fix binance test, outptu for support and xgap strategies

pkg/bbgo/active_book.go

@@ -144,11 +144,11 @@ func (b *LocalActiveOrderBook) orderUpdateHandler(order types.Order) {
 
 func (b *LocalActiveOrderBook) Print() {
 	for _, o := range b.Bids.Orders() {
-		log.Infof("%s bid order: %d @ %f -> %s", o.Symbol, o.OrderID, o.Price, o.Status)
+		log.Infof("%s bid order: %d @ %v -> %s", o.Symbol, o.OrderID, o.Price, o.Status)
 	}
 
 	for _, o := range b.Asks.Orders() {
-		log.Infof("%s ask order: %d @ %f -> %s", o.Symbol, o.OrderID, o.Price, o.Status)
+		log.Infof("%s ask order: %d @ %v -> %s", o.Symbol, o.OrderID, o.Price, o.Status)
 	}
 }
 

pkg/bbgo/session.go

@@ -497,7 +497,7 @@ func (session *ExchangeSession) initSymbol(ctx context.Context, environ *Environ
 		}
 	}
 
-	log.Infof("%s last price: %f", symbol, session.lastPrices[symbol])
+	log.Infof("%s last price: %v", symbol, session.lastPrices[symbol])
 
 	session.initializedSymbols[symbol] = struct{}{}
 	return nil

pkg/bbgo/tradecollector_test.go

@@ -6,6 +6,7 @@ import (
 	"github.com/stretchr/testify/assert"
 
 	"github.com/c9s/bbgo/pkg/types"
+	"github.com/c9s/bbgo/pkg/fixedpoint"
 )
 
 func TestTradeCollector_ShouldNotCountDuplicatedTrade(t *testing.T) {
@@ -19,9 +20,9 @@ func TestTradeCollector_ShouldNotCountDuplicatedTrade(t *testing.T) {
 		ID:            1,
 		OrderID:       399,
 		Exchange:      types.ExchangeBinance,
-		Price:         40000.0,
+		Price:         fixedpoint.NewFromInt(40000),
-		Quantity:      1.0,
+		Quantity:      fixedpoint.One,
-		QuoteQuantity: 40000.0,
+		QuoteQuantity: fixedpoint.NewFromInt(40000),
 		Symbol:        "BTCUSDT",
 		Side:          types.SideTypeBuy,
 		IsBuyer:       true,
@@ -34,13 +35,13 @@ func TestTradeCollector_ShouldNotCountDuplicatedTrade(t *testing.T) {
 			Symbol:           "BTCUSDT",
 			Side:             types.SideTypeBuy,
 			Type:             types.OrderTypeLimit,
-			Quantity:         1.0,
+			Quantity:         fixedpoint.One,
-			Price:            40000.0,
+			Price:            fixedpoint.NewFromInt(40000),
 		},
 		Exchange:         types.ExchangeBinance,
 		OrderID:          399,
 		Status:           types.OrderStatusFilled,
-		ExecutedQuantity: 1.0,
+		ExecutedQuantity: fixedpoint.One,
 		IsWorking:        false,
 	})
 
@@ -52,9 +53,9 @@ func TestTradeCollector_ShouldNotCountDuplicatedTrade(t *testing.T) {
 		ID:            1,
 		OrderID:       399,
 		Exchange:      types.ExchangeBinance,
-		Price:         40000.0,
+		Price:         fixedpoint.NewFromInt(40000),
-		Quantity:      1.0,
+		Quantity:      fixedpoint.One,
-		QuoteQuantity: 40000.0,
+		QuoteQuantity: fixedpoint.NewFromInt(40000),
 		Symbol:        "BTCUSDT",
 		Side:          types.SideTypeBuy,
 		IsBuyer:       true,

pkg/fixedpoint/dec.go

@@ -1005,7 +1005,14 @@ func (v *Value) UnmarshalJSON(data []byte) error {
 		*v = Zero
 		return nil
 	}
+	if len(data) == 0 {
+		*v = Zero
+		return nil
+	}
 	var err error
+	if data[0] == '"' {
+		data = data[1:len(data)-1]
+	}
 	if *v, err = NewFromBytes(data); err != nil {
 		return err
 	}

pkg/strategy/support/strategy.go

@@ -320,16 +320,16 @@ func (s *Strategy) calculateQuantity(session *bbgo.ExchangeSession, side types.S
 
 			if s.MinQuoteAssetBalance.Sign() > 0 &&
 				quoteBalance.Available.Sub(notional).Compare(s.MinQuoteAssetBalance) < 0 {
-				log.Warnf("modifying quantity %s according to the min quote asset balance %s %s",
+				log.Warnf("modifying quantity %v according to the min quote asset balance %v %s",
-					quantity.String(),
+					quantity,
-					quoteBalance.Available.String(),
+					quoteBalance.Available,
 					s.Market.QuoteCurrency)
 				quota := quoteBalance.Available.Sub(s.MinQuoteAssetBalance)
 				quantity = bbgo.AdjustQuantityByMinAmount(quantity, closePrice, quota)
 			} else if notional.Compare(quoteBalance.Available) > 0 {
-				log.Warnf("modifying quantity %f according to the quote asset balance %f %s",
+				log.Warnf("modifying quantity %v according to the quote asset balance %v %s",
-					quantity.String(),
+					quantity,
-					quoteBalance.Available.String(),
+					quoteBalance.Available,
 					s.Market.QuoteCurrency)
 				quantity = bbgo.AdjustQuantityByMaxAmount(quantity, closePrice, quoteBalance.Available)
 			}

pkg/strategy/xgap/strategy.go

@@ -289,8 +289,8 @@ func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, se
 
 					// if the spread is less than 100 ticks (100 pips), skip
 					if spread.Compare(s.tradingMarket.TickSize.MulExp(2)) < 0 {
-						log.Warnf("spread too small, we can't place orders: spread=%s bid=%s ask=%s",
+						log.Warnf("spread too small, we can't place orders: spread=%v bid=%v ask=%v",
-							spread.String(), bestBid.Price.String(), bestAsk.Price.String())
+							spread, bestBid.Price, bestAsk.Price)
 						continue
 					}
 
@@ -306,15 +306,15 @@ func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, se
 
 				var spread = bestAsk.Price.Sub(bestBid.Price)
 				var spreadPercentage = spread.Div(bestAsk.Price)
-				log.Infof("spread=%s %s ask=%s bid=%s",
+				log.Infof("spread=%v %s ask=%v bid=%v",
-					spread.String(), spreadPercentage.Percentage(),
+					spread, spreadPercentage.Percentage(),
-					bestAsk.Price.String(), bestBid.Price.String())
+					bestAsk.Price, bestBid.Price)
 				// var spreadPercentage = spread.Float64() / bestBid.Price.Float64()
 
 				var midPrice = bestAsk.Price.Add(bestBid.Price).Div(Two)
 				var price = midPrice
 
-				log.Infof("mid price %f", midPrice.String())
+				log.Infof("mid price %v", midPrice)
 
 				var balances = s.tradingSession.Account.Balances()
 				var quantity = s.tradingMarket.MinQuantity

pkg/types/account.go

@@ -325,7 +325,7 @@ func (a *Account) UnlockBalance(currency string, unlocked fixedpoint.Value) erro
 		return fmt.Errorf("trying to unlocked inexisted balance: %s", currency)
 	}
 
-	if unlocked.Compare(balance.Locked) >= 0 {
+	if unlocked.Compare(balance.Locked) > 0 {
 		return fmt.Errorf("trying to unlocked more than locked %s: locked %v < want to unlock %v", currency, balance.Locked, unlocked)
 	}