mirror of
https://github.com/c9s/bbgo.git
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Merge pull request #797 from c9s/feature/trailingstop
feature: re-implement trailing stop and add mock test
This commit is contained in:
Yo-An Lin
GitHub
commit
d3f0ca9f7a
3
go.mod
3
go.mod
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|
@ -75,6 +75,7 @@ require (
|
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github.com/go-test/deep v1.0.6 // indirect
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github.com/golang-sql/civil v0.0.0-20220223132316-b832511892a9 // indirect
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github.com/golang-sql/sqlexp v0.1.0 // indirect
|
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github.com/golang/mock v1.6.0 // indirect
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github.com/golang/protobuf v1.5.2 // indirect
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github.com/hashicorp/hcl v1.0.0 // indirect
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github.com/inconshreveable/mousetrap v1.0.0 // indirect
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|
@ -116,11 +117,13 @@ require (
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go.opentelemetry.io/otel/trace v0.19.0 // indirect
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go.uber.org/atomic v1.9.0 // indirect
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golang.org/x/crypto v0.0.0-20220525230936-793ad666bf5e // indirect
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golang.org/x/mod v0.5.1 // indirect
|
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golang.org/x/net v0.0.0-20220403103023-749bd193bc2b // indirect
|
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golang.org/x/sys v0.0.0-20220615213510-4f61da869c0c // indirect
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golang.org/x/term v0.0.0-20210927222741-03fcf44c2211 // indirect
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golang.org/x/text v0.3.7 // indirect
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golang.org/x/tools v0.1.9 // indirect
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golang.org/x/xerrors v0.0.0-20200804184101-5ec99f83aff1 // indirect
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google.golang.org/genproto v0.0.0-20220405205423-9d709892a2bf // indirect
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gopkg.in/ini.v1 v1.62.0 // indirect
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gopkg.in/yaml.v2 v2.4.0 // indirect
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|
|
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7
go.sum
7
go.sum
|
|
@ -194,7 +194,10 @@ github.com/golang/mock v1.3.1/go.mod h1:sBzyDLLjw3U8JLTeZvSv8jJB+tU5PVekmnlKIyFU
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github.com/golang/mock v1.4.0/go.mod h1:UOMv5ysSaYNkG+OFQykRIcU/QvvxJf3p21QfJ2Bt3cw=
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github.com/golang/mock v1.4.1/go.mod h1:UOMv5ysSaYNkG+OFQykRIcU/QvvxJf3p21QfJ2Bt3cw=
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github.com/golang/mock v1.4.3/go.mod h1:UOMv5ysSaYNkG+OFQykRIcU/QvvxJf3p21QfJ2Bt3cw=
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github.com/golang/mock v1.4.4 h1:l75CXGRSwbaYNpl/Z2X1XIIAMSCquvXgpVZDhwEIJsc=
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github.com/golang/mock v1.4.4/go.mod h1:l3mdAwkq5BuhzHwde/uurv3sEJeZMXNpwsxVWU71h+4=
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github.com/golang/mock v1.6.0 h1:ErTB+efbowRARo13NNdxyJji2egdxLGQhRaY+DUumQc=
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github.com/golang/mock v1.6.0/go.mod h1:p6yTPP+5HYm5mzsMV8JkE6ZKdX+/wYM6Hr+LicevLPs=
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github.com/golang/protobuf v1.2.0/go.mod h1:6lQm79b+lXiMfvg/cZm0SGofjICqVBUtrP5yJMmIC1U=
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github.com/golang/protobuf v1.3.1/go.mod h1:6lQm79b+lXiMfvg/cZm0SGofjICqVBUtrP5yJMmIC1U=
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github.com/golang/protobuf v1.3.2/go.mod h1:6lQm79b+lXiMfvg/cZm0SGofjICqVBUtrP5yJMmIC1U=
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@ -523,6 +526,7 @@ github.com/yuin/goldmark v1.1.25/go.mod h1:3hX8gzYuyVAZsxl0MRgGTJEmQBFcNTphYh9de
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github.com/yuin/goldmark v1.1.27/go.mod h1:3hX8gzYuyVAZsxl0MRgGTJEmQBFcNTphYh9decYSb74=
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github.com/yuin/goldmark v1.1.32/go.mod h1:3hX8gzYuyVAZsxl0MRgGTJEmQBFcNTphYh9decYSb74=
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github.com/yuin/goldmark v1.2.1/go.mod h1:3hX8gzYuyVAZsxl0MRgGTJEmQBFcNTphYh9decYSb74=
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github.com/yuin/goldmark v1.3.5/go.mod h1:mwnBkeHKe2W/ZEtQ+71ViKU8L12m81fl3OWwC1Zlc8k=
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github.com/yuin/goldmark v1.4.1/go.mod h1:mwnBkeHKe2W/ZEtQ+71ViKU8L12m81fl3OWwC1Zlc8k=
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github.com/ziutek/mymysql v1.5.4 h1:GB0qdRGsTwQSBVYuVShFBKaXSnSnYYC2d9knnE1LHFs=
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github.com/ziutek/mymysql v1.5.4/go.mod h1:LMSpPZ6DbqWFxNCHW77HeMg9I646SAhApZ/wKdgO/C0=
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@ -599,6 +603,8 @@ golang.org/x/mod v0.1.1-0.20191105210325-c90efee705ee/go.mod h1:QqPTAvyqsEbceGzB
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golang.org/x/mod v0.1.1-0.20191107180719-034126e5016b/go.mod h1:QqPTAvyqsEbceGzBzNggFXnrqF1CaUcvgkdR5Ot7KZg=
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golang.org/x/mod v0.2.0/go.mod h1:s0Qsj1ACt9ePp/hMypM3fl4fZqREWJwdYDEqhRiZZUA=
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golang.org/x/mod v0.3.0/go.mod h1:s0Qsj1ACt9ePp/hMypM3fl4fZqREWJwdYDEqhRiZZUA=
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golang.org/x/mod v0.4.2/go.mod h1:s0Qsj1ACt9ePp/hMypM3fl4fZqREWJwdYDEqhRiZZUA=
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golang.org/x/mod v0.5.1 h1:OJxoQ/rynoF0dcCdI7cLPktw/hR2cueqYfjm43oqK38=
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golang.org/x/mod v0.5.1/go.mod h1:5OXOZSfqPIIbmVBIIKWRFfZjPR0E5r58TLhUjH0a2Ro=
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golang.org/x/net v0.0.0-20180724234803-3673e40ba225/go.mod h1:mL1N/T3taQHkDXs73rZJwtUhF3w3ftmwwsq0BUmARs4=
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golang.org/x/net v0.0.0-20180826012351-8a410e7b638d/go.mod h1:mL1N/T3taQHkDXs73rZJwtUhF3w3ftmwwsq0BUmARs4=
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@ -780,6 +786,7 @@ golang.org/x/tools v0.0.0-20200729194436-6467de6f59a7/go.mod h1:njjCfa9FT2d7l9Bc
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golang.org/x/tools v0.0.0-20200804011535-6c149bb5ef0d/go.mod h1:njjCfa9FT2d7l9Bc6FUM5FLjQPp3cFF28FI3qnDFljA=
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golang.org/x/tools v0.0.0-20200825202427-b303f430e36d/go.mod h1:njjCfa9FT2d7l9Bc6FUM5FLjQPp3cFF28FI3qnDFljA=
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golang.org/x/tools v0.0.0-20201224043029-2b0845dc783e/go.mod h1:emZCQorbCU4vsT4fOWvOPXz4eW1wZW4PmDk9uLelYpA=
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golang.org/x/tools v0.1.1/go.mod h1:o0xws9oXOQQZyjljx8fwUC0k7L1pTE6eaCbjGeHmOkk=
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golang.org/x/tools v0.1.8/go.mod h1:nABZi5QlRsZVlzPpHl034qft6wpY4eDcsTt5AaioBiU=
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golang.org/x/tools v0.1.9 h1:j9KsMiaP1c3B0OTQGth0/k+miLGTgLsAFUCrF2vLcF8=
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golang.org/x/tools v0.1.9/go.mod h1:nABZi5QlRsZVlzPpHl034qft6wpY4eDcsTt5AaioBiU=
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145
pkg/bbgo/exit_trailing_stop.go
Normal file
145
pkg/bbgo/exit_trailing_stop.go
Normal file
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@ -0,0 +1,145 @@
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package bbgo
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import (
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"context"
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"fmt"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/types"
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)
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type TrailingStop2 struct {
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Symbol string
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// CallbackRate is the callback rate from the previous high price
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CallbackRate fixedpoint.Value `json:"callbackRate,omitempty"`
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ActivationRatio fixedpoint.Value `json:"activationRatio,omitempty"`
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// ClosePosition is a percentage of the position to be closed
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ClosePosition fixedpoint.Value `json:"closePosition,omitempty"`
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// MinProfit is the percentage of the minimum profit ratio.
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// Stop order will be activated only when the price reaches above this threshold.
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MinProfit fixedpoint.Value `json:"minProfit,omitempty"`
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// Interval is the time resolution to update the stop order
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// KLine per Interval will be used for updating the stop order
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Interval types.Interval `json:"interval,omitempty"`
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Side types.SideType `json:"side,omitempty"`
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latestHigh fixedpoint.Value
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// activated: when the price reaches the min profit price, we set the activated to true to enable trailing stop
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activated bool
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// private fields
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session *ExchangeSession
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orderExecutor *GeneralOrderExecutor
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}
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func (s *TrailingStop2) Subscribe(session *ExchangeSession) {
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// use 1m kline to handle roi stop
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session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.Interval})
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}
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func (s *TrailingStop2) Bind(session *ExchangeSession, orderExecutor *GeneralOrderExecutor) {
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s.session = session
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s.orderExecutor = orderExecutor
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position := orderExecutor.Position()
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session.MarketDataStream.OnKLineClosed(types.KLineWith(s.Symbol, s.Interval, func(kline types.KLine) {
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s.checkStopPrice(kline.Close, position)
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}))
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if !IsBackTesting {
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session.MarketDataStream.OnMarketTrade(func(trade types.Trade) {
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if trade.Symbol != position.Symbol {
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return
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}
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s.checkStopPrice(trade.Price, position)
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})
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}
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}
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func (s *TrailingStop2) getRatio(price fixedpoint.Value, position *types.Position) (fixedpoint.Value, error) {
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switch s.Side {
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case types.SideTypeBuy:
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// for short position
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return position.AverageCost.Sub(price).Div(price), nil
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case types.SideTypeSell:
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return price.Sub(position.AverageCost).Div(position.AverageCost), nil
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}
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return fixedpoint.Zero, fmt.Errorf("unexpected side type: %v", s.Side)
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}
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func (s *TrailingStop2) checkStopPrice(price fixedpoint.Value, position *types.Position) error {
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if position.IsClosed() || position.IsDust(price) {
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return nil
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}
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if !s.MinProfit.IsZero() {
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// check if we have the minimal profit
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roi := position.ROI(price)
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if roi.Compare(s.MinProfit) >= 0 {
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Notify("[trailingStop] activated: ROI %f > minimal profit ratio %f", roi.Float64(), s.MinProfit.Float64())
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s.activated = true
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}
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} else if !s.ActivationRatio.IsZero() {
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ratio, err := s.getRatio(price, position)
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if err != nil {
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return err
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}
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if ratio.Compare(s.ActivationRatio) >= 0 {
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s.activated = true
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}
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}
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// update the latest high for the sell order, or the latest low for the buy order
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if s.latestHigh.IsZero() {
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s.latestHigh = price
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} else {
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switch s.Side {
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case types.SideTypeBuy:
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s.latestHigh = fixedpoint.Min(price, s.latestHigh)
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case types.SideTypeSell:
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s.latestHigh = fixedpoint.Max(price, s.latestHigh)
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}
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}
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if !s.activated {
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return nil
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}
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switch s.Side {
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case types.SideTypeBuy:
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s.latestHigh = fixedpoint.Min(price, s.latestHigh)
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change := price.Sub(s.latestHigh).Div(s.latestHigh)
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if change.Compare(s.CallbackRate) >= 0 {
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// submit order
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return s.triggerStop(price)
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}
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case types.SideTypeSell:
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s.latestHigh = fixedpoint.Max(price, s.latestHigh)
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change := price.Sub(s.latestHigh).Div(s.latestHigh)
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if change.Compare(s.CallbackRate) >= 0 {
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// submit order
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return s.triggerStop(price)
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}
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}
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return nil
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}
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func (s *TrailingStop2) triggerStop(price fixedpoint.Value) error {
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Notify("[TrailingStop] %s stop loss triggered. price: %f callback rate: %f", s.Symbol, price.Float64(), s.CallbackRate.Float64())
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ctx := context.Background()
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return s.orderExecutor.ClosePosition(ctx, fixedpoint.One, "trailingStop")
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}
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102
pkg/bbgo/exit_trailing_stop_test.go
Normal file
102
pkg/bbgo/exit_trailing_stop_test.go
Normal file
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@ -0,0 +1,102 @@
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package bbgo
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import (
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"testing"
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"github.com/golang/mock/gomock"
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"github.com/stretchr/testify/assert"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/types"
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"github.com/c9s/bbgo/pkg/types/mocks"
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)
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// getTestMarket returns the BTCUSDT market information
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// for tests, we always use BTCUSDT
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func getTestMarket() types.Market {
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market := types.Market{
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Symbol: "BTCUSDT",
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PricePrecision: 8,
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VolumePrecision: 8,
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QuoteCurrency: "USDT",
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BaseCurrency: "BTC",
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MinNotional: fixedpoint.MustNewFromString("0.001"),
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MinAmount: fixedpoint.MustNewFromString("10.0"),
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MinQuantity: fixedpoint.MustNewFromString("0.001"),
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}
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return market
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}
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func TestTrailingStop(t *testing.T) {
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market := getTestMarket()
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mockCtrl := gomock.NewController(t)
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defer mockCtrl.Finish()
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mockEx := mocks.NewMockExchange(mockCtrl)
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mockEx.EXPECT().NewStream().Return(&types.StandardStream{}).Times(2)
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mockEx.EXPECT().SubmitOrders(gomock.Any(), types.SubmitOrder{
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Symbol: "BTCUSDT",
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Side: types.SideTypeBuy,
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Type: types.OrderTypeMarket,
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Market: market,
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Quantity: fixedpoint.NewFromFloat(1.0),
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Tag: "trailingStop",
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})
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session := NewExchangeSession("test", mockEx)
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assert.NotNil(t, session)
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session.markets[market.Symbol] = market
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position := types.NewPositionFromMarket(market)
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position.AverageCost = fixedpoint.NewFromFloat(20000.0)
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position.Base = fixedpoint.NewFromFloat(-1.0)
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orderExecutor := NewGeneralOrderExecutor(session, "BTCUSDT", "test", "test-01", position)
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activationRatio := fixedpoint.NewFromFloat(0.01)
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callbackRatio := fixedpoint.NewFromFloat(0.01)
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stop := &TrailingStop2{
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Symbol: "BTCUSDT",
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Interval: types.Interval1m,
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Side: types.SideTypeBuy,
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CallbackRate: callbackRatio,
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ActivationRatio: activationRatio,
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}
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stop.Bind(session, orderExecutor)
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|
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// the same price
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currentPrice := fixedpoint.NewFromFloat(20000.0)
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err := stop.checkStopPrice(currentPrice, position)
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if assert.NoError(t, err) {
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assert.False(t, stop.activated)
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}
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// 20000 - 1% = 19800
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currentPrice = currentPrice.Mul(one.Sub(activationRatio))
|
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err = stop.checkStopPrice(currentPrice, position)
|
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if assert.NoError(t, err) {
|
||||
assert.True(t, stop.activated)
|
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assert.Equal(t, fixedpoint.NewFromFloat(19800.0), currentPrice)
|
||||
assert.Equal(t, fixedpoint.NewFromFloat(19800.0), stop.latestHigh)
|
||||
}
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|
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// 19800 - 1% = 19602
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||||
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)
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assert.True(t, stop.activated)
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||||
}
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||||
|
||||
// 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)
|
||||
}
|
||||
}
|
||||
|
|
@ -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{})
|
||||
|
|
|
|||
|
|
@ -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)
|
||||
|
|
|
|||
|
|
@ -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
|
||||
|
||||
|
|
|
|||
227
pkg/types/mocks/mock_exchange.go
Normal file
227
pkg/types/mocks/mock_exchange.go
Normal file
|
|
@ -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...)
|
||||
}
|
||||
Loading…
Reference in New Issue
Block a user