Merge 5e3b0238d8 into 2bf1072977

IMPROVE: [xmaker] improve hedge margin account leverage calculation

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
+	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

@@ -119,6 +119,8 @@ type Strategy struct {
 	// MaxExposurePosition defines the unhedged quantity of stop
 	MaxExposurePosition fixedpoint.Value `json:"maxExposurePosition"`
 
+	MaxHedgeAccountLeverage fixedpoint.Value `json:"maxHedgeAccountLeverage"`
+
 	DisableHedge bool `json:"disableHedge"`
 
 	NotifyTrade bool `json:"notifyTrade"`
@@ -479,6 +481,7 @@ func (s *Strategy) updateQuote(ctx context.Context) {
 			makerQuota.BaseAsset.Add(b.Available)
 		} else {
 			disableMakerAsk = true
+			s.logger.Infof("%s maker ask disabled: insufficient base balance %s", s.Symbol, b.String())
 		}
 	}
 
@@ -487,6 +490,7 @@ func (s *Strategy) updateQuote(ctx context.Context) {
 			makerQuota.QuoteAsset.Add(b.Available)
 		} else {
 			disableMakerBid = true
+			s.logger.Infof("%s maker bid disabled: insufficient quote balance %s", s.Symbol, b.String())
 		}
 	}
 
@@ -503,6 +507,10 @@ func (s *Strategy) updateQuote(ctx context.Context) {
 		!hedgeAccount.MarginLevel.IsZero() {
 
 		if hedgeAccount.MarginLevel.Compare(s.MinMarginLevel) < 0 {
+			s.logger.Infof("hedge account margin level %s is less then the min margin level %s, calculating the borrowed positions",
+				hedgeAccount.MarginLevel.String(),
+				s.MinMarginLevel.String())
+
 			if quote, ok := hedgeAccount.Balance(s.sourceMarket.QuoteCurrency); ok {
 				quoteDebt := quote.Debt()
 				if quoteDebt.Sign() > 0 {
@@ -517,24 +525,46 @@ func (s *Strategy) updateQuote(ctx context.Context) {
 				}
 			}
 		} else {
-			// credit buffer
+			s.logger.Infof("hedge account margin level %s is greater than the min margin level %s, calculating the net value",
-			creditBufferRatio := fixedpoint.NewFromFloat(1.2)
+				hedgeAccount.MarginLevel.String(),
+				s.MinMarginLevel.String())
+
+			netValueInUsd, calcErr := s.accountValueCalculator.NetValue(ctx)
+			if calcErr != nil {
+				s.logger.WithError(calcErr).Errorf("unable to calculate the net value")
+			} else {
+				// calculate credit buffer
+				s.logger.Infof("hedge account net value in usd: %f", netValueInUsd.Float64())
+
+				maximumValueInUsd := netValueInUsd.Mul(s.MaxHedgeAccountLeverage)
+
+				s.logger.Infof("hedge account maximum leveraged value in usd: %f (%f x)", maximumValueInUsd.Float64(), s.MaxHedgeAccountLeverage.Float64())
+
 				if quote, ok := hedgeAccount.Balance(s.sourceMarket.QuoteCurrency); ok {
-				netQuote := quote.Net()
+					debt := quote.Debt()
-				if netQuote.Sign() > 0 {
+					quota := maximumValueInUsd.Sub(debt)
-					hedgeQuota.QuoteAsset.Add(netQuote.Mul(creditBufferRatio))
+
-				}
+					s.logger.Infof("hedge account quote balance: %s, debt: %s, quota: %s",
+						quote.String(),
+						debt.String(),
+						quota.String())
+
+					hedgeQuota.QuoteAsset.Add(quota)
 				}
 
 				if base, ok := hedgeAccount.Balance(s.sourceMarket.BaseCurrency); ok {
-				netBase := base.Net()
+					debt := base.Debt()
-				if netBase.Sign() > 0 {
+					quota := maximumValueInUsd.Div(bestAsk.Price).Sub(debt)
-					hedgeQuota.BaseAsset.Add(netBase.Mul(creditBufferRatio))
-				}
-			}
-			// netValueInUsd, err := s.accountValueCalculator.NetValue(ctx)
-		}
 
+					s.logger.Infof("hedge account base balance: %s, debt: %s, quota: %s",
+						base.String(),
+						debt.String(),
+						quota.String())
+
+					hedgeQuota.BaseAsset.Add(quota)
+				}
+			}
+		}
 	} else {
 		if b, ok := hedgeBalances[s.sourceMarket.BaseCurrency]; ok {
 			// to make bid orders, we need enough base asset in the foreign exchange,
@@ -544,13 +574,13 @@ func (s *Strategy) updateQuote(ctx context.Context) {
 				if b.Available.Compare(minAvailable) > 0 {
 					hedgeQuota.BaseAsset.Add(b.Available.Sub(minAvailable))
 				} else {
-					s.logger.Warnf("%s maker bid disabled: insufficient base balance %s", s.Symbol, b.String())
+					s.logger.Warnf("%s maker bid disabled: insufficient hedge base balance %s", s.Symbol, b.String())
 					disableMakerBid = true
 				}
 			} else if b.Available.Compare(s.sourceMarket.MinQuantity) > 0 {
 				hedgeQuota.BaseAsset.Add(b.Available)
 			} else {
-				s.logger.Warnf("%s maker bid disabled: insufficient base balance %s", s.Symbol, b.String())
+				s.logger.Warnf("%s maker bid disabled: insufficient hedge base balance %s", s.Symbol, b.String())
 				disableMakerBid = true
 			}
 		}
@@ -563,17 +593,16 @@ func (s *Strategy) updateQuote(ctx context.Context) {
 				if b.Available.Compare(minAvailable) > 0 {
 					hedgeQuota.QuoteAsset.Add(b.Available.Sub(minAvailable))
 				} else {
-					s.logger.Warnf("%s maker ask disabled: insufficient quote balance %s", s.Symbol, b.String())
+					s.logger.Warnf("%s maker ask disabled: insufficient hedge quote balance %s", s.Symbol, b.String())
 					disableMakerAsk = true
 				}
 			} else if b.Available.Compare(s.sourceMarket.MinNotional) > 0 {
 				hedgeQuota.QuoteAsset.Add(b.Available)
 			} else {
-				s.logger.Warnf("%s maker ask disabled: insufficient quote balance %s", s.Symbol, b.String())
+				s.logger.Warnf("%s maker ask disabled: insufficient hedge quote balance %s", s.Symbol, b.String())
 				disableMakerAsk = true
 			}
 		}
-
 	}
 
 	// if max exposure position is configured, we should not:
@@ -1009,6 +1038,10 @@ func (s *Strategy) Defaults() error {
 		s.MinMarginLevel = fixedpoint.NewFromFloat(3.0)
 	}
 
+	if s.MaxHedgeAccountLeverage.IsZero() {
+		s.MaxHedgeAccountLeverage = fixedpoint.NewFromFloat(1.2)
+	}
+
 	if s.BidMargin.IsZero() {
 		if !s.Margin.IsZero() {
 			s.BidMargin = s.Margin
@@ -1267,9 +1300,8 @@ func (s *Strategy) CrossRun(
 			return errors.New("tradesSince time can not be zero")
 		}
 
-		makerMarket, _ := makerSession.Market(s.Symbol)
+		position := types.NewPositionFromMarket(s.makerMarket)
-		position := types.NewPositionFromMarket(makerMarket)
+		profitStats := types.NewProfitStats(s.makerMarket)
-		profitStats := types.NewProfitStats(makerMarket)
 
 		fixer := common.NewProfitFixer()
 		// fixer.ConverterManager = s.ConverterManager
@@ -1284,7 +1316,7 @@ func (s *Strategy) CrossRun(
 			fixer.AddExchange(sourceSession.Name, ss)
 		}
 
-		if err2 := fixer.Fix(ctx, makerMarket.Symbol,
+		if err2 := fixer.Fix(ctx, s.makerMarket.Symbol,
 			s.ProfitFixerConfig.TradesSince.Time(),
 			time.Now(),
 			profitStats,