Merge 5e3b0238d8 into 7d034d1ba8

pkg/bbgo/quota.go

@@ -12,12 +12,16 @@ type Quota struct {
 	Locked    fixedpoint.Value
 }
 
+// Add adds the fund to the available quota
 func (q *Quota) Add(fund fixedpoint.Value) {
 	q.mu.Lock()
 	q.Available = q.Available.Add(fund)
 	q.mu.Unlock()
 }
 
+// Lock locks the fund from the available quota
+// returns true if the fund is locked successfully
+// returns false if the fund is not enough
 func (q *Quota) Lock(fund fixedpoint.Value) bool {
 	if fund.Compare(q.Available) > 0 {
 		return false
@@ -31,12 +35,15 @@ func (q *Quota) Lock(fund fixedpoint.Value) bool {
 	return true
 }
 
+// Commit commits the locked fund
 func (q *Quota) Commit() {
 	q.mu.Lock()
 	q.Locked = fixedpoint.Zero
 	q.mu.Unlock()
 }
 
+// Rollback rolls back the locked fund
+// this will move the locked fund to the available quota
 func (q *Quota) Rollback() {
 	q.mu.Lock()
 	q.Available = q.Available.Add(q.Locked)
@@ -44,12 +51,21 @@ func (q *Quota) Rollback() {
 	q.mu.Unlock()
 }
 
+func (q *Quota) String() string {
+	q.mu.Lock()
+	defer q.mu.Unlock()
+
+	return q.Locked.String() + "/" + q.Available.String()
+}
+
+// QuotaTransaction is a transactional quota manager
 type QuotaTransaction struct {
 	mu         sync.Mutex
 	BaseAsset  Quota
 	QuoteAsset Quota
 }
 
+// Commit commits the transaction
 func (m *QuotaTransaction) Commit() bool {
 	m.mu.Lock()
 	m.BaseAsset.Commit()
@@ -58,6 +74,7 @@ func (m *QuotaTransaction) Commit() bool {
 	return true
 }
 
+// Rollback rolls back the transaction
 func (m *QuotaTransaction) Rollback() bool {
 	m.mu.Lock()
 	m.BaseAsset.Rollback()

pkg/core/convert_manager.go

@@ -0,0 +1,153 @@
+package core
+
+import (
+	"github.com/c9s/bbgo/pkg/types"
+	"github.com/sirupsen/logrus"
+)
+
+type ConverterSetting struct {
+	SymbolConverter   *SymbolConverter   `json:"symbolConverter" yaml:"symbolConverter"`
+	CurrencyConverter *CurrencyConverter `json:"currencyConverter" yaml:"currencyConverter"`
+}
+
+func (s *ConverterSetting) getConverter() Converter {
+	if s.SymbolConverter != nil {
+		return s.SymbolConverter
+	}
+
+	if s.CurrencyConverter != nil {
+		return s.CurrencyConverter
+	}
+
+	return nil
+}
+
+func (s *ConverterSetting) InitializeConverter() (Converter, error) {
+	converter := s.getConverter()
+	if converter == nil {
+		return nil, nil
+	}
+
+	logrus.Infof("initializing converter %T ...", converter)
+	err := converter.Initialize()
+	return converter, err
+}
+
+// ConverterManager manages the converters for trade conversion
+// It can be used to convert the trade symbol into the target symbol, or convert the price, volume into different units.
+type ConverterManager struct {
+	ConverterSettings []ConverterSetting `json:"converters,omitempty" yaml:"converters,omitempty"`
+
+	converters []Converter
+}
+
+func (c *ConverterManager) Initialize() error {
+	for _, setting := range c.ConverterSettings {
+		converter, err := setting.InitializeConverter()
+		if err != nil {
+			return err
+		}
+
+		if converter != nil {
+			c.AddConverter(converter)
+		}
+	}
+
+	numConverters := len(c.converters)
+	logrus.Infof("%d converters loaded", numConverters)
+	return nil
+}
+
+func (c *ConverterManager) AddConverter(converter Converter) {
+	c.converters = append(c.converters, converter)
+}
+
+func (c *ConverterManager) ConvertOrder(order types.Order) types.Order {
+	if len(c.converters) == 0 {
+		return order
+	}
+
+	for _, converter := range c.converters {
+		convOrder, err := converter.ConvertOrder(order)
+		if err != nil {
+			logrus.WithError(err).Errorf("converter %+v error, order: %s", converter, order.String())
+			continue
+		}
+
+		order = convOrder
+	}
+
+	return order
+}
+
+func (c *ConverterManager) ConvertTrade(trade types.Trade) types.Trade {
+	if len(c.converters) == 0 {
+		return trade
+	}
+
+	for _, converter := range c.converters {
+		convTrade, err := converter.ConvertTrade(trade)
+		if err != nil {
+			logrus.WithError(err).Errorf("converter %+v error, trade: %s", converter, trade.String())
+			continue
+		}
+
+		trade = convTrade
+	}
+
+	return trade
+}
+
+func (c *ConverterManager) ConvertKLine(kline types.KLine) types.KLine {
+	if len(c.converters) == 0 {
+		return kline
+	}
+
+	for _, converter := range c.converters {
+		convKline, err := converter.ConvertKLine(kline)
+		if err != nil {
+			logrus.WithError(err).Errorf("converter %+v error, kline: %s", converter, kline.String())
+			continue
+		}
+
+		kline = convKline
+	}
+
+	return kline
+}
+
+func (c *ConverterManager) ConvertMarket(market types.Market) types.Market {
+	if len(c.converters) == 0 {
+		return market
+	}
+
+	for _, converter := range c.converters {
+		convMarket, err := converter.ConvertMarket(market)
+		if err != nil {
+			logrus.WithError(err).Errorf("converter %+v error, market: %+v", converter, market)
+			continue
+		}
+
+		market = convMarket
+	}
+
+	return market
+}
+
+func (c *ConverterManager) ConvertBalance(balance types.Balance) types.Balance {
+	if len(c.converters) == 0 {
+		return balance
+	}
+
+	for _, converter := range c.converters {
+		convBal, err := converter.ConvertBalance(balance)
+		if err != nil {
+			logrus.WithError(err).Errorf("converter %+v error, balance: %s", converter, balance.String())
+			continue
+		}
+
+		balance = convBal
+	}
+
+	return balance
+}

pkg/core/convert_manager_test.go

@@ -0,0 +1,212 @@
+package core
+
+import (
+	"encoding/json"
+	"testing"
+
+	"github.com/c9s/bbgo/pkg/types"
+	"github.com/stretchr/testify/assert"
+)
+
+func TestInitializeConverter_ValidSymbolConverter(t *testing.T) {
+	setting := ConverterSetting{
+		SymbolConverter: &SymbolConverter{
+			FromSymbol: "MAXEXCHANGEUSDT",
+			ToSymbol:   "MAXUSDT",
+		},
+	}
+	converter, err := setting.InitializeConverter()
+	assert.NoError(t, err)
+	assert.NotNil(t, converter)
+}
+
+func TestInitializeConverter_ValidCurrencyConverter(t *testing.T) {
+	setting := ConverterSetting{
+		CurrencyConverter: &CurrencyConverter{
+			FromCurrency: "MAXEXCHANGE",
+			ToCurrency:   "MAX",
+		},
+	}
+	converter, err := setting.InitializeConverter()
+	assert.NoError(t, err)
+	assert.NotNil(t, converter)
+}
+
+func TestInitializeConverter_NoConverter(t *testing.T) {
+	setting := ConverterSetting{}
+	converter, err := setting.InitializeConverter()
+	assert.NoError(t, err)
+	assert.Nil(t, converter)
+}
+
+func TestInitialize_ValidConverters(t *testing.T) {
+	manager := ConverterManager{
+		ConverterSettings: []ConverterSetting{
+			{SymbolConverter: &SymbolConverter{
+				FromSymbol: "MAXEXCHANGEUSDT",
+				ToSymbol:   "MAXUSDT",
+			}},
+			{CurrencyConverter: &CurrencyConverter{
+				FromCurrency: "MAXEXCHANGE",
+				ToCurrency:   "MAX",
+			}},
+		},
+	}
+	err := manager.Initialize()
+	assert.NoError(t, err)
+	assert.Equal(t, 2, len(manager.converters))
+}
+
+func TestInitialize_NoConverters(t *testing.T) {
+	manager := ConverterManager{}
+	err := manager.Initialize()
+	assert.NoError(t, err)
+	assert.Equal(t, 0, len(manager.converters))
+}
+
+func TestConvertOrder_WithConverters(t *testing.T) {
+	jsonStr := `
+{
+    "converters": [
+        {
+            "symbolConverter": {
+                "from": "MAXEXCHANGEUSDT",
+                "to": "MAXUSDT"
+            }
+        },
+		{
+            "currencyConverter": {
+                "from": "MAXEXCHANGE",
+                "to": "MAX"
+            }
+        }
+    ]
+}
+`
+	manager := ConverterManager{}
+	err := json.Unmarshal([]byte(jsonStr), &manager)
+	assert.NoError(t, err)
+
+	order := types.Order{
+		SubmitOrder: types.SubmitOrder{
+			Symbol: "MAXEXCHANGEUSDT",
+			Market: types.Market{
+				Symbol:        "MAXEXCHANGEUSDT",
+				QuoteCurrency: "USDT",
+				BaseCurrency:  "MAXEXCHANGE",
+			},
+		},
+	}
+	err = manager.Initialize()
+	assert.NoError(t, err)
+	convertedOrder := manager.ConvertOrder(order)
+	assert.Equal(t, "MAXUSDT", convertedOrder.Symbol)
+	assert.Equal(t, "MAX", convertedOrder.Market.BaseCurrency)
+	assert.Equal(t, "USDT", convertedOrder.Market.QuoteCurrency)
+	assert.Equal(t, "MAXUSDT", convertedOrder.Market.Symbol)
+}
+
+func TestConvertOrder_NoConverters(t *testing.T) {
+	manager := ConverterManager{}
+	order := types.Order{}
+	err := manager.Initialize()
+	assert.NoError(t, err)
+	convertedOrder := manager.ConvertOrder(order)
+	assert.Equal(t, order, convertedOrder)
+}
+
+func TestConvertTrade_WithConverters(t *testing.T) {
+	manager := ConverterManager{}
+	converter := &CurrencyConverter{
+		FromCurrency: "MAXEXCHANGE",
+		ToCurrency:   "MAX",
+	}
+	err := manager.Initialize()
+	assert.NoError(t, err)
+	manager.AddConverter(converter)
+
+	trade := types.Trade{}
+	convertedTrade := manager.ConvertTrade(trade)
+	assert.Equal(t, trade, convertedTrade)
+}
+
+func TestConvertTrade_NoConverters(t *testing.T) {
+	manager := ConverterManager{}
+	trade := types.Trade{}
+	err := manager.Initialize()
+	assert.NoError(t, err)
+	convertedTrade := manager.ConvertTrade(trade)
+	assert.Equal(t, trade, convertedTrade)
+}
+
+func TestConvertKLine_WithConverters(t *testing.T) {
+	manager := ConverterManager{}
+	converter := &CurrencyConverter{
+		FromCurrency: "MAXEXCHANGE",
+		ToCurrency:   "MAX",
+	}
+	err := manager.Initialize()
+	assert.NoError(t, err)
+	manager.AddConverter(converter)
+
+	kline := types.KLine{}
+	convertedKline := manager.ConvertKLine(kline)
+	assert.Equal(t, kline, convertedKline)
+}
+
+func TestConvertKLine_NoConverters(t *testing.T) {
+	manager := ConverterManager{}
+	kline := types.KLine{}
+	err := manager.Initialize()
+	assert.NoError(t, err)
+	convertedKline := manager.ConvertKLine(kline)
+	assert.Equal(t, kline, convertedKline)
+}
+
+func TestConvertMarket_WithConverters(t *testing.T) {
+	manager := ConverterManager{}
+	converter := &CurrencyConverter{
+		FromCurrency: "MAXEXCHANGE",
+		ToCurrency:   "MAX",
+	}
+	err := manager.Initialize()
+	assert.NoError(t, err)
+	manager.AddConverter(converter)
+
+	market := types.Market{}
+	convertedMarket := manager.ConvertMarket(market)
+	assert.Equal(t, market, convertedMarket)
+}
+
+func TestConvertMarket_NoConverters(t *testing.T) {
+	manager := ConverterManager{}
+	market := types.Market{}
+	err := manager.Initialize()
+	assert.NoError(t, err)
+	convertedMarket := manager.ConvertMarket(market)
+	assert.Equal(t, market, convertedMarket)
+}
+
+func TestConvertBalance_WithConverters(t *testing.T) {
+	manager := ConverterManager{}
+	converter := &CurrencyConverter{
+		FromCurrency: "MAXEXCHANGE",
+		ToCurrency:   "MAX",
+	}
+	err := manager.Initialize()
+	assert.NoError(t, err)
+	manager.AddConverter(converter)
+
+	balance := types.Balance{}
+	convertedBalance := manager.ConvertBalance(balance)
+	assert.Equal(t, balance, convertedBalance)
+}
+
+func TestConvertBalance_NoConverters(t *testing.T) {
+	manager := ConverterManager{}
+	balance := types.Balance{}
+	err := manager.Initialize()
+	assert.NoError(t, err)
+	convertedBalance := manager.ConvertBalance(balance)
+	assert.Equal(t, balance, convertedBalance)
+}

pkg/core/converter_test.go

@@ -1,31 +0,0 @@
-package core
-
-import (
-	"testing"
-
-	"github.com/stretchr/testify/assert"
-
-	"github.com/c9s/bbgo/pkg/types"
-)
-
-func TestSymbolConverter(t *testing.T) {
-	converter := NewSymbolConverter("MAXEXCHANGEUSDT", "MAXUSDT")
-	trade, err := converter.ConvertTrade(types.Trade{
-		Symbol: "MAXEXCHANGEUSDT",
-	})
-
-	if assert.NoError(t, err) {
-		assert.Equal(t, "MAXUSDT", trade.Symbol)
-	}
-
-	order, err := converter.ConvertOrder(types.Order{
-		SubmitOrder: types.SubmitOrder{
-			Symbol: "MAXEXCHANGEUSDT",
-		},
-	})
-
-	if assert.NoError(t, err) {
-		assert.Equal(t, "MAXUSDT", order.Symbol)
-	}
-
-}

pkg/core/currency_converter.go

@@ -0,0 +1,68 @@
+package core
+
+import (
+	"errors"
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+type CurrencyConverter struct {
+	FromCurrency string `json:"from"`
+	ToCurrency   string `json:"to"`
+}
+
+func NewCurrencyConverter(fromSymbol, toSymbol string) *CurrencyConverter {
+	return &CurrencyConverter{FromCurrency: fromSymbol, ToCurrency: toSymbol}
+}
+
+func (c *CurrencyConverter) Initialize() error {
+	if c.FromCurrency == "" {
+		return errors.New("FromCurrency can not be empty")
+	}
+
+	if c.ToCurrency == "" {
+		return errors.New("ToCurrency can not be empty")
+	}
+
+	return nil
+}
+
+func (c *CurrencyConverter) ConvertOrder(order types.Order) (types.Order, error) {
+	if order.SubmitOrder.Market.QuoteCurrency == c.FromCurrency {
+		order.SubmitOrder.Market.QuoteCurrency = c.ToCurrency
+	}
+	if order.SubmitOrder.Market.BaseCurrency == c.FromCurrency {
+		order.SubmitOrder.Market.BaseCurrency = c.ToCurrency
+	}
+
+	return order, nil
+}
+
+func (c *CurrencyConverter) ConvertTrade(trade types.Trade) (types.Trade, error) {
+	if trade.FeeCurrency == c.FromCurrency {
+		trade.FeeCurrency = c.ToCurrency
+	}
+	return trade, nil
+}
+
+func (c *CurrencyConverter) ConvertKLine(kline types.KLine) (types.KLine, error) {
+	return kline, nil
+}
+
+func (c *CurrencyConverter) ConvertMarket(mkt types.Market) (types.Market, error) {
+	if mkt.QuoteCurrency == c.FromCurrency {
+		mkt.QuoteCurrency = c.ToCurrency
+	}
+	if mkt.BaseCurrency == c.FromCurrency {
+		mkt.BaseCurrency = c.ToCurrency
+	}
+
+	return mkt, nil
+}
+
+func (c *CurrencyConverter) ConvertBalance(balance types.Balance) (types.Balance, error) {
+	if balance.Currency == c.FromCurrency {
+		balance.Currency = c.ToCurrency
+	}
+
+	return balance, nil
+}

pkg/core/currency_converter_test.go

@@ -0,0 +1,124 @@
+package core
+
+import (
+	"github.com/c9s/bbgo/pkg/types"
+	"github.com/stretchr/testify/assert"
+	"testing"
+)
+
+// pkg/core/tradecollector_test.go
+func TestInitialize_ValidCurrencies(t *testing.T) {
+	converter := NewCurrencyConverter("MAXEXCHANGE", "MAX")
+	err := converter.Initialize()
+	assert.NoError(t, err)
+}
+
+func TestInitialize_EmptyFromCurrency(t *testing.T) {
+	converter := NewCurrencyConverter("", "MAX")
+	err := converter.Initialize()
+	assert.Error(t, err)
+	assert.Equal(t, "FromCurrency can not be empty", err.Error())
+}
+
+func TestInitialize_EmptyToCurrency(t *testing.T) {
+	converter := NewCurrencyConverter("MAXEXCHANGE", "")
+	err := converter.Initialize()
+	assert.Error(t, err)
+	assert.Equal(t, "ToCurrency can not be empty", err.Error())
+}
+
+func TestConvertOrder_ValidConversion(t *testing.T) {
+	converter := NewCurrencyConverter("MAXEXCHANGE", "MAX")
+	order := types.Order{
+		SubmitOrder: types.SubmitOrder{
+			Market: types.Market{
+				QuoteCurrency: "MAXEXCHANGE",
+				BaseCurrency:  "MAXEXCHANGE",
+			},
+		},
+	}
+	convertedOrder, err := converter.ConvertOrder(order)
+	assert.NoError(t, err)
+	assert.Equal(t, "MAX", convertedOrder.SubmitOrder.Market.QuoteCurrency)
+	assert.Equal(t, "MAX", convertedOrder.SubmitOrder.Market.BaseCurrency)
+}
+
+func TestConvertOrder_NoConversion(t *testing.T) {
+	converter := NewCurrencyConverter("MAXEXCHANGE", "MAX")
+	order := types.Order{
+		SubmitOrder: types.SubmitOrder{
+			Market: types.Market{
+				QuoteCurrency: "JPY",
+				BaseCurrency:  "JPY",
+			},
+		},
+	}
+	convertedOrder, err := converter.ConvertOrder(order)
+	assert.NoError(t, err)
+	assert.Equal(t, "JPY", convertedOrder.SubmitOrder.Market.QuoteCurrency)
+	assert.Equal(t, "JPY", convertedOrder.SubmitOrder.Market.BaseCurrency)
+}
+
+func TestConvertTrade_ValidConversion(t *testing.T) {
+	converter := NewCurrencyConverter("MAXEXCHANGE", "MAX")
+	trade := types.Trade{
+		FeeCurrency: "MAXEXCHANGE",
+	}
+	convertedTrade, err := converter.ConvertTrade(trade)
+	assert.NoError(t, err)
+	assert.Equal(t, "MAX", convertedTrade.FeeCurrency)
+}
+
+func TestConvertTrade_NoConversion(t *testing.T) {
+	converter := NewCurrencyConverter("MAXEXCHANGE", "MAX")
+	trade := types.Trade{
+		FeeCurrency: "JPY",
+	}
+	convertedTrade, err := converter.ConvertTrade(trade)
+	assert.NoError(t, err)
+	assert.Equal(t, "JPY", convertedTrade.FeeCurrency)
+}
+
+func TestConvertMarket_ValidConversion(t *testing.T) {
+	converter := NewCurrencyConverter("MAXEXCHANGE", "MAX")
+	market := types.Market{
+		QuoteCurrency: "MAXEXCHANGE",
+		BaseCurrency:  "MAXEXCHANGE",
+	}
+	convertedMarket, err := converter.ConvertMarket(market)
+	assert.NoError(t, err)
+	assert.Equal(t, "MAX", convertedMarket.QuoteCurrency)
+	assert.Equal(t, "MAX", convertedMarket.BaseCurrency)
+}
+
+func TestConvertMarket_NoConversion(t *testing.T) {
+	converter := NewCurrencyConverter("MAXEXCHANGE", "MAX")
+	market := types.Market{
+		QuoteCurrency: "JPY",
+		BaseCurrency:  "JPY",
+	}
+	convertedMarket, err := converter.ConvertMarket(market)
+	assert.NoError(t, err)
+	assert.Equal(t, "JPY", convertedMarket.QuoteCurrency)
+	assert.Equal(t, "JPY", convertedMarket.BaseCurrency)
+}
+
+func TestConvertBalance_ValidConversion(t *testing.T) {
+	converter := NewCurrencyConverter("MAXEXCHANGE", "MAX")
+	balance := types.Balance{
+		Currency: "MAXEXCHANGE",
+	}
+	convertedBalance, err := converter.ConvertBalance(balance)
+	assert.NoError(t, err)
+	assert.Equal(t, "MAX", convertedBalance.Currency)
+}
+
+func TestConvertBalance_NoConversion(t *testing.T) {
+	converter := NewCurrencyConverter("MAXEXCHANGE", "MAX")
+	balance := types.Balance{
+		Currency: "JPY",
+	}
+	convertedBalance, err := converter.ConvertBalance(balance)
+	assert.NoError(t, err)
+	assert.Equal(t, "JPY", convertedBalance.Currency)
+}

pkg/core/symbol_converter.go

@@ -9,6 +9,9 @@ import (
 type Converter interface {
 	OrderConverter
 	TradeConverter
+	KLineConverter
+	MarketConverter
+	BalanceConverter
 	Initialize() error
 }
 
@@ -22,12 +25,33 @@ type TradeConverter interface {
 	ConvertTrade(trade types.Trade) (types.Trade, error)
 }
 
+// KLineConverter converts the kline to another kline
+type KLineConverter interface {
+	ConvertKLine(kline types.KLine) (types.KLine, error)
+}
+
+// MarketConverter converts the market to another market
+type MarketConverter interface {
+	ConvertMarket(market types.Market) (types.Market, error)
+}
+
+// BalanceConverter converts the balance to another balance
+type BalanceConverter interface {
+	ConvertBalance(balance types.Balance) (types.Balance, error)
+}
+
 type OrderConvertFunc func(order types.Order) (types.Order, error)
 type TradeConvertFunc func(trade types.Trade) (types.Trade, error)
+type KLineConvertFunc func(kline types.KLine) (types.KLine, error)
+type MarketConvertFunc func(market types.Market) (types.Market, error)
+type BalanceConvertFunc func(balance types.Balance) (types.Balance, error)
 
 type DynamicConverter struct {
-	orderConverter OrderConvertFunc
-	tradeConverter TradeConvertFunc
+	orderConverter   OrderConvertFunc
+	tradeConverter   TradeConvertFunc
+	klineConverter   KLineConvertFunc
+	marketConverter  MarketConvertFunc
+	balanceConverter BalanceConvertFunc
 }
 
 func NewDynamicConverter(orderConverter OrderConvertFunc, tradeConverter TradeConvertFunc) *DynamicConverter {
@@ -46,6 +70,18 @@ func (c *DynamicConverter) ConvertTrade(trade types.Trade) (types.Trade, error)
 	return c.tradeConverter(trade)
 }
 
+func (c *DynamicConverter) ConvertKLine(kline types.KLine) (types.KLine, error) {
+	return c.klineConverter(kline)
+}
+
+func (c *DynamicConverter) ConvertMarket(market types.Market) (types.Market, error) {
+	return c.marketConverter(market)
+}
+
+func (c *DynamicConverter) ConvertBalance(balance types.Balance) (types.Balance, error) {
+	return c.balanceConverter(balance)
+}
+
 // SymbolConverter converts the symbol to another symbol
 type SymbolConverter struct {
 	FromSymbol string `json:"from"`
@@ -73,6 +109,10 @@ func (c *SymbolConverter) ConvertOrder(order types.Order) (types.Order, error) {
 		order.Symbol = c.ToSymbol
 	}
 
+	if order.SubmitOrder.Market.Symbol == c.FromSymbol {
+		order.SubmitOrder.Market.Symbol = c.ToSymbol
+	}
+
 	return order, nil
 }
 
@@ -83,3 +123,22 @@ func (c *SymbolConverter) ConvertTrade(trade types.Trade) (types.Trade, error) {
 
 	return trade, nil
 }
+
+func (c *SymbolConverter) ConvertKLine(kline types.KLine) (types.KLine, error) {
+	if kline.Symbol == c.FromSymbol {
+		kline.Symbol = c.ToSymbol
+	}
+
+	return kline, nil
+}
+
+func (s *SymbolConverter) ConvertMarket(mkt types.Market) (types.Market, error) {
+	if mkt.Symbol == s.FromSymbol {
+		mkt.Symbol = s.ToSymbol
+	}
+	return mkt, nil
+}
+
+func (c *SymbolConverter) ConvertBalance(balance types.Balance) (types.Balance, error) {
+	return balance, nil
+}

pkg/core/symbol_converter_test.go

@@ -0,0 +1,60 @@
+package core
+
+import (
+	"testing"
+
+	"github.com/stretchr/testify/assert"
+
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+func TestSymbolConverter(t *testing.T) {
+	converter := NewSymbolConverter("MAXEXCHANGEUSDT", "MAXUSDT")
+	trade, err := converter.ConvertTrade(types.Trade{
+		Symbol: "MAXEXCHANGEUSDT",
+	})
+
+	if assert.NoError(t, err) {
+		assert.Equal(t, "MAXUSDT", trade.Symbol)
+	}
+
+	order, err := converter.ConvertOrder(types.Order{
+		SubmitOrder: types.SubmitOrder{
+			Symbol: "MAXEXCHANGEUSDT",
+			Market: types.Market{
+				Symbol: "MAXEXCHANGEUSDT",
+			},
+		},
+	})
+
+	if assert.NoError(t, err) {
+		assert.Equal(t, "MAXUSDT", order.Symbol)
+		assert.Equal(t, "MAXUSDT", order.SubmitOrder.Symbol)
+		assert.Equal(t, "MAXUSDT", order.SubmitOrder.Market.Symbol)
+	}
+
+	kline, err := converter.ConvertKLine(types.KLine{
+		Symbol: "MAXEXCHANGEUSDT",
+	})
+
+	if assert.NoError(t, err) {
+		assert.Equal(t, "MAXUSDT", kline.Symbol)
+	}
+
+	market, err := converter.ConvertMarket(types.Market{
+		Symbol: "MAXEXCHANGEUSDT",
+	})
+
+	if assert.NoError(t, err) {
+		assert.Equal(t, "MAXUSDT", market.Symbol)
+	}
+
+	balance, err := converter.ConvertBalance(types.Balance{
+		Currency: "MAXEXCHANGE",
+	})
+
+	if assert.NoError(t, err) {
+		assert.Equal(t, "MAXEXCHANGE", balance.Currency)
+	}
+
+}

pkg/core/tradecollector.go

@@ -12,94 +12,6 @@ import (
 	"github.com/c9s/bbgo/pkg/types"
 )
 
-type ConverterSetting struct {
-	SymbolConverter *SymbolConverter `json:"symbolConverter" yaml:"symbolConverter"`
-}
-
-func (s *ConverterSetting) getConverter() Converter {
-	if s.SymbolConverter != nil {
-		return s.SymbolConverter
-	}
-
-	return nil
-}
-
-func (s *ConverterSetting) InitializeConverter() (Converter, error) {
-	converter := s.getConverter()
-	if converter == nil {
-		return nil, nil
-	}
-
-	logrus.Infof("initializing converter %T ...", converter)
-	err := converter.Initialize()
-	return converter, err
-}
-
-// ConverterManager manages the converters for trade conversion
-// It can be used to convert the trade symbol into the target symbol, or convert the price, volume into different units.
-type ConverterManager struct {
-	ConverterSettings []ConverterSetting `json:"converters,omitempty" yaml:"converters,omitempty"`
-
-	converters []Converter
-}
-
-func (c *ConverterManager) Initialize() error {
-	for _, setting := range c.ConverterSettings {
-		converter, err := setting.InitializeConverter()
-		if err != nil {
-			return err
-		}
-
-		if converter != nil {
-			c.AddConverter(converter)
-		}
-	}
-
-	numConverters := len(c.converters)
-	logrus.Infof("%d converters loaded", numConverters)
-	return nil
-}
-
-func (c *ConverterManager) AddConverter(converter Converter) {
-	c.converters = append(c.converters, converter)
-}
-
-func (c *ConverterManager) ConvertOrder(order types.Order) types.Order {
-	if len(c.converters) == 0 {
-		return order
-	}
-
-	for _, converter := range c.converters {
-		convOrder, err := converter.ConvertOrder(order)
-		if err != nil {
-			logrus.WithError(err).Errorf("converter %+v error, order: %s", converter, order.String())
-			continue
-		}
-
-		order = convOrder
-	}
-
-	return order
-}
-
-func (c *ConverterManager) ConvertTrade(trade types.Trade) types.Trade {
-	if len(c.converters) == 0 {
-		return trade
-	}
-
-	for _, converter := range c.converters {
-		convTrade, err := converter.ConvertTrade(trade)
-		if err != nil {
-			logrus.WithError(err).Errorf("converter %+v error, trade: %s", converter, trade.String())
-			continue
-		}
-
-		trade = convTrade
-	}
-
-	return trade
-}
-
 //go:generate callbackgen -type TradeCollector
 type TradeCollector struct {
 	Symbol   string

pkg/strategy/xmaker/strategy.go

@@ -426,10 +426,10 @@ func (s *Strategy) updateQuote(ctx context.Context) {
 	if s.CircuitBreaker != nil {
 		now := time.Now()
 		if reason, halted := s.CircuitBreaker.IsHalted(now); halted {
-			s.logger.Warnf("[arbWorker] strategy is halted, reason: %s", reason)
+			s.logger.Warnf("strategy %s is halted, reason: %s", ID, reason)
 
 			if s.circuitBreakerAlertLimiter.AllowN(now, 1) {
-				bbgo.Notify("Strategy is halted, reason: %s", reason)
+				bbgo.Notify("Strategy %s is halted, reason: %s", ID, reason)
 			}
 
 			return
@@ -438,6 +438,7 @@ func (s *Strategy) updateQuote(ctx context.Context) {
 
 	bestBid, bestAsk, hasPrice := s.book.BestBidAndAsk()
 	if !hasPrice {
+		s.logger.Warnf("no valid price, skip quoting")
 		return
 	}
 
@@ -474,15 +475,21 @@ func (s *Strategy) updateQuote(ctx context.Context) {
 	// check maker's balance quota
 	// we load the balances from the account while we're generating the orders,
 	// the balance may have a chance to be deducted by other strategies or manual orders submitted by the user
-	makerBalances := s.makerSession.GetAccount().Balances()
+	makerBalances := s.makerSession.GetAccount().Balances().NotZero()
+
+	s.logger.Infof("maker balances: %+v", makerBalances)
+
 	makerQuota := &bbgo.QuotaTransaction{}
 	if b, ok := makerBalances[s.makerMarket.BaseCurrency]; ok {
-		if b.Available.Compare(s.makerMarket.MinQuantity) > 0 {
-			makerQuota.BaseAsset.Add(b.Available)
-		} else {
+		if s.makerMarket.IsDustQuantity(b.Available, s.lastPrice) {
 			disableMakerAsk = true
 			s.logger.Infof("%s maker ask disabled: insufficient base balance %s", s.Symbol, b.String())
+		} else {
+			makerQuota.BaseAsset.Add(b.Available)
 		}
+	} else {
+		disableMakerAsk = true
+		s.logger.Infof("%s maker ask disabled: base balance %s not found", s.Symbol, b.String())
 	}
 
 	if b, ok := makerBalances[s.makerMarket.QuoteCurrency]; ok {
@@ -492,8 +499,13 @@ func (s *Strategy) updateQuote(ctx context.Context) {
 			disableMakerBid = true
 			s.logger.Infof("%s maker bid disabled: insufficient quote balance %s", s.Symbol, b.String())
 		}
+	} else {
+		disableMakerBid = true
+		s.logger.Infof("%s maker bid disabled: quote balance %s not found", s.Symbol, b.String())
 	}
 
+	s.logger.Infof("maker quota: %+v", makerQuota)
+
 	// if
 	//  1) the source session is a margin session
 	//  2) the min margin level is configured
@@ -511,6 +523,7 @@ func (s *Strategy) updateQuote(ctx context.Context) {
 				hedgeAccount.MarginLevel.String(),
 				s.MinMarginLevel.String())
 
+			// TODO: should consider base asset debt as well.
 			if quote, ok := hedgeAccount.Balance(s.sourceMarket.QuoteCurrency); ok {
 				quoteDebt := quote.Debt()
 				if quoteDebt.Sign() > 0 {
@@ -611,12 +624,14 @@ func (s *Strategy) updateQuote(ctx context.Context) {
 	if s.MaxExposurePosition.Sign() > 0 {
 		pos := s.Position.GetBase()
 
-		if pos.Compare(s.MaxExposurePosition.Neg()) > 0 {
+		if pos.Compare(s.MaxExposurePosition.Neg()) <= 0 {
 			// stop sell if we over-sell
 			disableMakerAsk = true
-		} else if pos.Compare(s.MaxExposurePosition) > 0 {
+			s.logger.Warnf("%s ask maker is disabled: %f exceeded max exposure %f", s.Symbol, pos.Float64(), s.MaxExposurePosition.Float64())
+		} else if pos.Compare(s.MaxExposurePosition) >= 0 {
 			// stop buy if we over buy
 			disableMakerBid = true
+			s.logger.Warnf("%s bid maker is disabled: %f exceeded max exposure %f", s.Symbol, pos.Float64(), s.MaxExposurePosition.Float64())
 		}
 	}
 
@@ -840,6 +855,7 @@ func (s *Strategy) updateQuote(ctx context.Context) {
 	createdOrders, errIdx, err := bbgo.BatchPlaceOrder(ctx, s.makerSession.Exchange, orderCreateCallback, formattedOrders...)
 	if err != nil {
 		log.WithError(err).Errorf("unable to place maker orders: %+v", formattedOrders)
+		return
 	}
 
 	openOrderBidExposureInUsdMetrics.With(s.metricsLabels).Set(bidExposureInUsd.Float64())
@@ -1240,7 +1256,7 @@ func (s *Strategy) CrossRun(
 
 	// restore state
 	s.groupID = util.FNV32(instanceID)
-	log.Infof("using group id %d from fnv(%s)", s.groupID, instanceID)
+	s.logger.Infof("using group id %d from fnv(%s)", s.groupID, instanceID)
 
 	configLabels := prometheus.Labels{"strategy_id": s.InstanceID(), "strategy_type": ID, "symbol": s.Symbol}
 	configNumOfLayersMetrics.With(configLabels).Set(float64(s.NumLayers))
@@ -1252,8 +1268,12 @@ func (s *Strategy) CrossRun(
 		s.Position = types.NewPositionFromMarket(s.makerMarket)
 		s.Position.Strategy = ID
 		s.Position.StrategyInstanceID = instanceID
+	} else {
+		s.Position.Strategy = ID
+		s.Position.StrategyInstanceID = instanceID
 	}
 
+	s.Position.UpdateMetrics()
 	bbgo.Notify("xmaker: %s position is restored", s.Symbol, s.Position)
 
 	if s.ProfitStats == nil {

pkg/types/position.go

@@ -656,6 +656,12 @@ func (p *Position) AddTrade(td Trade) (profit fixedpoint.Value, netProfit fixedp
 	return fixedpoint.Zero, fixedpoint.Zero, false
 }
 
+func (p *Position) UpdateMetrics() {
+	p.Lock()
+	p.updateMetrics()
+	p.Unlock()
+}
+
 func (p *Position) updateMetrics() {
 	// update the position metrics only if the position defines the strategy ID
 	if p.StrategyInstanceID == "" || p.Strategy == "" {