Merge df5838dc9e into 37106c35b7

Merge pull request #1748 from c9s/c9s/add-pos-index
IMPROVE: [db] add index on positions table
2024-11-10 09:11:55 +00:00 · 2024-09-19 09:41:08 +08:00 · 2024-09-18 17:06:34 +08:00 · 2024-09-18 13:30:56 +08:00 · 2024-09-18 13:30:20 +08:00 · 2024-09-16 00:31:00 +08:00
187 changed files with 5472 additions and 4388 deletions
--- a/.github/workflows/docker.yml
+++ b/.github/workflows/docker.yml
@ -20,7 +20,7 @@ jobs:
    steps:
    - name: Docker meta
      id: meta
-      uses: docker/metadata-action@v3
+      uses: docker/metadata-action@v5
      with:
        # list of Docker images to use as base name for tags
        images: |
@ -38,7 +38,7 @@ jobs:
    - name: Set up QEMU
      uses: docker/setup-qemu-action@v3
    - name: Set up Docker Buildx
-      uses: docker/setup-buildx-action@v1
+      uses: docker/setup-buildx-action@v3
    - name: Login to DockerHub
      uses: docker/login-action@v3
      with:
--- a/.github/workflows/go.yml
+++ b/.github/workflows/go.yml
@ -2,8 +2,10 @@ name: Go
 on:
  push:
-    branches: [ main ]
+    branches:
    - "main"
  pull_request:
    types: [synchronize, opened, reopened]
    branches:
    - "main"
    - "v*"
@ -27,7 +29,7 @@ jobs:
    steps:
-    - uses: actions/checkout@v2
+    - uses: actions/checkout@v4
      with:
        # lfs: 'true'
        ssh-key: ${{ secrets.git_ssh_key }}
@ -88,13 +90,13 @@ jobs:
        sed -i -e '/_requestgen.go/d' coverage_dnum.txt
    - name: Revive Check
-      uses: morphy2k/revive-action@v2.5.9 # https://github.com/mgechev/revive/issues/956
+      uses: morphy2k/revive-action@v2.5.10 # https://github.com/mgechev/revive/issues/956
      with:
        reporter: github-pr-review
        fail_on_error: true
    - name: Upload Coverage Report
-      uses: codecov/codecov-action@v3
+      uses: codecov/codecov-action@v4
      with:
        files: ./coverage.txt,./coverage_dnum.txt
--- a/.github/workflows/node.yml
+++ b/.github/workflows/node.yml
@ -21,9 +21,9 @@ jobs:
        node-version: [ 16.x ]
    steps:
-    - uses: actions/checkout@v3
+    - uses: actions/checkout@v4
    - name: Use Node.js ${{ matrix.node-version }}
-      uses: actions/setup-node@v3
+      uses: actions/setup-node@v4
      with:
        node-version: ${{ matrix.node-version }}
    - run: npm install -g yarn
--- a/.github/workflows/python.yml
+++ b/.github/workflows/python.yml
@ -1,48 +0,0 @@
 name: Python
 on:
  push:
    branches: [ main ]
    paths:
    - python
  pull_request:
    branches: [ main ]
    paths:
    - python
 jobs:
  build:
    runs-on: ubuntu-latest
    strategy:
      matrix:
        python-version: [ 3.8 ]
    steps:
    - name: Checkout code
      uses: actions/checkout@v2
    - name: Set up Python ${{ matrix.python-version }}
      uses: actions/setup-python@v2
      with:
        python-version: ${{ matrix.python-version }}
    - name: Install poetry
      run: pip install poetry==1.1.13
    - name: Install package
      run: |
        cd python
        poetry install
    - name: Test
      run: |
        cd python
        poetry run pytest -v -s tests
    - name: Lint
      run: |
        cd python
        poetry run flake8 .
--- a/.github/workflows/release.yml
+++ b/.github/workflows/release.yml
@ -16,13 +16,13 @@ jobs:
        id: get_version
        run: echo ::set-output name=VERSION::${GITHUB_REF/refs\/tags\//}
      - name: Checkout code
-        uses: actions/checkout@v2
+        uses: actions/checkout@v4
      - name: Install Go
        uses: actions/setup-go@v5
        with:
          go-version: "1.21"
      - name: Install Node
-        uses: actions/setup-node@v2
+        uses: actions/setup-node@v4
        with:
          node-version: "16"
      - name: Build
--- a/.travis.yml
+++ b/.travis.yml
@ -1,25 +0,0 @@
 ---
 language: go
 go:
 - 1.14
 - 1.15
 services:
 - redis-server
 - mysql
 before_install:
 - mysql -e 'CREATE DATABASE bbgo;'
 - mysql -e 'CREATE DATABASE bbgo_dev;'
 install:
 - go get github.com/c9s/rockhopper/cmd/rockhopper
 before_script:
 - go mod download
 - make migrations
 script:
 - bash scripts/test-sqlite3-migrations.sh
 - bash scripts/test-mysql-migrations.sh
 - go test -v ./pkg/...
--- a/charts/bbgo/Chart.yaml
+++ b/charts/bbgo/Chart.yaml
@ -15,9 +15,9 @@ type: application
 # This is the chart version. This version number should be incremented each time you make changes
 # to the chart and its templates, including the app version.
 # Versions are expected to follow Semantic Versioning (https://semver.org/)
-version: 0.3.5
+version: 0.4.3
 # This is the version number of the application being deployed. This version number should be
 # incremented each time you make changes to the application. Versions are not expected to
 # follow Semantic Versioning. They should reflect the version the application is using.
-appVersion: 1.21.0
+appVersion: 1.60.0
--- a/charts/bbgo/templates/cronjob_sync.yaml
+++ b/charts/bbgo/templates/cronjob_sync.yaml
@ -0,0 +1,55 @@
 {{- if .Values.sync.enabled }}
 ---
 apiVersion: batch/v1
 kind: CronJob
 metadata:
  name: {{ include "bbgo.fullname" . }}-sync
  {{- with .Values.deploymentAnnotations }}
  annotations:
    {{- toYaml . | nindent 4 }}
  {{- end }}
  labels:
    {{- include "bbgo.labels" . | nindent 4 }}
 spec:
  schedule: {{ .Values.sync.schedule | quote }}
  jobTemplate:
    spec:
      template:
        spec:
          containers:
          - name: bbgo
            securityContext:
              {{- toYaml .Values.securityContext | nindent 14 }}
            image: "{{ .Values.image.repository }}:{{ .Values.image.tag | default .Chart.AppVersion }}"
            imagePullPolicy: {{ .Values.image.pullPolicy }}
            args:
            {{- if .Values.metrics.enabled }}
            - "--metrics"
            - "--metrics-port"
            - {{ .Values.metrics.port | quote }}
            {{- end }}
            - "sync"
            - "--config"
            - "/config/bbgo.yaml"
            {{- if .Values.sync.since }}
            - "--since"
            - {{ .Values.sync.since | quote }}
            {{- end }}
            resources:
              {{- toYaml .Values.resources | nindent 14 }}
            volumeMounts:
            - name: config-volume
              mountPath: /config
            envFrom:
            - secretRef:
                name: {{ .Values.dotenv.secret | default .Release.Name }}
          restartPolicy: OnFailure
          volumes:
          - name: config-volume
            configMap:
            {{- if .Values.existingConfigMap }}
              name: {{ .Values.existingConfigMap }}
            {{- else }}
              name: {{ include "bbgo.fullname" . }}
            {{- end }}
 {{- end -}}
--- a/charts/bbgo/templates/deployment.yaml
+++ b/charts/bbgo/templates/deployment.yaml
@ -98,6 +98,18 @@ spec:
            mountPath: /config
          # the "env" entries will override the environment variables from envFrom.
          env:
          - name: USE_MARKETS_CACHE_IN_MEMORY
            value: "true"
          {{- if .Values.environment }}
          - name: BBGO_ENV
            value: {{ .Values.environment | quote }}
          {{- end }}
          {{- if .Values.rbTreeOrderbook.enabled }}
          - name: ENABLE_RBT_ORDERBOOK
            value: "true"
          {{- end }}
          envFrom:
          - secretRef:
              name: {{ .Values.dotenv.secret | default .Release.Name }}
--- a/charts/bbgo/values.yaml
+++ b/charts/bbgo/values.yaml
@ -75,11 +75,11 @@ webserver:
  enabled: false
 metrics:
-  enabled: false
+  enabled: true
  port: 9090
 logFormatter:
-  enabled: false
+  enabled: true
  format: json
 grpc:
@ -89,6 +89,18 @@ grpc:
 debug:
  enabled: false
 environment: dev
 # this set ENABLE_RBT_ORDERBOOK env
 rbTreeOrderbook:
  enabled: false
 sync:
  enabled: false
  schedule: "0 * * * *"
  ## since: sync from time
  since: false
 resources:
  # We usually recommend not to specify default resources and to leave this as a conscious
  # choice for the user. This also increases chances charts run on environments with little
--- a/config/xmaker.yaml
+++ b/config/xmaker.yaml
@ -21,7 +21,7 @@ logging:
  trade: true
  order: true
  fields:
-    env: staging
+    env: local
 sessions:
  max:
@ -59,6 +59,17 @@ crossExchangeStrategies:
    # 0.1 pip is 0.01, here we use 10, so we will get 18000.00, 18001.00 and
    # 18002.00
    pips: 10
-    persistence:
+    ## profitFixer is used for fixing the profit stats and the position
-      type: redis
+    # profitFixer:
-
+    #   tradesSince: "2024-08-01T15:00:00.000+08:00"
    circuitBreaker:
      enabled: true
      maximumConsecutiveTotalLoss: 36.0
      maximumConsecutiveLossTimes: 10
      maximumLossPerRound: 15.0
      maximumTotalLoss: 80.0
      ignoreConsecutiveDustLoss: true
      consecutiveDustLossThreshold: 0.003
      haltDuration: "30m"
      maximumHaltTimes: 2
      maximumHaltTimesExceededPanic: true
--- a/doc/commands/bbgo.md
+++ b/doc/commands/bbgo.md
@ -58,4 +58,4 @@ bbgo [flags]
 * [bbgo userdatastream](bbgo_userdatastream.md)	 - Listen to session events (orderUpdate, tradeUpdate, balanceUpdate, balanceSnapshot)
 * [bbgo version](bbgo_version.md)	 - show version name
-###### Auto generated by spf13/cobra on 20-May-2024
+###### Auto generated by spf13/cobra on 16-Sep-2024
--- a/doc/commands/bbgo_account.md
+++ b/doc/commands/bbgo_account.md
@ -41,4 +41,4 @@ bbgo account [--session SESSION] [flags]
 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot
-###### Auto generated by spf13/cobra on 20-May-2024
+###### Auto generated by spf13/cobra on 16-Sep-2024
--- a/doc/commands/bbgo_backtest.md
+++ b/doc/commands/bbgo_backtest.md
@ -50,4 +50,4 @@ bbgo backtest [flags]
 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot
-###### Auto generated by spf13/cobra on 20-May-2024
+###### Auto generated by spf13/cobra on 16-Sep-2024
--- a/doc/commands/bbgo_balances.md
+++ b/doc/commands/bbgo_balances.md
@ -40,4 +40,4 @@ bbgo balances [--session SESSION] [flags]
 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot
-###### Auto generated by spf13/cobra on 20-May-2024
+###### Auto generated by spf13/cobra on 16-Sep-2024
--- a/doc/commands/bbgo_build.md
+++ b/doc/commands/bbgo_build.md
@ -39,4 +39,4 @@ bbgo build [flags]
 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot
-###### Auto generated by spf13/cobra on 20-May-2024
+###### Auto generated by spf13/cobra on 16-Sep-2024
--- a/doc/commands/bbgo_cancel-order.md
+++ b/doc/commands/bbgo_cancel-order.md
@ -49,4 +49,4 @@ bbgo cancel-order [flags]
 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot
-###### Auto generated by spf13/cobra on 20-May-2024
+###### Auto generated by spf13/cobra on 16-Sep-2024
--- a/doc/commands/bbgo_deposits.md
+++ b/doc/commands/bbgo_deposits.md
@ -41,4 +41,4 @@ bbgo deposits [flags]
 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot
-###### Auto generated by spf13/cobra on 20-May-2024
+###### Auto generated by spf13/cobra on 16-Sep-2024
--- a/doc/commands/bbgo_execute-order.md
+++ b/doc/commands/bbgo_execute-order.md
@ -9,16 +9,18 @@ bbgo execute-order --session SESSION --symbol SYMBOL --side SIDE --target-quanti
 ### Options
 ```
-      --deadline duration          deadline of the order execution
+      --deadline duration                deadline duration of the order execution, e.g. 1h
-  -h, --help                       help for execute-order
+      --delay-interval duration          order delay time after filled (default 3s)
-      --price-ticks int            the number of price tick for the jump spread, default to 0
+  -h, --help                             help for execute-order
-      --session string             the exchange session name for sync
+      --order-update-rate-limit string   order update rate limit, syntax: 1+1/1m (default "1s")
-      --side string                the trading side: buy or sell
+      --price-ticks int                  the number of price tick for the jump spread, default to 0
-      --slice-quantity string      slice quantity
+      --session string                   the exchange session name for sync
-      --stop-price string          stop price (default "0")
+      --side string                      the trading side: buy or sell
-      --symbol string              the trading pair, like btcusdt
+      --slice-quantity string            slice quantity
-      --target-quantity string     target quantity
+      --stop-price string                stop price (default "0")
-      --update-interval duration   order update time (default 10s)
+      --symbol string                    the trading pair, like btcusdt
      --target-quantity string           target quantity
      --update-interval duration         order update time (default 10s)
 ```
 ### Options inherited from parent commands
@ -48,4 +50,4 @@ bbgo execute-order --session SESSION --symbol SYMBOL --side SIDE --target-quanti
 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot
-###### Auto generated by spf13/cobra on 20-May-2024
+###### Auto generated by spf13/cobra on 16-Sep-2024
--- a/doc/commands/bbgo_get-order.md
+++ b/doc/commands/bbgo_get-order.md
@ -42,4 +42,4 @@ bbgo get-order --session SESSION --order-id ORDER_ID [flags]
 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot
-###### Auto generated by spf13/cobra on 20-May-2024
+###### Auto generated by spf13/cobra on 16-Sep-2024
--- a/doc/commands/bbgo_hoptimize.md
+++ b/doc/commands/bbgo_hoptimize.md
@ -45,4 +45,4 @@ bbgo hoptimize [flags]
 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot
-###### Auto generated by spf13/cobra on 20-May-2024
+###### Auto generated by spf13/cobra on 16-Sep-2024
--- a/doc/commands/bbgo_kline.md
+++ b/doc/commands/bbgo_kline.md
@ -42,4 +42,4 @@ bbgo kline [flags]
 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot
-###### Auto generated by spf13/cobra on 20-May-2024
+###### Auto generated by spf13/cobra on 16-Sep-2024
--- a/doc/commands/bbgo_list-orders.md
+++ b/doc/commands/bbgo_list-orders.md
@ -41,4 +41,4 @@ bbgo list-orders open|closed --session SESSION --symbol SYMBOL [flags]
 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot
-###### Auto generated by spf13/cobra on 20-May-2024
+###### Auto generated by spf13/cobra on 16-Sep-2024
--- a/doc/commands/bbgo_margin.md
+++ b/doc/commands/bbgo_margin.md
@ -38,4 +38,4 @@ margin related history
 * [bbgo margin loans](bbgo_margin_loans.md)	 - query loans history
 * [bbgo margin repays](bbgo_margin_repays.md)	 - query repay history
-###### Auto generated by spf13/cobra on 20-May-2024
+###### Auto generated by spf13/cobra on 16-Sep-2024
--- a/doc/commands/bbgo_margin_interests.md
+++ b/doc/commands/bbgo_margin_interests.md
@ -41,4 +41,4 @@ bbgo margin interests --session=SESSION_NAME --asset=ASSET [flags]
 * [bbgo margin](bbgo_margin.md)	 - margin related history
-###### Auto generated by spf13/cobra on 20-May-2024
+###### Auto generated by spf13/cobra on 16-Sep-2024
--- a/doc/commands/bbgo_margin_loans.md
+++ b/doc/commands/bbgo_margin_loans.md
@ -41,4 +41,4 @@ bbgo margin loans --session=SESSION_NAME --asset=ASSET [flags]
 * [bbgo margin](bbgo_margin.md)	 - margin related history
-###### Auto generated by spf13/cobra on 20-May-2024
+###### Auto generated by spf13/cobra on 16-Sep-2024
--- a/doc/commands/bbgo_margin_repays.md
+++ b/doc/commands/bbgo_margin_repays.md
@ -41,4 +41,4 @@ bbgo margin repays --session=SESSION_NAME --asset=ASSET [flags]
 * [bbgo margin](bbgo_margin.md)	 - margin related history
-###### Auto generated by spf13/cobra on 20-May-2024
+###### Auto generated by spf13/cobra on 16-Sep-2024
--- a/doc/commands/bbgo_market.md
+++ b/doc/commands/bbgo_market.md
@ -40,4 +40,4 @@ bbgo market [flags]
 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot
-###### Auto generated by spf13/cobra on 20-May-2024
+###### Auto generated by spf13/cobra on 16-Sep-2024
--- a/doc/commands/bbgo_optimize.md
+++ b/doc/commands/bbgo_optimize.md
@ -44,4 +44,4 @@ bbgo optimize [flags]
 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot
-###### Auto generated by spf13/cobra on 20-May-2024
+###### Auto generated by spf13/cobra on 16-Sep-2024
--- a/doc/commands/bbgo_orderbook.md
+++ b/doc/commands/bbgo_orderbook.md
@ -42,4 +42,4 @@ bbgo orderbook --session=[exchange_name] --symbol=[pair_name] [flags]
 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot
-###### Auto generated by spf13/cobra on 20-May-2024
+###### Auto generated by spf13/cobra on 16-Sep-2024
--- a/doc/commands/bbgo_orderupdate.md
+++ b/doc/commands/bbgo_orderupdate.md
@ -40,4 +40,4 @@ bbgo orderupdate [flags]
 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot
-###### Auto generated by spf13/cobra on 20-May-2024
+###### Auto generated by spf13/cobra on 16-Sep-2024
--- a/doc/commands/bbgo_pnl.md
+++ b/doc/commands/bbgo_pnl.md
@ -49,4 +49,4 @@ bbgo pnl [flags]
 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot
-###### Auto generated by spf13/cobra on 20-May-2024
+###### Auto generated by spf13/cobra on 16-Sep-2024
--- a/doc/commands/bbgo_run.md
+++ b/doc/commands/bbgo_run.md
@ -51,4 +51,4 @@ bbgo run [flags]
 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot
-###### Auto generated by spf13/cobra on 20-May-2024
+###### Auto generated by spf13/cobra on 16-Sep-2024
--- a/doc/commands/bbgo_submit-order.md
+++ b/doc/commands/bbgo_submit-order.md
@ -46,4 +46,4 @@ bbgo submit-order --session SESSION --symbol SYMBOL --side SIDE --quantity QUANT
 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot
-###### Auto generated by spf13/cobra on 20-May-2024
+###### Auto generated by spf13/cobra on 16-Sep-2024
--- a/doc/commands/bbgo_sync.md
+++ b/doc/commands/bbgo_sync.md
@ -42,4 +42,4 @@ bbgo sync [--session=[exchange_name]] [--symbol=[pair_name]] [[--since=yyyy/mm/d
 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot
-###### Auto generated by spf13/cobra on 20-May-2024
+###### Auto generated by spf13/cobra on 16-Sep-2024
--- a/doc/commands/bbgo_trades.md
+++ b/doc/commands/bbgo_trades.md
@ -42,4 +42,4 @@ bbgo trades --session=[exchange_name] --symbol=[pair_name] [flags]
 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot
-###### Auto generated by spf13/cobra on 20-May-2024
+###### Auto generated by spf13/cobra on 16-Sep-2024
--- a/doc/commands/bbgo_tradeupdate.md
+++ b/doc/commands/bbgo_tradeupdate.md
@ -40,4 +40,4 @@ bbgo tradeupdate --session=[exchange_name] [flags]
 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot
-###### Auto generated by spf13/cobra on 20-May-2024
+###### Auto generated by spf13/cobra on 16-Sep-2024
--- a/doc/commands/bbgo_transfer-history.md
+++ b/doc/commands/bbgo_transfer-history.md
@ -42,4 +42,4 @@ bbgo transfer-history [flags]
 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot
-###### Auto generated by spf13/cobra on 20-May-2024
+###### Auto generated by spf13/cobra on 16-Sep-2024
--- a/doc/commands/bbgo_userdatastream.md
+++ b/doc/commands/bbgo_userdatastream.md
@ -40,4 +40,4 @@ bbgo userdatastream [flags]
 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot
-###### Auto generated by spf13/cobra on 20-May-2024
+###### Auto generated by spf13/cobra on 16-Sep-2024
--- a/doc/commands/bbgo_version.md
+++ b/doc/commands/bbgo_version.md
@ -39,4 +39,4 @@ bbgo version [flags]
 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot
-###### Auto generated by spf13/cobra on 20-May-2024
+###### Auto generated by spf13/cobra on 16-Sep-2024
--- a/doc/configuration/telegram.md
+++ b/doc/configuration/telegram.md
@ -17,7 +17,7 @@ TELEGRAM_BOT_TOKEN=347374838:ABFTjfiweajfiawoejfiaojfeijoaef
 ```
 For the telegram chat authentication (your bot needs to verify it's you), if you only need a fixed authentication token,
-you can set `TELEGRAM_AUTH_TOKEN` in the `.env.local` file, e.g.,
+you can set `TELEGRAM_BOT_AUTH_TOKEN` in the `.env.local` file, e.g.,
 ```sh
 TELEGRAM_BOT_AUTH_TOKEN=itsme55667788
--- a/doc/release/v1.60.0.md
+++ b/doc/release/v1.60.0.md
@ -0,0 +1,62 @@
 [Full Changelog](https://github.com/c9s/bbgo/compare/v1.59.2...main)
 - [#1683](https://github.com/c9s/bbgo/pull/1683): dep: bump codecov/codecov-action from 3 to 4
 - [#1680](https://github.com/c9s/bbgo/pull/1680): dep: bump docker/setup-buildx-action from 1 to 3
 - [#1684](https://github.com/c9s/bbgo/pull/1684): dep: bump docker/metadata-action from 3 to 5
 - [#1681](https://github.com/c9s/bbgo/pull/1681): dep: bump actions/checkout from 2 to 4
 - [#1689](https://github.com/c9s/bbgo/pull/1689): FIX: fix float64 series use mean or stdev function result is zero
 - [#1697](https://github.com/c9s/bbgo/pull/1697): FEATURE: redesign and refactor twap order executor
 - [#1698](https://github.com/c9s/bbgo/pull/1698): FEATURE: update get trades api
 - [#1692](https://github.com/c9s/bbgo/pull/1692): DELETE: delete python
 - [#1693](https://github.com/c9s/bbgo/pull/1693): FIX: fix binance exchange query futures order
 - [#1696](https://github.com/c9s/bbgo/pull/1696): FIX: [core] setting.InitializeConverter could return a nil converter object
 - [#1695](https://github.com/c9s/bbgo/pull/1695): FIX: [max] fix GetDepositHistoryRequest
 - [#1694](https://github.com/c9s/bbgo/pull/1694): FIX: [max] fix max withdrawal api parameters
 - [#1691](https://github.com/c9s/bbgo/pull/1691): FEATURE: [bitget] upgrade public websocket to v2
 - [#1690](https://github.com/c9s/bbgo/pull/1690): FEATURE: improve trade/order converter
 - [#1688](https://github.com/c9s/bbgo/pull/1688): FEATURE: [xdepthmaker] separate hedge symbol
 - [#1685](https://github.com/c9s/bbgo/pull/1685): IMPROVE: [xalign] improve notification
 - [#1679](https://github.com/c9s/bbgo/pull/1679): FIX: [xalign] fix max withdraw history api query
 - [#1671](https://github.com/c9s/bbgo/pull/1671): dep: bump morphy2k/revive-action from 2.5.4 to 2.5.9
 - [#1672](https://github.com/c9s/bbgo/pull/1672): dep: bump docker/login-action from 1 to 3
 - [#1674](https://github.com/c9s/bbgo/pull/1674): dep: bump docker/setup-qemu-action from 1 to 3
 - [#1676](https://github.com/c9s/bbgo/pull/1676): dep: bump docker/build-push-action from 2 to 6
 - [#1677](https://github.com/c9s/bbgo/pull/1677): dep: bump golangci/golangci-lint-action from 4 to 6
 - [#1678](https://github.com/c9s/bbgo/pull/1678): FEATURE: [xalign] add withdraw detection
 - [#1673](https://github.com/c9s/bbgo/pull/1673): dep: bump actions/setup-go from 4 to 5
 - [#1675](https://github.com/c9s/bbgo/pull/1675): dep: bump actions/cache from 2 to 4
 - [#1670](https://github.com/c9s/bbgo/pull/1670): CI: Create .github/dependabot.yml
 - [#1669](https://github.com/c9s/bbgo/pull/1669): FEATURE: [max] update max api url
 - [#1668](https://github.com/c9s/bbgo/pull/1668): REFACTOR: support custom order by column
 - [#1663](https://github.com/c9s/bbgo/pull/1663): FIX: [rebalance] round down quantity
 - [#1667](https://github.com/c9s/bbgo/pull/1667): FIX: [common] fix profit fixer batch query
 - [#1666](https://github.com/c9s/bbgo/pull/1666): FEATURE: [liqmaker] add profit fixer support
 - [#1665](https://github.com/c9s/bbgo/pull/1665): IMPROVE: improve price volume slice parsing
 - [#1664](https://github.com/c9s/bbgo/pull/1664): FEATURE: update max api to latest version
 - [#1383](https://github.com/c9s/bbgo/pull/1383): FEATURE: merge recover logic and run periodically
 - [#1656](https://github.com/c9s/bbgo/pull/1656): REFACTOR: [autobuy] replace threshold with minBaseBalance
 - [#1644](https://github.com/c9s/bbgo/pull/1644): REFACTOR: Extract and move FeeBudget from xgap
 - [#1662](https://github.com/c9s/bbgo/pull/1662): FIX: [atrpin] fix position quantity
 - [#1661](https://github.com/c9s/bbgo/pull/1661): IMPROVE: [batch] improve trade batch query
 - [#1648](https://github.com/c9s/bbgo/pull/1648): FEATURE: [atrpin] take profit by expected base balance
 - [#1660](https://github.com/c9s/bbgo/pull/1660): FIX: fix trade insertion for inserted_at field
 - [#1659](https://github.com/c9s/bbgo/pull/1659): FEATURE: [core] add syncBufferPeriod config and set default to -30 mins
 - [#1657](https://github.com/c9s/bbgo/pull/1657): MINOR: compile and update migration package for trades.inserted_at
 - [#1646](https://github.com/c9s/bbgo/pull/1646): MINOR: add inserted_at column to trades
 - [#1655](https://github.com/c9s/bbgo/pull/1655): FEATURE: [xgap] add dailyTargetVolume option
 - [#1645](https://github.com/c9s/bbgo/pull/1645): FEATURE: [dca2] make the take-profit order of round from order to orders
 - [#1654](https://github.com/c9s/bbgo/pull/1654): FIX: [types] improve AdjustQuantityByMinNotional
 - [#1653](https://github.com/c9s/bbgo/pull/1653): FIX: [xgap] make sourceBook optional
 - [#1652](https://github.com/c9s/bbgo/pull/1652): FIX: [xgap] fix empty source book pricing issue
 - [#1649](https://github.com/c9s/bbgo/pull/1649): FEATURE: add BasicCircuitBreaker
 - [#1650](https://github.com/c9s/bbgo/pull/1650): FIX: [okex] fix order book subscription channels
 - [#1651](https://github.com/c9s/bbgo/pull/1651): FEATURE: [okx] add conn info event
 - [#1647](https://github.com/c9s/bbgo/pull/1647): FIX: [retry] add initialAttempts to the order trades query backoff
 - [#1637](https://github.com/c9s/bbgo/pull/1637): CHORE: [atrpin] add symbol and window log fields
 - [#1643](https://github.com/c9s/bbgo/pull/1643): FIX: [binance] implement query trade for binance margin trading
 - [#1640](https://github.com/c9s/bbgo/pull/1640): FEATURE: [dca2] change state recovery logic
 - [#1642](https://github.com/c9s/bbgo/pull/1642): Refactor: add average depth price method
 - [#1641](https://github.com/c9s/bbgo/pull/1641): FEATURE: [dca2] new flag UniversalCancelAllOrdersWhenClose to decide …
 - [#1638](https://github.com/c9s/bbgo/pull/1638): FEATURE: [dca2] store price quantity pairs of the open-position order…
 - [#1639](https://github.com/c9s/bbgo/pull/1639): REFACTOR: move maker tools
 - [#1625](https://github.com/c9s/bbgo/pull/1625): CHORE: fix function names in comment
--- a/doc/release/v1.60.1.md
+++ b/doc/release/v1.60.1.md
@ -0,0 +1,35 @@
 ## Fixes
 - fixed xmaker bugs
 - updated helm chart for sync cronjob
 - fixed max deposits api
 [Full Changelog](https://github.com/c9s/bbgo/compare/v1.60.0...main)
 - [#1727](https://github.com/c9s/bbgo/pull/1727): FIX: update timeInForce for binance margin order
 - [#1729](https://github.com/c9s/bbgo/pull/1729): FIX: [max] fix v3 deposit state conversion
 - [#1723](https://github.com/c9s/bbgo/pull/1723): FIX: [xmaker] avoid calculate margin from 0.0 signal
 - [#1721](https://github.com/c9s/bbgo/pull/1721): FIX: [xmaker] fix aggregatePrice method
 - [#1725](https://github.com/c9s/bbgo/pull/1725): IMPROVE: [xmaker] improve hedge margin account leverage calculation
 - [#1722](https://github.com/c9s/bbgo/pull/1722): FEATURE: [xmaker] add signals
 - [#1720](https://github.com/c9s/bbgo/pull/1720): FEATURE: [xmaker] margin credit improvement
 - [#1718](https://github.com/c9s/bbgo/pull/1718): FEATURE: [xmaker] add more config metrics
 - [#1719](https://github.com/c9s/bbgo/pull/1719): IMPROVE: [xmaker] fix bollinger band price calculation
 - [#1709](https://github.com/c9s/bbgo/pull/1709): IMPROVE: [xmaker] improve profit stats ticker and integrate rate limiter
 - [#1708](https://github.com/c9s/bbgo/pull/1708): FEATURE: [xmaker] integrate circuit breaker
 - [#1712](https://github.com/c9s/bbgo/pull/1712): FEATURE: [xmaker] add profit fixer
 - [#1710](https://github.com/c9s/bbgo/pull/1710): IMPROVE: [xmaker] improve stability 
 - [#1717](https://github.com/c9s/bbgo/pull/1717): REFACTOR: [xmaker] refactor hedge worker and quote worker
 - [#1716](https://github.com/c9s/bbgo/pull/1716): FIX: [xmaker] profit object can be nil
 - [#1707](https://github.com/c9s/bbgo/pull/1707): FIX: [xmaker] position metrics missing label
 - [#1715](https://github.com/c9s/bbgo/pull/1715): UPGRADE: [go] upgrade packages that are too old
 - [#1713](https://github.com/c9s/bbgo/pull/1713): FEATURE: [chart] add env vars section
 - [#1711](https://github.com/c9s/bbgo/pull/1711): FEATURE: [binance] add new margin order side effect AUTO_BORROW_REPAY
 - [#1705](https://github.com/c9s/bbgo/pull/1705): FIX: [k8s] fix sync.enabled option
 - [#1704](https://github.com/c9s/bbgo/pull/1704): FEATURE: [k8s] add cronjob for sync
 - [#1700](https://github.com/c9s/bbgo/pull/1700): Fix: [autobuy] fix error when bollinger settings is not set
 - [#1703](https://github.com/c9s/bbgo/pull/1703): FEATURE: [core] add position metrics 
 - [#1702](https://github.com/c9s/bbgo/pull/1702): IMPROVE: improve balance related metrics
 - [#1699](https://github.com/c9s/bbgo/pull/1699): REFACTOR: [twap] upgrade twap command and add optional order update rate limiter
 - [#1701](https://github.com/c9s/bbgo/pull/1701): RELEASE: v1.60.0
 - [#1714](https://github.com/c9s/bbgo/pull/1714): dep: bump actions/setup-node from 2 to 4
--- a/doc/release/v1.60.2.md
+++ b/doc/release/v1.60.2.md
@ -0,0 +1,18 @@
 [Full Changelog](https://github.com/c9s/bbgo/compare/v1.60.1...main)
 - [#1739](https://github.com/c9s/bbgo/pull/1739): FEATURE: [dca2] set exchange fee rate for round position
 - [#1738](https://github.com/c9s/bbgo/pull/1738): FEATURE: [okx] update symbols to latest
 - [#1737](https://github.com/c9s/bbgo/pull/1737): FEATURE: [xmaker] implement tryArbitrage
 - [#1730](https://github.com/c9s/bbgo/pull/1730): FEATURE: [xmaker] add market trade signal
 - [#1734](https://github.com/c9s/bbgo/pull/1734): REFACTOR: [xmaker] refactor for supporting ioc arb [part1]
 - [#1736](https://github.com/c9s/bbgo/pull/1736): MINOR: [session] remove environment nil validation log
 - [#1742](https://github.com/c9s/bbgo/pull/1742): FIX: types/stream: change errorf to warnf
 - [#1741](https://github.com/c9s/bbgo/pull/1741): FIX: upgrade github.com/c9s/requestgen to 1.4.3
 - [#1740](https://github.com/c9s/bbgo/pull/1740): FIX: upgrade requestgen and re-generate max cancel order request files
 - [#1726](https://github.com/c9s/bbgo/pull/1726): dep: bump morphy2k/revive-action from 2.5.9 to 2.5.10
 - [#1735](https://github.com/c9s/bbgo/pull/1735): FIX: configure environment
 - [#1724](https://github.com/c9s/bbgo/pull/1724): FIX: fix slice init length
 - [#1733](https://github.com/c9s/bbgo/pull/1733): FIX: [bbgo] fix the defaults / initialize steps
 - [#1732](https://github.com/c9s/bbgo/pull/1732): FIX: fix env name
 - [#1728](https://github.com/c9s/bbgo/pull/1728): FIX: [core] fix memory leak
 - [#1731](https://github.com/c9s/bbgo/pull/1731): FIX: fix json tag
--- a/doc/release/v1.60.3.md
+++ b/doc/release/v1.60.3.md
@ -0,0 +1,4 @@
 [Full Changelog](https://github.com/c9s/bbgo/compare/v1.60.2...main)
 - FIX: fix xmaker default price
 - [#1744](https://github.com/c9s/bbgo/pull/1744): call b.EmitNew() when new order is added into activeorderbook
--- a/examples/exchange-api/binance-book/main.go
+++ b/examples/exchange-api/binance-book/main.go
@ -48,7 +48,7 @@ var rootCmd = &cobra.Command{
 		stream.SetPublicOnly()
 		stream.Subscribe(types.BookChannel, symbol, types.SubscribeOptions{})
-		streamBook := types.NewStreamBook(symbol)
+		streamBook := types.NewStreamBook(symbol, exchange.Name())
 		streamBook.BindStream(stream)
 		go func() {
--- a/go.mod
+++ b/go.mod
@ -2,16 +2,16 @@
 module github.com/c9s/bbgo
-go 1.21
+go 1.21.0
 toolchain go1.21.6
 require (
-	github.com/DATA-DOG/go-sqlmock v1.5.0
+	github.com/DATA-DOG/go-sqlmock v1.5.2
 	github.com/Masterminds/squirrel v1.5.3
-	github.com/adshao/go-binance/v2 v2.5.0
+	github.com/adshao/go-binance/v2 v2.6.0
 	github.com/c-bata/goptuna v0.8.1
-	github.com/c9s/requestgen v1.3.6
+	github.com/c9s/requestgen v1.4.3
 	github.com/c9s/rockhopper/v2 v2.0.4
 	github.com/cenkalti/backoff/v4 v4.2.0
 	github.com/cheggaaa/pb/v3 v3.0.8
@ -20,13 +20,13 @@ require (
 	github.com/fatih/camelcase v1.0.0
 	github.com/fatih/color v1.14.1
 	github.com/gertd/go-pluralize v0.2.1
-	github.com/gin-contrib/cors v1.3.1
+	github.com/gin-contrib/cors v1.7.2
-	github.com/gin-gonic/gin v1.9.1
+	github.com/gin-gonic/gin v1.10.0
-	github.com/go-redis/redis/v8 v8.8.0
+	github.com/go-redis/redis/v8 v8.11.5
 	github.com/go-sql-driver/mysql v1.8.1
 	github.com/gofrs/flock v0.8.1
-	github.com/google/uuid v1.4.0
+	github.com/google/uuid v1.6.0
-	github.com/gorilla/websocket v1.5.1
+	github.com/gorilla/websocket v1.5.3
 	github.com/heroku/rollrus v0.2.0
 	github.com/jedib0t/go-pretty/v6 v6.5.8
 	github.com/jmoiron/sqlx v1.3.4
@ -55,72 +55,77 @@ require (
 	github.com/zserge/lorca v0.1.9
 	go.uber.org/mock v0.4.0
 	go.uber.org/multierr v1.11.0
-	golang.org/x/oauth2 v0.15.0
+	golang.org/x/oauth2 v0.22.0
-	golang.org/x/sync v0.7.0
+	golang.org/x/sync v0.8.0
-	golang.org/x/time v0.5.0
+	golang.org/x/time v0.6.0
 	gonum.org/v1/gonum v0.8.2
-	google.golang.org/api v0.153.0
+	google.golang.org/api v0.194.0
-	google.golang.org/grpc v1.59.0
+	google.golang.org/grpc v1.65.0
-	google.golang.org/protobuf v1.31.0
+	google.golang.org/protobuf v1.34.2
 	gopkg.in/tucnak/telebot.v2 v2.5.0
 	gopkg.in/yaml.v3 v3.0.1
 )
 require (
-	cloud.google.com/go/compute v1.23.3 // indirect
+	cloud.google.com/go/auth v0.9.1 // indirect
-	cloud.google.com/go/compute/metadata v0.2.3 // indirect
+	cloud.google.com/go/auth/oauth2adapt v0.2.4 // indirect
 	cloud.google.com/go/compute/metadata v0.5.0 // indirect
 	filippo.io/edwards25519 v1.1.0 // indirect
 	github.com/VividCortex/ewma v1.1.1 // indirect
 	github.com/beorn7/perks v1.0.1 // indirect
 	github.com/bitly/go-simplejson v0.5.1 // indirect
 	github.com/boombuler/barcode v1.0.1-0.20190219062509-6c824513bacc // indirect
-	github.com/bytedance/sonic v1.9.1 // indirect
+	github.com/bytedance/sonic v1.12.1 // indirect
-	github.com/cespare/xxhash/v2 v2.2.0 // indirect
+	github.com/bytedance/sonic/loader v0.2.0 // indirect
-	github.com/chenzhuoyu/base64x v0.0.0-20221115062448-fe3a3abad311 // indirect
+	github.com/cespare/xxhash/v2 v2.3.0 // indirect
 	github.com/cloudwego/base64x v0.1.4 // indirect
 	github.com/cloudwego/iasm v0.2.0 // indirect
 	github.com/cockroachdb/apd v1.1.0 // indirect
 	github.com/cpuguy83/go-md2man/v2 v2.0.3 // indirect
 	github.com/davecgh/go-spew v1.1.2-0.20180830191138-d8f796af33cc // indirect
 	github.com/denisenkom/go-mssqldb v0.12.3 // indirect
 	github.com/dgryski/go-rendezvous v0.0.0-20200823014737-9f7001d12a5f // indirect
 	github.com/fastly/go-utils v0.0.0-20180712184237-d95a45783239 // indirect
 	github.com/felixge/httpsnoop v1.0.4 // indirect
 	github.com/fsnotify/fsnotify v1.7.0 // indirect
-	github.com/gabriel-vasile/mimetype v1.4.2 // indirect
+	github.com/gabriel-vasile/mimetype v1.4.5 // indirect
 	github.com/gin-contrib/sse v0.1.0 // indirect
 	github.com/go-logr/logr v1.4.2 // indirect
 	github.com/go-logr/stdr v1.2.2 // indirect
 	github.com/go-playground/locales v0.14.1 // indirect
 	github.com/go-playground/universal-translator v0.18.1 // indirect
-	github.com/go-playground/validator/v10 v10.14.0 // indirect
+	github.com/go-playground/validator/v10 v10.22.0 // indirect
 	github.com/go-test/deep v1.0.6 // indirect
-	github.com/goccy/go-json v0.10.2 // indirect
+	github.com/goccy/go-json v0.10.3 // indirect
 	github.com/golang-sql/civil v0.0.0-20220223132316-b832511892a9 // indirect
 	github.com/golang-sql/sqlexp v0.1.0 // indirect
 	github.com/golang/freetype v0.0.0-20170609003504-e2365dfdc4a0 // indirect
 	github.com/golang/groupcache v0.0.0-20210331224755-41bb18bfe9da // indirect
-	github.com/golang/protobuf v1.5.3 // indirect
+	github.com/golang/protobuf v1.5.4 // indirect
-	github.com/google/s2a-go v0.1.7 // indirect
+	github.com/google/s2a-go v0.1.8 // indirect
 	github.com/googleapis/enterprise-certificate-proxy v0.3.2 // indirect
-	github.com/googleapis/gax-go/v2 v2.12.0 // indirect
+	github.com/googleapis/gax-go/v2 v2.13.0 // indirect
 	github.com/hashicorp/hcl v1.0.0 // indirect
 	github.com/inconshreveable/mousetrap v1.1.0 // indirect
 	github.com/jehiah/go-strftime v0.0.0-20171201141054-1d33003b3869 // indirect
 	github.com/json-iterator/go v1.1.12 // indirect
-	github.com/klauspost/cpuid/v2 v2.2.4 // indirect
+	github.com/klauspost/cpuid/v2 v2.2.8 // indirect
 	github.com/lann/builder v0.0.0-20180802200727-47ae307949d0 // indirect
 	github.com/lann/ps v0.0.0-20150810152359-62de8c46ede0 // indirect
-	github.com/leodido/go-urn v1.2.4 // indirect
+	github.com/leodido/go-urn v1.4.0 // indirect
 	github.com/lestrrat-go/strftime v1.0.0 // indirect
 	github.com/lib/pq v1.10.9 // indirect
 	github.com/magiconair/properties v1.8.7 // indirect
 	github.com/mattn/go-colorable v0.1.13 // indirect
 	github.com/mattn/go-isatty v0.0.20 // indirect
 	github.com/mattn/go-runewidth v0.0.15 // indirect
-	github.com/mattn/go-sqlite3 v1.14.22 // indirect
+	github.com/mattn/go-sqlite3 v1.14.23 // indirect
 	github.com/matttproud/golang_protobuf_extensions v1.0.1 // indirect
 	github.com/mgutz/ansi v0.0.0-20200706080929-d51e80ef957d // indirect
 	github.com/mitchellh/mapstructure v1.5.0 // indirect
 	github.com/modern-go/concurrent v0.0.0-20180306012644-bacd9c7ef1dd // indirect
 	github.com/modern-go/reflect2 v1.0.2 // indirect
-	github.com/nxadm/tail v1.4.8 // indirect
+	github.com/pelletier/go-toml/v2 v2.2.3 // indirect
 	github.com/pelletier/go-toml/v2 v2.2.0 // indirect
 	github.com/pmezard/go-difflib v1.0.1-0.20181226105442-5d4384ee4fb2 // indirect
 	github.com/prometheus/client_model v0.2.0 // indirect
 	github.com/prometheus/common v0.32.1 // indirect
@ -137,23 +142,24 @@ require (
 	github.com/subosito/gotenv v1.6.0 // indirect
 	github.com/tebeka/strftime v0.1.3 // indirect
 	github.com/twitchyliquid64/golang-asm v0.15.1 // indirect
-	github.com/ugorji/go/codec v1.2.11 // indirect
+	github.com/ugorji/go/codec v1.2.12 // indirect
 	github.com/ziutek/mymysql v1.5.4 // indirect
 	go.opencensus.io v0.24.0 // indirect
-	go.opentelemetry.io/otel v0.19.0 // indirect
+	go.opentelemetry.io/contrib/instrumentation/net/http/otelhttp v0.49.0 // indirect
-	go.opentelemetry.io/otel/metric v0.19.0 // indirect
+	go.opentelemetry.io/otel v1.24.0 // indirect
-	go.opentelemetry.io/otel/trace v0.19.0 // indirect
+	go.opentelemetry.io/otel/metric v1.24.0 // indirect
-	golang.org/x/arch v0.3.0 // indirect
+	go.opentelemetry.io/otel/trace v1.24.0 // indirect
-	golang.org/x/crypto v0.22.0 // indirect
+	golang.org/x/arch v0.9.0 // indirect
 	golang.org/x/crypto v0.26.0 // indirect
 	golang.org/x/exp v0.0.0-20240404231335-c0f41cb1a7a0 // indirect
 	golang.org/x/image v0.5.0 // indirect
-	golang.org/x/mod v0.17.0 // indirect
+	golang.org/x/mod v0.20.0 // indirect
-	golang.org/x/net v0.24.0 // indirect
+	golang.org/x/net v0.28.0 // indirect
-	golang.org/x/sys v0.19.0 // indirect
+	golang.org/x/sys v0.24.0 // indirect
-	golang.org/x/term v0.19.0 // indirect
+	golang.org/x/term v0.23.0 // indirect
-	golang.org/x/text v0.14.0 // indirect
+	golang.org/x/text v0.17.0 // indirect
-	golang.org/x/tools v0.20.0 // indirect
+	golang.org/x/tools v0.24.0 // indirect
-	google.golang.org/appengine v1.6.7 // indirect
+	google.golang.org/genproto/googleapis/api v0.0.0-20240814211410-ddb44dafa142 // indirect
-	google.golang.org/genproto/googleapis/rpc v0.0.0-20231120223509-83a465c0220f // indirect
+	google.golang.org/genproto/googleapis/rpc v0.0.0-20240814211410-ddb44dafa142 // indirect
 	gopkg.in/ini.v1 v1.67.0 // indirect
 )
--- a/go.sum
+++ b/go.sum
@ -13,16 +13,18 @@ cloud.google.com/go v0.56.0/go.mod h1:jr7tqZxxKOVYizybht9+26Z/gUq7tiRzu+ACVAMbKV
 cloud.google.com/go v0.57.0/go.mod h1:oXiQ6Rzq3RAkkY7N6t3TcE6jE+CIBBbA36lwQ1JyzZs=
 cloud.google.com/go v0.62.0/go.mod h1:jmCYTdRCQuc1PHIIJ/maLInMho30T/Y0M4hTdTShOYc=
 cloud.google.com/go v0.65.0/go.mod h1:O5N8zS7uWy9vkA9vayVHs65eM1ubvY4h553ofrNHObY=
 cloud.google.com/go/auth v0.9.1 h1:+pMtLEV2k0AXKvs/tGZojuj6QaioxfUjOpMsG5Gtx+w=
 cloud.google.com/go/auth v0.9.1/go.mod h1:Sw8ocT5mhhXxFklyhT12Eiy0ed6tTrPMCJjSI8KhYLk=
 cloud.google.com/go/auth/oauth2adapt v0.2.4 h1:0GWE/FUsXhf6C+jAkWgYm7X9tK8cuEIfy19DBn6B6bY=
 cloud.google.com/go/auth/oauth2adapt v0.2.4/go.mod h1:jC/jOpwFP6JBxhB3P5Rr0a9HLMC/Pe3eaL4NmdvqPtc=
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@ -44,16 +46,16 @@ github.com/Azure/azure-sdk-for-go/sdk/internal v0.7.0/go.mod h1:yqy467j36fJxcRV2
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@ -77,13 +79,15 @@ github.com/bitly/go-simplejson v0.5.1/go.mod h1:YOPVLzCfwK14b4Sff3oP1AmGhI9T9Vsg
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@ -106,6 +107,10 @@ github.com/chzyer/readline v0.0.0-20180603132655-2972be24d48e/go.mod h1:nSuG5e5P
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@ -153,25 +158,25 @@ github.com/fatih/color v1.7.0/go.mod h1:Zm6kSWBoL9eyXnKyktHP6abPY2pDugNf5Kwzbycv
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@ -201,8 +209,8 @@ github.com/go-stack/stack v1.8.0/go.mod h1:v0f6uXyyMGvRgIKkXu+yp6POWl0qKG85gN/me
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@ -321,7 +328,6 @@ github.com/hashicorp/memberlist v0.1.3/go.mod h1:ajVTdAv/9Im8oMAAj5G31PhhMCZJV2p
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@ -384,7 +390,6 @@ github.com/jonboulle/clockwork v0.1.0 h1:VKV+ZcuP6l3yW9doeqz6ziZGgcynBVQO+obU0+0
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@ -398,9 +403,11 @@ github.com/jung-kurt/gofpdf v1.0.3-0.20190309125859-24315acbbda5/go.mod h1:7Id9E
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@ -421,9 +428,8 @@ github.com/leekchan/accounting v0.0.0-20191218023648-17a4ce5f94d4 h1:KZzDAtJ7ZLm
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@ -466,8 +472,8 @@ github.com/mattn/go-shellwords v1.0.12/go.mod h1:EZzvwXDESEeg03EKmM+RmDnNOPKG4lL
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@ -497,22 +503,17 @@ github.com/muesli/kmeans v0.3.0 h1:cI2cpeS8m3pm+gTOdzl+7SlzZYSe+x0XoqXUyUvb1ro=
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 github.com/pascaldekloe/goe v0.0.0-20180627143212-57f6aae5913c/go.mod h1:lzWF7FIEvWOWxwDKqyGYQf6ZUaNfKdP144TG7ZOy1lc=
 github.com/pelletier/go-toml v1.2.0/go.mod h1:5z9KED0ma1S8pY6P1sdut58dfprrGBbd/94hg7ilaic=
-github.com/pelletier/go-toml/v2 v2.2.0 h1:QLgLl2yMN7N+ruc31VynXs1vhMZa7CeHHejIeBAsoHo=
+github.com/pelletier/go-toml/v2 v2.2.3 h1:YmeHyLY8mFWbdkNWwpr+qIL2bEqT0o95WSdkNHvL12M=
-github.com/pelletier/go-toml/v2 v2.2.0/go.mod h1:1t835xjRzz80PqgE6HHgN2JOsmgYu/h4qDAS4n929Rs=
+github.com/pelletier/go-toml/v2 v2.2.3/go.mod h1:MfCQTFTvCcUyyvvwm1+G6H/jORL20Xlb6rzQu9GuUkc=
 github.com/pkg/browser v0.0.0-20180916011732-0a3d74bf9ce4/go.mod h1:4OwLy04Bl9Ef3GJJCoec+30X3LQs/0/m4HFRt/2LUSA=
 github.com/pkg/errors v0.8.0/go.mod h1:bwawxfHBFNV+L2hUp1rHADufV3IMtnDRdf1r5NINEl0=
 github.com/pkg/errors v0.8.1/go.mod h1:bwawxfHBFNV+L2hUp1rHADufV3IMtnDRdf1r5NINEl0=
@ -637,8 +638,6 @@ github.com/stretchr/testify v1.7.0/go.mod h1:6Fq8oRcR53rry900zMqJjRRixrwX3KX962/
 github.com/stretchr/testify v1.7.1/go.mod h1:6Fq8oRcR53rry900zMqJjRRixrwX3KX962/h/Wwjteg=
 github.com/stretchr/testify v1.8.0/go.mod h1:yNjHg4UonilssWZ8iaSj1OCr/vHnekPRkoO+kdMU+MU=
 github.com/stretchr/testify v1.8.1/go.mod h1:w2LPCIKwWwSfY2zedu0+kehJoqGctiVI29o6fzry7u4=
 github.com/stretchr/testify v1.8.2/go.mod h1:w2LPCIKwWwSfY2zedu0+kehJoqGctiVI29o6fzry7u4=
 github.com/stretchr/testify v1.8.4/go.mod h1:sz/lmYIOXD/1dqDmKjjqLyZ2RngseejIcXlSw2iwfAo=
 github.com/stretchr/testify v1.9.0 h1:HtqpIVDClZ4nwg75+f6Lvsy/wHu+3BoSGCbBAcpTsTg=
 github.com/stretchr/testify v1.9.0/go.mod h1:r2ic/lqez/lEtzL7wO/rwa5dbSLXVDPFyf8C91i36aY=
 github.com/subosito/gotenv v1.2.0/go.mod h1:N0PQaV/YGNqwC0u51sEeR/aUtSLEXKX9iv69rRypqCw=
@ -649,10 +648,8 @@ github.com/tebeka/strftime v0.1.3/go.mod h1:7wJm3dZlpr4l/oVK0t1HYIc4rMzQ2XJlOMIU
 github.com/tmc/grpc-websocket-proxy v0.0.0-20190109142713-0ad062ec5ee5/go.mod h1:ncp9v5uamzpCO7NfCPTXjqaC+bZgJeR0sMTm6dMHP7U=
 github.com/twitchyliquid64/golang-asm v0.15.1 h1:SU5vSMR7hnwNxj24w34ZyCi/FmDZTkS4MhqMhdFk5YI=
 github.com/twitchyliquid64/golang-asm v0.15.1/go.mod h1:a1lVb/DtPvCB8fslRZhAngC2+aY1QWCk3Cedj/Gdt08=
-github.com/ugorji/go v1.1.7/go.mod h1:kZn38zHttfInRq0xu/PH0az30d+z6vm202qpg1oXVMw=
+github.com/ugorji/go/codec v1.2.12 h1:9LC83zGrHhuUA9l16C9AHXAqEV/2wBQ4nkvumAE65EE=
-github.com/ugorji/go/codec v1.1.7/go.mod h1:Ax+UKWsSmolVDwsd+7N3ZtXu+yMGCf907BLYF3GoBXY=
+github.com/ugorji/go/codec v1.2.12/go.mod h1:UNopzCgEMSXjBc6AOMqYvWC1ktqTAfzJZUZgYf6w6lg=
 github.com/ugorji/go/codec v1.2.11 h1:BMaWp1Bb6fHwEtbplGBGJ498wD+LKlNSl25MjdZY4dU=
 github.com/ugorji/go/codec v1.2.11/go.mod h1:UNopzCgEMSXjBc6AOMqYvWC1ktqTAfzJZUZgYf6w6lg=
 github.com/valyala/fastjson v1.5.1 h1:SXaQZVSwLjZOVhDEhjiCcDtnX0Feu7Z7A1+C5atpoHM=
 github.com/valyala/fastjson v1.5.1/go.mod h1:CLCAqky6SMuOcxStkYQvblddUtoRxhYMGLrsQns1aXY=
 github.com/wcharczuk/go-chart/v2 v2.1.0 h1:tY2slqVQ6bN+yHSnDYwZebLQFkphK4WNrVwnt7CJZ2I=
@ -666,7 +663,6 @@ github.com/xtgo/set v1.0.0/go.mod h1:d3NHzGzSa0NmB2NhFyECA+QdRp29oEn2xbT+TpeFoM8
 github.com/yuin/goldmark v1.1.25/go.mod h1:3hX8gzYuyVAZsxl0MRgGTJEmQBFcNTphYh9decYSb74=
 github.com/yuin/goldmark v1.1.27/go.mod h1:3hX8gzYuyVAZsxl0MRgGTJEmQBFcNTphYh9decYSb74=
 github.com/yuin/goldmark v1.1.32/go.mod h1:3hX8gzYuyVAZsxl0MRgGTJEmQBFcNTphYh9decYSb74=
 github.com/yuin/goldmark v1.2.1/go.mod h1:3hX8gzYuyVAZsxl0MRgGTJEmQBFcNTphYh9decYSb74=
 github.com/yuin/goldmark v1.4.13/go.mod h1:6yULJ656Px+3vBD8DxQVa3kxgyrAnzto9xy5taEt/CY=
 github.com/zenazn/goji v0.9.0/go.mod h1:7S9M489iMyHBNxwZnk9/EHS098H4/F6TATF2mIxtB1Q=
 github.com/ziutek/mymysql v1.5.4 h1:GB0qdRGsTwQSBVYuVShFBKaXSnSnYYC2d9knnE1LHFs=
@ -681,14 +677,14 @@ go.opencensus.io v0.22.3/go.mod h1:yxeiOL68Rb0Xd1ddK5vPZ/oVn4vY4Ynel7k9FzqtOIw=
 go.opencensus.io v0.22.4/go.mod h1:yxeiOL68Rb0Xd1ddK5vPZ/oVn4vY4Ynel7k9FzqtOIw=
 go.opencensus.io v0.24.0 h1:y73uSU6J157QMP2kn2r30vwW1A2W2WFwSCGnAVxeaD0=
 go.opencensus.io v0.24.0/go.mod h1:vNK8G9p7aAivkbmorf4v+7Hgx+Zs0yY+0fOtgBfjQKo=
-go.opentelemetry.io/otel v0.19.0 h1:Lenfy7QHRXPZVsw/12CWpxX6d/JkrX8wrx2vO8G80Ng=
+go.opentelemetry.io/contrib/instrumentation/net/http/otelhttp v0.49.0 h1:jq9TW8u3so/bN+JPT166wjOI6/vQPF6Xe7nMNIltagk=
-go.opentelemetry.io/otel v0.19.0/go.mod h1:j9bF567N9EfomkSidSfmMwIwIBuP37AMAIzVW85OxSg=
+go.opentelemetry.io/contrib/instrumentation/net/http/otelhttp v0.49.0/go.mod h1:p8pYQP+m5XfbZm9fxtSKAbM6oIllS7s2AfxrChvc7iw=
-go.opentelemetry.io/otel/metric v0.19.0 h1:dtZ1Ju44gkJkYvo+3qGqVXmf88tc+a42edOywypengg=
+go.opentelemetry.io/otel v1.24.0 h1:0LAOdjNmQeSTzGBzduGe/rU4tZhMwL5rWgtp9Ku5Jfo=
-go.opentelemetry.io/otel/metric v0.19.0/go.mod h1:8f9fglJPRnXuskQmKpnad31lcLJ2VmNNqIsx/uIwBSc=
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-go.opentelemetry.io/otel/oteltest v0.19.0 h1:YVfA0ByROYqTwOxqHVZYZExzEpfZor+MU1rU+ip2v9Q=
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-go.opentelemetry.io/otel/oteltest v0.19.0/go.mod h1:tI4yxwh8U21v7JD6R3BcA/2+RBoTKFexE/PJ/nSO7IA=
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-go.opentelemetry.io/otel/trace v0.19.0 h1:1ucYlenXIDA1OlHVLDZKX0ObXV5RLaq06DtUKz5e5zc=
+go.opentelemetry.io/otel/trace v1.24.0 h1:CsKnnL4dUAr/0llH9FKuc698G04IrpWV0MQA/Y1YELI=
-go.opentelemetry.io/otel/trace v0.19.0/go.mod h1:4IXiNextNOpPnRlI4ryK69mn5iC84bjBWZQA5DXz/qg=
+go.opentelemetry.io/otel/trace v1.24.0/go.mod h1:HPc3Xr/cOApsBI154IU0OI0HJexz+aw5uPdbs3UCjNU=
 go.uber.org/atomic v1.3.2/go.mod h1:gD2HeocX3+yG+ygLZcrzQJaqmWj9AIm7n08wl/qW/PE=
 go.uber.org/atomic v1.4.0/go.mod h1:gD2HeocX3+yG+ygLZcrzQJaqmWj9AIm7n08wl/qW/PE=
 go.uber.org/atomic v1.6.0/go.mod h1:sABNBOSYdrvTF6hTgEIbc7YasKWGhgEQZyfxyTvoXHQ=
@ -702,9 +698,8 @@ go.uber.org/tools v0.0.0-20190618225709-2cfd321de3ee/go.mod h1:vJERXedbb3MVM5f9E
 go.uber.org/zap v1.9.1/go.mod h1:vwi/ZaCAaUcBkycHslxD9B2zi4UTXhF60s6SWpuDF0Q=
 go.uber.org/zap v1.10.0/go.mod h1:vwi/ZaCAaUcBkycHslxD9B2zi4UTXhF60s6SWpuDF0Q=
 go4.org/unsafe/assume-no-moving-gc v0.0.0-20201222180813-1025295fd063/go.mod h1:FftLjUGFEDu5k8lt0ddY+HcrH/qU/0qk+H8j9/nTl3E=
-golang.org/x/arch v0.0.0-20210923205945-b76863e36670/go.mod h1:5om86z9Hs0C8fWVUuoMHwpExlXzs5Tkyp9hOrfG7pp8=
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-golang.org/x/arch v0.3.0 h1:02VY4/ZcO/gBOH6PUaoiptASxtXU10jazRCP865E97k=
+golang.org/x/arch v0.9.0/go.mod h1:FEVrYAQjsQXMVJ1nsMoVVXPZg6p2JE2mx8psSWTDQys=
 golang.org/x/arch v0.3.0/go.mod h1:5om86z9Hs0C8fWVUuoMHwpExlXzs5Tkyp9hOrfG7pp8=
 golang.org/x/crypto v0.0.0-20180904163835-0709b304e793/go.mod h1:6SG95UA2DQfeDnfUPMdvaQW0Q7yPrPDi9nlGo2tz2b4=
 golang.org/x/crypto v0.0.0-20181029021203-45a5f77698d3/go.mod h1:6SG95UA2DQfeDnfUPMdvaQW0Q7yPrPDi9nlGo2tz2b4=
 golang.org/x/crypto v0.0.0-20190308221718-c2843e01d9a2/go.mod h1:djNgcEr1/C05ACkg1iLfiJU5Ep61QUkGW8qpdssI0+w=
@ -721,8 +716,8 @@ golang.org/x/crypto v0.0.0-20200622213623-75b288015ac9/go.mod h1:LzIPMQfyMNhhGPh
 golang.org/x/crypto v0.0.0-20201016220609-9e8e0b390897/go.mod h1:LzIPMQfyMNhhGPhUkYOs5KpL4U8rLKemX1yGLhDgUto=
 golang.org/x/crypto v0.0.0-20210921155107-089bfa567519/go.mod h1:GvvjBRRGRdwPK5ydBHafDWAxML/pGHZbMvKqRZ5+Abc=
 golang.org/x/crypto v0.0.0-20220622213112-05595931fe9d/go.mod h1:IxCIyHEi3zRg3s0A5j5BB6A9Jmi73HwBIUl50j+osU4=
-golang.org/x/crypto v0.22.0 h1:g1v0xeRhjcugydODzvb3mEM9SQ0HGp9s/nh3COQ/C30=
+golang.org/x/crypto v0.26.0 h1:RrRspgV4mU+YwB4FYnuBoKsUapNIL5cohGAmSH3azsw=
-golang.org/x/crypto v0.22.0/go.mod h1:vr6Su+7cTlO45qkww3VDJlzDn0ctJvRgYbC2NvXHt+M=
+golang.org/x/crypto v0.26.0/go.mod h1:GY7jblb9wI+FOo5y8/S2oY4zWP07AkOJ4+jxCqdqn54=
 golang.org/x/exp v0.0.0-20180321215751-8460e604b9de/go.mod h1:CJ0aWSM057203Lf6IL+f9T1iT9GByDxfZKAQTCR3kQA=
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 golang.org/x/exp v0.0.0-20190121172915-509febef88a4/go.mod h1:CJ0aWSM057203Lf6IL+f9T1iT9GByDxfZKAQTCR3kQA=
@ -764,8 +759,8 @@ golang.org/x/mod v0.1.1-0.20191107180719-034126e5016b/go.mod h1:QqPTAvyqsEbceGzB
 golang.org/x/mod v0.2.0/go.mod h1:s0Qsj1ACt9ePp/hMypM3fl4fZqREWJwdYDEqhRiZZUA=
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 golang.org/x/mod v0.6.0-dev.0.20220419223038-86c51ed26bb4/go.mod h1:jJ57K6gSWd91VN4djpZkiMVwK6gcyfeH4XE8wZrZaV4=
-golang.org/x/mod v0.17.0 h1:zY54UmvipHiNd+pm+m0x9KhZ9hl1/7QNMyxXbc6ICqA=
+golang.org/x/mod v0.20.0 h1:utOm6MM3R3dnawAiJgn0y+xvuYRsm1RKM/4giyfDgV0=
-golang.org/x/mod v0.17.0/go.mod h1:hTbmBsO62+eylJbnUtE2MGJUyE7QWk4xUqPFrRgJ+7c=
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@ -796,30 +791,27 @@ golang.org/x/net v0.0.0-20200324143707-d3edc9973b7e/go.mod h1:qpuaurCH72eLCgpAm/
 golang.org/x/net v0.0.0-20200501053045-e0ff5e5a1de5/go.mod h1:qpuaurCH72eLCgpAm/N6yyVIVM9cpaDIP3A8BGJEC5A=
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 golang.org/x/net v0.0.0-20201110031124-69a78807bb2b/go.mod h1:sp8m0HH+o8qH0wwXwYZr8TS3Oi6o0r6Gce1SSxlDquU=
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 golang.org/x/oauth2 v0.0.0-20190226205417-e64efc72b421/go.mod h1:gOpvHmFTYa4IltrdGE7lF6nIHvwfUNPOp7c8zoXwtLw=
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 golang.org/x/oauth2 v0.0.0-20191202225959-858c2ad4c8b6/go.mod h1:gOpvHmFTYa4IltrdGE7lF6nIHvwfUNPOp7c8zoXwtLw=
 golang.org/x/oauth2 v0.0.0-20200107190931-bf48bf16ab8d/go.mod h1:gOpvHmFTYa4IltrdGE7lF6nIHvwfUNPOp7c8zoXwtLw=
 golang.org/x/oauth2 v0.0.0-20210514164344-f6687ab2804c/go.mod h1:KelEdhl1UZF7XfJ4dDtk6s++YSgaE7mD/BuKKDLBl4A=
-golang.org/x/oauth2 v0.15.0 h1:s8pnnxNVzjWyrvYdFUQq5llS1PX2zhPXmccZv99h7uQ=
+golang.org/x/oauth2 v0.22.0 h1:BzDx2FehcG7jJwgWLELCdmLuxk2i+x9UDpSiss2u0ZA=
-golang.org/x/oauth2 v0.15.0/go.mod h1:q48ptWNTY5XWf+JNten23lcvHpLJ0ZSxF5ttTHKVCAM=
+golang.org/x/oauth2 v0.22.0/go.mod h1:XYTD2NtWslqkgxebSiOHnXEap4TF09sJSc7H1sXbhtI=
 golang.org/x/sync v0.0.0-20180314180146-1d60e4601c6f/go.mod h1:RxMgew5VJxzue5/jJTE5uejpjVlOe/izrB70Jof72aM=
 golang.org/x/sync v0.0.0-20181108010431-42b317875d0f/go.mod h1:RxMgew5VJxzue5/jJTE5uejpjVlOe/izrB70Jof72aM=
 golang.org/x/sync v0.0.0-20181221193216-37e7f081c4d4/go.mod h1:RxMgew5VJxzue5/jJTE5uejpjVlOe/izrB70Jof72aM=
@ -828,15 +820,13 @@ golang.org/x/sync v0.0.0-20190423024810-112230192c58/go.mod h1:RxMgew5VJxzue5/jJ
 golang.org/x/sync v0.0.0-20190911185100-cd5d95a43a6e/go.mod h1:RxMgew5VJxzue5/jJTE5uejpjVlOe/izrB70Jof72aM=
 golang.org/x/sync v0.0.0-20200317015054-43a5402ce75a/go.mod h1:RxMgew5VJxzue5/jJTE5uejpjVlOe/izrB70Jof72aM=
 golang.org/x/sync v0.0.0-20200625203802-6e8e738ad208/go.mod h1:RxMgew5VJxzue5/jJTE5uejpjVlOe/izrB70Jof72aM=
 golang.org/x/sync v0.0.0-20201020160332-67f06af15bc9/go.mod h1:RxMgew5VJxzue5/jJTE5uejpjVlOe/izrB70Jof72aM=
 golang.org/x/sync v0.0.0-20201207232520-09787c993a3a/go.mod h1:RxMgew5VJxzue5/jJTE5uejpjVlOe/izrB70Jof72aM=
 golang.org/x/sync v0.0.0-20220722155255-886fb9371eb4/go.mod h1:RxMgew5VJxzue5/jJTE5uejpjVlOe/izrB70Jof72aM=
-golang.org/x/sync v0.7.0 h1:YsImfSBoP9QPYL0xyKJPq0gcaJdG3rInoqxTWbfQu9M=
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-golang.org/x/sync v0.7.0/go.mod h1:Czt+wKu1gCyEFDUtn0jG5QVvpJ6rzVqr5aXyt9drQfk=
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 golang.org/x/sys v0.0.0-20180823144017-11551d06cbcc/go.mod h1:STP8DvDyc/dI5b8T5hshtkjS+E42TnysNCUPdjciGhY=
 golang.org/x/sys v0.0.0-20180830151530-49385e6e1522/go.mod h1:STP8DvDyc/dI5b8T5hshtkjS+E42TnysNCUPdjciGhY=
 golang.org/x/sys v0.0.0-20180905080454-ebe1bf3edb33/go.mod h1:STP8DvDyc/dI5b8T5hshtkjS+E42TnysNCUPdjciGhY=
 golang.org/x/sys v0.0.0-20180909124046-d0be0721c37e/go.mod h1:STP8DvDyc/dI5b8T5hshtkjS+E42TnysNCUPdjciGhY=
 golang.org/x/sys v0.0.0-20181026203630-95b1ffbd15a5/go.mod h1:STP8DvDyc/dI5b8T5hshtkjS+E42TnysNCUPdjciGhY=
 golang.org/x/sys v0.0.0-20181107165924-66b7b1311ac8/go.mod h1:STP8DvDyc/dI5b8T5hshtkjS+E42TnysNCUPdjciGhY=
 golang.org/x/sys v0.0.0-20181116152217-5ac8a444bdc5/go.mod h1:STP8DvDyc/dI5b8T5hshtkjS+E42TnysNCUPdjciGhY=
@ -855,10 +845,7 @@ golang.org/x/sys v0.0.0-20190726091711-fc99dfbffb4e/go.mod h1:h1NjWce9XRLGQEsW7w
 golang.org/x/sys v0.0.0-20190804053845-51ab0e2deafa/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
 golang.org/x/sys v0.0.0-20190813064441-fde4db37ae7a/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
 golang.org/x/sys v0.0.0-20190826190057-c7b8b68b1456/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
 golang.org/x/sys v0.0.0-20190904154756-749cb33beabd/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
 golang.org/x/sys v0.0.0-20191001151750-bb3f8db39f24/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
 golang.org/x/sys v0.0.0-20191005200804-aed5e4c7ecf9/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
 golang.org/x/sys v0.0.0-20191120155948-bd437916bb0e/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
 golang.org/x/sys v0.0.0-20191204072324-ce4227a45e2e/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
 golang.org/x/sys v0.0.0-20191228213918-04cbcbbfeed8/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
 golang.org/x/sys v0.0.0-20200106162015-b016eb3dc98e/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
@ -881,24 +868,23 @@ golang.org/x/sys v0.0.0-20200803210538-64077c9b5642/go.mod h1:h1NjWce9XRLGQEsW7w
 golang.org/x/sys v0.0.0-20200909081042-eff7692f9009/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
 golang.org/x/sys v0.0.0-20200930185726-fdedc70b468f/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
 golang.org/x/sys v0.0.0-20201119102817-f84b799fce68/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
 golang.org/x/sys v0.0.0-20210112080510-489259a85091/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
 golang.org/x/sys v0.0.0-20210124154548-22da62e12c0c/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
 golang.org/x/sys v0.0.0-20210403161142-5e06dd20ab57/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
 golang.org/x/sys v0.0.0-20210423082822-04245dca01da/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
 golang.org/x/sys v0.0.0-20210603081109-ebe580a85c40/go.mod h1:oPkhp1MJrh7nUepCBck5+mAzfO9JrbApNNgaTdGDITg=
 golang.org/x/sys v0.0.0-20210615035016-665e8c7367d1/go.mod h1:oPkhp1MJrh7nUepCBck5+mAzfO9JrbApNNgaTdGDITg=
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 golang.org/x/sys v0.0.0-20220704084225-05e143d24a9e/go.mod h1:oPkhp1MJrh7nUepCBck5+mAzfO9JrbApNNgaTdGDITg=
 golang.org/x/sys v0.0.0-20220715151400-c0bba94af5f8/go.mod h1:oPkhp1MJrh7nUepCBck5+mAzfO9JrbApNNgaTdGDITg=
 golang.org/x/sys v0.0.0-20220722155257-8c9f86f7a55f/go.mod h1:oPkhp1MJrh7nUepCBck5+mAzfO9JrbApNNgaTdGDITg=
 golang.org/x/sys v0.0.0-20220811171246-fbc7d0a398ab/go.mod h1:oPkhp1MJrh7nUepCBck5+mAzfO9JrbApNNgaTdGDITg=
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 golang.org/x/sys v0.6.0/go.mod h1:oPkhp1MJrh7nUepCBck5+mAzfO9JrbApNNgaTdGDITg=
-golang.org/x/sys v0.19.0 h1:q5f1RH2jigJ1MoAWp2KTp3gm5zAGFUTarQZ5U386+4o=
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-golang.org/x/sys v0.19.0/go.mod h1:/VUhepiaJMQUp4+oa/7Zr1D23ma6VTLIYjOOTFZPUcA=
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 golang.org/x/term v0.0.0-20201126162022-7de9c90e9dd1/go.mod h1:bj7SfCRtBDWHUb9snDiAeCFNEtKQo2Wmx5Cou7ajbmo=
 golang.org/x/term v0.0.0-20210927222741-03fcf44c2211/go.mod h1:jbD1KX2456YbFQfuXm/mYQcufACuNUgVhRMnK/tPxf8=
-golang.org/x/term v0.19.0 h1:+ThwsDv+tYfnJFhF4L8jITxu1tdTWRTZpdsWgEgjL6Q=
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-golang.org/x/term v0.19.0/go.mod h1:2CuTdWZ7KHSQwUzKva0cbMg6q2DMI3Mmxp+gKJbskEk=
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 golang.org/x/text v0.0.0-20170915032832-14c0d48ead0c/go.mod h1:NqM8EUOU14njkJ3fqMW+pc6Ldnwhi/IjpwHt7yyuwOQ=
 golang.org/x/text v0.3.0/go.mod h1:NqM8EUOU14njkJ3fqMW+pc6Ldnwhi/IjpwHt7yyuwOQ=
 golang.org/x/text v0.3.1-0.20180807135948-17ff2d5776d2/go.mod h1:NqM8EUOU14njkJ3fqMW+pc6Ldnwhi/IjpwHt7yyuwOQ=
@ -907,13 +893,13 @@ golang.org/x/text v0.3.3/go.mod h1:5Zoc/QRtKVWzQhOtBMvqHzDpF6irO9z98xDceosuGiQ=
 golang.org/x/text v0.3.6/go.mod h1:5Zoc/QRtKVWzQhOtBMvqHzDpF6irO9z98xDceosuGiQ=
 golang.org/x/text v0.3.7/go.mod h1:u+2+/6zg+i71rQMx5EYifcz6MCKuco9NR6JIITiCfzQ=
 golang.org/x/text v0.7.0/go.mod h1:mrYo+phRRbMaCq/xk9113O4dZlRixOauAjOtrjsXDZ8=
-golang.org/x/text v0.14.0 h1:ScX5w1eTa3QqT8oi6+ziP7dTV1S2+ALU0bI+0zXKWiQ=
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-golang.org/x/text v0.14.0/go.mod h1:18ZOQIKpY8NJVqYksKHtTdi31H5itFRjB5/qKTNYzSU=
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 golang.org/x/time v0.0.0-20181108054448-85acf8d2951c/go.mod h1:tRJNPiyCQ0inRvYxbN9jk5I+vvW/OXSQhTDSoE431IQ=
 golang.org/x/time v0.0.0-20190308202827-9d24e82272b4/go.mod h1:tRJNPiyCQ0inRvYxbN9jk5I+vvW/OXSQhTDSoE431IQ=
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-golang.org/x/time v0.5.0 h1:o7cqy6amK/52YcAKIPlM3a+Fpj35zvRj2TP+e1xFSfk=
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-golang.org/x/time v0.5.0/go.mod h1:3BpzKBy/shNhVucY/MWOyx10tF3SFh9QdLuxbVysPQM=
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 golang.org/x/tools v0.0.0-20180221164845-07fd8470d635/go.mod h1:n7NCudcB/nEzxVGmLbDWY5pfWTLqBcC2KZ6jyYvM4mQ=
 golang.org/x/tools v0.0.0-20180525024113-a5b4c53f6e8b/go.mod h1:n7NCudcB/nEzxVGmLbDWY5pfWTLqBcC2KZ6jyYvM4mQ=
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@ -964,10 +950,9 @@ golang.org/x/tools v0.0.0-20200618134242-20370b0cb4b2/go.mod h1:EkVYQZoAsY45+roY
 golang.org/x/tools v0.0.0-20200729194436-6467de6f59a7/go.mod h1:njjCfa9FT2d7l9Bc6FUM5FLjQPp3cFF28FI3qnDFljA=
 golang.org/x/tools v0.0.0-20200804011535-6c149bb5ef0d/go.mod h1:njjCfa9FT2d7l9Bc6FUM5FLjQPp3cFF28FI3qnDFljA=
 golang.org/x/tools v0.0.0-20200825202427-b303f430e36d/go.mod h1:njjCfa9FT2d7l9Bc6FUM5FLjQPp3cFF28FI3qnDFljA=
 golang.org/x/tools v0.0.0-20201224043029-2b0845dc783e/go.mod h1:emZCQorbCU4vsT4fOWvOPXz4eW1wZW4PmDk9uLelYpA=
 golang.org/x/tools v0.1.12/go.mod h1:hNGJHUnrk76NpqgfD5Aqm5Crs+Hm0VOH/i9J2+nxYbc=
-golang.org/x/tools v0.20.0 h1:hz/CVckiOxybQvFw6h7b/q80NTr9IUQb4s1IIzW7KNY=
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-golang.org/x/tools v0.20.0/go.mod h1:WvitBU7JJf6A4jOdg4S1tviW9bhUxkgeCui/0JHctQg=
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 golang.org/x/xerrors v0.0.0-20190410155217-1f06c39b4373/go.mod h1:I/5z698sn9Ka8TeJc9MKroUUfqBBauWjQqLJ2OPfmY0=
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@ -1001,16 +986,14 @@ google.golang.org/api v0.24.0/go.mod h1:lIXQywCXRcnZPGlsd8NbLnOjtAoL6em04bJ9+z0M
 google.golang.org/api v0.28.0/go.mod h1:lIXQywCXRcnZPGlsd8NbLnOjtAoL6em04bJ9+z0MncE=
 google.golang.org/api v0.29.0/go.mod h1:Lcubydp8VUV7KeIHD9z2Bys/sm/vGKnG1UHuDBSrHWM=
 google.golang.org/api v0.30.0/go.mod h1:QGmEvQ87FHZNiUVJkT14jQNYJ4ZJjdRF23ZXz5138Fc=
-google.golang.org/api v0.153.0 h1:N1AwGhielyKFaUqH07/ZSIQR3uNPcV7NVw0vj+j4iR4=
+google.golang.org/api v0.194.0 h1:dztZKG9HgtIpbI35FhfuSNR/zmaMVdxNlntHj1sIS4s=
-google.golang.org/api v0.153.0/go.mod h1:3qNJX5eOmhiWYc67jRA/3GsDw97UFb5ivv7Y2PrriAY=
+google.golang.org/api v0.194.0/go.mod h1:AgvUFdojGANh3vI+P7EVnxj3AISHllxGCJSFmggmnd0=
 google.golang.org/appengine v1.1.0/go.mod h1:EbEs0AVv82hx2wNQdGPgUI5lhzA/G0D9YwlJXL52JkM=
 google.golang.org/appengine v1.4.0/go.mod h1:xpcJRLb0r/rnEns0DIKYYv+WjYCduHsrkT7/EB5XEv4=
 google.golang.org/appengine v1.5.0/go.mod h1:xpcJRLb0r/rnEns0DIKYYv+WjYCduHsrkT7/EB5XEv4=
 google.golang.org/appengine v1.6.1/go.mod h1:i06prIuMbXzDqacNJfV5OdTW448YApPu5ww/cMBSeb0=
 google.golang.org/appengine v1.6.5/go.mod h1:8WjMMxjGQR8xUklV/ARdw2HLXBOI7O7uCIDZVag1xfc=
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 google.golang.org/appengine v1.6.7/go.mod h1:8WjMMxjGQR8xUklV/ARdw2HLXBOI7O7uCIDZVag1xfc=
 google.golang.org/genproto v0.0.0-20180817151627-c66870c02cf8/go.mod h1:JiN7NxoALGmiZfu7CAH4rXhgtRTLTxftemlI0sWmxmc=
 google.golang.org/genproto v0.0.0-20180831171423-11092d34479b/go.mod h1:JiN7NxoALGmiZfu7CAH4rXhgtRTLTxftemlI0sWmxmc=
 google.golang.org/genproto v0.0.0-20190307195333-5fe7a883aa19/go.mod h1:VzzqZJRnGkLBvHegQrXjBqPurQTc5/KpmUdxsrq26oE=
@ -1042,12 +1025,10 @@ google.golang.org/genproto v0.0.0-20200729003335-053ba62fc06f/go.mod h1:FWY/as6D
 google.golang.org/genproto v0.0.0-20200804131852-c06518451d9c/go.mod h1:FWY/as6DDZQgahTzZj3fqbO1CbirC29ZNUFHwi0/+no=
 google.golang.org/genproto v0.0.0-20200825200019-8632dd797987/go.mod h1:FWY/as6DDZQgahTzZj3fqbO1CbirC29ZNUFHwi0/+no=
 google.golang.org/genproto v0.0.0-20200911024640-645f7a48b24f/go.mod h1:FWY/as6DDZQgahTzZj3fqbO1CbirC29ZNUFHwi0/+no=
-google.golang.org/genproto v0.0.0-20231106174013-bbf56f31fb17 h1:wpZ8pe2x1Q3f2KyT5f8oP/fa9rHAKgFPr/HZdNuS+PQ=
+google.golang.org/genproto/googleapis/api v0.0.0-20240814211410-ddb44dafa142 h1:wKguEg1hsxI2/L3hUYrpo1RVi48K+uTyzKqprwLXsb8=
-google.golang.org/genproto v0.0.0-20231106174013-bbf56f31fb17/go.mod h1:J7XzRzVy1+IPwWHZUzoD0IccYZIrXILAQpc+Qy9CMhY=
+google.golang.org/genproto/googleapis/api v0.0.0-20240814211410-ddb44dafa142/go.mod h1:d6be+8HhtEtucleCbxpPW9PA9XwISACu8nvpPqF0BVo=
-google.golang.org/genproto/googleapis/api v0.0.0-20231106174013-bbf56f31fb17 h1:JpwMPBpFN3uKhdaekDpiNlImDdkUAyiJ6ez/uxGaUSo=
+google.golang.org/genproto/googleapis/rpc v0.0.0-20240814211410-ddb44dafa142 h1:e7S5W7MGGLaSu8j3YjdezkZ+m1/Nm0uRVRMEMGk26Xs=
-google.golang.org/genproto/googleapis/api v0.0.0-20231106174013-bbf56f31fb17/go.mod h1:0xJLfVdJqpAPl8tDg1ujOCGzx6LFLttXT5NhllGOXY4=
+google.golang.org/genproto/googleapis/rpc v0.0.0-20240814211410-ddb44dafa142/go.mod h1:UqMtugtsSgubUsoxbuAoiCXvqvErP7Gf0so0mK9tHxU=
 google.golang.org/genproto/googleapis/rpc v0.0.0-20231120223509-83a465c0220f h1:ultW7fxlIvee4HYrtnaRPon9HpEgFk5zYpmfMgtKB5I=
 google.golang.org/genproto/googleapis/rpc v0.0.0-20231120223509-83a465c0220f/go.mod h1:L9KNLi232K1/xB6f7AlSX692koaRnKaWSR0stBki0Yc=
 google.golang.org/grpc v1.19.0/go.mod h1:mqu4LbDTu4XGKhr4mRzUsmM4RtVoemTSY81AxZiDr8c=
 google.golang.org/grpc v1.20.1/go.mod h1:10oTOabMzJvdu6/UiuZezV6QK5dSlG84ov/aaiqXj38=
 google.golang.org/grpc v1.21.1/go.mod h1:oYelfM1adQP15Ek0mdvEgi9Df8B9CZIaU1084ijfRaM=
@ -1062,8 +1043,8 @@ google.golang.org/grpc v1.30.0/go.mod h1:N36X2cJ7JwdamYAgDz+s+rVMFjt3numwzf/HckM
 google.golang.org/grpc v1.31.0/go.mod h1:N36X2cJ7JwdamYAgDz+s+rVMFjt3numwzf/HckM8pak=
 google.golang.org/grpc v1.32.0/go.mod h1:N36X2cJ7JwdamYAgDz+s+rVMFjt3numwzf/HckM8pak=
 google.golang.org/grpc v1.33.2/go.mod h1:JMHMWHQWaTccqQQlmk3MJZS+GWXOdAesneDmEnv2fbc=
-google.golang.org/grpc v1.59.0 h1:Z5Iec2pjwb+LEOqzpB2MR12/eKFhDPhuqW91O+4bwUk=
+google.golang.org/grpc v1.65.0 h1:bs/cUb4lp1G5iImFFd3u5ixQzweKizoZJAwBNLR42lc=
-google.golang.org/grpc v1.59.0/go.mod h1:aUPDwccQo6OTjy7Hct4AfBPD1GptF4fyUjIkQ9YtF98=
+google.golang.org/grpc v1.65.0/go.mod h1:WgYC2ypjlB0EiQi6wdKixMqukr6lBc0Vo+oOgjrM5ZQ=
 google.golang.org/grpc/cmd/protoc-gen-go-grpc v0.0.0-20200910201057-6591123024b3/go.mod h1:6Kw0yEErY5E/yWrBtf03jp27GLLJujG4z/JK95pnjjw=
 google.golang.org/protobuf v0.0.0-20200109180630-ec00e32a8dfd/go.mod h1:DFci5gLYBciE7Vtevhsrf46CRTquxDuWsQurQQe4oz8=
 google.golang.org/protobuf v0.0.0-20200221191635-4d8936d0db64/go.mod h1:kwYJMbMJ01Woi6D6+Kah6886xMZcty6N08ah7+eCXa0=
@ -1076,19 +1057,16 @@ google.golang.org/protobuf v1.23.1-0.20200526195155-81db48ad09cc/go.mod h1:EGpAD
 google.golang.org/protobuf v1.24.0/go.mod h1:r/3tXBNzIEhYS9I1OUVjXDlt8tc493IdKGjtUeSXeh4=
 google.golang.org/protobuf v1.25.0/go.mod h1:9JNX74DMeImyA3h4bdi1ymwjUzf21/xIlbajtzgsN7c=
 google.golang.org/protobuf v1.26.0-rc.1/go.mod h1:jlhhOSvTdKEhbULTjvd4ARK9grFBp09yW+WbY/TyQbw=
-google.golang.org/protobuf v1.26.0/go.mod h1:9q0QmTI4eRPtz6boOQmLYwt+qCgq0jsYwAQnmE0givc=
+google.golang.org/protobuf v1.34.2 h1:6xV6lTsCfpGD21XK49h7MhtcApnLqkfYgPcdHftf6hg=
-google.golang.org/protobuf v1.31.0 h1:g0LDEJHgrBl9N9r17Ru3sqWhkIx2NB67okBHPwC7hs8=
+google.golang.org/protobuf v1.34.2/go.mod h1:qYOHts0dSfpeUzUFpOMr/WGzszTmLH+DiWniOlNbLDw=
 google.golang.org/protobuf v1.31.0/go.mod h1:HV8QOd/L58Z+nl8r43ehVNZIU/HEI6OcFqwMG9pJV4I=
 gopkg.in/alecthomas/kingpin.v2 v2.2.6/go.mod h1:FMv+mEhP44yOT+4EoQTLFTRgOQ1FBLkstjWtayDeSgw=
 gopkg.in/check.v1 v0.0.0-20161208181325-20d25e280405/go.mod h1:Co6ibVJAznAaIkqp8huTwlJQCZ016jof/cbN4VW5Yz0=
 gopkg.in/check.v1 v1.0.0-20180628173108-788fd7840127/go.mod h1:Co6ibVJAznAaIkqp8huTwlJQCZ016jof/cbN4VW5Yz0=
 gopkg.in/check.v1 v1.0.0-20190902080502-41f04d3bba15 h1:YR8cESwS4TdDjEe65xsg0ogRM/Nc3DYOhEAlW+xobZo=
 gopkg.in/check.v1 v1.0.0-20190902080502-41f04d3bba15/go.mod h1:Co6ibVJAznAaIkqp8huTwlJQCZ016jof/cbN4VW5Yz0=
 gopkg.in/check.v1 v1.0.0-20201130134442-10cb98267c6c h1:Hei/4ADfdWqJk1ZMxUNpqntNwaWcugrBjAiHlqqRiVk=
 gopkg.in/check.v1 v1.0.0-20201130134442-10cb98267c6c/go.mod h1:JHkPIbrfpd72SG/EVd6muEfDQjcINNoR0C8j2r3qZ4Q=
 gopkg.in/cheggaaa/pb.v1 v1.0.27/go.mod h1:V/YB90LKu/1FcN3WVnfiiE5oMCibMjukxqG/qStrOgw=
 gopkg.in/errgo.v2 v2.1.0/go.mod h1:hNsd1EY+bozCKY1Ytp96fpM3vjJbqLJn88ws8XvfDNI=
 gopkg.in/fsnotify.v1 v1.4.7/go.mod h1:Tz8NjZHkW78fSQdbUxIjBTcgA1z1m8ZHf0WmKUhAMys=
 gopkg.in/go-playground/assert.v1 v1.2.1/go.mod h1:9RXL0bg/zibRAgZUYszZSwO/z8Y/a8bDuhia5mkpMnE=
 gopkg.in/go-playground/validator.v9 v9.29.1/go.mod h1:+c9/zcJMFNgbLvly1L1V+PpxWdVbfP1avr/N00E2vyQ=
 gopkg.in/inconshreveable/log15.v2 v2.0.0-20180818164646-67afb5ed74ec/go.mod h1:aPpfJ7XW+gOuirDoZ8gHhLh3kZ1B08FtV2bbmy7Jv3s=
 gopkg.in/ini.v1 v1.51.0/go.mod h1:pNLf8WUiyNEtQjuu5G5vTm06TEv9tsIgeAvK8hOrP4k=
 gopkg.in/ini.v1 v1.67.0 h1:Dgnx+6+nfE+IfzjUEISNeydPJh9AXNNsWbGP9KzCsOA=
@ -1142,6 +1120,7 @@ modernc.org/golex v1.0.0/go.mod h1:b/QX9oBD/LhixY6NDh+IdGv17hgB+51fET1i2kPSmvk=
 modernc.org/mathutil v1.0.0/go.mod h1:wU0vUrJsVWBZ4P6e7xtFJEhFSNsfRLJ8H458uRjg03k=
 modernc.org/strutil v1.1.0/go.mod h1:lstksw84oURvj9y3tn8lGvRxyRC1S2+g5uuIzNfIOBs=
 modernc.org/xc v1.0.0/go.mod h1:mRNCo0bvLjGhHO9WsyuKVU4q0ceiDDDoEeWDJHrNx8I=
 nullprogram.com/x/optparse v1.0.0/go.mod h1:KdyPE+Igbe0jQUrVfMqDMeJQIJZEuyV7pjYmp6pbG50=
 rsc.io/binaryregexp v0.2.0/go.mod h1:qTv7/COck+e2FymRvadv62gMdZztPaShugOCi3I+8D8=
 rsc.io/pdf v0.1.1/go.mod h1:n8OzWcQ6Sp37PL01nO98y4iUCRdTGarVfzxY20ICaU4=
 rsc.io/quote/v3 v3.1.0/go.mod h1:yEA65RcK8LyAZtP9Kv3t0HmxON59tX3rD+tICJqUlj0=
--- a/migrations/mysql/20240918132534_add_position_index.sql
+++ b/migrations/mysql/20240918132534_add_position_index.sql
@ -0,0 +1,10 @@
 -- +up
 -- +begin
 CREATE INDEX positions_traded_at ON positions (traded_at, profit);
 -- +end
 -- +down
 -- +begin
 DROP INDEX positions_traded_at ON positions;
 -- +end
--- a/migrations/sqlite3/20240918132534_add_position_index.sql
+++ b/migrations/sqlite3/20240918132534_add_position_index.sql
@ -0,0 +1,10 @@
 -- +up
 -- +begin
 CREATE INDEX positions_traded_at ON positions (traded_at, profit);
 -- +end
 -- +down
 -- +begin
 DROP INDEX positions_traded_at;
 -- +end
--- a/pkg/bbgo/activeorderbook.go
+++ b/pkg/bbgo/activeorderbook.go
@ -359,6 +359,7 @@ func (b *ActiveOrderBook) Add(orders ...types.Order) {
 		}
 		b.add(order)
 		b.EmitNew(order)
 	}
 }
@ -466,6 +467,12 @@ func (b *ActiveOrderBook) Lookup(f func(o types.Order) bool) *types.Order {
 func (b *ActiveOrderBook) filterExistingOrders(orders []types.Order) (existingOrders types.OrderSlice) {
 	for _, o := range orders {
 		// skip market order
 		// this prevents if someone added a market order to the active order book
 		if o.Type == types.OrderTypeMarket {
 			continue
 		}
 		if b.Exists(o) {
 			existingOrders.Add(o)
 		}
--- a/pkg/bbgo/marketdatastore.go
+++ b/pkg/bbgo/marketdatastore.go
@ -5,6 +5,8 @@ import "github.com/c9s/bbgo/pkg/types"
 const MaxNumOfKLines = 5_000
 const MaxNumOfKLinesTruncate = 100
 const CapacityOfKLineWindowLimit = 5_000
 // MarketDataStore receives and maintain the public market data of a single symbol
 //go:generate callbackgen -type MarketDataStore
 type MarketDataStore struct {
@ -57,10 +59,20 @@ func (store *MarketDataStore) AddKLine(k types.KLine) {
 	}
 	window.Add(k)
-	if len(*window) > MaxNumOfKLines {
+	truncateKLineWindowIfNeeded(window)
 		*window = (*window)[MaxNumOfKLinesTruncate-1:]
 	}
 	store.EmitKLineClosed(k)
 	store.EmitKLineWindowUpdate(k.Interval, *window)
 }
 func truncateKLineWindowIfNeeded(window *types.KLineWindow) {
 	lenOfWindow := len(*window)
 	capOfWindow := cap(*window)
 	if lenOfWindow == capOfWindow && capOfWindow > CapacityOfKLineWindowLimit {
 		size := CapacityOfKLineWindowLimit / 2
 		start := lenOfWindow - size
 		copy(*window, (*window)[start:])
 		*window = (*window)[:size]
 	}
 }
--- a/pkg/bbgo/marketdatastore_test.go
+++ b/pkg/bbgo/marketdatastore_test.go
@ -0,0 +1,45 @@
 package bbgo
 import (
 	"testing"
 	"github.com/c9s/bbgo/pkg/types"
 	"github.com/stretchr/testify/assert"
 )
 func TestMarketDataStore_AddKLineAndTruncateWindow(t *testing.T) {
 	store := NewMarketDataStore("BTCUSD")
 	interval := types.Interval1s
 	var maxCap int = 0
 	capFixed := false
 	var gid uint64 = 0
 	// insert 1.5 * CapacityOfKLineWindowLimit KLine into window
 	for ; gid < CapacityOfKLineWindowLimit+(CapacityOfKLineWindowLimit/2); gid++ {
 		store.AddKLine(types.KLine{
 			Interval: interval,
 			GID:      gid,
 		})
 		// if the capacity is > CapacityOfKLineWindowLimit, the capacity should be fixed. We use this if expression to verify it then.
 		if !capFixed && cap(*store.KLineWindows[interval]) > CapacityOfKLineWindowLimit {
 			maxCap = cap(*store.KLineWindows[interval])
 			capFixed = true
 		}
 	}
 	window := store.KLineWindows[interval]
 	// make sure the capacity is fixed
 	assert.Equal(t, maxCap, cap(*window))
 	// after truncate, it will remain (CapacityOfKLineWindowLimit / 2) KLine in the window
 	// so the first GIC will be the maxCap - (CapacityOfKLineWindowLimit / 2)
 	truncatedGID := uint64(maxCap - (CapacityOfKLineWindowLimit / 2))
 	for _, kline := range *window {
 		assert.Equal(t, truncatedGID, kline.GID)
 		truncatedGID++
 	}
 }
--- a/pkg/bbgo/metrics.go
+++ b/pkg/bbgo/metrics.go
@ -9,35 +9,94 @@ var (
 			Help: "bbgo exchange session connection status",
 		},
 		[]string{
-			"exchange", // exchange name
+			"session",
-			"channel",  // channel: user or market
+			"exchange",    // exchange name
-			"margin",   // margin type: none, margin or isolated
+			"channel",     // channel: user or market
-			"symbol",   // margin symbol of the connection.
+			"margin_type", // margin type: none, margin or isolated
 			"symbol",      // margin symbol of the connection.
 		},
 	)
-	metricsLockedBalances = prometheus.NewGaugeVec(
+	metricsBalanceLockedMetrics = prometheus.NewGaugeVec(
 		prometheus.GaugeOpts{
 			Name: "bbgo_balances_locked",
 			Help: "bbgo exchange locked balances",
 		},
 		[]string{
-			"exchange", // exchange name
+			"session",
-			"margin",   // margin of connection. 1 or 0
+			"exchange",    // exchange name
-			"symbol",   // margin symbol of the connection.
+			"margin_type", // margin of connection. 1 or 0
 			"symbol",      // margin symbol of the connection.
 			"currency",
 		},
 	)
-	metricsAvailableBalances = prometheus.NewGaugeVec(
+	metricsBalanceAvailableMetrics = prometheus.NewGaugeVec(
 		prometheus.GaugeOpts{
 			Name: "bbgo_balances_available",
 			Help: "bbgo exchange available balances",
 		},
 		[]string{
-			"exchange", // exchange name
+			"session",
-			"margin",   // margin of connection. none, margin or isolated
+			"exchange",    // exchange name
-			"symbol",   // margin symbol of the connection.
+			"margin_type", // margin of connection. none, margin or isolated
 			"symbol",      // margin symbol of the connection.
 			"currency",
 		},
 	)
 	metricsBalanceDebtMetrics = prometheus.NewGaugeVec(
 		prometheus.GaugeOpts{
 			Name: "bbgo_balances_debt",
 			Help: "bbgo exchange balance debt",
 		},
 		[]string{
 			"session",
 			"exchange",    // exchange name
 			"margin_type", // margin of connection. none, margin or isolated
 			"symbol",      // margin symbol of the connection.
 			"currency",
 		},
 	)
 	metricsBalanceBorrowedMetrics = prometheus.NewGaugeVec(
 		prometheus.GaugeOpts{
 			Name: "bbgo_balances_borrowed",
 			Help: "bbgo exchange balance borrowed",
 		},
 		[]string{
 			"session",
 			"exchange",    // exchange name
 			"margin_type", // margin of connection. none, margin or isolated
 			"symbol",      // margin symbol of the connection.
 			"currency",
 		},
 	)
 	metricsBalanceInterestMetrics = prometheus.NewGaugeVec(
 		prometheus.GaugeOpts{
 			Name: "bbgo_balances_interest",
 			Help: "bbgo exchange balance interest",
 		},
 		[]string{
 			"session",
 			"exchange",    // exchange name
 			"margin_type", // margin of connection. none, margin or isolated
 			"symbol",      // margin symbol of the connection.
 			"currency",
 		},
 	)
 	metricsBalanceNetMetrics = prometheus.NewGaugeVec(
 		prometheus.GaugeOpts{
 			Name: "bbgo_balances_net",
 			Help: "bbgo exchange session total net balances",
 		},
 		[]string{
 			"session",
 			"exchange",    // exchange name
 			"margin_type", // margin of connection. none, margin or isolated
 			"symbol",      // margin symbol of the connection.
 			"currency",
 		},
 	)
@ -48,9 +107,10 @@ var (
 			Help: "bbgo exchange session total balances",
 		},
 		[]string{
-			"exchange", // exchange name
+			"session",
-			"margin",   // margin of connection. none, margin or isolated
+			"exchange",    // exchange name
-			"symbol",   // margin symbol of the connection.
+			"margin_type", // margin of connection. none, margin or isolated
 			"symbol",      // margin symbol of the connection.
 			"currency",
 		},
 	)
@ -61,11 +121,12 @@ var (
 			Help: "bbgo exchange session trades",
 		},
 		[]string{
-			"exchange",  // exchange name
+			"session",
-			"margin",    // margin of connection. none, margin or isolated
+			"exchange",    // exchange name
-			"symbol",    // margin symbol of the connection.
+			"margin_type", // margin of connection. none, margin or isolated
-			"side",      // side: buy or sell
+			"symbol",      // margin symbol of the connection.
-			"liquidity", // maker or taker
+			"side",        // side: buy or sell
 			"liquidity",   // maker or taker
 		},
 	)
@ -75,26 +136,28 @@ var (
 			Help: "bbgo trading volume",
 		},
 		[]string{
-			"exchange",  // exchange name
+			"session",
-			"margin",    // margin of connection. none, margin or isolated
+			"exchange",    // exchange name
-			"symbol",    // margin symbol of the connection.
+			"margin_type", // margin of connection. none, margin or isolated
-			"side",      // side: buy or sell
+			"symbol",      // margin symbol of the connection.
-			"liquidity", // maker or taker
+			"side",        // side: buy or sell
 			"liquidity",   // maker or taker
 		},
 	)
-	metricsLastUpdateTimeBalance = prometheus.NewGaugeVec(
+	metricsLastUpdateTimeMetrics = prometheus.NewGaugeVec(
 		prometheus.GaugeOpts{
 			Name: "bbgo_last_update_time",
 			Help: "bbgo last update time of different channel",
 		},
 		[]string{
-			"exchange",  // exchange name
+			"session",
-			"margin",    // margin of connection. none, margin or isolated
+			"exchange",    // exchange name
-			"channel",   // channel: user, market
+			"margin_type", // margin of connection. none, margin or isolated
-			"data_type", // type: balance, ticker, kline, orderbook, trade, order
+			"channel",     // channel: user, market
-			"symbol",    // for market data, trade and order
+			"data_type",   // type: balance, ticker, kline, orderbook, trade, order
-			"currency",  // for balance
+			"symbol",      // for market data, trade and order
 			"currency",    // for balance
 		},
 	)
 )
@ -103,10 +166,14 @@ func init() {
 	prometheus.MustRegister(
 		metricsConnectionStatus,
 		metricsTotalBalances,
-		metricsLockedBalances,
+		metricsBalanceNetMetrics,
-		metricsAvailableBalances,
+		metricsBalanceLockedMetrics,
 		metricsBalanceAvailableMetrics,
 		metricsBalanceDebtMetrics,
 		metricsBalanceBorrowedMetrics,
 		metricsBalanceInterestMetrics,
 		metricsTradesTotal,
 		metricsTradingVolume,
-		metricsLastUpdateTimeBalance,
+		metricsLastUpdateTimeMetrics,
 	)
 }
--- a/pkg/bbgo/order_executor_general.go
+++ b/pkg/bbgo/order_executor_general.go
@ -27,7 +27,9 @@ var quantityReduceDelta = fixedpoint.NewFromFloat(0.005)
 // This is for the maximum retries
 const submitOrderRetryLimit = 5
 // BaseOrderExecutor provides the common accessors for order executor
 type BaseOrderExecutor struct {
 	exchange          types.Exchange
 	session           *ExchangeSession
 	activeMakerOrders *ActiveOrderBook
 	orderStore        *core.OrderStore
@ -43,8 +45,8 @@ func (e *BaseOrderExecutor) ActiveMakerOrders() *ActiveOrderBook {
 // GracefulCancel cancels all active maker orders if orders are not given, otherwise cancel all the given orders
 func (e *BaseOrderExecutor) GracefulCancel(ctx context.Context, orders ...types.Order) error {
-	if err := e.activeMakerOrders.GracefulCancel(ctx, e.session.Exchange, orders...); err != nil {
+	if err := e.activeMakerOrders.GracefulCancel(ctx, e.exchange, orders...); err != nil {
-		return errors.Wrap(err, "graceful cancel error")
+		return errors.Wrap(err, "graceful cancel order error")
 	}
 	return nil
@ -84,6 +86,7 @@ func NewGeneralOrderExecutor(
 	executor := &GeneralOrderExecutor{
 		BaseOrderExecutor: BaseOrderExecutor{
 			session:           session,
 			exchange:          session.Exchange,
 			activeMakerOrders: NewActiveOrderBook(symbol),
 			orderStore:        orderStore,
 		},
@ -111,7 +114,7 @@ func (e *GeneralOrderExecutor) SetMaxRetries(maxRetries uint) {
 }
 func (e *GeneralOrderExecutor) startMarginAssetUpdater(ctx context.Context) {
-	marginService, ok := e.session.Exchange.(types.MarginBorrowRepayService)
+	marginService, ok := e.exchange.(types.MarginBorrowRepayService)
 	if !ok {
 		log.Warnf("session %s (%T) exchange does not support MarginBorrowRepayService", e.session.Name, e.session.Exchange)
 		return
--- a/pkg/bbgo/order_executor_simple.go
+++ b/pkg/bbgo/order_executor_simple.go
@ -22,6 +22,7 @@ func NewSimpleOrderExecutor(session *ExchangeSession) *SimpleOrderExecutor {
 	return &SimpleOrderExecutor{
 		BaseOrderExecutor: BaseOrderExecutor{
 			session:           session,
 			exchange:          session.Exchange,
 			activeMakerOrders: NewActiveOrderBook(""),
 			orderStore:        core.NewOrderStore(""),
 		},
--- a/pkg/bbgo/quota.go
+++ b/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()
--- a/pkg/bbgo/session.go
+++ b/pkg/bbgo/session.go
@ -54,11 +54,11 @@ type ExchangeSession struct {
 	PublicOnly bool `json:"publicOnly,omitempty" yaml:"publicOnly"`
 	// PrivateChannels is used for filtering the private user data channel, .e.g, orders, trades, balances.. etc
-	// This option is exchange specific
+	// This option is exchange-specific, currently only MAX exchange reads this option
 	PrivateChannels []string `json:"privateChannels,omitempty" yaml:"privateChannels,omitempty"`
 	// PrivateChannelSymbols is used for filtering the private user data channel, .e.g, order symbol subscription.
-	// This option is exchange specific
+	// This option is exchange-specific, currently only Bitget exchange reads this option
 	PrivateChannelSymbols []string `json:"privateChannelSymbols,omitempty" yaml:"privateChannelSymbols,omitempty"`
 	Margin               bool   `json:"margin,omitempty" yaml:"margin"`
@ -405,6 +405,8 @@ func (session *ExchangeSession) initSymbol(ctx context.Context, environ *Environ
 		return fmt.Errorf("market %s is not defined", symbol)
 	}
 	session.logger.Infof("environment config: %+v", environ.environmentConfig)
 	disableMarketDataStore := environ.environmentConfig != nil && environ.environmentConfig.DisableMarketDataStore
 	disableSessionTradeBuffer := environ.environmentConfig != nil && environ.environmentConfig.DisableSessionTradeBuffer
 	maxSessionTradeBufferSize := 0
@ -464,7 +466,7 @@ func (session *ExchangeSession) initSymbol(ctx context.Context, environ *Environ
 	for _, sub := range session.Subscriptions {
 		switch sub.Channel {
 		case types.BookChannel:
-			book := types.NewStreamBook(sub.Symbol)
+			book := types.NewStreamBook(sub.Symbol, session.ExchangeName)
 			book.BindStream(session.MarketDataStream)
 			session.orderBooks[sub.Symbol] = book
@ -886,91 +888,106 @@ func (session *ExchangeSession) InitExchange(name string, ex types.Exchange) err
 	return nil
 }
-func (session *ExchangeSession) MarginType() string {
+func (session *ExchangeSession) MarginType() types.MarginType {
 	margin := "none"
 	if session.Margin {
 		margin = "margin"
 		if session.IsolatedMargin {
-			margin = "isolated"
+			return types.MarginTypeIsolatedMargin
 		} else {
 			return types.MarginTypeCrossMargin
 		}
 	}
-	return margin
+
 	return types.MarginTypeSpot
 }
 func (session *ExchangeSession) metricsBalancesUpdater(balances types.BalanceMap) {
 	for currency, balance := range balances {
 		labels := prometheus.Labels{
-			"exchange": session.ExchangeName.String(),
+			"session":     session.Name,
-			"margin":   session.MarginType(),
+			"exchange":    session.ExchangeName.String(),
-			"symbol":   session.IsolatedMarginSymbol,
+			"margin_type": string(session.MarginType()),
-			"currency": currency,
+			"symbol":      session.IsolatedMarginSymbol,
 			"currency":    currency,
 		}
 		metricsTotalBalances.With(labels).Set(balance.Total().Float64())
-		metricsLockedBalances.With(labels).Set(balance.Locked.Float64())
+		metricsBalanceNetMetrics.With(labels).Set(balance.Net().Float64())
-		metricsAvailableBalances.With(labels).Set(balance.Available.Float64())
+		metricsBalanceAvailableMetrics.With(labels).Set(balance.Available.Float64())
-		metricsLastUpdateTimeBalance.With(prometheus.Labels{
+		metricsBalanceLockedMetrics.With(labels).Set(balance.Locked.Float64())
-			"exchange":  session.ExchangeName.String(),
+
-			"margin":    session.MarginType(),
+		// margin metrics
-			"channel":   "user",
+		metricsBalanceDebtMetrics.With(labels).Set(balance.Debt().Float64())
-			"data_type": "balance",
+		metricsBalanceBorrowedMetrics.With(labels).Set(balance.Borrowed.Float64())
-			"symbol":    "",
+		metricsBalanceInterestMetrics.With(labels).Set(balance.Interest.Float64())
-			"currency":  currency,
+
 		metricsLastUpdateTimeMetrics.With(prometheus.Labels{
 			"session":     session.Name,
 			"exchange":    session.ExchangeName.String(),
 			"margin_type": string(session.MarginType()),
 			"channel":     "user",
 			"data_type":   "balance",
 			"symbol":      "",
 			"currency":    currency,
 		}).SetToCurrentTime()
 	}
 }
 func (session *ExchangeSession) metricsOrderUpdater(order types.Order) {
-	metricsLastUpdateTimeBalance.With(prometheus.Labels{
+	metricsLastUpdateTimeMetrics.With(prometheus.Labels{
-		"exchange":  session.ExchangeName.String(),
+		"session":     session.Name,
-		"margin":    session.MarginType(),
+		"exchange":    session.ExchangeName.String(),
-		"channel":   "user",
+		"margin_type": string(session.MarginType()),
-		"data_type": "order",
+		"channel":     "user",
-		"symbol":    order.Symbol,
+		"data_type":   "order",
-		"currency":  "",
+		"symbol":      order.Symbol,
 		"currency":    "",
 	}).SetToCurrentTime()
 }
 func (session *ExchangeSession) metricsTradeUpdater(trade types.Trade) {
 	labels := prometheus.Labels{
-		"exchange":  session.ExchangeName.String(),
+		"session":     session.Name,
-		"margin":    session.MarginType(),
+		"exchange":    session.ExchangeName.String(),
-		"side":      trade.Side.String(),
+		"margin_type": string(session.MarginType()),
-		"symbol":    trade.Symbol,
+		"side":        trade.Side.String(),
-		"liquidity": trade.Liquidity(),
+		"symbol":      trade.Symbol,
 		"liquidity":   trade.Liquidity(),
 	}
 	metricsTradingVolume.With(labels).Add(trade.Quantity.Mul(trade.Price).Float64())
 	metricsTradesTotal.With(labels).Inc()
-	metricsLastUpdateTimeBalance.With(prometheus.Labels{
+	metricsLastUpdateTimeMetrics.With(prometheus.Labels{
-		"exchange":  session.ExchangeName.String(),
+		"session":     session.Name,
-		"margin":    session.MarginType(),
+		"exchange":    session.ExchangeName.String(),
-		"channel":   "user",
+		"margin_type": string(session.MarginType()),
-		"data_type": "trade",
+		"channel":     "user",
-		"symbol":    trade.Symbol,
+		"data_type":   "trade",
-		"currency":  "",
+		"symbol":      trade.Symbol,
 		"currency":    "",
 	}).SetToCurrentTime()
 }
 func (session *ExchangeSession) bindMarketDataStreamMetrics(stream types.Stream) {
 	stream.OnBookUpdate(func(book types.SliceOrderBook) {
-		metricsLastUpdateTimeBalance.With(prometheus.Labels{
+		metricsLastUpdateTimeMetrics.With(prometheus.Labels{
-			"exchange":  session.ExchangeName.String(),
+			"session":     session.Name,
-			"margin":    session.MarginType(),
+			"exchange":    session.ExchangeName.String(),
-			"channel":   "market",
+			"margin_type": string(session.MarginType()),
-			"data_type": "book",
+			"channel":     "market",
-			"symbol":    book.Symbol,
+			"data_type":   "book",
-			"currency":  "",
+			"symbol":      book.Symbol,
 			"currency":    "",
 		}).SetToCurrentTime()
 	})
 	stream.OnKLineClosed(func(kline types.KLine) {
-		metricsLastUpdateTimeBalance.With(prometheus.Labels{
+		metricsLastUpdateTimeMetrics.With(prometheus.Labels{
-			"exchange":  session.ExchangeName.String(),
+			"session":     session.Name,
-			"margin":    session.MarginType(),
+			"exchange":    session.ExchangeName.String(),
-			"channel":   "market",
+			"margin_type": string(session.MarginType()),
-			"data_type": "kline",
+			"channel":     "market",
-			"symbol":    kline.Symbol,
+			"data_type":   "kline",
-			"currency":  "",
+			"symbol":      kline.Symbol,
 			"currency":    "",
 		}).SetToCurrentTime()
 	})
 }
@ -982,18 +999,20 @@ func (session *ExchangeSession) bindUserDataStreamMetrics(stream types.Stream) {
 	stream.OnOrderUpdate(session.metricsOrderUpdater)
 	stream.OnDisconnect(func() {
 		metricsConnectionStatus.With(prometheus.Labels{
-			"channel":  "user",
+			"channel":     "user",
-			"exchange": session.ExchangeName.String(),
+			"session":     session.Name,
-			"margin":   session.MarginType(),
+			"exchange":    session.ExchangeName.String(),
-			"symbol":   session.IsolatedMarginSymbol,
+			"margin_type": string(session.MarginType()),
 			"symbol":      session.IsolatedMarginSymbol,
 		}).Set(0.0)
 	})
 	stream.OnConnect(func() {
 		metricsConnectionStatus.With(prometheus.Labels{
-			"channel":  "user",
+			"channel":     "user",
-			"exchange": session.ExchangeName.String(),
+			"session":     session.Name,
-			"margin":   session.MarginType(),
+			"exchange":    session.ExchangeName.String(),
-			"symbol":   session.IsolatedMarginSymbol,
+			"margin_type": string(session.MarginType()),
 			"symbol":      session.IsolatedMarginSymbol,
 		}).Set(1.0)
 	})
 }
--- a/pkg/bbgo/trader.go
+++ b/pkg/bbgo/trader.go
@ -16,8 +16,18 @@ import (
 )
 // Strategy method calls:
 // -> Initialize()   (optional method)
 // -> Defaults()     (optional method)
 //
 //	setup default static values from constants
 //
 // -> Initialize()   (optional method)
 //
 //	initialize dynamic runtime objects
 //
 // -> Subscribe()
 //
 //	register the subscriptions
 //
 // -> Validate()     (optional method)
 // -> Run()          (optional method)
 // -> Shutdown(shutdownCtx context.Context, wg *sync.WaitGroup)
@ -112,6 +122,12 @@ func (trader *Trader) DisableLogging() {
 }
 func (trader *Trader) Configure(userConfig *Config) error {
 	// config environment
 	if userConfig.Environment != nil && trader.environment != nil {
 		trader.environment.environmentConfig = userConfig.Environment
 	}
 	// config risk control
 	if userConfig.RiskControls != nil {
 		trader.SetRiskControls(userConfig.RiskControls)
 	}
@ -171,12 +187,6 @@ func (trader *Trader) SetRiskControls(riskControls *RiskControls) {
 func (trader *Trader) RunSingleExchangeStrategy(
 	ctx context.Context, strategy SingleExchangeStrategy, session *ExchangeSession, orderExecutor OrderExecutor,
 ) error {
 	if v, ok := strategy.(StrategyValidator); ok {
 		if err := v.Validate(); err != nil {
 			return fmt.Errorf("failed to validate the config: %w", err)
 		}
 	}
 	if shutdown, ok := strategy.(StrategyShutdown); ok {
 		trader.gracefulShutdown.OnShutdown(shutdown.Shutdown)
 	}
@ -238,12 +248,6 @@ func (trader *Trader) injectFieldsAndSubscribe(ctx context.Context) error {
 				return err
 			}
 			if defaulter, ok := strategy.(StrategyDefaulter); ok {
 				if err := defaulter.Defaults(); err != nil {
 					panic(err)
 				}
 			}
 			if subscriber, ok := strategy.(ExchangeSessionSubscriber); ok {
 				subscriber.Subscribe(session)
 			} else {
@ -304,12 +308,6 @@ func (trader *Trader) injectFieldsAndSubscribe(ctx context.Context) error {
 			}
 		}
 		if initializer, ok := strategy.(StrategyInitializer); ok {
 			if err := initializer.Initialize(); err != nil {
 				return err
 			}
 		}
 		if subscriber, ok := strategy.(CrossExchangeSessionSubscriber); ok {
 			subscriber.CrossSubscribe(trader.environment.sessions)
 		} else {
@ -356,8 +354,23 @@ func (trader *Trader) Run(ctx context.Context) error {
 	return trader.environment.Connect(ctx)
 }
 // Initialize initializes the strategies, this method is called before the Run method.
 // It sets the default values and validates the strategy configurations.
 // And calls the Initialize method if the strategy implements the Initialize method.
 func (trader *Trader) Initialize(ctx context.Context) error {
 	return trader.IterateStrategies(func(strategy StrategyID) error {
 		if defaulter, ok := strategy.(StrategyDefaulter); ok {
 			if err := defaulter.Defaults(); err != nil {
 				return err
 			}
 		}
 		if v, ok := strategy.(StrategyValidator); ok {
 			if err := v.Validate(); err != nil {
 				return fmt.Errorf("found invalid strategy config: %w", err)
 			}
 		}
 		if initializer, ok := strategy.(StrategyInitializer); ok {
 			return initializer.Initialize()
 		}
--- a/pkg/cmd/execute_order.go
+++ b/pkg/cmd/execute_order.go
@ -0,0 +1,221 @@
 package cmd
 import (
 	"context"
 	"fmt"
 	"os"
 	"os/signal"
 	"syscall"
 	"time"
 	"github.com/pkg/errors"
 	"github.com/sirupsen/logrus"
 	"github.com/spf13/cobra"
 	"github.com/c9s/bbgo/pkg/bbgo"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
 	_ "github.com/c9s/bbgo/pkg/twap"
 	"github.com/c9s/bbgo/pkg/types"
 	"github.com/c9s/bbgo/pkg/util"
 	"github.com/c9s/bbgo/pkg/twap/v2"
 )
 func init() {
 	executeOrderCmd.Flags().String("session", "", "the exchange session name for sync")
 	executeOrderCmd.Flags().String("symbol", "", "the trading pair, like btcusdt")
 	executeOrderCmd.Flags().String("side", "", "the trading side: buy or sell")
 	executeOrderCmd.Flags().String("target-quantity", "", "target quantity")
 	executeOrderCmd.Flags().String("slice-quantity", "", "slice quantity")
 	executeOrderCmd.Flags().String("stop-price", "0", "stop price")
 	executeOrderCmd.Flags().String("order-update-rate-limit", "1s", "order update rate limit, syntax: 1+1/1m")
 	executeOrderCmd.Flags().Duration("update-interval", time.Second*10, "order update time")
 	executeOrderCmd.Flags().Duration("delay-interval", time.Second*3, "order delay time after filled")
 	executeOrderCmd.Flags().Duration("deadline", 0, "deadline duration of the order execution, e.g. 1h")
 	executeOrderCmd.Flags().Int("price-ticks", 0, "the number of price tick for the jump spread, default to 0")
 	RootCmd.AddCommand(executeOrderCmd)
 }
 var executeOrderCmd = &cobra.Command{
 	Use:          "execute-order --session SESSION --symbol SYMBOL --side SIDE --target-quantity TOTAL_QUANTITY --slice-quantity SLICE_QUANTITY",
 	Short:        "execute buy/sell on the balance/position you have on specific symbol",
 	SilenceUsage: true,
 	PreRunE: cobraInitRequired([]string{
 		"symbol",
 		"side",
 		"target-quantity",
 		"slice-quantity",
 	}),
 	RunE: func(cmd *cobra.Command, args []string) error {
 		ctx := context.Background()
 		sessionName, err := cmd.Flags().GetString("session")
 		if err != nil {
 			return err
 		}
 		symbol, err := cmd.Flags().GetString("symbol")
 		if err != nil {
 			return fmt.Errorf("can not get the symbol from flags: %w", err)
 		}
 		if symbol == "" {
 			return fmt.Errorf("symbol not found")
 		}
 		sideS, err := cmd.Flags().GetString("side")
 		if err != nil {
 			return fmt.Errorf("can't get side: %w", err)
 		}
 		side, err := types.StrToSideType(sideS)
 		if err != nil {
 			return err
 		}
 		targetQuantityS, err := cmd.Flags().GetString("target-quantity")
 		if err != nil {
 			return err
 		}
 		if len(targetQuantityS) == 0 {
 			return errors.New("--target-quantity can not be empty")
 		}
 		targetQuantity, err := fixedpoint.NewFromString(targetQuantityS)
 		if err != nil {
 			return err
 		}
 		sliceQuantityS, err := cmd.Flags().GetString("slice-quantity")
 		if err != nil {
 			return err
 		}
 		if len(sliceQuantityS) == 0 {
 			return errors.New("--slice-quantity can not be empty")
 		}
 		sliceQuantity, err := fixedpoint.NewFromString(sliceQuantityS)
 		if err != nil {
 			return err
 		}
 		numOfPriceTicks, err := cmd.Flags().GetInt("price-ticks")
 		if err != nil {
 			return err
 		}
 		stopPriceS, err := cmd.Flags().GetString("stop-price")
 		if err != nil {
 			return err
 		}
 		stopPrice, err := fixedpoint.NewFromString(stopPriceS)
 		if err != nil {
 			return err
 		}
 		orderUpdateRateLimitStr, err := cmd.Flags().GetString("order-update-rate-limit")
 		if err != nil {
 			return err
 		}
 		updateInterval, err := cmd.Flags().GetDuration("update-interval")
 		if err != nil {
 			return err
 		}
 		delayInterval, err := cmd.Flags().GetDuration("delay-interval")
 		if err != nil {
 			return err
 		}
 		deadlineDuration, err := cmd.Flags().GetDuration("deadline")
 		if err != nil {
 			return err
 		}
 		var deadlineTime time.Time
 		if deadlineDuration > 0 {
 			deadlineTime = time.Now().Add(deadlineDuration)
 		}
 		environ := bbgo.NewEnvironment()
 		if err := environ.ConfigureExchangeSessions(userConfig); err != nil {
 			return err
 		}
 		if err := environ.Init(ctx); err != nil {
 			return err
 		}
 		session, ok := environ.Session(sessionName)
 		if !ok {
 			return fmt.Errorf("session %s not found", sessionName)
 		}
 		executionCtx, cancelExecution := context.WithCancel(ctx)
 		defer cancelExecution()
 		market, ok := session.Market(symbol)
 		if !ok {
 			return fmt.Errorf("market %s not found", symbol)
 		}
 		executor := twap.NewFixedQuantityExecutor(session.Exchange, symbol, market, side, targetQuantity, sliceQuantity)
 		if updateInterval > 0 {
 			executor.SetUpdateInterval(updateInterval)
 		}
 		if len(orderUpdateRateLimitStr) > 0 {
 			rateLimit, err := util.ParseRateLimitSyntax(orderUpdateRateLimitStr)
 			if err != nil {
 				return err
 			}
 			executor.SetOrderUpdateRateLimit(rateLimit)
 		}
 		if delayInterval > 0 {
 			executor.SetDelayInterval(delayInterval)
 		}
 		if stopPrice.Sign() > 0 {
 			executor.SetStopPrice(stopPrice)
 		}
 		// NumOfTicks:     numOfPriceTicks,
 		if !deadlineTime.IsZero() {
 			executor.SetDeadlineTime(deadlineTime)
 		}
 		if numOfPriceTicks > 0 {
 			executor.SetNumOfTicks(numOfPriceTicks)
 		}
 		if err := executor.Start(executionCtx); err != nil {
 			return err
 		}
 		var sigC = make(chan os.Signal, 1)
 		signal.Notify(sigC, syscall.SIGINT, syscall.SIGTERM)
 		defer signal.Stop(sigC)
 		select {
 		case <-ctx.Done():
 		case sig := <-sigC:
 			logrus.Warnf("signal %v", sig)
 			logrus.Infof("shutting down order executor...")
 			shutdownCtx, cancelShutdown := context.WithDeadline(ctx, time.Now().Add(10*time.Second))
 			executor.Shutdown(shutdownCtx)
 			cancelShutdown()
 		case <-executor.Done():
 			logrus.Infof("the order execution is completed")
 		}
 		return nil
 	},
 }
--- a/pkg/cmd/orderbook.go
+++ b/pkg/cmd/orderbook.go
@ -54,7 +54,7 @@ var orderbookCmd = &cobra.Command{
 			return fmt.Errorf("session %s not found", sessionName)
 		}
-		orderBook := types.NewMutexOrderBook(symbol)
+		orderBook := types.NewMutexOrderBook(symbol, session.Exchange.Name())
 		s := session.Exchange.NewStream()
 		s.SetPublicOnly()
--- a/pkg/cmd/orders.go
+++ b/pkg/cmd/orders.go
@ -3,19 +3,14 @@ package cmd
 import (
 	"context"
 	"fmt"
 	"os"
 	"os/signal"
 	"strings"
 	"syscall"
 	"time"
 	"github.com/pkg/errors"
 	log "github.com/sirupsen/logrus"
 	"github.com/spf13/cobra"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
 	"github.com/c9s/bbgo/pkg/bbgo"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
 	"github.com/c9s/bbgo/pkg/types"
 )
@ -145,155 +140,6 @@ var listOrdersCmd = &cobra.Command{
 	},
 }
 var executeOrderCmd = &cobra.Command{
 	Use:          "execute-order --session SESSION --symbol SYMBOL --side SIDE --target-quantity TOTAL_QUANTITY --slice-quantity SLICE_QUANTITY",
 	Short:        "execute buy/sell on the balance/position you have on specific symbol",
 	SilenceUsage: true,
 	PreRunE: cobraInitRequired([]string{
 		"symbol",
 		"side",
 		"target-quantity",
 		"slice-quantity",
 	}),
 	RunE: func(cmd *cobra.Command, args []string) error {
 		ctx := context.Background()
 		sessionName, err := cmd.Flags().GetString("session")
 		if err != nil {
 			return err
 		}
 		symbol, err := cmd.Flags().GetString("symbol")
 		if err != nil {
 			return fmt.Errorf("can not get the symbol from flags: %w", err)
 		}
 		if symbol == "" {
 			return fmt.Errorf("symbol not found")
 		}
 		sideS, err := cmd.Flags().GetString("side")
 		if err != nil {
 			return fmt.Errorf("can't get side: %w", err)
 		}
 		side, err := types.StrToSideType(sideS)
 		if err != nil {
 			return err
 		}
 		targetQuantityS, err := cmd.Flags().GetString("target-quantity")
 		if err != nil {
 			return err
 		}
 		if len(targetQuantityS) == 0 {
 			return errors.New("--target-quantity can not be empty")
 		}
 		targetQuantity, err := fixedpoint.NewFromString(targetQuantityS)
 		if err != nil {
 			return err
 		}
 		sliceQuantityS, err := cmd.Flags().GetString("slice-quantity")
 		if err != nil {
 			return err
 		}
 		if len(sliceQuantityS) == 0 {
 			return errors.New("--slice-quantity can not be empty")
 		}
 		sliceQuantity, err := fixedpoint.NewFromString(sliceQuantityS)
 		if err != nil {
 			return err
 		}
 		numOfPriceTicks, err := cmd.Flags().GetInt("price-ticks")
 		if err != nil {
 			return err
 		}
 		stopPriceS, err := cmd.Flags().GetString("stop-price")
 		if err != nil {
 			return err
 		}
 		stopPrice, err := fixedpoint.NewFromString(stopPriceS)
 		if err != nil {
 			return err
 		}
 		updateInterval, err := cmd.Flags().GetDuration("update-interval")
 		if err != nil {
 			return err
 		}
 		deadlineDuration, err := cmd.Flags().GetDuration("deadline")
 		if err != nil {
 			return err
 		}
 		var deadlineTime time.Time
 		if deadlineDuration > 0 {
 			deadlineTime = time.Now().Add(deadlineDuration)
 		}
 		environ := bbgo.NewEnvironment()
 		if err := environ.ConfigureExchangeSessions(userConfig); err != nil {
 			return err
 		}
 		if err := environ.Init(ctx); err != nil {
 			return err
 		}
 		session, ok := environ.Session(sessionName)
 		if !ok {
 			return fmt.Errorf("session %s not found", sessionName)
 		}
 		executionCtx, cancelExecution := context.WithCancel(ctx)
 		defer cancelExecution()
 		execution := &bbgo.TwapExecution{
 			Session:        session,
 			Symbol:         symbol,
 			Side:           side,
 			TargetQuantity: targetQuantity,
 			SliceQuantity:  sliceQuantity,
 			StopPrice:      stopPrice,
 			NumOfTicks:     numOfPriceTicks,
 			UpdateInterval: updateInterval,
 			DeadlineTime:   deadlineTime,
 		}
 		if err := execution.Run(executionCtx); err != nil {
 			return err
 		}
 		var sigC = make(chan os.Signal, 1)
 		signal.Notify(sigC, syscall.SIGINT, syscall.SIGTERM)
 		defer signal.Stop(sigC)
 		select {
 		case sig := <-sigC:
 			log.Warnf("signal %v", sig)
 			log.Infof("shutting down order executor...")
 			shutdownCtx, cancelShutdown := context.WithDeadline(ctx, time.Now().Add(10*time.Second))
 			execution.Shutdown(shutdownCtx)
 			cancelShutdown()
 		case <-execution.Done():
 			log.Infof("the order execution is completed")
 		case <-ctx.Done():
 		}
 		return nil
 	},
 }
 // go run ./cmd/bbgo submit-order --session=ftx --symbol=BTCUSDT --side=buy --price=18000 --quantity=0.001
 var submitOrderCmd = &cobra.Command{
 	Use:          "submit-order --session SESSION --symbol SYMBOL --side SIDE --quantity QUANTITY [--price PRICE]",
@ -413,18 +259,7 @@ func init() {
 	submitOrderCmd.Flags().Bool("market", false, "submit order as a market order")
 	submitOrderCmd.Flags().String("margin-side-effect", "", "margin order side effect")
 	executeOrderCmd.Flags().String("session", "", "the exchange session name for sync")
 	executeOrderCmd.Flags().String("symbol", "", "the trading pair, like btcusdt")
 	executeOrderCmd.Flags().String("side", "", "the trading side: buy or sell")
 	executeOrderCmd.Flags().String("target-quantity", "", "target quantity")
 	executeOrderCmd.Flags().String("slice-quantity", "", "slice quantity")
 	executeOrderCmd.Flags().String("stop-price", "0", "stop price")
 	executeOrderCmd.Flags().Duration("update-interval", time.Second*10, "order update time")
 	executeOrderCmd.Flags().Duration("deadline", 0, "deadline of the order execution")
 	executeOrderCmd.Flags().Int("price-ticks", 0, "the number of price tick for the jump spread, default to 0")
 	RootCmd.AddCommand(listOrdersCmd)
 	RootCmd.AddCommand(getOrderCmd)
 	RootCmd.AddCommand(submitOrderCmd)
 	RootCmd.AddCommand(executeOrderCmd)
 }
--- a/pkg/exchange/binance/convert_futures.go
+++ b/pkg/exchange/binance/convert_futures.go
@ -2,9 +2,10 @@ package binance
 import (
 	"fmt"
 	"github.com/c9s/bbgo/pkg/exchange/binance/binanceapi"
 	"time"
 	"github.com/c9s/bbgo/pkg/exchange/binance/binanceapi"
 	"github.com/adshao/go-binance/v2/futures"
 	"github.com/pkg/errors"
@ -42,11 +43,10 @@ func toGlobalFuturesPositions(futuresPositions []*binanceapi.FuturesAccountPosit
 	retFuturesPositions := make(types.FuturesPositionMap)
 	for _, futuresPosition := range futuresPositions {
 		retFuturesPositions[futuresPosition.Symbol] = types.FuturesPosition{ // TODO: types.FuturesPosition
-			Isolated:               futuresPosition.Isolated,
+			Isolated:    futuresPosition.Isolated,
-			AverageCost:            fixedpoint.MustNewFromString(futuresPosition.EntryPrice),
+			AverageCost: fixedpoint.MustNewFromString(futuresPosition.EntryPrice),
-			ApproximateAverageCost: fixedpoint.MustNewFromString(futuresPosition.EntryPrice),
+			Base:        fixedpoint.MustNewFromString(futuresPosition.PositionAmt),
-			Base:                   fixedpoint.MustNewFromString(futuresPosition.PositionAmt),
+			Quote:       fixedpoint.MustNewFromString(futuresPosition.Notional),
 			Quote:                  fixedpoint.MustNewFromString(futuresPosition.Notional),
 			PositionRisk: &types.PositionRisk{
 				Leverage: fixedpoint.MustNewFromString(futuresPosition.Leverage),
--- a/pkg/exchange/binance/exchange.go
+++ b/pkg/exchange/binance/exchange.go
@ -796,13 +796,24 @@ func (e *Exchange) QueryOrder(ctx context.Context, q types.OrderQuery) (*types.O
 		return nil, err
 	}
 	var order *binance.Order
 	if e.IsMargin {
-		order, err = e.client.NewGetMarginOrderService().Symbol(q.Symbol).OrderID(orderID).Do(ctx)
+		order, err := e.client.NewGetMarginOrderService().Symbol(q.Symbol).OrderID(orderID).Do(ctx)
-	} else {
+		if err != nil {
-		order, err = e.client.NewGetOrderService().Symbol(q.Symbol).OrderID(orderID).Do(ctx)
+			return nil, err
 		}
 		return toGlobalOrder(order, e.IsMargin)
 	}
 	if e.IsFutures {
 		order, err := e.futuresClient.NewGetOrderService().Symbol(q.Symbol).OrderID(orderID).Do(ctx)
 		if err != nil {
 			return nil, err
 		}
 		return toGlobalFuturesOrder(order, false)
 	}
 	order, err := e.client.NewGetOrderService().Symbol(q.Symbol).OrderID(orderID).Do(ctx)
 	if err != nil {
 		return nil, err
 	}
@ -994,7 +1005,6 @@ func (e *Exchange) submitMarginOrder(ctx context.Context, order types.SubmitOrde
 		}
 	}
 	// could be IOC or FOK
 	if len(order.TimeInForce) > 0 {
 		// TODO: check the TimeInForce value
 		req.TimeInForce(binance.TimeInForceType(order.TimeInForce))
--- a/pkg/exchange/max/convert.go
+++ b/pkg/exchange/max/convert.go
@ -247,29 +247,6 @@ func toGlobalTradeV3(t v3.Trade) ([]types.Trade, error) {
 	return trades, nil
 }
 func toGlobalTradeV2(t max.Trade) (*types.Trade, error) {
 	isMargin := t.WalletType == max.WalletTypeMargin
 	side := toGlobalSideType(t.Side)
 	return &types.Trade{
 		ID:            t.ID,
 		OrderID:       t.OrderID,
 		Price:         t.Price,
 		Symbol:        toGlobalSymbol(t.Market),
 		Exchange:      types.ExchangeMax,
 		Quantity:      t.Volume,
 		Side:          side,
 		IsBuyer:       t.IsBuyer(),
 		IsMaker:       t.IsMaker(),
 		Fee:           t.Fee,
 		FeeCurrency:   toGlobalCurrency(t.FeeCurrency),
 		QuoteQuantity: t.Funds,
 		Time:          types.Time(t.CreatedAt),
 		IsMargin:      isMargin,
 		IsIsolated:    false,
 		IsFutures:     false,
 	}, nil
 }
 func toGlobalDepositStatus(a max.DepositState) types.DepositStatus {
 	switch a {
@ -284,11 +261,21 @@ func toGlobalDepositStatus(a max.DepositState) types.DepositStatus {
 	case max.DepositStateAccepted:
 		return types.DepositSuccess
 	case max.DepositStateFailed: // v3 state
 		return types.DepositRejected
 	case max.DepositStateProcessing: // v3 states
 		return types.DepositPending
 	case max.DepositStateDone: // v3 states
 		return types.DepositSuccess
 	}
 	// other states goes to this
 	// max.DepositStateSuspect, max.DepositStateSuspended
-	log.Warnf("unsupported deposit state %q from max exchange", a)
+	log.Errorf("unsupported deposit state %q from max exchange", a)
 	return types.DepositStatus(a)
 }
--- a/pkg/exchange/max/maxapi/account.go
+++ b/pkg/exchange/max/maxapi/account.go
@ -116,6 +116,11 @@ const (
 	DepositStateSuspended  DepositState = "suspended"
 	DepositStateAccepted   DepositState = "accepted"
 	DepositStateChecking   DepositState = "checking"
 	// v3 states
 	DepositStateProcessing DepositState = "processing"
 	DepositStateFailed     DepositState = "failed"
 	DepositStateDone       DepositState = "done"
 )
 type Deposit struct {
--- a/pkg/exchange/max/maxapi/v3/cancel_order_request_requestgen.go
+++ b/pkg/exchange/max/maxapi/v3/cancel_order_request_requestgen.go
@ -136,6 +136,12 @@ func (c *CancelOrderRequest) GetSlugsMap() (map[string]string, error) {
 	return slugs, nil
 }
 // GetPath returns the request path of the API
 func (c *CancelOrderRequest) GetPath() string {
 	return "/api/v3/order"
 }
 // Do generates the request object and send the request object to the API endpoint
 func (c *CancelOrderRequest) Do(ctx context.Context) (*max.Order, error) {
 	params, err := c.GetParameters()
@ -144,7 +150,9 @@ func (c *CancelOrderRequest) Do(ctx context.Context) (*max.Order, error) {
 	}
 	query := url.Values{}
-	apiURL := "/api/v3/order"
+	var apiURL string
 	apiURL = c.GetPath()
 	req, err := c.client.NewAuthenticatedRequest(ctx, "DELETE", apiURL, query, params)
 	if err != nil {
@ -157,8 +165,32 @@ func (c *CancelOrderRequest) Do(ctx context.Context) (*max.Order, error) {
 	}
 	var apiResponse max.Order
-	if err := response.DecodeJSON(&apiResponse); err != nil {
+
-		return nil, err
+	type responseUnmarshaler interface {
 		Unmarshal(data []byte) error
 	}
 	if unmarshaler, ok := interface{}(&apiResponse).(responseUnmarshaler); ok {
 		if err := unmarshaler.Unmarshal(response.Body); err != nil {
 			return nil, err
 		}
 	} else {
 		// The line below checks the content type, however, some API server might not send the correct content type header,
 		// Hence, this is commented for backward compatibility
 		// response.IsJSON()
 		if err := response.DecodeJSON(&apiResponse); err != nil {
 			return nil, err
 		}
 	}
 	type responseValidator interface {
 		Validate() error
 	}
 	if validator, ok := interface{}(&apiResponse).(responseValidator); ok {
 		if err := validator.Validate(); err != nil {
 			return nil, err
 		}
 	}
 	return &apiResponse, nil
 }
--- a/pkg/exchange/max/maxapi/v3/cancel_wallet_order_all_request_requestgen.go
+++ b/pkg/exchange/max/maxapi/v3/cancel_wallet_order_all_request_requestgen.go
@ -6,11 +6,10 @@ import (
 	"context"
 	"encoding/json"
 	"fmt"
 	"github.com/c9s/bbgo/pkg/exchange/max/maxapi"
 	"net/url"
 	"reflect"
 	"regexp"
 	max "github.com/c9s/bbgo/pkg/exchange/max/maxapi"
 )
 func (c *CancelWalletOrderAllRequest) Side(side string) *CancelWalletOrderAllRequest {
@ -166,6 +165,12 @@ func (c *CancelWalletOrderAllRequest) GetSlugsMap() (map[string]string, error) {
 	return slugs, nil
 }
 // GetPath returns the request path of the API
 func (c *CancelWalletOrderAllRequest) GetPath() string {
 	return "/api/v3/wallet/:walletType/orders"
 }
 // Do generates the request object and send the request object to the API endpoint
 func (c *CancelWalletOrderAllRequest) Do(ctx context.Context) ([]OrderCancelResponse, error) {
 	params, err := c.GetParameters()
@ -174,7 +179,9 @@ func (c *CancelWalletOrderAllRequest) Do(ctx context.Context) ([]OrderCancelResp
 	}
 	query := url.Values{}
-	apiURL := "/api/v3/wallet/:walletType/orders"
+	var apiURL string
 	apiURL = c.GetPath()
 	slugs, err := c.GetSlugsMap()
 	if err != nil {
 		return nil, err
@ -193,8 +200,32 @@ func (c *CancelWalletOrderAllRequest) Do(ctx context.Context) ([]OrderCancelResp
 	}
 	var apiResponse []OrderCancelResponse
-	if err := response.DecodeJSON(&apiResponse); err != nil {
+
-		return nil, err
+	type responseUnmarshaler interface {
 		Unmarshal(data []byte) error
 	}
 	if unmarshaler, ok := interface{}(&apiResponse).(responseUnmarshaler); ok {
 		if err := unmarshaler.Unmarshal(response.Body); err != nil {
 			return nil, err
 		}
 	} else {
 		// The line below checks the content type, however, some API server might not send the correct content type header,
 		// Hence, this is commented for backward compatibility
 		// response.IsJSON()
 		if err := response.DecodeJSON(&apiResponse); err != nil {
 			return nil, err
 		}
 	}
 	type responseValidator interface {
 		Validate() error
 	}
 	if validator, ok := interface{}(&apiResponse).(responseValidator); ok {
 		if err := validator.Validate(); err != nil {
 			return nil, err
 		}
 	}
 	return apiResponse, nil
 }
--- a/pkg/exchange/max/maxapi/v3/create_wallet_order_request_requestgen.go
+++ b/pkg/exchange/max/maxapi/v3/create_wallet_order_request_requestgen.go
@ -236,6 +236,12 @@ func (c *CreateWalletOrderRequest) GetSlugsMap() (map[string]string, error) {
 	return slugs, nil
 }
 // GetPath returns the request path of the API
 func (c *CreateWalletOrderRequest) GetPath() string {
 	return "/api/v3/wallet/:walletType/order"
 }
 // Do generates the request object and send the request object to the API endpoint
 func (c *CreateWalletOrderRequest) Do(ctx context.Context) (*max.Order, error) {
 	params, err := c.GetParameters()
@ -244,7 +250,9 @@ func (c *CreateWalletOrderRequest) Do(ctx context.Context) (*max.Order, error) {
 	}
 	query := url.Values{}
-	apiURL := "/api/v3/wallet/:walletType/order"
+	var apiURL string
 	apiURL = c.GetPath()
 	slugs, err := c.GetSlugsMap()
 	if err != nil {
 		return nil, err
@ -263,8 +271,32 @@ func (c *CreateWalletOrderRequest) Do(ctx context.Context) (*max.Order, error) {
 	}
 	var apiResponse max.Order
-	if err := response.DecodeJSON(&apiResponse); err != nil {
+
-		return nil, err
+	type responseUnmarshaler interface {
 		Unmarshal(data []byte) error
 	}
 	if unmarshaler, ok := interface{}(&apiResponse).(responseUnmarshaler); ok {
 		if err := unmarshaler.Unmarshal(response.Body); err != nil {
 			return nil, err
 		}
 	} else {
 		// The line below checks the content type, however, some API server might not send the correct content type header,
 		// Hence, this is commented for backward compatibility
 		// response.IsJSON()
 		if err := response.DecodeJSON(&apiResponse); err != nil {
 			return nil, err
 		}
 	}
 	type responseValidator interface {
 		Validate() error
 	}
 	if validator, ok := interface{}(&apiResponse).(responseValidator); ok {
 		if err := validator.Validate(); err != nil {
 			return nil, err
 		}
 	}
 	return &apiResponse, nil
 }
--- a/pkg/exchange/max/maxapi/v3/get_margin_ad_ratio_request_requestgen.go
+++ b/pkg/exchange/max/maxapi/v3/get_margin_ad_ratio_request_requestgen.go
@ -109,13 +109,21 @@ func (g *GetMarginADRatioRequest) GetSlugsMap() (map[string]string, error) {
 	return slugs, nil
 }
 // GetPath returns the request path of the API
 func (g *GetMarginADRatioRequest) GetPath() string {
 	return "/api/v3/wallet/m/ad_ratio"
 }
 // Do generates the request object and send the request object to the API endpoint
 func (g *GetMarginADRatioRequest) Do(ctx context.Context) (*ADRatio, error) {
 	// no body params
 	var params interface{}
 	query := url.Values{}
-	apiURL := "/api/v3/wallet/m/ad_ratio"
+	var apiURL string
 	apiURL = g.GetPath()
 	req, err := g.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
 	if err != nil {
@ -128,8 +136,32 @@ func (g *GetMarginADRatioRequest) Do(ctx context.Context) (*ADRatio, error) {
 	}
 	var apiResponse ADRatio
-	if err := response.DecodeJSON(&apiResponse); err != nil {
+
-		return nil, err
+	type responseUnmarshaler interface {
 		Unmarshal(data []byte) error
 	}
 	if unmarshaler, ok := interface{}(&apiResponse).(responseUnmarshaler); ok {
 		if err := unmarshaler.Unmarshal(response.Body); err != nil {
 			return nil, err
 		}
 	} else {
 		// The line below checks the content type, however, some API server might not send the correct content type header,
 		// Hence, this is commented for backward compatibility
 		// response.IsJSON()
 		if err := response.DecodeJSON(&apiResponse); err != nil {
 			return nil, err
 		}
 	}
 	type responseValidator interface {
 		Validate() error
 	}
 	if validator, ok := interface{}(&apiResponse).(responseValidator); ok {
 		if err := validator.Validate(); err != nil {
 			return nil, err
 		}
 	}
 	return &apiResponse, nil
 }
--- a/pkg/exchange/max/maxapi/v3/get_order_request_requestgen.go
+++ b/pkg/exchange/max/maxapi/v3/get_order_request_requestgen.go
@ -136,6 +136,12 @@ func (g *GetOrderRequest) GetSlugsMap() (map[string]string, error) {
 	return slugs, nil
 }
 // GetPath returns the request path of the API
 func (g *GetOrderRequest) GetPath() string {
 	return "/api/v3/order"
 }
 // Do generates the request object and send the request object to the API endpoint
 func (g *GetOrderRequest) Do(ctx context.Context) (*max.Order, error) {
 	// empty params for GET operation
@ -145,7 +151,9 @@ func (g *GetOrderRequest) Do(ctx context.Context) (*max.Order, error) {
 		return nil, err
 	}
-	apiURL := "/api/v3/order"
+	var apiURL string
 	apiURL = g.GetPath()
 	req, err := g.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
 	if err != nil {
@ -158,8 +166,32 @@ func (g *GetOrderRequest) Do(ctx context.Context) (*max.Order, error) {
 	}
 	var apiResponse max.Order
-	if err := response.DecodeJSON(&apiResponse); err != nil {
+
-		return nil, err
+	type responseUnmarshaler interface {
 		Unmarshal(data []byte) error
 	}
 	if unmarshaler, ok := interface{}(&apiResponse).(responseUnmarshaler); ok {
 		if err := unmarshaler.Unmarshal(response.Body); err != nil {
 			return nil, err
 		}
 	} else {
 		// The line below checks the content type, however, some API server might not send the correct content type header,
 		// Hence, this is commented for backward compatibility
 		// response.IsJSON()
 		if err := response.DecodeJSON(&apiResponse); err != nil {
 			return nil, err
 		}
 	}
 	type responseValidator interface {
 		Validate() error
 	}
 	if validator, ok := interface{}(&apiResponse).(responseValidator); ok {
 		if err := validator.Validate(); err != nil {
 			return nil, err
 		}
 	}
 	return &apiResponse, nil
 }
--- a/pkg/exchange/max/maxapi/v3/get_order_trades_request_requestgen.go
+++ b/pkg/exchange/max/maxapi/v3/get_order_trades_request_requestgen.go
@ -135,6 +135,12 @@ func (g *GetOrderTradesRequest) GetSlugsMap() (map[string]string, error) {
 	return slugs, nil
 }
 // GetPath returns the request path of the API
 func (g *GetOrderTradesRequest) GetPath() string {
 	return "/api/v3/order/trades"
 }
 // Do generates the request object and send the request object to the API endpoint
 func (g *GetOrderTradesRequest) Do(ctx context.Context) ([]Trade, error) {
 	// empty params for GET operation
@ -144,7 +150,9 @@ func (g *GetOrderTradesRequest) Do(ctx context.Context) ([]Trade, error) {
 		return nil, err
 	}
-	apiURL := "/api/v3/order/trades"
+	var apiURL string
 	apiURL = g.GetPath()
 	req, err := g.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
 	if err != nil {
@ -157,8 +165,32 @@ func (g *GetOrderTradesRequest) Do(ctx context.Context) ([]Trade, error) {
 	}
 	var apiResponse []Trade
-	if err := response.DecodeJSON(&apiResponse); err != nil {
+
-		return nil, err
+	type responseUnmarshaler interface {
 		Unmarshal(data []byte) error
 	}
 	if unmarshaler, ok := interface{}(&apiResponse).(responseUnmarshaler); ok {
 		if err := unmarshaler.Unmarshal(response.Body); err != nil {
 			return nil, err
 		}
 	} else {
 		// The line below checks the content type, however, some API server might not send the correct content type header,
 		// Hence, this is commented for backward compatibility
 		// response.IsJSON()
 		if err := response.DecodeJSON(&apiResponse); err != nil {
 			return nil, err
 		}
 	}
 	type responseValidator interface {
 		Validate() error
 	}
 	if validator, ok := interface{}(&apiResponse).(responseValidator); ok {
 		if err := validator.Validate(); err != nil {
 			return nil, err
 		}
 	}
 	return apiResponse, nil
 }
--- a/pkg/exchange/max/maxapi/v3/get_wallet_trades_request.go
+++ b/pkg/exchange/max/maxapi/v3/get_wallet_trades_request.go
@ -14,7 +14,7 @@ func (s *Client) NewGetWalletTradesRequest(walletType WalletType) *GetWalletTrad
 	return &GetWalletTradesRequest{client: s.Client, walletType: walletType}
 }
-//go:generate GetRequest -url "/api/v3/wallet/:walletType/new/trades" -type GetWalletTradesRequest -responseType []Trade
+//go:generate GetRequest -url "/api/v3/wallet/:walletType/trades" -type GetWalletTradesRequest -responseType []Trade
 type GetWalletTradesRequest struct {
 	client requestgen.AuthenticatedAPIClient
--- a/pkg/exchange/max/maxapi/v3/get_wallet_trades_request_requestgen.go
+++ b/pkg/exchange/max/maxapi/v3/get_wallet_trades_request_requestgen.go
@ -1,4 +1,4 @@
-// Code generated by "requestgen -debug -method GET -url /api/v3/wallet/:walletType/new/trades -type GetWalletTradesRequest -responseType []"github.com/c9s/bbgo/pkg/exchange/max/maxapi/v3".Trade"; DO NOT EDIT.
+// Code generated by "requestgen -debug -method GET -url /api/v3/wallet/:walletType/trades -type GetWalletTradesRequest -responseType []"github.com/c9s/bbgo/pkg/exchange/max/maxapi/v3".Trade"; DO NOT EDIT.
 package v3
@ -216,7 +216,7 @@ func (g *GetWalletTradesRequest) Do(ctx context.Context) ([]Trade, error) {
 		return nil, err
 	}
-	apiURL := "/api/v3/wallet/:walletType/new/trades"
+	apiURL := "/api/v3/wallet/:walletType/trades"
 	slugs, err := g.GetSlugsMap()
 	if err != nil {
 		return nil, err
--- a/pkg/exchange/okex/symbols.go
+++ b/pkg/exchange/okex/symbols.go
--- a/pkg/migrations/mysql/main_20240918132534_add_position_index.go
+++ b/pkg/migrations/mysql/main_20240918132534_add_position_index.go
@ -0,0 +1,29 @@
 package mysql
 import (
 	"context"
 	"github.com/c9s/rockhopper/v2"
 )
 func init() {
 	AddMigration("main", up_main_addPositionIndex, down_main_addPositionIndex)
 }
 func up_main_addPositionIndex(ctx context.Context, tx rockhopper.SQLExecutor) (err error) {
 	// This code is executed when the migration is applied.
 	_, err = tx.ExecContext(ctx, "CREATE INDEX positions_traded_at ON positions (traded_at, profit);")
 	if err != nil {
 		return err
 	}
 	return err
 }
 func down_main_addPositionIndex(ctx context.Context, tx rockhopper.SQLExecutor) (err error) {
 	// This code is executed when the migration is rolled back.
 	_, err = tx.ExecContext(ctx, "DROP INDEX positions_traded_at ON positions;")
 	if err != nil {
 		return err
 	}
 	return err
 }
--- a/pkg/migrations/sqlite3/main_20240918132534_add_position_index.go
+++ b/pkg/migrations/sqlite3/main_20240918132534_add_position_index.go
@ -0,0 +1,29 @@
 package sqlite3
 import (
 	"context"
 	"github.com/c9s/rockhopper/v2"
 )
 func init() {
 	AddMigration("main", up_main_addPositionIndex, down_main_addPositionIndex)
 }
 func up_main_addPositionIndex(ctx context.Context, tx rockhopper.SQLExecutor) (err error) {
 	// This code is executed when the migration is applied.
 	_, err = tx.ExecContext(ctx, "CREATE INDEX positions_traded_at ON positions (traded_at, profit);")
 	if err != nil {
 		return err
 	}
 	return err
 }
 func down_main_addPositionIndex(ctx context.Context, tx rockhopper.SQLExecutor) (err error) {
 	// This code is executed when the migration is rolled back.
 	_, err = tx.ExecContext(ctx, "DROP INDEX positions_traded_at;")
 	if err != nil {
 		return err
 	}
 	return err
 }
--- a/pkg/priceresolver/simple.go
+++ b/pkg/priceresolver/simple.go
@ -1,4 +1,4 @@
-package priceresolver
+package pricesolver
 import (
 	"sync"
@ -9,8 +9,8 @@ import (
 	"github.com/c9s/bbgo/pkg/types"
 )
-// SimplePriceResolver implements a map-structure-based price index
+// SimplePriceSolver implements a map-structure-based price index
-type SimplePriceResolver struct {
+type SimplePriceSolver struct {
 	// symbolPrices stores the latest trade price by mapping symbol to price
 	symbolPrices map[string]fixedpoint.Value
 	markets      types.MarketMap
@ -28,8 +28,8 @@ type SimplePriceResolver struct {
 	mu sync.Mutex
 }
-func NewSimplePriceResolver(markets types.MarketMap) *SimplePriceResolver {
+func NewSimplePriceResolver(markets types.MarketMap) *SimplePriceSolver {
-	return &SimplePriceResolver{
+	return &SimplePriceSolver{
 		markets:       markets,
 		symbolPrices:  make(map[string]fixedpoint.Value),
 		pricesByBase:  make(map[string]map[string]fixedpoint.Value),
@ -37,7 +37,7 @@ func NewSimplePriceResolver(markets types.MarketMap) *SimplePriceResolver {
 	}
 }
-func (m *SimplePriceResolver) Update(symbol string, price fixedpoint.Value) {
+func (m *SimplePriceSolver) Update(symbol string, price fixedpoint.Value) {
 	m.mu.Lock()
 	defer m.mu.Unlock()
@ -65,11 +65,11 @@ func (m *SimplePriceResolver) Update(symbol string, price fixedpoint.Value) {
 	baseMap[market.BaseCurrency] = price
 }
-func (m *SimplePriceResolver) UpdateFromTrade(trade types.Trade) {
+func (m *SimplePriceSolver) UpdateFromTrade(trade types.Trade) {
 	m.Update(trade.Symbol, trade.Price)
 }
-func (m *SimplePriceResolver) inferencePrice(asset string, assetPrice fixedpoint.Value, preferredFiats ...string) (fixedpoint.Value, bool) {
+func (m *SimplePriceSolver) inferencePrice(asset string, assetPrice fixedpoint.Value, preferredFiats ...string) (fixedpoint.Value, bool) {
 	// log.Infof("inferencePrice %s = %f", asset, assetPrice.Float64())
 	quotePrices, ok := m.pricesByBase[asset]
 	if ok {
@ -112,7 +112,7 @@ func (m *SimplePriceResolver) inferencePrice(asset string, assetPrice fixedpoint
 	return fixedpoint.Zero, false
 }
-func (m *SimplePriceResolver) ResolvePrice(asset string, preferredFiats ...string) (fixedpoint.Value, bool) {
+func (m *SimplePriceSolver) ResolvePrice(asset string, preferredFiats ...string) (fixedpoint.Value, bool) {
 	m.mu.Lock()
 	defer m.mu.Unlock()
 	return m.inferencePrice(asset, fixedpoint.One, preferredFiats...)
--- a/pkg/priceresolver/simple_test.go
+++ b/pkg/priceresolver/simple_test.go
@ -1,4 +1,4 @@
-package priceresolver
+package pricesolver
 import (
 	"testing"
--- a/pkg/risk/circuitbreaker/basic.go
+++ b/pkg/risk/circuitbreaker/basic.go
@ -75,6 +75,8 @@ func init() {
 }
 type BasicCircuitBreaker struct {
 	Enabled bool `json:"enabled"`
 	MaximumConsecutiveTotalLoss fixedpoint.Value `json:"maximumConsecutiveTotalLoss"`
 	MaximumConsecutiveLossTimes int `json:"maximumConsecutiveLossTimes"`
@ -116,15 +118,20 @@ type BasicCircuitBreaker struct {
 }
 func NewBasicCircuitBreaker(strategyID, strategyInstance string) *BasicCircuitBreaker {
-	return &BasicCircuitBreaker{
+	b := &BasicCircuitBreaker{
 		Enabled:                       true,
 		MaximumConsecutiveLossTimes:   8,
 		MaximumHaltTimes:              3,
 		MaximumHaltTimesExceededPanic: false,
-		HaltDuration:                  types.Duration(30 * time.Minute),
+
-		strategyID:                    strategyID,
+		HaltDuration:     types.Duration(1 * time.Hour),
-		strategyInstance:              strategyInstance,
+		strategyID:       strategyID,
-		metricsLabels:                 prometheus.Labels{"strategy": strategyID, "strategyInstance": strategyInstance},
+		strategyInstance: strategyInstance,
 		metricsLabels:    prometheus.Labels{"strategy": strategyID, "strategyInstance": strategyInstance},
 	}
 	b.updateMetrics()
 	return b
 }
 func (b *BasicCircuitBreaker) getMetricsLabels() prometheus.Labels {
@ -180,7 +187,7 @@ func (b *BasicCircuitBreaker) RecordProfit(profit fixedpoint.Value, now time.Tim
 		b.winRatio = float64(b.winTimes) / float64(b.lossTimes)
 	}
-	b.updateMetrics()
+	defer b.updateMetrics()
 	if b.MaximumConsecutiveLossTimes > 0 && b.consecutiveLossTimes >= b.MaximumConsecutiveLossTimes {
 		b.halt(now, "exceeded MaximumConsecutiveLossTimes")
@ -221,21 +228,25 @@ func (b *BasicCircuitBreaker) reset() {
 	b.updateMetrics()
 }
-func (b *BasicCircuitBreaker) IsHalted(now time.Time) bool {
+func (b *BasicCircuitBreaker) IsHalted(now time.Time) (string, bool) {
 	if !b.Enabled {
 		return "disabled", false
 	}
 	b.mu.Lock()
 	defer b.mu.Unlock()
 	if !b.halted {
-		return false
+		return "", false
 	}
 	// check if it's an expired halt
 	if now.After(b.haltTo) {
 		b.reset()
-		return false
+		return "", false
 	}
-	return true
+	return b.haltReason, true
 }
 func (b *BasicCircuitBreaker) halt(now time.Time, reason string) {
@ -249,6 +260,8 @@ func (b *BasicCircuitBreaker) halt(now time.Time, reason string) {
 	haltCounterMetrics.With(labels).Set(float64(b.haltCounter))
 	haltMetrics.With(labels).Set(1.0)
 	defer b.updateMetrics()
 	if b.MaximumHaltTimesExceededPanic && b.haltCounter > b.MaximumHaltTimes {
 		panic(fmt.Errorf("total %d halt times > maximumHaltTimesExceededPanic %d", b.haltCounter, b.MaximumHaltTimes))
 	}
--- a/pkg/risk/riskcontrol/position_test.go
+++ b/pkg/risk/riskcontrol/position_test.go
@ -23,7 +23,7 @@ func Test_ModifiedQuantity(t *testing.T) {
 			BaseCurrency:    "BTC",
 		},
 	}
-	orderExecutor := bbgo.NewGeneralOrderExecutor(nil, "BTCUSDT", "strategy", "strategy-1", pos)
+	orderExecutor := bbgo.NewGeneralOrderExecutor(&bbgo.ExchangeSession{}, "BTCUSDT", "strategy", "strategy-1", pos)
 	riskControl := NewPositionRiskControl(orderExecutor, fixedpoint.NewFromInt(10), fixedpoint.NewFromInt(2))
 	cases := []struct {
--- a/pkg/strategy/audacitymaker/orderflow.go
+++ b/pkg/strategy/audacitymaker/orderflow.go
@ -2,6 +2,7 @@ package audacitymaker
 import (
 	"context"
 	"github.com/c9s/bbgo/pkg/bbgo"
 	"github.com/c9s/bbgo/pkg/datatype/floats"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
@ -38,7 +39,7 @@ func (s *PerTrade) Bind(session *bbgo.ExchangeSession, orderExecutor *bbgo.Gener
 	position := orderExecutor.Position()
 	symbol := position.Symbol
 	// ger best bid/ask, not used yet
-	s.StreamBook = types.NewStreamBook(symbol)
+	s.StreamBook = types.NewStreamBook(symbol, session.ExchangeName)
 	s.StreamBook.BindStream(session.MarketDataStream)
 	// use queue to do time-series rolling
@ -59,7 +60,7 @@ func (s *PerTrade) Bind(session *bbgo.ExchangeSession, orderExecutor *bbgo.Gener
 	session.MarketDataStream.OnMarketTrade(func(trade types.Trade) {
-		//log.Infof("%s trade @ %f", trade.Side, trade.Price.Float64())
+		// log.Infof("%s trade @ %f", trade.Side, trade.Price.Float64())
 		ctx := context.Background()
@ -80,10 +81,10 @@ func (s *PerTrade) Bind(session *bbgo.ExchangeSession, orderExecutor *bbgo.Gener
 			sellTradesNumber.Update(1)
 		}
-		//canceled := s.orderExecutor.GracefulCancel(ctx)
+		// canceled := s.orderExecutor.GracefulCancel(ctx)
-		//if canceled != nil {
+		// if canceled != nil {
 		//	_ = s.orderExecutor.GracefulCancel(ctx)
-		//}
+		// }
 		sizeFraction := buyTradeSize.Sum() / sellTradeSize.Sum()
 		numberFraction := buyTradesNumber.Sum() / sellTradesNumber.Sum()
@ -112,15 +113,15 @@ func (s *PerTrade) Bind(session *bbgo.ExchangeSession, orderExecutor *bbgo.Gener
 			if outlier(orderFlowSizeMinMax.Tail(100), threshold) > 0 && outlier(orderFlowNumberMinMax.Tail(100), threshold) > 0 {
 				_ = s.orderExecutor.GracefulCancel(ctx)
 				log.Infof("long!!")
-				//_ = s.placeTrade(ctx, types.SideTypeBuy, s.Quantity, symbol)
+				// _ = s.placeTrade(ctx, types.SideTypeBuy, s.Quantity, symbol)
 				_ = s.placeOrder(ctx, types.SideTypeBuy, s.Quantity, bid.Price, symbol)
-				//_ = s.placeOrder(ctx, types.SideTypeSell, s.Quantity, ask.Price.Mul(fixedpoint.NewFromFloat(1.0005)), symbol)
+				// _ = s.placeOrder(ctx, types.SideTypeSell, s.Quantity, ask.Price.Mul(fixedpoint.NewFromFloat(1.0005)), symbol)
 			} else if outlier(orderFlowSizeMinMax.Tail(100), threshold) < 0 && outlier(orderFlowNumberMinMax.Tail(100), threshold) < 0 {
 				_ = s.orderExecutor.GracefulCancel(ctx)
 				log.Infof("short!!")
-				//_ = s.placeTrade(ctx, types.SideTypeSell, s.Quantity, symbol)
+				// _ = s.placeTrade(ctx, types.SideTypeSell, s.Quantity, symbol)
 				_ = s.placeOrder(ctx, types.SideTypeSell, s.Quantity, ask.Price, symbol)
-				//_ = s.placeOrder(ctx, types.SideTypeBuy, s.Quantity, bid.Price.Mul(fixedpoint.NewFromFloat(0.9995)), symbol)
+				// _ = s.placeOrder(ctx, types.SideTypeBuy, s.Quantity, bid.Price.Mul(fixedpoint.NewFromFloat(0.9995)), symbol)
 			}
 		}
@ -138,7 +139,9 @@ func (s *PerTrade) Bind(session *bbgo.ExchangeSession, orderExecutor *bbgo.Gener
 	}
 }
-func (s *PerTrade) placeOrder(ctx context.Context, side types.SideType, quantity fixedpoint.Value, price fixedpoint.Value, symbol string) error {
+func (s *PerTrade) placeOrder(
 	ctx context.Context, side types.SideType, quantity fixedpoint.Value, price fixedpoint.Value, symbol string,
 ) error {
 	market, _ := s.session.Market(symbol)
 	_, err := s.orderExecutor.SubmitOrders(ctx, types.SubmitOrder{
 		Symbol:   symbol,
--- a/pkg/strategy/autobuy/strategy.go
+++ b/pkg/strategy/autobuy/strategy.go
@ -5,13 +5,14 @@ import (
 	"fmt"
 	"sync"
 	"github.com/robfig/cron/v3"
 	"github.com/sirupsen/logrus"
 	"github.com/c9s/bbgo/pkg/bbgo"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
 	indicatorv2 "github.com/c9s/bbgo/pkg/indicator/v2"
 	"github.com/c9s/bbgo/pkg/strategy/common"
 	"github.com/c9s/bbgo/pkg/types"
 	"github.com/robfig/cron/v3"
 	"github.com/sirupsen/logrus"
 )
 const ID = "autobuy"
@ -31,6 +32,7 @@ type Strategy struct {
 	Symbol         string                  `json:"symbol"`
 	Schedule       string                  `json:"schedule"`
 	MinBaseBalance fixedpoint.Value        `json:"minBaseBalance"`
 	OrderType      types.OrderType         `json:"orderType"`
 	PriceType      types.PriceType         `json:"priceType"`
 	Bollinger      *types.BollingerSetting `json:"bollinger"`
 	DryRun         bool                    `json:"dryRun"`
@ -64,13 +66,39 @@ func (s *Strategy) InstanceID() string {
 }
 func (s *Strategy) Validate() error {
 	if s.Symbol == "" {
 		return fmt.Errorf("symbol is required")
 	}
 	if s.Schedule == "" {
 		return fmt.Errorf("schedule is required")
 	}
 	if s.MinBaseBalance.Sign() <= 0 {
 		return fmt.Errorf("minBaseBalance must be greater than 0")
 	}
 	if err := s.QuantityOrAmount.Validate(); err != nil {
 		return err
 	}
 	if s.Bollinger != nil {
 		if s.Bollinger.Interval == "" {
 			return fmt.Errorf("bollinger interval is required")
 		}
 		if s.Bollinger.BandWidth <= 0 {
 			return fmt.Errorf("bollinger band width must be greater than 0")
 		}
 	}
 	return nil
 }
 func (s *Strategy) Defaults() error {
 	if s.OrderType == "" {
 		s.OrderType = types.OrderTypeLimit
 	}
 	if s.PriceType == "" {
 		s.PriceType = types.PriceTypeMaker
 	}
@ -78,13 +106,17 @@ func (s *Strategy) Defaults() error {
 }
 func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
-	session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.Bollinger.Interval})
+	if s.Bollinger != nil {
 		session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.Bollinger.Interval})
 	}
 }
 func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
 	s.Strategy.Initialize(ctx, s.Environment, session, s.Market, ID, s.InstanceID())
-	s.boll = session.Indicators(s.Symbol).BOLL(s.Bollinger.IntervalWindow, s.Bollinger.BandWidth)
+	if s.Bollinger != nil {
 		s.boll = session.Indicators(s.Symbol).BOLL(s.Bollinger.IntervalWindow, s.Bollinger.BandWidth)
 	}
 	s.OrderExecutor.ActiveMakerOrders().OnFilled(func(order types.Order) {
 		s.autobuy(ctx)
@ -128,9 +160,9 @@ func (s *Strategy) autobuy(ctx context.Context) {
 	}
 	side := types.SideTypeBuy
-	price := s.PriceType.Map(ticker, side)
+	price := s.PriceType.GetPrice(ticker, side)
-	if price.Float64() > s.boll.UpBand.Last(0) {
+	if s.boll != nil && price.Float64() > s.boll.UpBand.Last(0) {
 		log.Infof("price %s is higher than upper band %f, skip", price.String(), s.boll.UpBand.Last(0))
 		return
 	}
@ -145,7 +177,7 @@ func (s *Strategy) autobuy(ctx context.Context) {
 	submitOrder := types.SubmitOrder{
 		Symbol:   s.Symbol,
 		Side:     side,
-		Type:     types.OrderTypeLimitMaker,
+		Type:     s.OrderType,
 		Quantity: quantity,
 		Price:    price,
 	}
--- a/pkg/strategy/bollgrid/strategy.go
+++ b/pkg/strategy/bollgrid/strategy.go
@ -77,7 +77,7 @@ type Strategy struct {
 	// boll is the BOLLINGER indicator we used for predicting the price.
 	boll *indicator.BOLL
-	CancelProfitOrdersOnShutdown bool `json: "shutdownCancelProfitOrders"`
+	CancelProfitOrdersOnShutdown bool `json:"shutdownCancelProfitOrders"`
 }
 func (s *Strategy) ID() string {
--- a/pkg/strategy/dca2/recover_test.go
+++ b/pkg/strategy/dca2/recover_test.go
@ -6,9 +6,10 @@ import (
 	"testing"
 	"time"
 	"github.com/stretchr/testify/assert"
 	"github.com/c9s/bbgo/pkg/bbgo"
 	"github.com/c9s/bbgo/pkg/types"
 	"github.com/stretchr/testify/assert"
 )
 func generateTestOrder(side types.SideType, status types.OrderStatus, createdAt time.Time) types.Order {
@ -29,7 +30,7 @@ func Test_RecoverState(t *testing.T) {
 	t.Run("new strategy", func(t *testing.T) {
 		currentRound := Round{}
 		position := types.NewPositionFromMarket(strategy.Market)
-		orderExecutor := bbgo.NewGeneralOrderExecutor(nil, strategy.Symbol, ID, "", position)
+		orderExecutor := bbgo.NewGeneralOrderExecutor(&bbgo.ExchangeSession{}, strategy.Symbol, ID, "", position)
 		state, err := recoverState(context.Background(), 5, currentRound, orderExecutor)
 		assert.NoError(t, err)
 		assert.Equal(t, WaitToOpenPosition, state)
@ -47,7 +48,7 @@ func Test_RecoverState(t *testing.T) {
 			},
 		}
 		position := types.NewPositionFromMarket(strategy.Market)
-		orderExecutor := bbgo.NewGeneralOrderExecutor(nil, strategy.Symbol, ID, "", position)
+		orderExecutor := bbgo.NewGeneralOrderExecutor(&bbgo.ExchangeSession{}, strategy.Symbol, ID, "", position)
 		state, err := recoverState(context.Background(), 5, currentRound, orderExecutor)
 		assert.NoError(t, err)
 		assert.Equal(t, OpenPositionReady, state)
@ -65,7 +66,7 @@ func Test_RecoverState(t *testing.T) {
 			},
 		}
 		position := types.NewPositionFromMarket(strategy.Market)
-		orderExecutor := bbgo.NewGeneralOrderExecutor(nil, strategy.Symbol, ID, "", position)
+		orderExecutor := bbgo.NewGeneralOrderExecutor(&bbgo.ExchangeSession{}, strategy.Symbol, ID, "", position)
 		state, err := recoverState(context.Background(), 5, currentRound, orderExecutor)
 		assert.NoError(t, err)
 		assert.Equal(t, OpenPositionOrderFilled, state)
@ -83,7 +84,7 @@ func Test_RecoverState(t *testing.T) {
 			},
 		}
 		position := types.NewPositionFromMarket(strategy.Market)
-		orderExecutor := bbgo.NewGeneralOrderExecutor(nil, strategy.Symbol, ID, "", position)
+		orderExecutor := bbgo.NewGeneralOrderExecutor(&bbgo.ExchangeSession{}, strategy.Symbol, ID, "", position)
 		state, err := recoverState(context.Background(), 5, currentRound, orderExecutor)
 		assert.NoError(t, err)
 		assert.Equal(t, OpenPositionOrdersCancelling, state)
@ -101,7 +102,7 @@ func Test_RecoverState(t *testing.T) {
 			},
 		}
 		position := types.NewPositionFromMarket(strategy.Market)
-		orderExecutor := bbgo.NewGeneralOrderExecutor(nil, strategy.Symbol, ID, "", position)
+		orderExecutor := bbgo.NewGeneralOrderExecutor(&bbgo.ExchangeSession{}, strategy.Symbol, ID, "", position)
 		state, err := recoverState(context.Background(), 5, currentRound, orderExecutor)
 		assert.NoError(t, err)
 		assert.Equal(t, OpenPositionOrdersCancelling, state)
@ -122,7 +123,7 @@ func Test_RecoverState(t *testing.T) {
 			},
 		}
 		position := types.NewPositionFromMarket(strategy.Market)
-		orderExecutor := bbgo.NewGeneralOrderExecutor(nil, strategy.Symbol, ID, "", position)
+		orderExecutor := bbgo.NewGeneralOrderExecutor(&bbgo.ExchangeSession{}, strategy.Symbol, ID, "", position)
 		state, err := recoverState(context.Background(), 5, currentRound, orderExecutor)
 		assert.NoError(t, err)
 		assert.Equal(t, TakeProfitReady, state)
@ -143,7 +144,7 @@ func Test_RecoverState(t *testing.T) {
 			},
 		}
 		position := types.NewPositionFromMarket(strategy.Market)
-		orderExecutor := bbgo.NewGeneralOrderExecutor(nil, strategy.Symbol, ID, "", position)
+		orderExecutor := bbgo.NewGeneralOrderExecutor(&bbgo.ExchangeSession{}, strategy.Symbol, ID, "", position)
 		state, err := recoverState(context.Background(), 5, currentRound, orderExecutor)
 		assert.NoError(t, err)
 		assert.Equal(t, WaitToOpenPosition, state)
--- a/pkg/strategy/dca2/take_profit.go
+++ b/pkg/strategy/dca2/take_profit.go
@ -27,6 +27,10 @@ func (s *Strategy) placeTakeProfitOrders(ctx context.Context) error {
 	}
 	roundPosition := types.NewPositionFromMarket(s.Market)
 	roundPosition.SetExchangeFeeRate(s.ExchangeSession.ExchangeName, types.ExchangeFee{
 		MakerFeeRate: s.ExchangeSession.MakerFeeRate,
 		TakerFeeRate: s.ExchangeSession.TakerFeeRate,
 	})
 	for _, trade := range trades {
 		s.logger.Infof("add trade into the position of this round %s", trade.String())
--- a/pkg/strategy/deposit2transfer/strategy.go
+++ b/pkg/strategy/deposit2transfer/strategy.go
@ -236,7 +236,7 @@ func (s *Strategy) scanDepositHistory(ctx context.Context, asset string, duratio
 						s.watchingDeposits[deposit.TransactionID] = deposit
 					}
 				} else {
-					// ignore all initial deposit history that are already success
+					// ignore all initial deposits that are already in success status
 					logger.Infof("ignored succeess deposit: %s %+v", deposit.TransactionID, deposit)
 				}
--- a/pkg/strategy/drift/strategy.go
+++ b/pkg/strategy/drift/strategy.go
@ -854,12 +854,12 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 			s.highestPrice = 0
 			s.lowestPrice = 0
 		} else if s.Position.IsLong() {
-			s.buyPrice = s.Position.ApproximateAverageCost.Float64()
+			s.buyPrice = s.Position.AverageCost.Float64()
 			s.sellPrice = 0
 			s.highestPrice = math.Max(s.buyPrice, s.highestPrice)
 			s.lowestPrice = s.buyPrice
 		} else if s.Position.IsShort() {
-			s.sellPrice = s.Position.ApproximateAverageCost.Float64()
+			s.sellPrice = s.Position.AverageCost.Float64()
 			s.buyPrice = 0
 			s.highestPrice = s.sellPrice
 			if s.lowestPrice == 0 {
--- a/pkg/strategy/elliottwave/strategy.go
+++ b/pkg/strategy/elliottwave/strategy.go
@ -354,12 +354,12 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 			s.highestPrice = 0
 			s.lowestPrice = 0
 		} else if s.Position.IsLong() {
-			s.buyPrice = s.Position.ApproximateAverageCost.Float64()
+			s.buyPrice = s.Position.AverageCost.Float64()
 			s.sellPrice = 0
 			s.highestPrice = math.Max(s.buyPrice, s.highestPrice)
 			s.lowestPrice = 0
 		} else {
-			s.sellPrice = s.Position.ApproximateAverageCost.Float64()
+			s.sellPrice = s.Position.AverageCost.Float64()
 			s.buyPrice = 0
 			s.highestPrice = 0
 			if s.lowestPrice == 0 {
--- a/pkg/strategy/harmonic/strategy.go
+++ b/pkg/strategy/harmonic/strategy.go
@ -440,9 +440,9 @@ for t in 1 .. n:
 return argmax(alpha[t,si] over si)
 */
 func hmm(y_t []float64, x_t []float64, l int) float64 {
-	al := make([]float64, l)
+	al := make([]float64, 0, l)
-	an := make([]float64, l)
+	an := make([]float64, 0, l)
-	as := make([]float64, l)
+	as := make([]float64, 0, l)
 	long := 0.
 	neut := 0.
 	short := 0.
@ -453,9 +453,9 @@ func hmm(y_t []float64, x_t []float64, l int) float64 {
 			sin := make([]float64, 3)
 			sis := make([]float64, 3)
 			for i := -1; i <= 1; i++ {
-				sil = append(sil, x_t[n-1-1]*transitProbability(i, j))
+				sil = append(sil, 0, x_t[n-1-1]*transitProbability(i, j))
-				sin = append(sin, x_t[n-1-1]*transitProbability(i, j))
+				sin = append(sin, 0, x_t[n-1-1]*transitProbability(i, j))
-				sis = append(sis, x_t[n-1-1]*transitProbability(i, j))
+				sis = append(sis, 0, x_t[n-1-1]*transitProbability(i, j))
 			}
 			if j > 0 {
 				_, longArr := floats.MinMax(sil, 3)
--- a/pkg/strategy/rebalance/strategy.go
+++ b/pkg/strategy/rebalance/strategy.go
@ -262,7 +262,7 @@ func (s *Strategy) generateOrder(ctx context.Context) (*types.SubmitOrder, error
 		}
 		quantity = market.RoundDownQuantityByPrecision(quantity)
-		price := s.PriceType.Map(ticker, side)
+		price := s.PriceType.GetPrice(ticker, side)
 		if s.MaxAmount.Float64() > 0 {
 			quantity = bbgo.AdjustQuantityByMaxAmount(quantity, price, s.MaxAmount)
--- a/pkg/strategy/scmaker/strategy.go
+++ b/pkg/strategy/scmaker/strategy.go
@ -98,7 +98,7 @@ func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
 func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
 	s.Strategy.Initialize(ctx, s.Environment, session, s.Market, ID, s.InstanceID())
-	s.book = types.NewStreamBook(s.Symbol)
+	s.book = types.NewStreamBook(s.Symbol, session.Exchange.Name())
 	s.book.BindStream(session.MarketDataStream)
 	s.liquidityOrderBook = bbgo.NewActiveOrderBook(s.Symbol)
--- a/pkg/strategy/tri/strategy.go
+++ b/pkg/strategy/tri/strategy.go
@ -513,7 +513,9 @@ func notifyUsdPnL(profit fixedpoint.Value) {
 	bbgo.Notify(title)
 }
-func (s *Strategy) iocOrderExecution(ctx context.Context, session *bbgo.ExchangeSession, orders [3]types.SubmitOrder, ratio float64) (types.OrderSlice, error) {
+func (s *Strategy) iocOrderExecution(
 	ctx context.Context, session *bbgo.ExchangeSession, orders [3]types.SubmitOrder, ratio float64,
 ) (types.OrderSlice, error) {
 	service, ok := session.Exchange.(types.ExchangeOrderQueryService)
 	if !ok {
 		return nil, errors.New("exchange does not support ExchangeOrderQueryService")
@ -700,7 +702,9 @@ func (s *Strategy) waitWebSocketOrderDone(ctx context.Context, orderID uint64, t
 	}
 }
-func (s *Strategy) waitOrdersAndCollectTrades(ctx context.Context, service types.ExchangeOrderQueryService, createdOrders types.OrderSlice) (map[uint64][]types.Trade, types.OrderSlice, error) {
+func (s *Strategy) waitOrdersAndCollectTrades(
 	ctx context.Context, service types.ExchangeOrderQueryService, createdOrders types.OrderSlice,
 ) (map[uint64][]types.Trade, types.OrderSlice, error) {
 	var err error
 	var orderTrades = make(map[uint64][]types.Trade)
 	var updatedOrders types.OrderSlice
@ -763,7 +767,9 @@ func (s *Strategy) analyzeOrders(orders types.OrderSlice) {
 	}
 }
-func (s *Strategy) buildArbMarkets(session *bbgo.ExchangeSession, symbols []string, separateStream bool, sigC sigchan.Chan) (map[string]*ArbMarket, error) {
+func (s *Strategy) buildArbMarkets(
 	session *bbgo.ExchangeSession, symbols []string, separateStream bool, sigC sigchan.Chan,
 ) (map[string]*ArbMarket, error) {
 	markets := make(map[string]*ArbMarket)
 	// build market object
 	for _, symbol := range symbols {
@ -790,7 +796,7 @@ func (s *Strategy) buildArbMarkets(session *bbgo.ExchangeSession, symbols []stri
 				Speed: types.SpeedHigh,
 			})
-			book := types.NewStreamBook(symbol)
+			book := types.NewStreamBook(symbol, session.ExchangeName)
 			priceUpdater := func(_ types.SliceOrderBook) {
 				bestBid, bestAsk, _ := book.BestBidAndAsk()
 				if bestAsk.Equals(m.bestAsk) && bestBid.Equals(m.bestBid) {
--- a/pkg/strategy/xalign/strategy.go
+++ b/pkg/strategy/xalign/strategy.go
@ -14,7 +14,7 @@ import (
 	"github.com/c9s/bbgo/pkg/bbgo"
 	"github.com/c9s/bbgo/pkg/core"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
-	"github.com/c9s/bbgo/pkg/priceresolver"
+	"github.com/c9s/bbgo/pkg/pricesolver"
 	"github.com/c9s/bbgo/pkg/types"
 )
@ -57,7 +57,7 @@ type Strategy struct {
 	faultBalanceRecords map[string][]TimeBalance
-	priceResolver *priceresolver.SimplePriceResolver
+	priceResolver *pricesolver.SimplePriceSolver
 	sessions   map[string]*bbgo.ExchangeSession
 	orderBooks map[string]*bbgo.ActiveOrderBook
@ -372,7 +372,7 @@ func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, se
 		// session.Market(symbol)
 	}
-	s.priceResolver = priceresolver.NewSimplePriceResolver(markets)
+	s.priceResolver = pricesolver.NewSimplePriceResolver(markets)
 	bbgo.OnShutdown(ctx, func(ctx context.Context, wg *sync.WaitGroup) {
 		defer wg.Done()
--- a/pkg/strategy/xdepthmaker/strategy.go
+++ b/pkg/strategy/xdepthmaker/strategy.go
@ -393,7 +393,7 @@ func (s *Strategy) CrossRun(
 		return err
 	}
-	s.pricingBook = types.NewStreamBook(s.HedgeSymbol)
+	s.pricingBook = types.NewStreamBook(s.HedgeSymbol, s.hedgeSession.ExchangeName)
 	s.pricingBook.BindStream(s.hedgeSession.MarketDataStream)
 	s.stopC = make(chan struct{})
--- a/pkg/strategy/xdepthmaker/strategy_test.go
+++ b/pkg/strategy/xdepthmaker/strategy_test.go
@ -44,7 +44,7 @@ func TestStrategy_generateMakerOrders(t *testing.T) {
 		},
 	}
-	pricingBook := types.NewStreamBook("BTCUSDT")
+	pricingBook := types.NewStreamBook("BTCUSDT", types.ExchangeBinance)
 	pricingBook.Load(types.SliceOrderBook{
 		Symbol: "BTCUSDT",
 		Bids: types.PriceVolumeSlice{
--- a/pkg/strategy/xgap/strategy.go
+++ b/pkg/strategy/xgap/strategy.go
@ -153,11 +153,11 @@ func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, se
 	})
 	if s.SourceExchange != "" {
-		s.sourceBook = types.NewStreamBook(s.Symbol)
+		s.sourceBook = types.NewStreamBook(s.Symbol, sourceSession.ExchangeName)
 		s.sourceBook.BindStream(s.sourceSession.MarketDataStream)
 	}
-	s.tradingBook = types.NewStreamBook(s.Symbol)
+	s.tradingBook = types.NewStreamBook(s.Symbol, tradingSession.ExchangeName)
 	s.tradingBook.BindStream(s.tradingSession.MarketDataStream)
 	s.tradingSession.UserDataStream.OnTradeUpdate(func(trade types.Trade) {
--- a/pkg/strategy/xmaker/metrics.go
+++ b/pkg/strategy/xmaker/metrics.go
@ -0,0 +1,85 @@
 package xmaker
 import "github.com/prometheus/client_golang/prometheus"
 var openOrderBidExposureInUsdMetrics = prometheus.NewGaugeVec(
 	prometheus.GaugeOpts{
 		Name: "xmaker_open_order_bid_exposure_in_usd",
 		Help: "",
 	}, []string{"strategy_type", "strategy_id", "exchange", "symbol"})
 var openOrderAskExposureInUsdMetrics = prometheus.NewGaugeVec(
 	prometheus.GaugeOpts{
 		Name: "xmaker_open_order_ask_exposure_in_usd",
 		Help: "",
 	}, []string{"strategy_type", "strategy_id", "exchange", "symbol"})
 var makerBestBidPriceMetrics = prometheus.NewGaugeVec(
 	prometheus.GaugeOpts{
 		Name: "xmaker_maker_best_bid_price",
 		Help: "",
 	}, []string{"strategy_type", "strategy_id", "exchange", "symbol"})
 var makerBestAskPriceMetrics = prometheus.NewGaugeVec(
 	prometheus.GaugeOpts{
 		Name: "xmaker_maker_best_ask_price",
 		Help: "",
 	}, []string{"strategy_type", "strategy_id", "exchange", "symbol"})
 var bidMarginMetrics = prometheus.NewGaugeVec(
 	prometheus.GaugeOpts{
 		Name: "xmaker_bid_margin",
 		Help: "the current bid margin (dynamic)",
 	}, []string{"strategy_type", "strategy_id", "exchange", "symbol"})
 var askMarginMetrics = prometheus.NewGaugeVec(
 	prometheus.GaugeOpts{
 		Name: "xmaker_ask_margin",
 		Help: "the current ask margin (dynamic)",
 	}, []string{"strategy_type", "strategy_id", "exchange", "symbol"})
 var aggregatedSignalMetrics = prometheus.NewGaugeVec(
 	prometheus.GaugeOpts{
 		Name: "xmaker_aggregated_signal",
 		Help: "",
 	}, []string{"strategy_type", "strategy_id", "exchange", "symbol"})
 var configNumOfLayersMetrics = prometheus.NewGaugeVec(
 	prometheus.GaugeOpts{
 		Name: "xmaker_config_num_of_layers",
 		Help: "",
 	}, []string{"strategy_type", "strategy_id", "symbol"})
 var configMaxExposureMetrics = prometheus.NewGaugeVec(
 	prometheus.GaugeOpts{
 		Name: "xmaker_config_max_exposure",
 		Help: "",
 	}, []string{"strategy_type", "strategy_id", "symbol"})
 var configBidMarginMetrics = prometheus.NewGaugeVec(
 	prometheus.GaugeOpts{
 		Name: "xmaker_config_bid_margin",
 		Help: "",
 	}, []string{"strategy_type", "strategy_id", "symbol"})
 var configAskMarginMetrics = prometheus.NewGaugeVec(
 	prometheus.GaugeOpts{
 		Name: "xmaker_config_ask_margin",
 		Help: "",
 	}, []string{"strategy_type", "strategy_id", "symbol"})
 func init() {
 	prometheus.MustRegister(
 		openOrderBidExposureInUsdMetrics,
 		openOrderAskExposureInUsdMetrics,
 		makerBestBidPriceMetrics,
 		makerBestAskPriceMetrics,
 		bidMarginMetrics,
 		askMarginMetrics,
 		aggregatedSignalMetrics,
 		configNumOfLayersMetrics,
 		configMaxExposureMetrics,
 		configBidMarginMetrics,
 		configAskMarginMetrics,
 	)
 }
--- a/pkg/strategy/xmaker/signal_boll.go
+++ b/pkg/strategy/xmaker/signal_boll.go
@ -0,0 +1,87 @@
 package xmaker
 import (
 	"context"
 	"github.com/prometheus/client_golang/prometheus"
 	"github.com/c9s/bbgo/pkg/bbgo"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
 	"github.com/c9s/bbgo/pkg/indicator/v2"
 	"github.com/c9s/bbgo/pkg/types"
 )
 var bollingerBandSignalMetrics = prometheus.NewGaugeVec(
 	prometheus.GaugeOpts{
 		Name: "xmaker_bollinger_band_signal",
 		Help: "",
 	}, []string{"symbol"})
 func init() {
 	prometheus.MustRegister(bollingerBandSignalMetrics)
 }
 type BollingerBandTrendSignal struct {
 	types.IntervalWindow
 	MinBandWidth float64 `json:"minBandWidth"`
 	MaxBandWidth float64 `json:"maxBandWidth"`
 	indicator *indicatorv2.BOLLStream
 	symbol    string
 	lastK     *types.KLine
 }
 func (s *BollingerBandTrendSignal) Bind(ctx context.Context, session *bbgo.ExchangeSession, symbol string) error {
 	if s.MaxBandWidth == 0.0 {
 		s.MaxBandWidth = 2.0
 	}
 	if s.MinBandWidth == 0.0 {
 		s.MinBandWidth = 1.0
 	}
 	s.symbol = symbol
 	s.indicator = session.Indicators(symbol).BOLL(s.IntervalWindow, s.MinBandWidth)
 	session.MarketDataStream.OnKLineClosed(types.KLineWith(s.symbol, s.IntervalWindow.Interval, func(kline types.KLine) {
 		s.lastK = &kline
 	}))
 	bollingerBandSignalMetrics.WithLabelValues(s.symbol).Set(0.0)
 	return nil
 }
 func (s *BollingerBandTrendSignal) CalculateSignal(ctx context.Context) (float64, error) {
 	if s.lastK == nil {
 		return 0, nil
 	}
 	closePrice := s.lastK.Close
 	// when bid price is lower than the down band, then it's in the downtrend
 	// when ask price is higher than the up band, then it's in the uptrend
 	lastDownBand := fixedpoint.NewFromFloat(s.indicator.DownBand.Last(0))
 	lastUpBand := fixedpoint.NewFromFloat(s.indicator.UpBand.Last(0))
 	maxBandWidth := s.indicator.StdDev.Last(0) * s.MaxBandWidth
 	signal := 0.0
 	// if the price is inside the band, do not vote
 	if closePrice.Compare(lastDownBand) > 0 && closePrice.Compare(lastUpBand) < 0 {
 		signal = 0.0
 	} else if closePrice.Compare(lastDownBand) < 0 {
 		signal = lastDownBand.Sub(closePrice).Float64() / maxBandWidth * -2.0
 	} else if closePrice.Compare(lastUpBand) > 0 {
 		signal = closePrice.Sub(lastUpBand).Float64() / maxBandWidth * 2.0
 	}
 	log.Infof("[BollingerBandTrendSignal] %f up/down = %f/%f, close price = %f",
 		signal,
 		lastUpBand.Float64(),
 		lastDownBand.Float64(),
 		closePrice.Float64())
 	bollingerBandSignalMetrics.WithLabelValues(s.symbol).Set(signal)
 	return signal, nil
 }
--- a/pkg/strategy/xmaker/signal_book.go
+++ b/pkg/strategy/xmaker/signal_book.go
@ -0,0 +1,68 @@
 package xmaker
 import (
 	"context"
 	"github.com/pkg/errors"
 	"github.com/prometheus/client_golang/prometheus"
 	"github.com/c9s/bbgo/pkg/bbgo"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
 	"github.com/c9s/bbgo/pkg/types"
 )
 var orderBookSignalMetrics = prometheus.NewGaugeVec(
 	prometheus.GaugeOpts{
 		Name: "xmaker_order_book_signal",
 		Help: "",
 	}, []string{"symbol"})
 func init() {
 	prometheus.MustRegister(orderBookSignalMetrics)
 }
 type OrderBookBestPriceVolumeSignal struct {
 	RatioThreshold fixedpoint.Value `json:"ratioThreshold"`
 	MinVolume      fixedpoint.Value `json:"minVolume"`
 	symbol string
 	book   *types.StreamOrderBook
 }
 func (s *OrderBookBestPriceVolumeSignal) Bind(ctx context.Context, session *bbgo.ExchangeSession, symbol string) error {
 	if s.book == nil {
 		return errors.New("s.book can not be nil")
 	}
 	s.symbol = symbol
 	orderBookSignalMetrics.WithLabelValues(s.symbol).Set(0.0)
 	return nil
 }
 func (s *OrderBookBestPriceVolumeSignal) CalculateSignal(ctx context.Context) (float64, error) {
 	bid, ask, ok := s.book.BestBidAndAsk()
 	if !ok {
 		return 0.0, nil
 	}
 	// TODO: may use scale to define this
 	sumVol := bid.Volume.Add(ask.Volume)
 	bidRatio := bid.Volume.Div(sumVol)
 	askRatio := ask.Volume.Div(sumVol)
 	denominator := fixedpoint.One.Sub(s.RatioThreshold)
 	signal := 0.0
 	if bid.Volume.Compare(s.MinVolume) < 0 && ask.Volume.Compare(s.MinVolume) < 0 {
 		signal = 0.0
 	} else if bidRatio.Compare(s.RatioThreshold) >= 0 {
 		numerator := bidRatio.Sub(s.RatioThreshold)
 		signal = numerator.Div(denominator).Float64()
 	} else if askRatio.Compare(s.RatioThreshold) >= 0 {
 		numerator := askRatio.Sub(s.RatioThreshold)
 		signal = -numerator.Div(denominator).Float64()
 	}
 	log.Infof("[OrderBookBestPriceVolumeSignal] %f bid/ask = %f/%f", signal, bid.Volume.Float64(), ask.Volume.Float64())
 	orderBookSignalMetrics.WithLabelValues(s.symbol).Set(signal)
 	return signal, nil
 }
--- a/Show More
+++ b/Show More
`@ -41,4 +41,4 @@ bbgo account [--session SESSION] [flags]`

	`* [bbgo](bbgo.md) - bbgo is a crypto trading bot`	`* [bbgo](bbgo.md) - bbgo is a crypto trading bot`

	`###### Auto generated by spf13/cobra on 20-May-2024`	`###### Auto generated by spf13/cobra on 16-Sep-2024`
`@ -50,4 +50,4 @@ bbgo backtest [flags]`

	`* [bbgo](bbgo.md) - bbgo is a crypto trading bot`	`* [bbgo](bbgo.md) - bbgo is a crypto trading bot`

	`###### Auto generated by spf13/cobra on 20-May-2024`	`###### Auto generated by spf13/cobra on 16-Sep-2024`
`@ -40,4 +40,4 @@ bbgo balances [--session SESSION] [flags]`

	`* [bbgo](bbgo.md) - bbgo is a crypto trading bot`	`* [bbgo](bbgo.md) - bbgo is a crypto trading bot`

	`###### Auto generated by spf13/cobra on 20-May-2024`	`###### Auto generated by spf13/cobra on 16-Sep-2024`
`@ -39,4 +39,4 @@ bbgo build [flags]`

	`* [bbgo](bbgo.md) - bbgo is a crypto trading bot`	`* [bbgo](bbgo.md) - bbgo is a crypto trading bot`

	`###### Auto generated by spf13/cobra on 20-May-2024`	`###### Auto generated by spf13/cobra on 16-Sep-2024`
`@ -49,4 +49,4 @@ bbgo cancel-order [flags]`

	`* [bbgo](bbgo.md) - bbgo is a crypto trading bot`	`* [bbgo](bbgo.md) - bbgo is a crypto trading bot`

	`###### Auto generated by spf13/cobra on 20-May-2024`	`###### Auto generated by spf13/cobra on 16-Sep-2024`
`@ -41,4 +41,4 @@ bbgo deposits [flags]`

	`* [bbgo](bbgo.md) - bbgo is a crypto trading bot`	`* [bbgo](bbgo.md) - bbgo is a crypto trading bot`

	`###### Auto generated by spf13/cobra on 20-May-2024`	`###### Auto generated by spf13/cobra on 16-Sep-2024`
`@ -42,4 +42,4 @@ bbgo get-order --session SESSION --order-id ORDER_ID [flags]`

	`* [bbgo](bbgo.md) - bbgo is a crypto trading bot`	`* [bbgo](bbgo.md) - bbgo is a crypto trading bot`

	`###### Auto generated by spf13/cobra on 20-May-2024`	`###### Auto generated by spf13/cobra on 16-Sep-2024`
`@ -45,4 +45,4 @@ bbgo hoptimize [flags]`

	`* [bbgo](bbgo.md) - bbgo is a crypto trading bot`	`* [bbgo](bbgo.md) - bbgo is a crypto trading bot`

	`###### Auto generated by spf13/cobra on 20-May-2024`	`###### Auto generated by spf13/cobra on 16-Sep-2024`
`@ -42,4 +42,4 @@ bbgo kline [flags]`

	`* [bbgo](bbgo.md) - bbgo is a crypto trading bot`	`* [bbgo](bbgo.md) - bbgo is a crypto trading bot`

	`###### Auto generated by spf13/cobra on 20-May-2024`	`###### Auto generated by spf13/cobra on 16-Sep-2024`
`@ -41,4 +41,4 @@ bbgo list-orders open\|closed --session SESSION --symbol SYMBOL [flags]`

	`* [bbgo](bbgo.md) - bbgo is a crypto trading bot`	`* [bbgo](bbgo.md) - bbgo is a crypto trading bot`

	`###### Auto generated by spf13/cobra on 20-May-2024`	`###### Auto generated by spf13/cobra on 16-Sep-2024`