 { + s.activated = true + } + } + + // update the latest high for the sell order, or the latest low for the buy order + if s.latestHigh.IsZero() { + s.latestHigh = price + } else { + switch s.Side { + case types.SideTypeBuy: + s.latestHigh = fixedpoint.Min(price, s.latestHigh) + case types.SideTypeSell: + s.latestHigh = fixedpoint.Max(price, s.latestHigh) + } + } + + if !s.activated { + return nil + } + + switch s.Side { + case types.SideTypeBuy: + s.latestHigh = fixedpoint.Min(price, s.latestHigh) + + change := price.Sub(s.latestHigh).Div(s.latestHigh) + if change.Compare(s.CallbackRate) >= 0 { + // submit order + return s.triggerStop(price) + } + + case types.SideTypeSell: + s.latestHigh = fixedpoint.Max(price, s.latestHigh) + + change := price.Sub(s.latestHigh).Div(s.latestHigh) + if change.Compare(s.CallbackRate) >= 0 { + // submit order + return s.triggerStop(price) + } + } + + return nil +} + +func (s *TrailingStop2) triggerStop(price fixedpoint.Value) error { + Notify("[TrailingStop] %s stop loss triggered. price: %f callback rate: %f", s.Symbol, price.Float64(), s.CallbackRate.Float64()) + ctx := context.Background() + return s.orderExecutor.ClosePosition(ctx, fixedpoint.One, "trailingStop") +} diff --git a/pkg/bbgo/exit_trailing_stop_test.go b/pkg/bbgo/exit_trailing_stop_test.go new file mode 100644 index 000000000..d1285a1a3 --- /dev/null +++ b/pkg/bbgo/exit_trailing_stop_test.go @@ -0,0 +1,102 @@ +package bbgo + +import ( + "testing" + + "github.com/golang/mock/gomock" + "github.com/stretchr/testify/assert" + + "github.com/c9s/bbgo/pkg/fixedpoint" + "github.com/c9s/bbgo/pkg/types" + "github.com/c9s/bbgo/pkg/types/mocks" +) + +// getTestMarket returns the BTCUSDT market information +// for tests, we always use BTCUSDT +func getTestMarket() types.Market { + market := types.Market{ + Symbol: "BTCUSDT", + PricePrecision: 8, + VolumePrecision: 8, + QuoteCurrency: "USDT", + BaseCurrency: "BTC", + MinNotional: fixedpoint.MustNewFromString("0.001"), + MinAmount: fixedpoint.MustNewFromString("10.0"), + MinQuantity: fixedpoint.MustNewFromString("0.001"), + } + return market +} + +func TestTrailingStop(t *testing.T) { + market := getTestMarket() + + mockCtrl := gomock.NewController(t) + defer mockCtrl.Finish() + + mockEx := mocks.NewMockExchange(mockCtrl) + mockEx.EXPECT().NewStream().Return(&types.StandardStream{}).Times(2) + mockEx.EXPECT().SubmitOrders(gomock.Any(), types.SubmitOrder{ + Symbol: "BTCUSDT", + Side: types.SideTypeBuy, + Type: types.OrderTypeMarket, + Market: market, + Quantity: fixedpoint.NewFromFloat(1.0), + Tag: "trailingStop", + }) + + session := NewExchangeSession("test", mockEx) + assert.NotNil(t, session) + + session.markets[market.Symbol] = market + + position := types.NewPositionFromMarket(market) + position.AverageCost = fixedpoint.NewFromFloat(20000.0) + position.Base = fixedpoint.NewFromFloat(-1.0) + + orderExecutor := NewGeneralOrderExecutor(session, "BTCUSDT", "test", "test-01", position) + + activationRatio := fixedpoint.NewFromFloat(0.01) + callbackRatio := fixedpoint.NewFromFloat(0.01) + stop := &TrailingStop2{ + Symbol: "BTCUSDT", + Interval: types.Interval1m, + Side: types.SideTypeBuy, + CallbackRate: callbackRatio, + ActivationRatio: activationRatio, + } + stop.Bind(session, orderExecutor) + + // the same price + currentPrice := fixedpoint.NewFromFloat(20000.0) + err := stop.checkStopPrice(currentPrice, position) + if assert.NoError(t, err) { + assert.False(t, stop.activated) + } + + // 20000 - 1% = 19800 + currentPrice = currentPrice.Mul(one.Sub(activationRatio)) + err = stop.checkStopPrice(currentPrice, position) + if assert.NoError(t, err) { + assert.True(t, stop.activated) + assert.Equal(t, fixedpoint.NewFromFloat(19800.0), currentPrice) + assert.Equal(t, fixedpoint.NewFromFloat(19800.0), stop.latestHigh) + } + + // 19800 - 1% = 19602 + currentPrice = currentPrice.Mul(one.Sub(callbackRatio)) + err = stop.checkStopPrice(currentPrice, position) + if assert.NoError(t, err) { + assert.Equal(t, fixedpoint.NewFromFloat(19602.0), currentPrice) + assert.Equal(t, fixedpoint.NewFromFloat(19602.0), stop.latestHigh) + assert.True(t, stop.activated) + } + + // 19602 + 1% = 19798.02 + currentPrice = currentPrice.Mul(one.Add(callbackRatio)) + err = stop.checkStopPrice(currentPrice, position) + if assert.NoError(t, err) { + assert.Equal(t, fixedpoint.NewFromFloat(19798.02), currentPrice) + assert.Equal(t, fixedpoint.NewFromFloat(19602.0), stop.latestHigh) + assert.True(t, stop.activated) + } +} diff --git a/pkg/bbgo/session.go b/pkg/bbgo/session.go index c6796c8f1..87bea4fe1 100644 --- a/pkg/bbgo/session.go +++ b/pkg/bbgo/session.go @@ -160,10 +160,6 @@ func (set *StandardIndicatorSet) VOLATILITY(iw types.IntervalWindow) *indicator. // ExchangeSession presents the exchange connection Session // It also maintains and collects the data returned from the stream. type ExchangeSession struct { - // exchange Session based notification system - // we make it as a value field so that we can configure it separately - Notifiability `json:"-" yaml:"-"` - // --------------------------- // Session config fields // --------------------------- @@ -253,12 +249,6 @@ func NewExchangeSession(name string, exchange types.Exchange) *ExchangeSession { marketDataStream.SetPublicOnly() session := &ExchangeSession{ - Notifiability: Notifiability{ - SymbolChannelRouter: NewPatternChannelRouter(nil), - SessionChannelRouter: NewPatternChannelRouter(nil), - ObjectChannelRouter: NewObjectChannelRouter(), - }, - Name: name, Exchange: exchange, UserDataStream: userDataStream, @@ -282,8 +272,7 @@ func NewExchangeSession(name string, exchange types.Exchange) *ExchangeSession { session.OrderExecutor = &ExchangeOrderExecutor{ // copy the notification system so that we can route - Notifiability: session.Notifiability, - Session: session, + Session: session, } return session @@ -805,11 +794,6 @@ func (session *ExchangeSession) InitExchange(name string, ex types.Exchange) err } session.Name = name - session.Notifiability = Notifiability{ - SymbolChannelRouter: NewPatternChannelRouter(nil), - SessionChannelRouter: NewPatternChannelRouter(nil), - ObjectChannelRouter: NewObjectChannelRouter(), - } session.Exchange = ex session.UserDataStream = ex.NewStream() session.MarketDataStream = ex.NewStream() @@ -830,8 +814,7 @@ func (session *ExchangeSession) InitExchange(name string, ex types.Exchange) err session.orderStores = make(map[string]*OrderStore) session.OrderExecutor = &ExchangeOrderExecutor{ // copy the notification system so that we can route - Notifiability: session.Notifiability, - Session: session, + Session: session, } session.usedSymbols = make(map[string]struct{}) diff --git a/pkg/strategy/pivotshort/strategy.go b/pkg/strategy/pivotshort/strategy.go index 3e011a75a..1d9acf8b6 100644 --- a/pkg/strategy/pivotshort/strategy.go +++ b/pkg/strategy/pivotshort/strategy.go @@ -46,13 +46,10 @@ type SupportTakeProfit struct { } func (s *SupportTakeProfit) Subscribe(session *bbgo.ExchangeSession) { - log.Infof("[supportTakeProfit] Subscribe(%s, %s)", s.Symbol, s.Interval) session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.Interval}) } func (s *SupportTakeProfit) Bind(session *bbgo.ExchangeSession, orderExecutor *bbgo.GeneralOrderExecutor) { - log.Infof("[supportTakeProfit] Bind(%s, %s)", s.Symbol, s.Interval) - s.session = session s.orderExecutor = orderExecutor s.activeOrders = bbgo.NewActiveOrderBook(s.Symbol) diff --git a/pkg/types/exchange.go b/pkg/types/exchange.go index 5bff2689c..e026decb4 100644 --- a/pkg/types/exchange.go +++ b/pkg/types/exchange.go @@ -74,6 +74,7 @@ func ValidExchangeName(a string) (ExchangeName, error) { return "", fmt.Errorf("invalid exchange name: %s", a) } +//go:generate mockgen -destination=mocks/mock_exchange.go -package=mocks . Exchange type Exchange interface { Name() ExchangeName diff --git a/pkg/types/mocks/mock_exchange.go b/pkg/types/mocks/mock_exchange.go new file mode 100644 index 000000000..731ab94de --- /dev/null +++ b/pkg/types/mocks/mock_exchange.go @@ -0,0 +1,227 @@ +// Code generated by MockGen. DO NOT EDIT. +// Source: github.com/c9s/bbgo/pkg/types (interfaces: Exchange) + +// Package mocks is a generated GoMock package. +package mocks + +import ( + context "context" + reflect "reflect" + + types "github.com/c9s/bbgo/pkg/types" + gomock "github.com/golang/mock/gomock" +) + +// MockExchange is a mock of Exchange interface. +type MockExchange struct { + ctrl *gomock.Controller + recorder *MockExchangeMockRecorder +} + +// MockExchangeMockRecorder is the mock recorder for MockExchange. +type MockExchangeMockRecorder struct { + mock *MockExchange +} + +// NewMockExchange creates a new mock instance. +func NewMockExchange(ctrl *gomock.Controller) *MockExchange { + mock := &MockExchange{ctrl: ctrl} + mock.recorder = &MockExchangeMockRecorder{mock} + return mock +} + +// EXPECT returns an object that allows the caller to indicate expected use. +func (m *MockExchange) EXPECT() *MockExchangeMockRecorder { + return m.recorder +} + +// CancelOrders mocks base method. +func (m *MockExchange) CancelOrders(arg0 context.Context, arg1 ...types.Order) error { + m.ctrl.T.Helper() + varargs := []interface{}{arg0} + for _, a := range arg1 { + varargs = append(varargs, a) + } + ret := m.ctrl.Call(m, "CancelOrders", varargs...) + ret0, _ := ret[0].(error) + return ret0 +} + +// CancelOrders indicates an expected call of CancelOrders. +func (mr *MockExchangeMockRecorder) CancelOrders(arg0 interface{}, arg1 ...interface{}) *gomock.Call { + mr.mock.ctrl.T.Helper() + varargs := append([]interface{}{arg0}, arg1...) + return mr.mock.ctrl.RecordCallWithMethodType(mr.mock, "CancelOrders", reflect.TypeOf((*MockExchange)(nil).CancelOrders), varargs...) +} + +// Name mocks base method. +func (m *MockExchange) Name() types.ExchangeName { + m.ctrl.T.Helper() + ret := m.ctrl.Call(m, "Name") + ret0, _ := ret[0].(types.ExchangeName) + return ret0 +} + +// Name indicates an expected call of Name. +func (mr *MockExchangeMockRecorder) Name() *gomock.Call { + mr.mock.ctrl.T.Helper() + return mr.mock.ctrl.RecordCallWithMethodType(mr.mock, "Name", reflect.TypeOf((*MockExchange)(nil).Name)) +} + +// NewStream mocks base method. +func (m *MockExchange) NewStream() types.Stream { + m.ctrl.T.Helper() + ret := m.ctrl.Call(m, "NewStream") + ret0, _ := ret[0].(types.Stream) + return ret0 +} + +// NewStream indicates an expected call of NewStream. +func (mr *MockExchangeMockRecorder) NewStream() *gomock.Call { + mr.mock.ctrl.T.Helper() + return mr.mock.ctrl.RecordCallWithMethodType(mr.mock, "NewStream", reflect.TypeOf((*MockExchange)(nil).NewStream)) +} + +// PlatformFeeCurrency mocks base method. +func (m *MockExchange) PlatformFeeCurrency() string { + m.ctrl.T.Helper() + ret := m.ctrl.Call(m, "PlatformFeeCurrency") + ret0, _ := ret[0].(string) + return ret0 +} + +// PlatformFeeCurrency indicates an expected call of PlatformFeeCurrency. +func (mr *MockExchangeMockRecorder) PlatformFeeCurrency() *gomock.Call { + mr.mock.ctrl.T.Helper() + return mr.mock.ctrl.RecordCallWithMethodType(mr.mock, "PlatformFeeCurrency", reflect.TypeOf((*MockExchange)(nil).PlatformFeeCurrency)) +} + +// QueryAccount mocks base method. +func (m *MockExchange) QueryAccount(arg0 context.Context) (*types.Account, error) { + m.ctrl.T.Helper() + ret := m.ctrl.Call(m, "QueryAccount", arg0) + ret0, _ := ret[0].(*types.Account) + ret1, _ := ret[1].(error) + return ret0, ret1 +} + +// QueryAccount indicates an expected call of QueryAccount. +func (mr *MockExchangeMockRecorder) QueryAccount(arg0 interface{}) *gomock.Call { + mr.mock.ctrl.T.Helper() + return mr.mock.ctrl.RecordCallWithMethodType(mr.mock, "QueryAccount", reflect.TypeOf((*MockExchange)(nil).QueryAccount), arg0) +} + +// QueryAccountBalances mocks base method. +func (m *MockExchange) QueryAccountBalances(arg0 context.Context) (types.BalanceMap, error) { + m.ctrl.T.Helper() + ret := m.ctrl.Call(m, "QueryAccountBalances", arg0) + ret0, _ := ret[0].(types.BalanceMap) + ret1, _ := ret[1].(error) + return ret0, ret1 +} + +// QueryAccountBalances indicates an expected call of QueryAccountBalances. +func (mr *MockExchangeMockRecorder) QueryAccountBalances(arg0 interface{}) *gomock.Call { + mr.mock.ctrl.T.Helper() + return mr.mock.ctrl.RecordCallWithMethodType(mr.mock, "QueryAccountBalances", reflect.TypeOf((*MockExchange)(nil).QueryAccountBalances), arg0) +} + +// QueryKLines mocks base method. +func (m *MockExchange) QueryKLines(arg0 context.Context, arg1 string, arg2 types.Interval, arg3 types.KLineQueryOptions) ([]types.KLine, error) { + m.ctrl.T.Helper() + ret := m.ctrl.Call(m, "QueryKLines", arg0, arg1, arg2, arg3) + ret0, _ := ret[0].([]types.KLine) + ret1, _ := ret[1].(error) + return ret0, ret1 +} + +// QueryKLines indicates an expected call of QueryKLines. +func (mr *MockExchangeMockRecorder) QueryKLines(arg0, arg1, arg2, arg3 interface{}) *gomock.Call { + mr.mock.ctrl.T.Helper() + return mr.mock.ctrl.RecordCallWithMethodType(mr.mock, "QueryKLines", reflect.TypeOf((*MockExchange)(nil).QueryKLines), arg0, arg1, arg2, arg3) +} + +// QueryMarkets mocks base method. +func (m *MockExchange) QueryMarkets(arg0 context.Context) (types.MarketMap, error) { + m.ctrl.T.Helper() + ret := m.ctrl.Call(m, "QueryMarkets", arg0) + ret0, _ := ret[0].(types.MarketMap) + ret1, _ := ret[1].(error) + return ret0, ret1 +} + +// QueryMarkets indicates an expected call of QueryMarkets. +func (mr *MockExchangeMockRecorder) QueryMarkets(arg0 interface{}) *gomock.Call { + mr.mock.ctrl.T.Helper() + return mr.mock.ctrl.RecordCallWithMethodType(mr.mock, "QueryMarkets", reflect.TypeOf((*MockExchange)(nil).QueryMarkets), arg0) +} + +// QueryOpenOrders mocks base method. +func (m *MockExchange) QueryOpenOrders(arg0 context.Context, arg1 string) ([]types.Order, error) { + m.ctrl.T.Helper() + ret := m.ctrl.Call(m, "QueryOpenOrders", arg0, arg1) + ret0, _ := ret[0].([]types.Order) + ret1, _ := ret[1].(error) + return ret0, ret1 +} + +// QueryOpenOrders indicates an expected call of QueryOpenOrders. +func (mr *MockExchangeMockRecorder) QueryOpenOrders(arg0, arg1 interface{}) *gomock.Call { + mr.mock.ctrl.T.Helper() + return mr.mock.ctrl.RecordCallWithMethodType(mr.mock, "QueryOpenOrders", reflect.TypeOf((*MockExchange)(nil).QueryOpenOrders), arg0, arg1) +} + +// QueryTicker mocks base method. +func (m *MockExchange) QueryTicker(arg0 context.Context, arg1 string) (*types.Ticker, error) { + m.ctrl.T.Helper() + ret := m.ctrl.Call(m, "QueryTicker", arg0, arg1) + ret0, _ := ret[0].(*types.Ticker) + ret1, _ := ret[1].(error) + return ret0, ret1 +} + +// QueryTicker indicates an expected call of QueryTicker. +func (mr *MockExchangeMockRecorder) QueryTicker(arg0, arg1 interface{}) *gomock.Call { + mr.mock.ctrl.T.Helper() + return mr.mock.ctrl.RecordCallWithMethodType(mr.mock, "QueryTicker", reflect.TypeOf((*MockExchange)(nil).QueryTicker), arg0, arg1) +} + +// QueryTickers mocks base method. +func (m *MockExchange) QueryTickers(arg0 context.Context, arg1 ...string) (map[string]types.Ticker, error) { + m.ctrl.T.Helper() + varargs := []interface{}{arg0} + for _, a := range arg1 { + varargs = append(varargs, a) + } + ret := m.ctrl.Call(m, "QueryTickers", varargs...) + ret0, _ := ret[0].(map[string]types.Ticker) + ret1, _ := ret[1].(error) + return ret0, ret1 +} + +// QueryTickers indicates an expected call of QueryTickers. +func (mr *MockExchangeMockRecorder) QueryTickers(arg0 interface{}, arg1 ...interface{}) *gomock.Call { + mr.mock.ctrl.T.Helper() + varargs := append([]interface{}{arg0}, arg1...) + return mr.mock.ctrl.RecordCallWithMethodType(mr.mock, "QueryTickers", reflect.TypeOf((*MockExchange)(nil).QueryTickers), varargs...) +} + +// SubmitOrders mocks base method. +func (m *MockExchange) SubmitOrders(arg0 context.Context, arg1 ...types.SubmitOrder) (types.OrderSlice, error) { + m.ctrl.T.Helper() + varargs := []interface{}{arg0} + for _, a := range arg1 { + varargs = append(varargs, a) + } + ret := m.ctrl.Call(m, "SubmitOrders", varargs...) + ret0, _ := ret[0].(types.OrderSlice) + ret1, _ := ret[1].(error) + return ret0, ret1 +} + +// SubmitOrders indicates an expected call of SubmitOrders. +func (mr *MockExchangeMockRecorder) SubmitOrders(arg0 interface{}, arg1 ...interface{}) *gomock.Call { + mr.mock.ctrl.T.Helper() + varargs := append([]interface{}{arg0}, arg1...) + return mr.mock.ctrl.RecordCallWithMethodType(mr.mock, "SubmitOrders", reflect.TypeOf((*MockExchange)(nil).SubmitOrders), varargs...) +}