Merge 271eafa1b6 into 37106c35b7

Merge pull request #1748 from c9s/c9s/add-pos-index
IMPROVE: [db] add index on positions table
2024-09-20 00:01:09 +00:00 · 2024-09-19 09:41:02 +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
37 changed files with 121 additions and 34 deletions
--- 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 12-Sep-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 12-Sep-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 12-Sep-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 12-Sep-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 12-Sep-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 12-Sep-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 12-Sep-2024
+###### Auto generated by spf13/cobra on 16-Sep-2024
--- a/doc/commands/bbgo_execute-order.md
+++ b/doc/commands/bbgo_execute-order.md
@ -50,4 +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 12-Sep-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 12-Sep-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 12-Sep-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 12-Sep-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 12-Sep-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 12-Sep-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 12-Sep-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 12-Sep-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 12-Sep-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 12-Sep-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 12-Sep-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 12-Sep-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 12-Sep-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 12-Sep-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 12-Sep-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 12-Sep-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 12-Sep-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 12-Sep-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 12-Sep-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 12-Sep-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 12-Sep-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 12-Sep-2024
+###### Auto generated by spf13/cobra on 16-Sep-2024
--- 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/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/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/strategy/xmaker/strategy.go
+++ b/pkg/strategy/xmaker/strategy.go
@ -480,8 +480,13 @@ func (s *Strategy) getLayerPrice(
 		}
 	}

+	sideBook := sourceBook.SideBook(side)
+	if pv, ok := sideBook.First(); ok {
+		price = pv.Price
+	}
+
 	if requiredDepth.Sign() > 0 {
-		price = aggregatePrice(sourceBook.SideBook(side), requiredDepth)
+		price = aggregatePrice(sideBook, requiredDepth)
 		price = price.Mul(fixedpoint.One.Add(delta))
 		if i > 0 {
 			price = price.Add(pips.Mul(s.makerMarket.TickSize))
--- a/pkg/version/dev.go
+++ b/pkg/version/dev.go
@ -3,6 +3,6 @@

 package version

-const Version = "v1.60.2-0d6b7b29d-dev"
+const Version = "v1.60.3-26b1fd2ae-dev"

-const VersionGitRef = "0d6b7b29d"
+const VersionGitRef = "26b1fd2ae"
--- a/pkg/version/version.go
+++ b/pkg/version/version.go
@ -3,6 +3,6 @@

 package version

-const Version = "v1.60.2-0d6b7b29d"
+const Version = "v1.60.3-26b1fd2ae"

-const VersionGitRef = "0d6b7b29d"
+const VersionGitRef = "26b1fd2ae"
Author	SHA1	Message	Date
Zenix	35679e497b	Merge `271eafa1b6` into `37106c35b7`	2024-09-19 09:41:02 +08:00
c9s	37106c35b7	Merge pull request #1748 from c9s/c9s/add-pos-index Some checks failed Go / build (1.21, 6.2) (push) Has been cancelled Details golang-lint / lint (push) Has been cancelled Details IMPROVE: [db] add index on positions table	2024-09-18 17:06:34 +08:00
c9s	8265ada5a0	compile and update migration package	2024-09-18 13:30:56 +08:00
c9s	744ca57c71	migrations: add index on positions table	2024-09-18 13:30:20 +08:00
c9s	17d3097e06	add v1.60.3 release note Some checks failed Go / build (1.21, 6.2) (push) Has been cancelled Details golang-lint / lint (push) Has been cancelled Details	2024-09-16 00:31:00 +08:00
c9s	a0c41f89f2	bump version to v1.60.3	2024-09-16 00:31:00 +08:00
c9s	35a6639530	update command doc files	2024-09-16 00:30:59 +08:00
c9s	26b1fd2ae7	xmaker: fix price initialization	2024-09-16 00:29:37 +08:00