Merge pull request #797 from c9s/feature/trailingstop

feature: re-implement trailing stop and add mock test

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

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=

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")
+}

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)
+	}
+}

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{})

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)

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
 

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...)
+}