Merge ed8d66cdef into 37106c35b7

IMPROVE: [db] add index on positions table

.github/dependabot.yml

@@ -0,0 +1,27 @@
+version: 2
+updates:
+  - package-ecosystem: "github-actions"
+    directory: "/"
+    schedule:
+      interval: "weekly"
+    commit-message:
+      prefix: "dep"
+
+  - package-ecosystem: "gomod"
+    directory: "/"
+    schedule:
+      interval: "weekly"
+    commit-message:
+      prefix: "dep"
+    # Create pull requests only for security updates
+    open-pull-requests-limit: 0
+
+  - package-ecosystem: "npm"
+    directories:
+      - "/apps/backtest-report"
+      - "/apps/frontend"
+    schedule:
+      interval: "weekly"
+    commit-message:
+      prefix: "dep"
+    open-pull-requests-limit: 0

.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: |
@@ -36,23 +36,23 @@ jobs:
           type=semver,pattern={{major}}
           type=sha
     - name: Set up QEMU
-      uses: docker/setup-qemu-action@v1
+      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@v1
+      uses: docker/login-action@v3
       with:
         username: ${{ secrets.DOCKERHUB_USERNAME }}
         password: ${{ secrets.DOCKERHUB_TOKEN }}
     - name: Login to Quay Container Registry
-      uses: docker/login-action@v2
+      uses: docker/login-action@v3
       with:
         registry: quay.io
         username: ${{ secrets.QUAY_USERNAME }}
         password: ${{ secrets.QUAY_TOKEN }}
     - name: Build and push
       id: docker_build
-      uses: docker/build-push-action@v2
+      uses: docker/build-push-action@v6
       with:
         push: true
         # tags: yoanlin/bbgo:latest

.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*"
@@ -27,12 +29,12 @@ jobs:
 
     steps:
 
-    - uses: actions/checkout@v2
+    - uses: actions/checkout@v4
       with:
         # lfs: 'true'
         ssh-key: ${{ secrets.git_ssh_key }}
 
-    - uses: actions/cache@v2
+    - uses: actions/cache@v4
       with:
         path: |
           ~/.cache/go-build
@@ -53,7 +55,7 @@ jobs:
         # auto-start: "false"
 
     - name: Set up Go
-      uses: actions/setup-go@v4
+      uses: actions/setup-go@v5
       with:
         go-version: ${{ matrix.go-version }}
 
@@ -88,13 +90,13 @@ jobs:
         sed -i -e '/_requestgen.go/d' coverage_dnum.txt
 
     - name: Revive Check
-      uses: morphy2k/revive-action@v2.5.4 # 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
 

.github/workflows/golang-lint.yml

@@ -20,6 +20,6 @@ jobs:
           go-version: '1.21'
           cache: false
       - name: golangci-lint
-        uses: golangci/golangci-lint-action@v4
+        uses: golangci/golangci-lint-action@v6
         with:
           version: 'v1.54'

.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

.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 .

.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@v4
+        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

.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/...

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

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 -}}

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 }}

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

config/autobuy.yaml

@@ -5,7 +5,7 @@ exchangeStrategies:
     autobuy:
       symbol: MAXTWD
       schedule: "@every 1s"
-      threshold: 200
+      minBaseBalance: 200
       # price type: LAST, BUY, SELL, MID, TAKER, MAKER
       priceType: BUY
 

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:
-      type: redis
-
+    ## profitFixer is used for fixing the profit stats and the position
+    # 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

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

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

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

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

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

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

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

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
-  -h, --help                       help for execute-order
-      --price-ticks int            the number of price tick for the jump spread, default to 0
-      --session string             the exchange session name for sync
-      --side string                the trading side: buy or sell
-      --slice-quantity string      slice quantity
-      --stop-price string          stop price (default "0")
-      --symbol string              the trading pair, like btcusdt
-      --target-quantity string     target quantity
-      --update-interval duration   order update time (default 10s)
+      --deadline duration                deadline duration of the order execution, e.g. 1h
+      --delay-interval duration          order delay time after filled (default 3s)
+  -h, --help                             help for execute-order
+      --order-update-rate-limit string   order update rate limit, syntax: 1+1/1m (default "1s")
+      --price-ticks int                  the number of price tick for the jump spread, default to 0
+      --session string                   the exchange session name for sync
+      --side string                      the trading side: buy or sell
+      --slice-quantity string            slice quantity
+      --stop-price string                stop price (default "0")
+      --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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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() {

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-gonic/gin v1.9.1
-	github.com/go-redis/redis/v8 v8.8.0
+	github.com/gin-contrib/cors v1.7.2
+	github.com/gin-gonic/gin v1.10.0
+	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/gorilla/websocket v1.5.1
+	github.com/google/uuid v1.6.0
+	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/sync v0.7.0
-	golang.org/x/time v0.5.0
+	golang.org/x/oauth2 v0.22.0
+	golang.org/x/sync v0.8.0
+	golang.org/x/time v0.6.0
 	gonum.org/v1/gonum v0.8.2
-	google.golang.org/api v0.153.0
-	google.golang.org/grpc v1.59.0
-	google.golang.org/protobuf v1.31.0
+	google.golang.org/api v0.194.0
+	google.golang.org/grpc v1.65.0
+	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/compute/metadata v0.2.3 // indirect
+	cloud.google.com/go/auth v0.9.1 // 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/cespare/xxhash/v2 v2.2.0 // indirect
-	github.com/chenzhuoyu/base64x v0.0.0-20221115062448-fe3a3abad311 // indirect
+	github.com/bytedance/sonic v1.12.1 // indirect
+	github.com/bytedance/sonic/loader v0.2.0 // 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/google/s2a-go v0.1.7 // indirect
+	github.com/golang/protobuf v1.5.4 // 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 v2.2.0 // indirect
+	github.com/pelletier/go-toml/v2 v2.2.3 // 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/otel/metric v0.19.0 // indirect
-	go.opentelemetry.io/otel/trace v0.19.0 // indirect
-	golang.org/x/arch v0.3.0 // indirect
-	golang.org/x/crypto v0.22.0 // indirect
+	go.opentelemetry.io/contrib/instrumentation/net/http/otelhttp v0.49.0 // indirect
+	go.opentelemetry.io/otel v1.24.0 // indirect
+	go.opentelemetry.io/otel/metric v1.24.0 // indirect
+	go.opentelemetry.io/otel/trace v1.24.0 // 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/net v0.24.0 // indirect
-	golang.org/x/sys v0.19.0 // indirect
-	golang.org/x/term v0.19.0 // indirect
-	golang.org/x/text v0.14.0 // indirect
-	golang.org/x/tools v0.20.0 // indirect
-	google.golang.org/appengine v1.6.7 // indirect
-	google.golang.org/genproto/googleapis/rpc v0.0.0-20231120223509-83a465c0220f // indirect
+	golang.org/x/mod v0.20.0 // indirect
+	golang.org/x/net v0.28.0 // indirect
+	golang.org/x/sys v0.24.0 // indirect
+	golang.org/x/term v0.23.0 // indirect
+	golang.org/x/text v0.17.0 // indirect
+	golang.org/x/tools v0.24.0 // indirect
+	google.golang.org/genproto/googleapis/api v0.0.0-20240814211410-ddb44dafa142 // indirect
+	google.golang.org/genproto/googleapis/rpc v0.0.0-20240814211410-ddb44dafa142 // indirect
 	gopkg.in/ini.v1 v1.67.0 // indirect
 )

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=
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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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@@ -91,13 +95,10 @@ github.com/cenkalti/backoff/v4 v4.2.0/go.mod h1:Y3VNntkOUPxTVeUxJ/G5vcM//AlwfmyY
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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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@@ -182,18 +187,21 @@ github.com/go-kit/log v0.1.0/go.mod h1:zbhenjAZHb184qTLMA9ZjW7ThYL0H2mk7Q6pNt4vb
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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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@@ -245,9 +253,8 @@ github.com/golang/protobuf v1.4.0/go.mod h1:jodUvKwWbYaEsadDk5Fwe5c77LiNKVO9IDvq
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@@ -277,24 +284,24 @@ github.com/google/pprof v0.0.0-20200229191704-1ebb73c60ed3/go.mod h1:ZgVRPoUq/hf
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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=
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-github.com/pelletier/go-toml/v2 v2.2.0 h1:QLgLl2yMN7N+ruc31VynXs1vhMZa7CeHHejIeBAsoHo=
-github.com/pelletier/go-toml/v2 v2.2.0/go.mod h1:1t835xjRzz80PqgE6HHgN2JOsmgYu/h4qDAS4n929Rs=
+github.com/pelletier/go-toml/v2 v2.2.3 h1:YmeHyLY8mFWbdkNWwpr+qIL2bEqT0o95WSdkNHvL12M=
+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 v1.1.7/go.mod h1:Ax+UKWsSmolVDwsd+7N3ZtXu+yMGCf907BLYF3GoBXY=
-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/ugorji/go/codec v1.2.12 h1:9LC83zGrHhuUA9l16C9AHXAqEV/2wBQ4nkvumAE65EE=
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 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/otel v0.19.0/go.mod h1:j9bF567N9EfomkSidSfmMwIwIBuP37AMAIzVW85OxSg=
-go.opentelemetry.io/otel/metric v0.19.0 h1:dtZ1Ju44gkJkYvo+3qGqVXmf88tc+a42edOywypengg=
-go.opentelemetry.io/otel/metric v0.19.0/go.mod h1:8f9fglJPRnXuskQmKpnad31lcLJ2VmNNqIsx/uIwBSc=
-go.opentelemetry.io/otel/oteltest v0.19.0 h1:YVfA0ByROYqTwOxqHVZYZExzEpfZor+MU1rU+ip2v9Q=
-go.opentelemetry.io/otel/oteltest v0.19.0/go.mod h1:tI4yxwh8U21v7JD6R3BcA/2+RBoTKFexE/PJ/nSO7IA=
-go.opentelemetry.io/otel/trace v0.19.0 h1:1ucYlenXIDA1OlHVLDZKX0ObXV5RLaq06DtUKz5e5zc=
-go.opentelemetry.io/otel/trace v0.19.0/go.mod h1:4IXiNextNOpPnRlI4ryK69mn5iC84bjBWZQA5DXz/qg=
+go.opentelemetry.io/contrib/instrumentation/net/http/otelhttp v0.49.0 h1:jq9TW8u3so/bN+JPT166wjOI6/vQPF6Xe7nMNIltagk=
+go.opentelemetry.io/contrib/instrumentation/net/http/otelhttp v0.49.0/go.mod h1:p8pYQP+m5XfbZm9fxtSKAbM6oIllS7s2AfxrChvc7iw=
+go.opentelemetry.io/otel v1.24.0 h1:0LAOdjNmQeSTzGBzduGe/rU4tZhMwL5rWgtp9Ku5Jfo=
+go.opentelemetry.io/otel v1.24.0/go.mod h1:W7b9Ozg4nkF5tWI5zsXkaKKDjdVjpD4oAt9Qi/MArHo=
+go.opentelemetry.io/otel/metric v1.24.0 h1:6EhoGWWK28x1fbpA4tYTOWBkPefTDQnb8WSGXlc88kI=
+go.opentelemetry.io/otel/metric v1.24.0/go.mod h1:VYhLe1rFfxuTXLgj4CBiyz+9WYBA8pNGJgDcSFRKBco=
+go.opentelemetry.io/otel/trace v1.24.0 h1:CsKnnL4dUAr/0llH9FKuc698G04IrpWV0MQA/Y1YELI=
+go.opentelemetry.io/otel/trace v1.24.0/go.mod h1:HPc3Xr/cOApsBI154IU0OI0HJexz+aw5uPdbs3UCjNU=
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 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=
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-golang.org/x/arch v0.3.0 h1:02VY4/ZcO/gBOH6PUaoiptASxtXU10jazRCP865E97k=
-golang.org/x/arch v0.3.0/go.mod h1:5om86z9Hs0C8fWVUuoMHwpExlXzs5Tkyp9hOrfG7pp8=
+golang.org/x/arch v0.9.0 h1:ub9TgUInamJ8mrZIGlBG6/4TqWeMszd4N8lNorbrr6k=
+golang.org/x/arch v0.9.0/go.mod h1:FEVrYAQjsQXMVJ1nsMoVVXPZg6p2JE2mx8psSWTDQys=
 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=
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 golang.org/x/crypto v0.0.0-20220622213112-05595931fe9d/go.mod h1:IxCIyHEi3zRg3s0A5j5BB6A9Jmi73HwBIUl50j+osU4=
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-golang.org/x/crypto v0.22.0/go.mod h1:vr6Su+7cTlO45qkww3VDJlzDn0ctJvRgYbC2NvXHt+M=
+golang.org/x/crypto v0.26.0 h1:RrRspgV4mU+YwB4FYnuBoKsUapNIL5cohGAmSH3azsw=
+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=
 golang.org/x/exp v0.0.0-20180807140117-3d87b88a115f/go.mod h1:CJ0aWSM057203Lf6IL+f9T1iT9GByDxfZKAQTCR3kQA=
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@@ -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 v0.17.0/go.mod h1:hTbmBsO62+eylJbnUtE2MGJUyE7QWk4xUqPFrRgJ+7c=
+golang.org/x/mod v0.20.0 h1:utOm6MM3R3dnawAiJgn0y+xvuYRsm1RKM/4giyfDgV0=
+golang.org/x/mod v0.20.0/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/
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-golang.org/x/net v0.24.0 h1:1PcaxkF854Fu3+lvBIx5SYn9wRlBzzcnHZSiaFFAb0w=
-golang.org/x/net v0.24.0/go.mod h1:2Q7sJY5mzlzWjKtYUEXSlBWCdyaioyXzRB2RtU8KVE8=
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+golang.org/x/net v0.28.0/go.mod h1:yqtgsTWOOnlGLG9GFRrK3++bGOUEkNBoHZc8MEDWPNg=
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 golang.org/x/oauth2 v0.0.0-20190226205417-e64efc72b421/go.mod h1:gOpvHmFTYa4IltrdGE7lF6nIHvwfUNPOp7c8zoXwtLw=
 golang.org/x/oauth2 v0.0.0-20190604053449-0f29369cfe45/go.mod h1:gOpvHmFTYa4IltrdGE7lF6nIHvwfUNPOp7c8zoXwtLw=
 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 v0.15.0/go.mod h1:q48ptWNTY5XWf+JNten23lcvHpLJ0ZSxF5ttTHKVCAM=
+golang.org/x/oauth2 v0.22.0 h1:BzDx2FehcG7jJwgWLELCdmLuxk2i+x9UDpSiss2u0ZA=
+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=
-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=
 golang.org/x/sys v0.0.0-20220520151302-bc2c85ada10a/go.mod h1:oPkhp1MJrh7nUepCBck5+mAzfO9JrbApNNgaTdGDITg=
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-golang.org/x/sys v0.19.0 h1:q5f1RH2jigJ1MoAWp2KTp3gm5zAGFUTarQZ5U386+4o=
-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=
-golang.org/x/term v0.19.0/go.mod h1:2CuTdWZ7KHSQwUzKva0cbMg6q2DMI3Mmxp+gKJbskEk=
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+golang.org/x/term v0.23.0/go.mod h1:DgV24QBUrK6jhZXl+20l6UWznPlwAHm1Q1mGHtydmSk=
 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=
-golang.org/x/text v0.14.0/go.mod h1:18ZOQIKpY8NJVqYksKHtTdi31H5itFRjB5/qKTNYzSU=
+golang.org/x/text v0.17.0 h1:XtiM5bkSOt+ewxlOE/aE/AKEHibwj/6gvWMl9Rsh0Qc=
+golang.org/x/text v0.17.0/go.mod h1:BuEKDfySbSR4drPmRPG/7iBdf8hvFMuRexcpahXilzY=
 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=
-golang.org/x/time v0.5.0/go.mod h1:3BpzKBy/shNhVucY/MWOyx10tF3SFh9QdLuxbVysPQM=
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+golang.org/x/time v0.6.0/go.mod h1:3BpzKBy/shNhVucY/MWOyx10tF3SFh9QdLuxbVysPQM=
 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=
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 golang.org/x/tools v0.0.0-20200825202427-b303f430e36d/go.mod h1:njjCfa9FT2d7l9Bc6FUM5FLjQPp3cFF28FI3qnDFljA=
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 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=
-golang.org/x/tools v0.20.0/go.mod h1:WvitBU7JJf6A4jOdg4S1tviW9bhUxkgeCui/0JHctQg=
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+golang.org/x/tools v0.24.0/go.mod h1:YhNqVBIfWHdzvTLs0d8LCuMhkKUgSUKldakyV7W/WDQ=
 golang.org/x/xerrors v0.0.0-20190410155217-1f06c39b4373/go.mod h1:I/5z698sn9Ka8TeJc9MKroUUfqBBauWjQqLJ2OPfmY0=
 golang.org/x/xerrors v0.0.0-20190513163551-3ee3066db522/go.mod h1:I/5z698sn9Ka8TeJc9MKroUUfqBBauWjQqLJ2OPfmY0=
 golang.org/x/xerrors v0.0.0-20190717185122-a985d3407aa7/go.mod h1:I/5z698sn9Ka8TeJc9MKroUUfqBBauWjQqLJ2OPfmY0=
@@ -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 v0.153.0/go.mod h1:3qNJX5eOmhiWYc67jRA/3GsDw97UFb5ivv7Y2PrriAY=
+google.golang.org/api v0.194.0 h1:dztZKG9HgtIpbI35FhfuSNR/zmaMVdxNlntHj1sIS4s=
+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=
 google.golang.org/appengine v1.6.6/go.mod h1:8WjMMxjGQR8xUklV/ARdw2HLXBOI7O7uCIDZVag1xfc=
-google.golang.org/appengine v1.6.7 h1:FZR1q0exgwxzPzp/aF+VccGrSfxfPpkBqjIIEq3ru6c=
-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 v0.0.0-20231106174013-bbf56f31fb17/go.mod h1:J7XzRzVy1+IPwWHZUzoD0IccYZIrXILAQpc+Qy9CMhY=
-google.golang.org/genproto/googleapis/api v0.0.0-20231106174013-bbf56f31fb17 h1:JpwMPBpFN3uKhdaekDpiNlImDdkUAyiJ6ez/uxGaUSo=
-google.golang.org/genproto/googleapis/api v0.0.0-20231106174013-bbf56f31fb17/go.mod h1:0xJLfVdJqpAPl8tDg1ujOCGzx6LFLttXT5NhllGOXY4=
-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/genproto/googleapis/api v0.0.0-20240814211410-ddb44dafa142 h1:wKguEg1hsxI2/L3hUYrpo1RVi48K+uTyzKqprwLXsb8=
+google.golang.org/genproto/googleapis/api v0.0.0-20240814211410-ddb44dafa142/go.mod h1:d6be+8HhtEtucleCbxpPW9PA9XwISACu8nvpPqF0BVo=
+google.golang.org/genproto/googleapis/rpc v0.0.0-20240814211410-ddb44dafa142 h1:e7S5W7MGGLaSu8j3YjdezkZ+m1/Nm0uRVRMEMGk26Xs=
+google.golang.org/genproto/googleapis/rpc v0.0.0-20240814211410-ddb44dafa142/go.mod h1:UqMtugtsSgubUsoxbuAoiCXvqvErP7Gf0so0mK9tHxU=
 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 v1.59.0/go.mod h1:aUPDwccQo6OTjy7Hct4AfBPD1GptF4fyUjIkQ9YtF98=
+google.golang.org/grpc v1.65.0 h1:bs/cUb4lp1G5iImFFd3u5ixQzweKizoZJAwBNLR42lc=
+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 v1.31.0 h1:g0LDEJHgrBl9N9r17Ru3sqWhkIx2NB67okBHPwC7hs8=
-google.golang.org/protobuf v1.31.0/go.mod h1:HV8QOd/L58Z+nl8r43ehVNZIU/HEI6OcFqwMG9pJV4I=
+google.golang.org/protobuf v1.34.2 h1:6xV6lTsCfpGD21XK49h7MhtcApnLqkfYgPcdHftf6hg=
+google.golang.org/protobuf v1.34.2/go.mod h1:qYOHts0dSfpeUzUFpOMr/WGzszTmLH+DiWniOlNbLDw=
 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=

migrations/mysql/20240531163411_trades_created.sql

@@ -0,0 +1,14 @@
+-- +up
+-- +begin
+ALTER TABLE `trades` ADD COLUMN `inserted_at` DATETIME DEFAULT CURRENT_TIMESTAMP NOT NULL AFTER `traded_at`;
+-- +end
+
+-- +begin
+UPDATE `trades` SET `inserted_at` = `traded_at`;
+-- +end
+
+-- +down
+
+-- +begin
+ALTER TABLE `trades` DROP COLUMN `inserted_at`;
+-- +end

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

migrations/sqlite3/20240531163411_trades_created.sql

@@ -0,0 +1,23 @@
+-- +up
+-- +begin
+ALTER TABLE trades ADD COLUMN inserted_at TEXT;
+
+UPDATE trades SET inserted_at = traded_at;
+
+CREATE TRIGGER set_inserted_at
+AFTER INSERT ON trades
+FOR EACH ROW
+BEGIN
+    UPDATE trades
+    SET inserted_at = datetime('now')
+    WHERE rowid = NEW.rowid;
+END;
+
+-- +end
+
+-- +down
+
+-- +begin
+DROP TRIGGER set_inserted_at;
+ALTER TABLE trades DROP COLUMN inserted_at;
+-- +end

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

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)
 		}

pkg/bbgo/config.go

@@ -346,6 +346,8 @@ type EnvironmentConfig struct {
 	DisableMarketDataStore bool `json:"disableMarketDataStore"`
 
 	MaxSessionTradeBufferSize int `json:"maxSessionTradeBufferSize"`
+
+	SyncBufferPeriod *types.Duration `json:"syncBufferPeriod"`
 }
 
 type Config struct {

pkg/bbgo/environment.go

@@ -37,6 +37,8 @@ func init() {
 	rand.Seed(time.Now().UnixNano())
 }
 
+var defaultSyncBufferPeriod = 30 * time.Minute
+
 // IsBackTesting is a global variable that indicates the current environment is back-test or not.
 var IsBackTesting = false
 
@@ -645,7 +647,17 @@ func (environ *Environment) syncSession(
 
 	log.Infof("syncing symbols %v from session %s", symbols, session.Name)
 
-	return environ.SyncService.SyncSessionSymbols(ctx, session.Exchange, syncStartTime, symbols...)
+	syncBufferPeriod := -defaultSyncBufferPeriod
+	if environ.environmentConfig != nil && environ.environmentConfig.SyncBufferPeriod != nil {
+		syncBufferPeriod = -environ.environmentConfig.SyncBufferPeriod.Duration()
+	}
+
+	if syncBufferPeriod > 0 {
+		log.Warnf("syncBufferPeriod should be a negative number, given: %d", syncBufferPeriod)
+	}
+
+	syncEndTime := time.Now().Add(syncBufferPeriod)
+	return environ.SyncService.SyncSessionSymbols(ctx, session.Exchange, syncStartTime, syncEndTime, symbols...)
 }
 
 func (environ *Environment) ConfigureNotificationSystem(ctx context.Context, userConfig *Config) error {

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 {
-		*window = (*window)[MaxNumOfKLinesTruncate-1:]
-	}
+	truncateKLineWindowIfNeeded(window)
 
 	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]
+	}
+}

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++
+	}
+}

pkg/bbgo/metrics.go

@@ -9,35 +9,94 @@ var (
 			Help: "bbgo exchange session connection status",
 		},
 		[]string{
-			"exchange", // exchange name
-			"channel",  // channel: user or market
-			"margin",   // margin type: none, margin or isolated
-			"symbol",   // margin symbol of the connection.
+			"session",
+			"exchange",    // exchange name
+			"channel",     // channel: user or market
+			"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
-			"margin",   // margin of connection. 1 or 0
-			"symbol",   // margin symbol of the connection.
+			"session",
+			"exchange",    // exchange name
+			"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
-			"margin",   // margin of connection. none, margin or isolated
-			"symbol",   // margin symbol of the connection.
+			"session",
+			"exchange",    // exchange name
+			"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
-			"margin",   // margin of connection. none, margin or isolated
-			"symbol",   // margin symbol of the connection.
+			"session",
+			"exchange",    // exchange name
+			"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
-			"margin",    // margin of connection. none, margin or isolated
-			"symbol",    // margin symbol of the connection.
-			"side",      // side: buy or sell
-			"liquidity", // maker or taker
+			"session",
+			"exchange",    // exchange name
+			"margin_type", // margin of connection. none, margin or isolated
+			"symbol",      // margin symbol of the connection.
+			"side",        // side: buy or sell
+			"liquidity",   // maker or taker
 		},
 	)
 
@@ -75,26 +136,28 @@ var (
 			Help: "bbgo trading volume",
 		},
 		[]string{
-			"exchange",  // exchange name
-			"margin",    // margin of connection. none, margin or isolated
-			"symbol",    // margin symbol of the connection.
-			"side",      // side: buy or sell
-			"liquidity", // maker or taker
+			"session",
+			"exchange",    // exchange name
+			"margin_type", // margin of connection. none, margin or isolated
+			"symbol",      // margin symbol of the connection.
+			"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
-			"margin",    // margin of connection. none, margin or isolated
-			"channel",   // channel: user, market
-			"data_type", // type: balance, ticker, kline, orderbook, trade, order
-			"symbol",    // for market data, trade and order
-			"currency",  // for balance
+			"session",
+			"exchange",    // exchange name
+			"margin_type", // margin of connection. none, margin or isolated
+			"channel",     // channel: user, market
+			"data_type",   // type: balance, ticker, kline, orderbook, trade, order
+			"symbol",      // for market data, trade and order
+			"currency",    // for balance
 		},
 	)
 )
@@ -103,10 +166,14 @@ func init() {
 	prometheus.MustRegister(
 		metricsConnectionStatus,
 		metricsTotalBalances,
-		metricsLockedBalances,
-		metricsAvailableBalances,
+		metricsBalanceNetMetrics,
+		metricsBalanceLockedMetrics,
+		metricsBalanceAvailableMetrics,
+		metricsBalanceDebtMetrics,
+		metricsBalanceBorrowedMetrics,
+		metricsBalanceInterestMetrics,
 		metricsTradesTotal,
 		metricsTradingVolume,
-		metricsLastUpdateTimeBalance,
+		metricsLastUpdateTimeMetrics,
 	)
 }

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 {
-		return errors.Wrap(err, "graceful cancel error")
+	if err := e.activeMakerOrders.GracefulCancel(ctx, e.exchange, orders...); err != nil {
+		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

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(""),
 		},

pkg/bbgo/quota.go

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

pkg/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 {
-	margin := "none"
+func (session *ExchangeSession) MarginType() types.MarginType {
 	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(),
-			"margin":   session.MarginType(),
-			"symbol":   session.IsolatedMarginSymbol,
-			"currency": currency,
+			"session":     session.Name,
+			"exchange":    session.ExchangeName.String(),
+			"margin_type": string(session.MarginType()),
+			"symbol":      session.IsolatedMarginSymbol,
+			"currency":    currency,
 		}
 
 		metricsTotalBalances.With(labels).Set(balance.Total().Float64())
-		metricsLockedBalances.With(labels).Set(balance.Locked.Float64())
-		metricsAvailableBalances.With(labels).Set(balance.Available.Float64())
-		metricsLastUpdateTimeBalance.With(prometheus.Labels{
-			"exchange":  session.ExchangeName.String(),
-			"margin":    session.MarginType(),
-			"channel":   "user",
-			"data_type": "balance",
-			"symbol":    "",
-			"currency":  currency,
+		metricsBalanceNetMetrics.With(labels).Set(balance.Net().Float64())
+		metricsBalanceAvailableMetrics.With(labels).Set(balance.Available.Float64())
+		metricsBalanceLockedMetrics.With(labels).Set(balance.Locked.Float64())
+
+		// margin metrics
+		metricsBalanceDebtMetrics.With(labels).Set(balance.Debt().Float64())
+		metricsBalanceBorrowedMetrics.With(labels).Set(balance.Borrowed.Float64())
+		metricsBalanceInterestMetrics.With(labels).Set(balance.Interest.Float64())
+
+		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{
-		"exchange":  session.ExchangeName.String(),
-		"margin":    session.MarginType(),
-		"channel":   "user",
-		"data_type": "order",
-		"symbol":    order.Symbol,
-		"currency":  "",
+	metricsLastUpdateTimeMetrics.With(prometheus.Labels{
+		"session":     session.Name,
+		"exchange":    session.ExchangeName.String(),
+		"margin_type": string(session.MarginType()),
+		"channel":     "user",
+		"data_type":   "order",
+		"symbol":      order.Symbol,
+		"currency":    "",
 	}).SetToCurrentTime()
 }
 
 func (session *ExchangeSession) metricsTradeUpdater(trade types.Trade) {
 	labels := prometheus.Labels{
-		"exchange":  session.ExchangeName.String(),
-		"margin":    session.MarginType(),
-		"side":      trade.Side.String(),
-		"symbol":    trade.Symbol,
-		"liquidity": trade.Liquidity(),
+		"session":     session.Name,
+		"exchange":    session.ExchangeName.String(),
+		"margin_type": string(session.MarginType()),
+		"side":        trade.Side.String(),
+		"symbol":      trade.Symbol,
+		"liquidity":   trade.Liquidity(),
 	}
 	metricsTradingVolume.With(labels).Add(trade.Quantity.Mul(trade.Price).Float64())
 	metricsTradesTotal.With(labels).Inc()
-	metricsLastUpdateTimeBalance.With(prometheus.Labels{
-		"exchange":  session.ExchangeName.String(),
-		"margin":    session.MarginType(),
-		"channel":   "user",
-		"data_type": "trade",
-		"symbol":    trade.Symbol,
-		"currency":  "",
+	metricsLastUpdateTimeMetrics.With(prometheus.Labels{
+		"session":     session.Name,
+		"exchange":    session.ExchangeName.String(),
+		"margin_type": string(session.MarginType()),
+		"channel":     "user",
+		"data_type":   "trade",
+		"symbol":      trade.Symbol,
+		"currency":    "",
 	}).SetToCurrentTime()
 }
 
 func (session *ExchangeSession) bindMarketDataStreamMetrics(stream types.Stream) {
 	stream.OnBookUpdate(func(book types.SliceOrderBook) {
-		metricsLastUpdateTimeBalance.With(prometheus.Labels{
-			"exchange":  session.ExchangeName.String(),
-			"margin":    session.MarginType(),
-			"channel":   "market",
-			"data_type": "book",
-			"symbol":    book.Symbol,
-			"currency":  "",
+		metricsLastUpdateTimeMetrics.With(prometheus.Labels{
+			"session":     session.Name,
+			"exchange":    session.ExchangeName.String(),
+			"margin_type": string(session.MarginType()),
+			"channel":     "market",
+			"data_type":   "book",
+			"symbol":      book.Symbol,
+			"currency":    "",
 		}).SetToCurrentTime()
 	})
 	stream.OnKLineClosed(func(kline types.KLine) {
-		metricsLastUpdateTimeBalance.With(prometheus.Labels{
-			"exchange":  session.ExchangeName.String(),
-			"margin":    session.MarginType(),
-			"channel":   "market",
-			"data_type": "kline",
-			"symbol":    kline.Symbol,
-			"currency":  "",
+		metricsLastUpdateTimeMetrics.With(prometheus.Labels{
+			"session":     session.Name,
+			"exchange":    session.ExchangeName.String(),
+			"margin_type": string(session.MarginType()),
+			"channel":     "market",
+			"data_type":   "kline",
+			"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",
-			"exchange": session.ExchangeName.String(),
-			"margin":   session.MarginType(),
-			"symbol":   session.IsolatedMarginSymbol,
+			"channel":     "user",
+			"session":     session.Name,
+			"exchange":    session.ExchangeName.String(),
+			"margin_type": string(session.MarginType()),
+			"symbol":      session.IsolatedMarginSymbol,
 		}).Set(0.0)
 	})
 	stream.OnConnect(func() {
 		metricsConnectionStatus.With(prometheus.Labels{
-			"channel":  "user",
-			"exchange": session.ExchangeName.String(),
-			"margin":   session.MarginType(),
-			"symbol":   session.IsolatedMarginSymbol,
+			"channel":     "user",
+			"session":     session.Name,
+			"exchange":    session.ExchangeName.String(),
+			"margin_type": string(session.MarginType()),
+			"symbol":      session.IsolatedMarginSymbol,
 		}).Set(1.0)
 	})
 }

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()
 		}

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
+	},
+}

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()

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)
 }

pkg/core/converter.go

@@ -0,0 +1,85 @@
+package core
+
+import (
+	"errors"
+
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+type Converter interface {
+	OrderConverter
+	TradeConverter
+	Initialize() error
+}
+
+// OrderConverter converts the order to another order
+type OrderConverter interface {
+	ConvertOrder(order types.Order) (types.Order, error)
+}
+
+// TradeConverter converts the trade to another trade
+type TradeConverter interface {
+	ConvertTrade(trade types.Trade) (types.Trade, error)
+}
+
+type OrderConvertFunc func(order types.Order) (types.Order, error)
+type TradeConvertFunc func(trade types.Trade) (types.Trade, error)
+
+type DynamicConverter struct {
+	orderConverter OrderConvertFunc
+	tradeConverter TradeConvertFunc
+}
+
+func NewDynamicConverter(orderConverter OrderConvertFunc, tradeConverter TradeConvertFunc) *DynamicConverter {
+	return &DynamicConverter{orderConverter: orderConverter, tradeConverter: tradeConverter}
+}
+
+func (c *DynamicConverter) Initialize() error {
+	return nil
+}
+
+func (c *DynamicConverter) ConvertOrder(order types.Order) (types.Order, error) {
+	return c.orderConverter(order)
+}
+
+func (c *DynamicConverter) ConvertTrade(trade types.Trade) (types.Trade, error) {
+	return c.tradeConverter(trade)
+}
+
+// SymbolConverter converts the symbol to another symbol
+type SymbolConverter struct {
+	FromSymbol string `json:"from"`
+	ToSymbol   string `json:"to"`
+}
+
+func NewSymbolConverter(fromSymbol, toSymbol string) *SymbolConverter {
+	return &SymbolConverter{FromSymbol: fromSymbol, ToSymbol: toSymbol}
+}
+
+func (c *SymbolConverter) Initialize() error {
+	if c.ToSymbol == "" {
+		return errors.New("toSymbol can not be empty")
+	}
+
+	if c.FromSymbol == "" {
+		return errors.New("fromSymbol can not be empty")
+	}
+
+	return nil
+}
+
+func (c *SymbolConverter) ConvertOrder(order types.Order) (types.Order, error) {
+	if order.Symbol == c.FromSymbol {
+		order.Symbol = c.ToSymbol
+	}
+
+	return order, nil
+}
+
+func (c *SymbolConverter) ConvertTrade(trade types.Trade) (types.Trade, error) {
+	if trade.Symbol == c.FromSymbol {
+		trade.Symbol = c.ToSymbol
+	}
+
+	return trade, nil
+}

pkg/core/converter_test.go

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

pkg/core/tradecollector.go

@@ -12,6 +12,94 @@ import (
 	"github.com/c9s/bbgo/pkg/types"
 )
 
+type ConverterSetting struct {
+	SymbolConverter *SymbolConverter `json:"symbolConverter" yaml:"symbolConverter"`
+}
+
+func (s *ConverterSetting) getConverter() Converter {
+	if s.SymbolConverter != nil {
+		return s.SymbolConverter
+	}
+
+	return nil
+}
+
+func (s *ConverterSetting) InitializeConverter() (Converter, error) {
+	converter := s.getConverter()
+	if converter == nil {
+		return nil, nil
+	}
+
+	logrus.Infof("initializing converter %T ...", converter)
+	err := converter.Initialize()
+	return converter, err
+}
+
+// ConverterManager manages the converters for trade conversion
+// It can be used to convert the trade symbol into the target symbol, or convert the price, volume into different units.
+type ConverterManager struct {
+	ConverterSettings []ConverterSetting `json:"converters,omitempty" yaml:"converters,omitempty"`
+
+	converters []Converter
+}
+
+func (c *ConverterManager) Initialize() error {
+	for _, setting := range c.ConverterSettings {
+		converter, err := setting.InitializeConverter()
+		if err != nil {
+			return err
+		}
+
+		if converter != nil {
+			c.AddConverter(converter)
+		}
+	}
+
+	numConverters := len(c.converters)
+	logrus.Infof("%d converters loaded", numConverters)
+	return nil
+}
+
+func (c *ConverterManager) AddConverter(converter Converter) {
+	c.converters = append(c.converters, converter)
+}
+
+func (c *ConverterManager) ConvertOrder(order types.Order) types.Order {
+	if len(c.converters) == 0 {
+		return order
+	}
+
+	for _, converter := range c.converters {
+		convOrder, err := converter.ConvertOrder(order)
+		if err != nil {
+			logrus.WithError(err).Errorf("converter %+v error, order: %s", converter, order.String())
+			continue
+		}
+
+		order = convOrder
+	}
+
+	return order
+}
+
+func (c *ConverterManager) ConvertTrade(trade types.Trade) types.Trade {
+	if len(c.converters) == 0 {
+		return trade
+	}
+
+	for _, converter := range c.converters {
+		convTrade, err := converter.ConvertTrade(trade)
+		if err != nil {
+			logrus.WithError(err).Errorf("converter %+v error, trade: %s", converter, trade.String())
+			continue
+		}
+
+		trade = convTrade
+	}
+
+	return trade
+}
+
 //go:generate callbackgen -type TradeCollector
 type TradeCollector struct {
 	Symbol   string
@@ -31,6 +119,8 @@ type TradeCollector struct {
 
 	positionUpdateCallbacks []func(position *types.Position)
 	profitCallbacks         []func(trade types.Trade, profit *types.Profit)
+
+	ConverterManager
 }
 
 func NewTradeCollector(symbol string, position *types.Position, orderStore *OrderStore) *TradeCollector {
@@ -80,7 +170,7 @@ func (c *TradeCollector) BindStreamForBackground(stream types.Stream) {
 
 func (c *TradeCollector) BindStream(stream types.Stream) {
 	stream.OnTradeUpdate(func(trade types.Trade) {
-		c.processTrade(trade)
+		c.ProcessTrade(trade)
 	})
 }
 
@@ -116,6 +206,8 @@ func (c *TradeCollector) Recover(
 }
 
 func (c *TradeCollector) RecoverTrade(td types.Trade) bool {
+	td = c.ConvertTrade(td)
+
 	logrus.Debugf("checking trade: %s", td.String())
 	if c.processTrade(td) {
 		logrus.Infof("recovered trade: %s", td.String())
@@ -230,7 +322,7 @@ func (c *TradeCollector) processTrade(trade types.Trade) bool {
 // return true when the given trade is added
 // return false when the given trade is not added
 func (c *TradeCollector) ProcessTrade(trade types.Trade) bool {
-	return c.processTrade(trade)
+	return c.processTrade(c.ConvertTrade(trade))
 }
 
 // Run is a goroutine executed in the background
@@ -249,7 +341,8 @@ func (c *TradeCollector) Run(ctx context.Context) {
 			c.Process()
 
 		case trade := <-c.tradeC:
-			c.processTrade(trade)
+			c.processTrade(c.ConvertTrade(trade))
+
 		}
 	}
 }

pkg/core/tradecollector_test.go

@@ -9,6 +9,28 @@ import (
 	"github.com/c9s/bbgo/pkg/types"
 )
 
+func TestTradeCollector_NilConvertManager(t *testing.T) {
+	symbol := "BTCUSDT"
+	position := types.NewPosition(symbol, "BTC", "USDT")
+	orderStore := NewOrderStore(symbol)
+	collector := NewTradeCollector(symbol, position, orderStore)
+
+	trade := types.Trade{
+		ID:            1,
+		OrderID:       399,
+		Exchange:      types.ExchangeBinance,
+		Price:         fixedpoint.NewFromInt(40000),
+		Quantity:      fixedpoint.One,
+		QuoteQuantity: fixedpoint.NewFromInt(40000),
+		Symbol:        "BTCUSDT",
+		Side:          types.SideTypeBuy,
+		IsBuyer:       true,
+	}
+
+	trade = collector.ConvertTrade(trade)
+	assert.Equal(t, "BTCUSDT", trade.Symbol)
+}
+
 func TestTradeCollector_ShouldNotCountDuplicatedTrade(t *testing.T) {
 	symbol := "BTCUSDT"
 	position := types.NewPosition(symbol, "BTC", "USDT")

pkg/exchange/batch/trade.go

@@ -17,20 +17,23 @@ type TradeBatchQuery struct {
 	types.ExchangeTradeHistoryService
 }
 
-func (e TradeBatchQuery) Query(ctx context.Context, symbol string, options *types.TradeQueryOptions, opts ...Option) (c chan types.Trade, errC chan error) {
+func (e TradeBatchQuery) Query(
+	ctx context.Context, symbol string, options *types.TradeQueryOptions, opts ...Option,
+) (c chan types.Trade, errC chan error) {
 	if options.EndTime == nil {
 		now := time.Now()
 		options.EndTime = &now
 	}
 
-	startTime := *options.StartTime
-	endTime := *options.EndTime
 	query := &AsyncTimeRangedBatchQuery{
 		Type: types.Trade{},
 		Q: func(startTime, endTime time.Time) (interface{}, error) {
-			options.StartTime = &startTime
-			options.EndTime = &endTime
-			return e.ExchangeTradeHistoryService.QueryTrades(ctx, symbol, options)
+			return e.ExchangeTradeHistoryService.QueryTrades(ctx, symbol, &types.TradeQueryOptions{
+				StartTime:   &startTime,
+				EndTime:     &endTime,
+				Limit:       options.Limit,
+				LastTradeID: options.LastTradeID,
+			})
 		},
 		T: func(obj interface{}) time.Time {
 			return time.Time(obj.(types.Trade).Time)
@@ -40,9 +43,10 @@ func (e TradeBatchQuery) Query(ctx context.Context, symbol string, options *type
 			if trade.ID > options.LastTradeID {
 				options.LastTradeID = trade.ID
 			}
+
 			return trade.Key().String()
 		},
-		JumpIfEmpty: 24 * time.Hour,
+		JumpIfEmpty: 24*time.Hour - 5*time.Minute, // exchange may not have trades in the last 24 hours
 	}
 
 	for _, opt := range opts {
@@ -50,6 +54,6 @@ func (e TradeBatchQuery) Query(ctx context.Context, symbol string, options *type
 	}
 
 	c = make(chan types.Trade, 100)
-	errC = query.Query(ctx, c, startTime, endTime)
+	errC = query.Query(ctx, c, *options.StartTime, *options.EndTime)
 	return c, errC
 }

pkg/exchange/batch/trade_test.go

@@ -2,6 +2,7 @@ package batch
 
 import (
 	"context"
+	"fmt"
 	"sync"
 	"testing"
 	"time"
@@ -14,6 +15,49 @@ import (
 	"github.com/c9s/bbgo/pkg/types/mocks"
 )
 
+func matchTradeQueryOptions(expected *types.TradeQueryOptions) *TradeQueryOptionsMatcher {
+	return &TradeQueryOptionsMatcher{
+		expected: expected,
+	}
+}
+
+type TradeQueryOptionsMatcher struct {
+	expected *types.TradeQueryOptions
+}
+
+func (m TradeQueryOptionsMatcher) Matches(arg interface{}) bool {
+	given, ok := arg.(*types.TradeQueryOptions)
+	if !ok {
+		return false
+	}
+
+	if given.StartTime != nil && m.expected.StartTime != nil {
+		if !given.StartTime.Equal(*m.expected.StartTime) {
+			return false
+		}
+	}
+
+	if given.EndTime != nil && m.expected.EndTime != nil {
+		if !given.EndTime.Equal(*m.expected.EndTime) {
+			return false
+		}
+	}
+
+	if given.Limit != m.expected.Limit {
+		return false
+	}
+
+	if given.LastTradeID != m.expected.LastTradeID {
+		return false
+	}
+
+	return true
+}
+
+func (m TradeQueryOptionsMatcher) String() string {
+	return fmt.Sprintf("%+v", m.expected)
+}
+
 func Test_TradeBatchQuery(t *testing.T) {
 	ctrl := gomock.NewController(t)
 	defer ctrl.Finish()
@@ -55,7 +99,7 @@ func Test_TradeBatchQuery(t *testing.T) {
 			mockExchange = mocks.NewMockExchangeTradeHistoryService(ctrl)
 		)
 
-		mockExchange.EXPECT().QueryTrades(ctx, expSymbol, expOptions).DoAndReturn(
+		mockExchange.EXPECT().QueryTrades(ctx, expSymbol, matchTradeQueryOptions(expOptions)).DoAndReturn(
 			func(ctx context.Context, symbol string, options *types.TradeQueryOptions) ([]types.Trade, error) {
 				assert.Equal(t, startTime, *options.StartTime)
 				assert.Equal(t, endTime, *options.EndTime)
@@ -63,7 +107,13 @@ func Test_TradeBatchQuery(t *testing.T) {
 				assert.Equal(t, expOptions.Limit, options.Limit)
 				return queryTrades1, nil
 			}).Times(1)
-		mockExchange.EXPECT().QueryTrades(ctx, expSymbol, expOptions).DoAndReturn(
+
+		mockExchange.EXPECT().QueryTrades(ctx, expSymbol, matchTradeQueryOptions(&types.TradeQueryOptions{
+			StartTime:   timePtr(queryTrades1[0].Time.Time()),
+			EndTime:     expOptions.EndTime,
+			LastTradeID: 1,
+			Limit:       50,
+		})).DoAndReturn(
 			func(ctx context.Context, symbol string, options *types.TradeQueryOptions) ([]types.Trade, error) {
 				assert.Equal(t, queryTrades1[0].Time.Time(), *options.StartTime)
 				assert.Equal(t, endTime, *options.EndTime)
@@ -71,7 +121,13 @@ func Test_TradeBatchQuery(t *testing.T) {
 				assert.Equal(t, expOptions.Limit, options.Limit)
 				return queryTrades2, nil
 			}).Times(1)
-		mockExchange.EXPECT().QueryTrades(ctx, expSymbol, expOptions).DoAndReturn(
+
+		mockExchange.EXPECT().QueryTrades(ctx, expSymbol, matchTradeQueryOptions(&types.TradeQueryOptions{
+			StartTime:   timePtr(queryTrades2[1].Time.Time()),
+			EndTime:     expOptions.EndTime,
+			LastTradeID: queryTrades2[1].ID,
+			Limit:       50,
+		})).DoAndReturn(
 			func(ctx context.Context, symbol string, options *types.TradeQueryOptions) ([]types.Trade, error) {
 				assert.Equal(t, queryTrades2[1].Time.Time(), *options.StartTime)
 				assert.Equal(t, endTime, *options.EndTime)
@@ -138,3 +194,7 @@ func Test_TradeBatchQuery(t *testing.T) {
 		assert.Equal(t, rcvCount, 0)
 	})
 }
+
+func timePtr(t time.Time) *time.Time {
+	return &t
+}

pkg/exchange/binance/binanceapi/get_withdraw_history_request.go

@@ -8,8 +8,9 @@ import (
 	"github.com/c9s/bbgo/pkg/fixedpoint"
 )
 
-//go:generate stringer -type=TransferType
 // 1 for internal transfer, 0 for external transfer
+//
+//go:generate stringer -type=TransferType
 type TransferType int
 
 const (
@@ -33,7 +34,7 @@ type WithdrawRecord struct {
 	TxID            string           `json:"txId"`
 }
 
-//go:generate stringer -type=WithdrawStatus
+//go:generate stringer -type=WithdrawStatus -trimprefix=WithdrawStatus
 type WithdrawStatus int
 
 // WithdrawStatus: 0(0:Email Sent,1:Cancelled 2:Awaiting Approval 3:Rejected 4:Processing 5:Failure 6:Completed)

pkg/exchange/binance/binanceapi/get_withdraw_history_request_requestgen.go

@@ -212,6 +212,12 @@ func (g *GetWithdrawHistoryRequest) GetSlugsMap() (map[string]string, error) {
 	return slugs, nil
 }
 
+// GetPath returns the request path of the API
+func (g *GetWithdrawHistoryRequest) GetPath() string {
+	return "/sapi/v1/capital/withdraw/history"
+}
+
+// Do generates the request object and send the request object to the API endpoint
 func (g *GetWithdrawHistoryRequest) Do(ctx context.Context) ([]WithdrawRecord, error) {
 
 	// empty params for GET operation
@@ -221,7 +227,9 @@ func (g *GetWithdrawHistoryRequest) Do(ctx context.Context) ([]WithdrawRecord, e
 		return nil, err
 	}
 
-	apiURL := "/sapi/v1/capital/withdraw/history"
+	var apiURL string
+
+	apiURL = g.GetPath()
 
 	req, err := g.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
 	if err != nil {
@@ -234,8 +242,32 @@ func (g *GetWithdrawHistoryRequest) Do(ctx context.Context) ([]WithdrawRecord, e
 	}
 
 	var apiResponse []WithdrawRecord
-	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
 }

pkg/exchange/binance/binanceapi/withdrawstatus_string.go

@@ -1,4 +1,4 @@
-// Code generated by "stringer -type=WithdrawStatus"; DO NOT EDIT.
+// Code generated by "stringer -type=WithdrawStatus -trimprefix=WithdrawStatus"; DO NOT EDIT.
 
 package binanceapi
 
@@ -17,9 +17,9 @@ func _() {
 	_ = x[WithdrawStatusCompleted-6]
 }
 
-const _WithdrawStatus_name = "WithdrawStatusEmailSentWithdrawStatusCancelledWithdrawStatusAwaitingApprovalWithdrawStatusRejectedWithdrawStatusProcessingWithdrawStatusFailureWithdrawStatusCompleted"
+const _WithdrawStatus_name = "EmailSentCancelledAwaitingApprovalRejectedProcessingFailureCompleted"
 
-var _WithdrawStatus_index = [...]uint8{0, 23, 46, 76, 98, 122, 143, 166}
+var _WithdrawStatus_index = [...]uint8{0, 9, 18, 34, 42, 52, 59, 68}
 
 func (i WithdrawStatus) String() string {
 	if i < 0 || i >= WithdrawStatus(len(_WithdrawStatus_index)-1) {

pkg/exchange/binance/convert.go

@@ -9,10 +9,32 @@ import (
 	"github.com/adshao/go-binance/v2/futures"
 	"github.com/pkg/errors"
 
+	"github.com/c9s/bbgo/pkg/exchange/binance/binanceapi"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
 	"github.com/c9s/bbgo/pkg/types"
 )
 
+func toGlobalWithdrawStatus(status binanceapi.WithdrawStatus) (types.WithdrawStatus, error) {
+	switch status {
+	case binanceapi.WithdrawStatusEmailSent:
+		return types.WithdrawStatusSent, nil
+	case binanceapi.WithdrawStatusCancelled:
+		return types.WithdrawStatusCancelled, nil
+	case binanceapi.WithdrawStatusAwaitingApproval:
+		return types.WithdrawStatusAwaitingApproval, nil
+	case binanceapi.WithdrawStatusRejected:
+		return types.WithdrawStatusRejected, nil
+	case binanceapi.WithdrawStatusProcessing:
+		return types.WithdrawStatusProcessing, nil
+	case binanceapi.WithdrawStatusFailure:
+		return types.WithdrawStatusFailed, nil
+	case binanceapi.WithdrawStatusCompleted:
+		return types.WithdrawStatusCompleted, nil
+	default:
+		return types.WithdrawStatusUnknown, fmt.Errorf("unable to convert the withdraw status: %s", status)
+	}
+}
+
 func toGlobalMarket(symbol binance.Symbol) types.Market {
 	market := types.Market{
 		Exchange:        types.ExchangeBinance,

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,
-			AverageCost:            fixedpoint.MustNewFromString(futuresPosition.EntryPrice),
-			ApproximateAverageCost: fixedpoint.MustNewFromString(futuresPosition.EntryPrice),
-			Base:                   fixedpoint.MustNewFromString(futuresPosition.PositionAmt),
-			Quote:                  fixedpoint.MustNewFromString(futuresPosition.Notional),
+			Isolated:    futuresPosition.Isolated,
+			AverageCost: fixedpoint.MustNewFromString(futuresPosition.EntryPrice),
+			Base:        fixedpoint.MustNewFromString(futuresPosition.PositionAmt),
+			Quote:       fixedpoint.MustNewFromString(futuresPosition.Notional),
 
 			PositionRisk: &types.PositionRisk{
 				Leverage: fixedpoint.MustNewFromString(futuresPosition.Leverage),

pkg/exchange/binance/exchange.go

@@ -571,6 +571,11 @@ func (e *Exchange) QueryWithdrawHistory(ctx context.Context, asset string, since
 			return nil, err
 		}
 
+		status, err := toGlobalWithdrawStatus(d.Status)
+		if err != nil {
+			return nil, err
+		}
+
 		withdraws = append(withdraws, types.Withdraw{
 			Exchange:        types.ExchangeBinance,
 			ApplyTime:       types.Time(applyTime),
@@ -581,7 +586,8 @@ func (e *Exchange) QueryWithdrawHistory(ctx context.Context, asset string, since
 			TransactionFee:  d.TransactionFee,
 			WithdrawOrderID: d.WithdrawOrderID,
 			Network:         d.Network,
-			Status:          d.Status.String(),
+			Status:          status,
+			OriginalStatus:  fmt.Sprintf("%s (%d)", d.Status.String(), int(d.Status)),
 		})
 	}
 
@@ -790,13 +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)
-	} else {
-		order, err = e.client.NewGetOrderService().Symbol(q.Symbol).OrderID(orderID).Do(ctx)
+		order, err := e.client.NewGetMarginOrderService().Symbol(q.Symbol).OrderID(orderID).Do(ctx)
+		if err != nil {
+			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
 	}
@@ -988,7 +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))

pkg/exchange/bitget/bitgetapi/cancel_order_by_symbol_request.go

@@ -1,20 +0,0 @@
-package bitgetapi
-
-//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Data
-//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data
-
-import (
-	"github.com/c9s/requestgen"
-)
-
-type CancelOrderBySymbolResponse string
-
-//go:generate GetRequest -url "/api/spot/v1/trade/cancel-symbol-order" -type CancelOrderBySymbolRequest -responseDataType .CancelOrderBySymbolResponse
-type CancelOrderBySymbolRequest struct {
-	client requestgen.AuthenticatedAPIClient
-	symbol string `param:"symbol"`
-}
-
-func (c *RestClient) NewCancelOrderBySymbolRequest() *CancelOrderBySymbolRequest {
-	return &CancelOrderBySymbolRequest{client: c}
-}

pkg/exchange/bitget/bitgetapi/cancel_order_by_symbol_request_requestgen.go

@@ -1,152 +0,0 @@
-// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Data -url /api/spot/v1/trade/cancel-symbol-order -type CancelOrderBySymbolRequest -responseDataType .CancelOrderBySymbolResponse"; DO NOT EDIT.
-
-package bitgetapi
-
-import (
-	"context"
-	"encoding/json"
-	"fmt"
-	"net/url"
-	"reflect"
-	"regexp"
-)
-
-func (c *CancelOrderBySymbolRequest) Symbol(symbol string) *CancelOrderBySymbolRequest {
-	c.symbol = symbol
-	return c
-}
-
-// GetQueryParameters builds and checks the query parameters and returns url.Values
-func (c *CancelOrderBySymbolRequest) GetQueryParameters() (url.Values, error) {
-	var params = map[string]interface{}{}
-
-	query := url.Values{}
-	for _k, _v := range params {
-		query.Add(_k, fmt.Sprintf("%v", _v))
-	}
-
-	return query, nil
-}
-
-// GetParameters builds and checks the parameters and return the result in a map object
-func (c *CancelOrderBySymbolRequest) GetParameters() (map[string]interface{}, error) {
-	var params = map[string]interface{}{}
-	// check symbol field -> json key symbol
-	symbol := c.symbol
-
-	// assign parameter of symbol
-	params["symbol"] = symbol
-
-	return params, nil
-}
-
-// GetParametersQuery converts the parameters from GetParameters into the url.Values format
-func (c *CancelOrderBySymbolRequest) GetParametersQuery() (url.Values, error) {
-	query := url.Values{}
-
-	params, err := c.GetParameters()
-	if err != nil {
-		return query, err
-	}
-
-	for _k, _v := range params {
-		if c.isVarSlice(_v) {
-			c.iterateSlice(_v, func(it interface{}) {
-				query.Add(_k+"[]", fmt.Sprintf("%v", it))
-			})
-		} else {
-			query.Add(_k, fmt.Sprintf("%v", _v))
-		}
-	}
-
-	return query, nil
-}
-
-// GetParametersJSON converts the parameters from GetParameters into the JSON format
-func (c *CancelOrderBySymbolRequest) GetParametersJSON() ([]byte, error) {
-	params, err := c.GetParameters()
-	if err != nil {
-		return nil, err
-	}
-
-	return json.Marshal(params)
-}
-
-// GetSlugParameters builds and checks the slug parameters and return the result in a map object
-func (c *CancelOrderBySymbolRequest) GetSlugParameters() (map[string]interface{}, error) {
-	var params = map[string]interface{}{}
-
-	return params, nil
-}
-
-func (c *CancelOrderBySymbolRequest) applySlugsToUrl(url string, slugs map[string]string) string {
-	for _k, _v := range slugs {
-		needleRE := regexp.MustCompile(":" + _k + "\\b")
-		url = needleRE.ReplaceAllString(url, _v)
-	}
-
-	return url
-}
-
-func (c *CancelOrderBySymbolRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
-	sliceValue := reflect.ValueOf(slice)
-	for _i := 0; _i < sliceValue.Len(); _i++ {
-		it := sliceValue.Index(_i).Interface()
-		_f(it)
-	}
-}
-
-func (c *CancelOrderBySymbolRequest) isVarSlice(_v interface{}) bool {
-	rt := reflect.TypeOf(_v)
-	switch rt.Kind() {
-	case reflect.Slice:
-		return true
-	}
-	return false
-}
-
-func (c *CancelOrderBySymbolRequest) GetSlugsMap() (map[string]string, error) {
-	slugs := map[string]string{}
-	params, err := c.GetSlugParameters()
-	if err != nil {
-		return slugs, nil
-	}
-
-	for _k, _v := range params {
-		slugs[_k] = fmt.Sprintf("%v", _v)
-	}
-
-	return slugs, nil
-}
-
-func (c *CancelOrderBySymbolRequest) Do(ctx context.Context) (*CancelOrderBySymbolResponse, error) {
-
-	// empty params for GET operation
-	var params interface{}
-	query, err := c.GetParametersQuery()
-	if err != nil {
-		return nil, err
-	}
-
-	apiURL := "/api/spot/v1/trade/cancel-symbol-order"
-
-	req, err := c.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
-	if err != nil {
-		return nil, err
-	}
-
-	response, err := c.client.SendRequest(req)
-	if err != nil {
-		return nil, err
-	}
-
-	var apiResponse APIResponse
-	if err := response.DecodeJSON(&apiResponse); err != nil {
-		return nil, err
-	}
-	var data CancelOrderBySymbolResponse
-	if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
-		return nil, err
-	}
-	return &data, nil
-}

pkg/exchange/bitget/bitgetapi/cancel_order_request.go

@@ -1,25 +0,0 @@
-package bitgetapi
-
-//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Data
-//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data
-
-import (
-	"github.com/c9s/requestgen"
-)
-
-type CancelOrderResponse struct {
-	OrderId       string `json:"orderId"`
-	ClientOrderId string `json:"clientOrderId"`
-}
-
-//go:generate PostRequest -url "/api/spot/v1/trade/cancel-order-v2" -type CancelOrderRequest -responseDataType .CancelOrderResponse
-type CancelOrderRequest struct {
-	client        requestgen.AuthenticatedAPIClient
-	symbol        string  `param:"symbol"`
-	orderId       *string `param:"orderId"`
-	clientOrderId *string `param:"clientOid"`
-}
-
-func (c *RestClient) NewCancelOrderRequest() *CancelOrderRequest {
-	return &CancelOrderRequest{client: c}
-}

pkg/exchange/bitget/bitgetapi/cancel_order_request_requestgen.go

@@ -1,177 +0,0 @@
-// Code generated by "requestgen -method POST -responseType .APIResponse -responseDataField Data -url /api/spot/v1/trade/cancel-order-v2 -type CancelOrderRequest -responseDataType .CancelOrderResponse"; DO NOT EDIT.
-
-package bitgetapi
-
-import (
-	"context"
-	"encoding/json"
-	"fmt"
-	"net/url"
-	"reflect"
-	"regexp"
-)
-
-func (c *CancelOrderRequest) Symbol(symbol string) *CancelOrderRequest {
-	c.symbol = symbol
-	return c
-}
-
-func (c *CancelOrderRequest) OrderId(orderId string) *CancelOrderRequest {
-	c.orderId = &orderId
-	return c
-}
-
-func (c *CancelOrderRequest) ClientOrderId(clientOrderId string) *CancelOrderRequest {
-	c.clientOrderId = &clientOrderId
-	return c
-}
-
-// GetQueryParameters builds and checks the query parameters and returns url.Values
-func (c *CancelOrderRequest) GetQueryParameters() (url.Values, error) {
-	var params = map[string]interface{}{}
-
-	query := url.Values{}
-	for _k, _v := range params {
-		query.Add(_k, fmt.Sprintf("%v", _v))
-	}
-
-	return query, nil
-}
-
-// GetParameters builds and checks the parameters and return the result in a map object
-func (c *CancelOrderRequest) GetParameters() (map[string]interface{}, error) {
-	var params = map[string]interface{}{}
-	// check symbol field -> json key symbol
-	symbol := c.symbol
-
-	// assign parameter of symbol
-	params["symbol"] = symbol
-	// check orderId field -> json key orderId
-	if c.orderId != nil {
-		orderId := *c.orderId
-
-		// assign parameter of orderId
-		params["orderId"] = orderId
-	} else {
-	}
-	// check clientOrderId field -> json key clientOid
-	if c.clientOrderId != nil {
-		clientOrderId := *c.clientOrderId
-
-		// assign parameter of clientOrderId
-		params["clientOid"] = clientOrderId
-	} else {
-	}
-
-	return params, nil
-}
-
-// GetParametersQuery converts the parameters from GetParameters into the url.Values format
-func (c *CancelOrderRequest) GetParametersQuery() (url.Values, error) {
-	query := url.Values{}
-
-	params, err := c.GetParameters()
-	if err != nil {
-		return query, err
-	}
-
-	for _k, _v := range params {
-		if c.isVarSlice(_v) {
-			c.iterateSlice(_v, func(it interface{}) {
-				query.Add(_k+"[]", fmt.Sprintf("%v", it))
-			})
-		} else {
-			query.Add(_k, fmt.Sprintf("%v", _v))
-		}
-	}
-
-	return query, nil
-}
-
-// GetParametersJSON converts the parameters from GetParameters into the JSON format
-func (c *CancelOrderRequest) GetParametersJSON() ([]byte, error) {
-	params, err := c.GetParameters()
-	if err != nil {
-		return nil, err
-	}
-
-	return json.Marshal(params)
-}
-
-// GetSlugParameters builds and checks the slug parameters and return the result in a map object
-func (c *CancelOrderRequest) GetSlugParameters() (map[string]interface{}, error) {
-	var params = map[string]interface{}{}
-
-	return params, nil
-}
-
-func (c *CancelOrderRequest) applySlugsToUrl(url string, slugs map[string]string) string {
-	for _k, _v := range slugs {
-		needleRE := regexp.MustCompile(":" + _k + "\\b")
-		url = needleRE.ReplaceAllString(url, _v)
-	}
-
-	return url
-}
-
-func (c *CancelOrderRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
-	sliceValue := reflect.ValueOf(slice)
-	for _i := 0; _i < sliceValue.Len(); _i++ {
-		it := sliceValue.Index(_i).Interface()
-		_f(it)
-	}
-}
-
-func (c *CancelOrderRequest) isVarSlice(_v interface{}) bool {
-	rt := reflect.TypeOf(_v)
-	switch rt.Kind() {
-	case reflect.Slice:
-		return true
-	}
-	return false
-}
-
-func (c *CancelOrderRequest) GetSlugsMap() (map[string]string, error) {
-	slugs := map[string]string{}
-	params, err := c.GetSlugParameters()
-	if err != nil {
-		return slugs, nil
-	}
-
-	for _k, _v := range params {
-		slugs[_k] = fmt.Sprintf("%v", _v)
-	}
-
-	return slugs, nil
-}
-
-func (c *CancelOrderRequest) Do(ctx context.Context) (*CancelOrderResponse, error) {
-
-	params, err := c.GetParameters()
-	if err != nil {
-		return nil, err
-	}
-	query := url.Values{}
-
-	apiURL := "/api/spot/v1/trade/cancel-order-v2"
-
-	req, err := c.client.NewAuthenticatedRequest(ctx, "POST", apiURL, query, params)
-	if err != nil {
-		return nil, err
-	}
-
-	response, err := c.client.SendRequest(req)
-	if err != nil {
-		return nil, err
-	}
-
-	var apiResponse APIResponse
-	if err := response.DecodeJSON(&apiResponse); err != nil {
-		return nil, err
-	}
-	var data CancelOrderResponse
-	if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
-		return nil, err
-	}
-	return &data, nil
-}

pkg/exchange/bitget/bitgetapi/client_test.go

@@ -1,87 +0,0 @@
-package bitgetapi
-
-import (
-	"context"
-	"os"
-	"strconv"
-	"testing"
-
-	"github.com/stretchr/testify/assert"
-
-	"github.com/c9s/bbgo/pkg/testutil"
-)
-
-func getTestClientOrSkip(t *testing.T) *RestClient {
-	if b, _ := strconv.ParseBool(os.Getenv("CI")); b {
-		t.Skip("skip test for CI")
-	}
-
-	key, secret, ok := testutil.IntegrationTestConfigured(t, "BITGET")
-	if !ok {
-		t.Skip("BITGET_* env vars are not configured")
-		return nil
-	}
-
-	client := NewClient()
-	client.Auth(key, secret, os.Getenv("BITGET_API_PASSPHRASE"))
-	return client
-}
-
-func TestClient(t *testing.T) {
-	client := getTestClientOrSkip(t)
-	ctx := context.Background()
-
-	t.Run("GetAllTickersRequest", func(t *testing.T) {
-		req := client.NewGetAllTickersRequest()
-		tickers, err := req.Do(ctx)
-		assert.NoError(t, err)
-		t.Logf("tickers: %+v", tickers)
-	})
-
-	t.Run("GetSymbolsRequest", func(t *testing.T) {
-		req := client.NewGetSymbolsRequest()
-		symbols, err := req.Do(ctx)
-		assert.NoError(t, err)
-		t.Logf("symbols: %+v", symbols)
-	})
-
-	t.Run("GetTickerRequest", func(t *testing.T) {
-		req := client.NewGetTickerRequest()
-		req.Symbol("BTCUSDT_SPBL")
-		ticker, err := req.Do(ctx)
-		assert.NoError(t, err)
-		t.Logf("ticker: %+v", ticker)
-	})
-
-	t.Run("GetDepthRequest", func(t *testing.T) {
-		req := client.NewGetDepthRequest()
-		req.Symbol("BTCUSDT_SPBL")
-		depth, err := req.Do(ctx)
-		assert.NoError(t, err)
-		t.Logf("depth: %+v", depth)
-	})
-
-	t.Run("GetServerTimeRequest", func(t *testing.T) {
-		req := client.NewGetServerTimeRequest()
-		serverTime, err := req.Do(ctx)
-		assert.NoError(t, err)
-		t.Logf("time: %+v", serverTime)
-	})
-
-	t.Run("GetAccountAssetsRequest", func(t *testing.T) {
-		req := client.NewGetAccountAssetsRequest()
-		assets, err := req.Do(ctx)
-		assert.NoError(t, err)
-		t.Logf("assets: %+v", assets)
-	})
-
-	t.Run("GetAccountTransfersRequest", func(t *testing.T) {
-		req := client.NewGetAccountTransfersRequest()
-		req.CoinId(1)
-		req.FromType(AccountExchange)
-		transfers, err := req.Do(ctx)
-
-		assert.NoError(t, err)
-		t.Logf("transfers: %+v", transfers)
-	})
-}

pkg/exchange/bitget/bitgetapi/get_account_assets_request.go

@@ -1,29 +0,0 @@
-package bitgetapi
-
-//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Data
-//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data
-
-import (
-	"github.com/c9s/requestgen"
-
-	"github.com/c9s/bbgo/pkg/fixedpoint"
-	"github.com/c9s/bbgo/pkg/types"
-)
-
-type AccountAsset struct {
-	CoinId    int64                      `json:"coinId"`
-	CoinName  string                     `json:"coinName"`
-	Available fixedpoint.Value           `json:"available"`
-	Frozen    fixedpoint.Value           `json:"frozen"`
-	Lock      fixedpoint.Value           `json:"lock"`
-	UTime     types.MillisecondTimestamp `json:"uTime"`
-}
-
-//go:generate GetRequest -url "/api/spot/v1/account/assets" -type GetAccountAssetsRequest -responseDataType []AccountAsset
-type GetAccountAssetsRequest struct {
-	client requestgen.AuthenticatedAPIClient
-}
-
-func (c *RestClient) NewGetAccountAssetsRequest() *GetAccountAssetsRequest {
-	return &GetAccountAssetsRequest{client: c}
-}

pkg/exchange/bitget/bitgetapi/get_account_assets_request_requestgen.go

@@ -1,139 +0,0 @@
-// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Data -url /api/spot/v1/account/assets -type GetAccountAssetsRequest -responseDataType []AccountAsset"; DO NOT EDIT.
-
-package bitgetapi
-
-import (
-	"context"
-	"encoding/json"
-	"fmt"
-	"net/url"
-	"reflect"
-	"regexp"
-)
-
-// GetQueryParameters builds and checks the query parameters and returns url.Values
-func (g *GetAccountAssetsRequest) GetQueryParameters() (url.Values, error) {
-	var params = map[string]interface{}{}
-
-	query := url.Values{}
-	for _k, _v := range params {
-		query.Add(_k, fmt.Sprintf("%v", _v))
-	}
-
-	return query, nil
-}
-
-// GetParameters builds and checks the parameters and return the result in a map object
-func (g *GetAccountAssetsRequest) GetParameters() (map[string]interface{}, error) {
-	var params = map[string]interface{}{}
-
-	return params, nil
-}
-
-// GetParametersQuery converts the parameters from GetParameters into the url.Values format
-func (g *GetAccountAssetsRequest) GetParametersQuery() (url.Values, error) {
-	query := url.Values{}
-
-	params, err := g.GetParameters()
-	if err != nil {
-		return query, err
-	}
-
-	for _k, _v := range params {
-		if g.isVarSlice(_v) {
-			g.iterateSlice(_v, func(it interface{}) {
-				query.Add(_k+"[]", fmt.Sprintf("%v", it))
-			})
-		} else {
-			query.Add(_k, fmt.Sprintf("%v", _v))
-		}
-	}
-
-	return query, nil
-}
-
-// GetParametersJSON converts the parameters from GetParameters into the JSON format
-func (g *GetAccountAssetsRequest) GetParametersJSON() ([]byte, error) {
-	params, err := g.GetParameters()
-	if err != nil {
-		return nil, err
-	}
-
-	return json.Marshal(params)
-}
-
-// GetSlugParameters builds and checks the slug parameters and return the result in a map object
-func (g *GetAccountAssetsRequest) GetSlugParameters() (map[string]interface{}, error) {
-	var params = map[string]interface{}{}
-
-	return params, nil
-}
-
-func (g *GetAccountAssetsRequest) applySlugsToUrl(url string, slugs map[string]string) string {
-	for _k, _v := range slugs {
-		needleRE := regexp.MustCompile(":" + _k + "\\b")
-		url = needleRE.ReplaceAllString(url, _v)
-	}
-
-	return url
-}
-
-func (g *GetAccountAssetsRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
-	sliceValue := reflect.ValueOf(slice)
-	for _i := 0; _i < sliceValue.Len(); _i++ {
-		it := sliceValue.Index(_i).Interface()
-		_f(it)
-	}
-}
-
-func (g *GetAccountAssetsRequest) isVarSlice(_v interface{}) bool {
-	rt := reflect.TypeOf(_v)
-	switch rt.Kind() {
-	case reflect.Slice:
-		return true
-	}
-	return false
-}
-
-func (g *GetAccountAssetsRequest) GetSlugsMap() (map[string]string, error) {
-	slugs := map[string]string{}
-	params, err := g.GetSlugParameters()
-	if err != nil {
-		return slugs, nil
-	}
-
-	for _k, _v := range params {
-		slugs[_k] = fmt.Sprintf("%v", _v)
-	}
-
-	return slugs, nil
-}
-
-func (g *GetAccountAssetsRequest) Do(ctx context.Context) ([]AccountAsset, error) {
-
-	// no body params
-	var params interface{}
-	query := url.Values{}
-
-	apiURL := "/api/spot/v1/account/assets"
-
-	req, err := g.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
-	if err != nil {
-		return nil, err
-	}
-
-	response, err := g.client.SendRequest(req)
-	if err != nil {
-		return nil, err
-	}
-
-	var apiResponse APIResponse
-	if err := response.DecodeJSON(&apiResponse); err != nil {
-		return nil, err
-	}
-	var data []AccountAsset
-	if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
-		return nil, err
-	}
-	return data, nil
-}

pkg/exchange/bitget/bitgetapi/get_account_request.go

@@ -1,28 +0,0 @@
-package bitgetapi
-
-//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Data
-//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data
-
-import (
-	"github.com/c9s/requestgen"
-
-	"github.com/c9s/bbgo/pkg/types"
-)
-
-type Account struct {
-	UserId      types.StrInt64 `json:"user_id"`
-	InviterId   types.StrInt64 `json:"inviter_id"`
-	Ips         string         `json:"ips"`
-	Authorities []string       `json:"authorities"`
-	ParentId    types.StrInt64 `json:"parentId"`
-	Trader      bool           `json:"trader"`
-}
-
-//go:generate GetRequest -url "/api/spot/v1/account/getInfo" -type GetAccountRequest -responseDataType .Account
-type GetAccountRequest struct {
-	client requestgen.AuthenticatedAPIClient
-}
-
-func (c *RestClient) NewGetAccountRequest() *GetAccountRequest {
-	return &GetAccountRequest{client: c}
-}

pkg/exchange/bitget/bitgetapi/get_account_request_requestgen.go

@@ -1,139 +0,0 @@
-// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Data -url /api/spot/v1/account/getInfo -type GetAccountRequest -responseDataType .Account"; DO NOT EDIT.
-
-package bitgetapi
-
-import (
-	"context"
-	"encoding/json"
-	"fmt"
-	"net/url"
-	"reflect"
-	"regexp"
-)
-
-// GetQueryParameters builds and checks the query parameters and returns url.Values
-func (g *GetAccountRequest) GetQueryParameters() (url.Values, error) {
-	var params = map[string]interface{}{}
-
-	query := url.Values{}
-	for _k, _v := range params {
-		query.Add(_k, fmt.Sprintf("%v", _v))
-	}
-
-	return query, nil
-}
-
-// GetParameters builds and checks the parameters and return the result in a map object
-func (g *GetAccountRequest) GetParameters() (map[string]interface{}, error) {
-	var params = map[string]interface{}{}
-
-	return params, nil
-}
-
-// GetParametersQuery converts the parameters from GetParameters into the url.Values format
-func (g *GetAccountRequest) GetParametersQuery() (url.Values, error) {
-	query := url.Values{}
-
-	params, err := g.GetParameters()
-	if err != nil {
-		return query, err
-	}
-
-	for _k, _v := range params {
-		if g.isVarSlice(_v) {
-			g.iterateSlice(_v, func(it interface{}) {
-				query.Add(_k+"[]", fmt.Sprintf("%v", it))
-			})
-		} else {
-			query.Add(_k, fmt.Sprintf("%v", _v))
-		}
-	}
-
-	return query, nil
-}
-
-// GetParametersJSON converts the parameters from GetParameters into the JSON format
-func (g *GetAccountRequest) GetParametersJSON() ([]byte, error) {
-	params, err := g.GetParameters()
-	if err != nil {
-		return nil, err
-	}
-
-	return json.Marshal(params)
-}
-
-// GetSlugParameters builds and checks the slug parameters and return the result in a map object
-func (g *GetAccountRequest) GetSlugParameters() (map[string]interface{}, error) {
-	var params = map[string]interface{}{}
-
-	return params, nil
-}
-
-func (g *GetAccountRequest) applySlugsToUrl(url string, slugs map[string]string) string {
-	for _k, _v := range slugs {
-		needleRE := regexp.MustCompile(":" + _k + "\\b")
-		url = needleRE.ReplaceAllString(url, _v)
-	}
-
-	return url
-}
-
-func (g *GetAccountRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
-	sliceValue := reflect.ValueOf(slice)
-	for _i := 0; _i < sliceValue.Len(); _i++ {
-		it := sliceValue.Index(_i).Interface()
-		_f(it)
-	}
-}
-
-func (g *GetAccountRequest) isVarSlice(_v interface{}) bool {
-	rt := reflect.TypeOf(_v)
-	switch rt.Kind() {
-	case reflect.Slice:
-		return true
-	}
-	return false
-}
-
-func (g *GetAccountRequest) GetSlugsMap() (map[string]string, error) {
-	slugs := map[string]string{}
-	params, err := g.GetSlugParameters()
-	if err != nil {
-		return slugs, nil
-	}
-
-	for _k, _v := range params {
-		slugs[_k] = fmt.Sprintf("%v", _v)
-	}
-
-	return slugs, nil
-}
-
-func (g *GetAccountRequest) Do(ctx context.Context) (*Account, error) {
-
-	// no body params
-	var params interface{}
-	query := url.Values{}
-
-	apiURL := "/api/spot/v1/account/getInfo"
-
-	req, err := g.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
-	if err != nil {
-		return nil, err
-	}
-
-	response, err := g.client.SendRequest(req)
-	if err != nil {
-		return nil, err
-	}
-
-	var apiResponse APIResponse
-	if err := response.DecodeJSON(&apiResponse); err != nil {
-		return nil, err
-	}
-	var data Account
-	if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
-		return nil, err
-	}
-	return &data, nil
-}

pkg/exchange/bitget/bitgetapi/get_account_transfers_request.go

@@ -1,44 +0,0 @@
-package bitgetapi
-
-//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Data
-//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data
-
-import (
-	"github.com/c9s/requestgen"
-
-	"github.com/c9s/bbgo/pkg/fixedpoint"
-	"github.com/c9s/bbgo/pkg/types"
-)
-
-type AccountType string
-
-const (
-	AccountExchange AccountType = "EXCHANGE"
-	AccountContract AccountType = "CONTRACT"
-)
-
-type Transfer struct {
-	CTime     types.MillisecondTimestamp `json:"cTime"`
-	CoinId    string                     `json:"coinId"`
-	CoinName  string                     `json:"coinName"`
-	GroupType string                     `json:"groupType"`
-	BizType   string                     `json:"bizType"`
-	Quantity  fixedpoint.Value           `json:"quantity"`
-	Balance   fixedpoint.Value           `json:"balance"`
-	Fees      fixedpoint.Value           `json:"fees"`
-	BillId    string                     `json:"billId"`
-}
-
-//go:generate GetRequest -url "/api/spot/v1/account/transferRecords" -type GetAccountTransfersRequest -responseDataType []Transfer
-type GetAccountTransfersRequest struct {
-	client requestgen.AuthenticatedAPIClient
-
-	coinId   int         `param:"coinId"`
-	fromType AccountType `param:"fromType"`
-	after    string      `param:"after"`
-	before   string      `param:"before"`
-}
-
-func (c *RestClient) NewGetAccountTransfersRequest() *GetAccountTransfersRequest {
-	return &GetAccountTransfersRequest{client: c}
-}

pkg/exchange/bitget/bitgetapi/get_account_transfers_request_requestgen.go

@@ -1,193 +0,0 @@
-// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Data -url /api/spot/v1/account/transferRecords -type GetAccountTransfersRequest -responseDataType []Transfer"; DO NOT EDIT.
-
-package bitgetapi
-
-import (
-	"context"
-	"encoding/json"
-	"fmt"
-	"net/url"
-	"reflect"
-	"regexp"
-)
-
-func (g *GetAccountTransfersRequest) CoinId(coinId int) *GetAccountTransfersRequest {
-	g.coinId = coinId
-	return g
-}
-
-func (g *GetAccountTransfersRequest) FromType(fromType AccountType) *GetAccountTransfersRequest {
-	g.fromType = fromType
-	return g
-}
-
-func (g *GetAccountTransfersRequest) After(after string) *GetAccountTransfersRequest {
-	g.after = after
-	return g
-}
-
-func (g *GetAccountTransfersRequest) Before(before string) *GetAccountTransfersRequest {
-	g.before = before
-	return g
-}
-
-// GetQueryParameters builds and checks the query parameters and returns url.Values
-func (g *GetAccountTransfersRequest) GetQueryParameters() (url.Values, error) {
-	var params = map[string]interface{}{}
-
-	query := url.Values{}
-	for _k, _v := range params {
-		query.Add(_k, fmt.Sprintf("%v", _v))
-	}
-
-	return query, nil
-}
-
-// GetParameters builds and checks the parameters and return the result in a map object
-func (g *GetAccountTransfersRequest) GetParameters() (map[string]interface{}, error) {
-	var params = map[string]interface{}{}
-	// check coinId field -> json key coinId
-	coinId := g.coinId
-
-	// assign parameter of coinId
-	params["coinId"] = coinId
-	// check fromType field -> json key fromType
-	fromType := g.fromType
-
-	// TEMPLATE check-valid-values
-	switch fromType {
-	case AccountExchange, AccountContract:
-		params["fromType"] = fromType
-
-	default:
-		return nil, fmt.Errorf("fromType value %v is invalid", fromType)
-
-	}
-	// END TEMPLATE check-valid-values
-
-	// assign parameter of fromType
-	params["fromType"] = fromType
-	// check after field -> json key after
-	after := g.after
-
-	// assign parameter of after
-	params["after"] = after
-	// check before field -> json key before
-	before := g.before
-
-	// assign parameter of before
-	params["before"] = before
-
-	return params, nil
-}
-
-// GetParametersQuery converts the parameters from GetParameters into the url.Values format
-func (g *GetAccountTransfersRequest) GetParametersQuery() (url.Values, error) {
-	query := url.Values{}
-
-	params, err := g.GetParameters()
-	if err != nil {
-		return query, err
-	}
-
-	for _k, _v := range params {
-		if g.isVarSlice(_v) {
-			g.iterateSlice(_v, func(it interface{}) {
-				query.Add(_k+"[]", fmt.Sprintf("%v", it))
-			})
-		} else {
-			query.Add(_k, fmt.Sprintf("%v", _v))
-		}
-	}
-
-	return query, nil
-}
-
-// GetParametersJSON converts the parameters from GetParameters into the JSON format
-func (g *GetAccountTransfersRequest) GetParametersJSON() ([]byte, error) {
-	params, err := g.GetParameters()
-	if err != nil {
-		return nil, err
-	}
-
-	return json.Marshal(params)
-}
-
-// GetSlugParameters builds and checks the slug parameters and return the result in a map object
-func (g *GetAccountTransfersRequest) GetSlugParameters() (map[string]interface{}, error) {
-	var params = map[string]interface{}{}
-
-	return params, nil
-}
-
-func (g *GetAccountTransfersRequest) applySlugsToUrl(url string, slugs map[string]string) string {
-	for _k, _v := range slugs {
-		needleRE := regexp.MustCompile(":" + _k + "\\b")
-		url = needleRE.ReplaceAllString(url, _v)
-	}
-
-	return url
-}
-
-func (g *GetAccountTransfersRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
-	sliceValue := reflect.ValueOf(slice)
-	for _i := 0; _i < sliceValue.Len(); _i++ {
-		it := sliceValue.Index(_i).Interface()
-		_f(it)
-	}
-}
-
-func (g *GetAccountTransfersRequest) isVarSlice(_v interface{}) bool {
-	rt := reflect.TypeOf(_v)
-	switch rt.Kind() {
-	case reflect.Slice:
-		return true
-	}
-	return false
-}
-
-func (g *GetAccountTransfersRequest) GetSlugsMap() (map[string]string, error) {
-	slugs := map[string]string{}
-	params, err := g.GetSlugParameters()
-	if err != nil {
-		return slugs, nil
-	}
-
-	for _k, _v := range params {
-		slugs[_k] = fmt.Sprintf("%v", _v)
-	}
-
-	return slugs, nil
-}
-
-func (g *GetAccountTransfersRequest) Do(ctx context.Context) ([]Transfer, error) {
-
-	// empty params for GET operation
-	var params interface{}
-	query, err := g.GetParametersQuery()
-	if err != nil {
-		return nil, err
-	}
-
-	apiURL := "/api/spot/v1/account/transferRecords"
-
-	req, err := g.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
-	if err != nil {
-		return nil, err
-	}
-
-	response, err := g.client.SendRequest(req)
-	if err != nil {
-		return nil, err
-	}
-
-	var apiResponse APIResponse
-	if err := response.DecodeJSON(&apiResponse); err != nil {
-		return nil, err
-	}
-	var data []Transfer
-	if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
-		return nil, err
-	}
-	return data, nil
-}

pkg/exchange/bitget/bitgetapi/get_all_tickers_request.go

@@ -1,17 +0,0 @@
-package bitgetapi
-
-//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Data
-//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data
-
-import (
-	"github.com/c9s/requestgen"
-)
-
-//go:generate GetRequest -url "/api/spot/v1/market/tickers" -type GetAllTickersRequest -responseDataType []Ticker
-type GetAllTickersRequest struct {
-	client requestgen.APIClient
-}
-
-func (c *RestClient) NewGetAllTickersRequest() *GetAllTickersRequest {
-	return &GetAllTickersRequest{client: c}
-}

pkg/exchange/bitget/bitgetapi/get_all_tickers_request_requestgen.go

@@ -1,139 +0,0 @@
-// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Data -url /api/spot/v1/market/tickers -type GetAllTickersRequest -responseDataType []Ticker"; DO NOT EDIT.
-
-package bitgetapi
-
-import (
-	"context"
-	"encoding/json"
-	"fmt"
-	"net/url"
-	"reflect"
-	"regexp"
-)
-
-// GetQueryParameters builds and checks the query parameters and returns url.Values
-func (g *GetAllTickersRequest) GetQueryParameters() (url.Values, error) {
-	var params = map[string]interface{}{}
-
-	query := url.Values{}
-	for _k, _v := range params {
-		query.Add(_k, fmt.Sprintf("%v", _v))
-	}
-
-	return query, nil
-}
-
-// GetParameters builds and checks the parameters and return the result in a map object
-func (g *GetAllTickersRequest) GetParameters() (map[string]interface{}, error) {
-	var params = map[string]interface{}{}
-
-	return params, nil
-}
-
-// GetParametersQuery converts the parameters from GetParameters into the url.Values format
-func (g *GetAllTickersRequest) GetParametersQuery() (url.Values, error) {
-	query := url.Values{}
-
-	params, err := g.GetParameters()
-	if err != nil {
-		return query, err
-	}
-
-	for _k, _v := range params {
-		if g.isVarSlice(_v) {
-			g.iterateSlice(_v, func(it interface{}) {
-				query.Add(_k+"[]", fmt.Sprintf("%v", it))
-			})
-		} else {
-			query.Add(_k, fmt.Sprintf("%v", _v))
-		}
-	}
-
-	return query, nil
-}
-
-// GetParametersJSON converts the parameters from GetParameters into the JSON format
-func (g *GetAllTickersRequest) GetParametersJSON() ([]byte, error) {
-	params, err := g.GetParameters()
-	if err != nil {
-		return nil, err
-	}
-
-	return json.Marshal(params)
-}
-
-// GetSlugParameters builds and checks the slug parameters and return the result in a map object
-func (g *GetAllTickersRequest) GetSlugParameters() (map[string]interface{}, error) {
-	var params = map[string]interface{}{}
-
-	return params, nil
-}
-
-func (g *GetAllTickersRequest) applySlugsToUrl(url string, slugs map[string]string) string {
-	for _k, _v := range slugs {
-		needleRE := regexp.MustCompile(":" + _k + "\\b")
-		url = needleRE.ReplaceAllString(url, _v)
-	}
-
-	return url
-}
-
-func (g *GetAllTickersRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
-	sliceValue := reflect.ValueOf(slice)
-	for _i := 0; _i < sliceValue.Len(); _i++ {
-		it := sliceValue.Index(_i).Interface()
-		_f(it)
-	}
-}
-
-func (g *GetAllTickersRequest) isVarSlice(_v interface{}) bool {
-	rt := reflect.TypeOf(_v)
-	switch rt.Kind() {
-	case reflect.Slice:
-		return true
-	}
-	return false
-}
-
-func (g *GetAllTickersRequest) GetSlugsMap() (map[string]string, error) {
-	slugs := map[string]string{}
-	params, err := g.GetSlugParameters()
-	if err != nil {
-		return slugs, nil
-	}
-
-	for _k, _v := range params {
-		slugs[_k] = fmt.Sprintf("%v", _v)
-	}
-
-	return slugs, nil
-}
-
-func (g *GetAllTickersRequest) Do(ctx context.Context) ([]Ticker, error) {
-
-	// no body params
-	var params interface{}
-	query := url.Values{}
-
-	apiURL := "/api/spot/v1/market/tickers"
-
-	req, err := g.client.NewRequest(ctx, "GET", apiURL, query, params)
-	if err != nil {
-		return nil, err
-	}
-
-	response, err := g.client.SendRequest(req)
-	if err != nil {
-		return nil, err
-	}
-
-	var apiResponse APIResponse
-	if err := response.DecodeJSON(&apiResponse); err != nil {
-		return nil, err
-	}
-	var data []Ticker
-	if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
-		return nil, err
-	}
-	return data, nil
-}

pkg/exchange/bitget/bitgetapi/get_candles_request.go

@@ -1,31 +0,0 @@
-package bitgetapi
-
-//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Data
-//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data
-
-import (
-	"github.com/c9s/requestgen"
-
-	"github.com/c9s/bbgo/pkg/fixedpoint"
-	"github.com/c9s/bbgo/pkg/types"
-)
-
-type Candle struct {
-	Open     fixedpoint.Value           `json:"open"`
-	High     fixedpoint.Value           `json:"high"`
-	Low      fixedpoint.Value           `json:"low"`
-	Close    fixedpoint.Value           `json:"close"`
-	QuoteVol fixedpoint.Value           `json:"quoteVol"`
-	BaseVol  fixedpoint.Value           `json:"baseVol"`
-	UsdtVol  fixedpoint.Value           `json:"usdtVol"`
-	Ts       types.MillisecondTimestamp `json:"ts"`
-}
-
-//go:generate GetRequest -url "/api/spot/v1/market/candles" -type GetCandlesRequest -responseDataType []Candle
-type GetCandlesRequest struct {
-	client requestgen.APIClient
-}
-
-func (c *RestClient) NewGetCandlesRequest() *GetCandlesRequest {
-	return &GetCandlesRequest{client: c}
-}

pkg/exchange/bitget/bitgetapi/get_candles_request_requestgen.go

@@ -1,139 +0,0 @@
-// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Data -url /api/spot/v1/market/candles -type GetCandlesRequest -responseDataType []Candle"; DO NOT EDIT.
-
-package bitgetapi
-
-import (
-	"context"
-	"encoding/json"
-	"fmt"
-	"net/url"
-	"reflect"
-	"regexp"
-)
-
-// GetQueryParameters builds and checks the query parameters and returns url.Values
-func (g *GetCandlesRequest) GetQueryParameters() (url.Values, error) {
-	var params = map[string]interface{}{}
-
-	query := url.Values{}
-	for _k, _v := range params {
-		query.Add(_k, fmt.Sprintf("%v", _v))
-	}
-
-	return query, nil
-}
-
-// GetParameters builds and checks the parameters and return the result in a map object
-func (g *GetCandlesRequest) GetParameters() (map[string]interface{}, error) {
-	var params = map[string]interface{}{}
-
-	return params, nil
-}
-
-// GetParametersQuery converts the parameters from GetParameters into the url.Values format
-func (g *GetCandlesRequest) GetParametersQuery() (url.Values, error) {
-	query := url.Values{}
-
-	params, err := g.GetParameters()
-	if err != nil {
-		return query, err
-	}
-
-	for _k, _v := range params {
-		if g.isVarSlice(_v) {
-			g.iterateSlice(_v, func(it interface{}) {
-				query.Add(_k+"[]", fmt.Sprintf("%v", it))
-			})
-		} else {
-			query.Add(_k, fmt.Sprintf("%v", _v))
-		}
-	}
-
-	return query, nil
-}
-
-// GetParametersJSON converts the parameters from GetParameters into the JSON format
-func (g *GetCandlesRequest) GetParametersJSON() ([]byte, error) {
-	params, err := g.GetParameters()
-	if err != nil {
-		return nil, err
-	}
-
-	return json.Marshal(params)
-}
-
-// GetSlugParameters builds and checks the slug parameters and return the result in a map object
-func (g *GetCandlesRequest) GetSlugParameters() (map[string]interface{}, error) {
-	var params = map[string]interface{}{}
-
-	return params, nil
-}
-
-func (g *GetCandlesRequest) applySlugsToUrl(url string, slugs map[string]string) string {
-	for _k, _v := range slugs {
-		needleRE := regexp.MustCompile(":" + _k + "\\b")
-		url = needleRE.ReplaceAllString(url, _v)
-	}
-
-	return url
-}
-
-func (g *GetCandlesRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
-	sliceValue := reflect.ValueOf(slice)
-	for _i := 0; _i < sliceValue.Len(); _i++ {
-		it := sliceValue.Index(_i).Interface()
-		_f(it)
-	}
-}
-
-func (g *GetCandlesRequest) isVarSlice(_v interface{}) bool {
-	rt := reflect.TypeOf(_v)
-	switch rt.Kind() {
-	case reflect.Slice:
-		return true
-	}
-	return false
-}
-
-func (g *GetCandlesRequest) GetSlugsMap() (map[string]string, error) {
-	slugs := map[string]string{}
-	params, err := g.GetSlugParameters()
-	if err != nil {
-		return slugs, nil
-	}
-
-	for _k, _v := range params {
-		slugs[_k] = fmt.Sprintf("%v", _v)
-	}
-
-	return slugs, nil
-}
-
-func (g *GetCandlesRequest) Do(ctx context.Context) ([]Candle, error) {
-
-	// no body params
-	var params interface{}
-	query := url.Values{}
-
-	apiURL := "/api/spot/v1/market/candles"
-
-	req, err := g.client.NewRequest(ctx, "GET", apiURL, query, params)
-	if err != nil {
-		return nil, err
-	}
-
-	response, err := g.client.SendRequest(req)
-	if err != nil {
-		return nil, err
-	}
-
-	var apiResponse APIResponse
-	if err := response.DecodeJSON(&apiResponse); err != nil {
-		return nil, err
-	}
-	var data []Candle
-	if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
-		return nil, err
-	}
-	return data, nil
-}

pkg/exchange/bitget/bitgetapi/get_depth_request.go

@@ -1,30 +0,0 @@
-package bitgetapi
-
-//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Data
-//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data
-
-import (
-	"github.com/c9s/requestgen"
-
-	"github.com/c9s/bbgo/pkg/fixedpoint"
-	"github.com/c9s/bbgo/pkg/types"
-)
-
-type Depth struct {
-	Asks      [][]fixedpoint.Value       `json:"asks"`
-	Bids      [][]fixedpoint.Value       `json:"bids"`
-	Timestamp types.MillisecondTimestamp `json:"timestamp"`
-}
-
-//go:generate GetRequest -url "/api/spot/v1/market/depth" -type GetDepthRequest -responseDataType .Depth
-type GetDepthRequest struct {
-	client requestgen.APIClient
-
-	symbol   string `param:"symbol"`
-	stepType string `param:"type" default:"step0"`
-	limit    *int   `param:"limit"`
-}
-
-func (c *RestClient) NewGetDepthRequest() *GetDepthRequest {
-	return &GetDepthRequest{client: c}
-}

pkg/exchange/bitget/bitgetapi/get_depth_request_requestgen.go

@@ -1,175 +0,0 @@
-// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Data -url /api/spot/v1/market/depth -type GetDepthRequest -responseDataType .Depth"; DO NOT EDIT.
-
-package bitgetapi
-
-import (
-	"context"
-	"encoding/json"
-	"fmt"
-	"net/url"
-	"reflect"
-	"regexp"
-)
-
-func (g *GetDepthRequest) Symbol(symbol string) *GetDepthRequest {
-	g.symbol = symbol
-	return g
-}
-
-func (g *GetDepthRequest) StepType(stepType string) *GetDepthRequest {
-	g.stepType = stepType
-	return g
-}
-
-func (g *GetDepthRequest) Limit(limit int) *GetDepthRequest {
-	g.limit = &limit
-	return g
-}
-
-// GetQueryParameters builds and checks the query parameters and returns url.Values
-func (g *GetDepthRequest) GetQueryParameters() (url.Values, error) {
-	var params = map[string]interface{}{}
-
-	query := url.Values{}
-	for _k, _v := range params {
-		query.Add(_k, fmt.Sprintf("%v", _v))
-	}
-
-	return query, nil
-}
-
-// GetParameters builds and checks the parameters and return the result in a map object
-func (g *GetDepthRequest) GetParameters() (map[string]interface{}, error) {
-	var params = map[string]interface{}{}
-	// check symbol field -> json key symbol
-	symbol := g.symbol
-
-	// assign parameter of symbol
-	params["symbol"] = symbol
-	// check stepType field -> json key type
-	stepType := g.stepType
-
-	// assign parameter of stepType
-	params["type"] = stepType
-	// check limit field -> json key limit
-	if g.limit != nil {
-		limit := *g.limit
-
-		// assign parameter of limit
-		params["limit"] = limit
-	} else {
-	}
-
-	return params, nil
-}
-
-// GetParametersQuery converts the parameters from GetParameters into the url.Values format
-func (g *GetDepthRequest) GetParametersQuery() (url.Values, error) {
-	query := url.Values{}
-
-	params, err := g.GetParameters()
-	if err != nil {
-		return query, err
-	}
-
-	for _k, _v := range params {
-		if g.isVarSlice(_v) {
-			g.iterateSlice(_v, func(it interface{}) {
-				query.Add(_k+"[]", fmt.Sprintf("%v", it))
-			})
-		} else {
-			query.Add(_k, fmt.Sprintf("%v", _v))
-		}
-	}
-
-	return query, nil
-}
-
-// GetParametersJSON converts the parameters from GetParameters into the JSON format
-func (g *GetDepthRequest) GetParametersJSON() ([]byte, error) {
-	params, err := g.GetParameters()
-	if err != nil {
-		return nil, err
-	}
-
-	return json.Marshal(params)
-}
-
-// GetSlugParameters builds and checks the slug parameters and return the result in a map object
-func (g *GetDepthRequest) GetSlugParameters() (map[string]interface{}, error) {
-	var params = map[string]interface{}{}
-
-	return params, nil
-}
-
-func (g *GetDepthRequest) applySlugsToUrl(url string, slugs map[string]string) string {
-	for _k, _v := range slugs {
-		needleRE := regexp.MustCompile(":" + _k + "\\b")
-		url = needleRE.ReplaceAllString(url, _v)
-	}
-
-	return url
-}
-
-func (g *GetDepthRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
-	sliceValue := reflect.ValueOf(slice)
-	for _i := 0; _i < sliceValue.Len(); _i++ {
-		it := sliceValue.Index(_i).Interface()
-		_f(it)
-	}
-}
-
-func (g *GetDepthRequest) isVarSlice(_v interface{}) bool {
-	rt := reflect.TypeOf(_v)
-	switch rt.Kind() {
-	case reflect.Slice:
-		return true
-	}
-	return false
-}
-
-func (g *GetDepthRequest) GetSlugsMap() (map[string]string, error) {
-	slugs := map[string]string{}
-	params, err := g.GetSlugParameters()
-	if err != nil {
-		return slugs, nil
-	}
-
-	for _k, _v := range params {
-		slugs[_k] = fmt.Sprintf("%v", _v)
-	}
-
-	return slugs, nil
-}
-
-func (g *GetDepthRequest) Do(ctx context.Context) (*Depth, error) {
-
-	// empty params for GET operation
-	var params interface{}
-	query, err := g.GetParametersQuery()
-	if err != nil {
-		return nil, err
-	}
-
-	apiURL := "/api/spot/v1/market/depth"
-
-	req, err := g.client.NewRequest(ctx, "GET", apiURL, query, params)
-	if err != nil {
-		return nil, err
-	}
-
-	response, err := g.client.SendRequest(req)
-	if err != nil {
-		return nil, err
-	}
-
-	var apiResponse APIResponse
-	if err := response.DecodeJSON(&apiResponse); err != nil {
-		return nil, err
-	}
-	var data Depth
-	if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
-		return nil, err
-	}
-	return &data, nil
-}

pkg/exchange/bitget/bitgetapi/get_fills_request.go

@@ -1,43 +0,0 @@
-package bitgetapi
-
-//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Data
-//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Data
-
-import (
-	"github.com/c9s/requestgen"
-
-	"github.com/c9s/bbgo/pkg/fixedpoint"
-	"github.com/c9s/bbgo/pkg/types"
-)
-
-type Fill struct {
-	AccountId       types.StrInt64             `json:"accountId"`
-	Symbol          string                     `json:"symbol"`
-	OrderId         types.StrInt64             `json:"orderId"`
-	FillId          types.StrInt64             `json:"fillId"`
-	OrderType       OrderType                  `json:"orderType"`
-	Side            OrderSide                  `json:"side"`
-	FillPrice       fixedpoint.Value           `json:"fillPrice"`
-	FillQuantity    fixedpoint.Value           `json:"fillQuantity"`
-	FillTotalAmount fixedpoint.Value           `json:"fillTotalAmount"`
-	CreationTime    types.MillisecondTimestamp `json:"cTime"`
-	FeeCurrency     string                     `json:"feeCcy"`
-	Fees            fixedpoint.Value           `json:"fees"`
-}
-
-//go:generate GetRequest -url "/api/spot/v1/trade/fills" -type GetFillsRequest -responseDataType .ServerTime
-type GetFillsRequest struct {
-	client requestgen.AuthenticatedAPIClient
-
-	// after - order id
-	after *string `param:"after"`
-
-	// before - order id
-	before *string `param:"before"`
-
-	limit *string `param:"limit"`
-}
-
-func (c *RestClient) NewGetFillsRequest() *GetFillsRequest {
-	return &GetFillsRequest{client: c}
-}

pkg/exchange/bitget/bitgetapi/get_fills_request_requestgen.go

@@ -1,182 +0,0 @@
-// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Data -url /api/spot/v1/trade/fills -type GetFillsRequest -responseDataType .ServerTime"; DO NOT EDIT.
-
-package bitgetapi
-
-import (
-	"context"
-	"encoding/json"
-	"fmt"
-	"github.com/c9s/bbgo/pkg/types"
-	"net/url"
-	"reflect"
-	"regexp"
-)
-
-func (g *GetFillsRequest) After(after string) *GetFillsRequest {
-	g.after = &after
-	return g
-}
-
-func (g *GetFillsRequest) Before(before string) *GetFillsRequest {
-	g.before = &before
-	return g
-}
-
-func (g *GetFillsRequest) Limit(limit string) *GetFillsRequest {
-	g.limit = &limit
-	return g
-}
-
-// GetQueryParameters builds and checks the query parameters and returns url.Values
-func (g *GetFillsRequest) GetQueryParameters() (url.Values, error) {
-	var params = map[string]interface{}{}
-
-	query := url.Values{}
-	for _k, _v := range params {
-		query.Add(_k, fmt.Sprintf("%v", _v))
-	}
-
-	return query, nil
-}
-
-// GetParameters builds and checks the parameters and return the result in a map object
-func (g *GetFillsRequest) GetParameters() (map[string]interface{}, error) {
-	var params = map[string]interface{}{}
-	// check after field -> json key after
-	if g.after != nil {
-		after := *g.after
-
-		// assign parameter of after
-		params["after"] = after
-	} else {
-	}
-	// check before field -> json key before
-	if g.before != nil {
-		before := *g.before
-
-		// assign parameter of before
-		params["before"] = before
-	} else {
-	}
-	// check limit field -> json key limit
-	if g.limit != nil {
-		limit := *g.limit
-
-		// assign parameter of limit
-		params["limit"] = limit
-	} else {
-	}
-
-	return params, nil
-}
-
-// GetParametersQuery converts the parameters from GetParameters into the url.Values format
-func (g *GetFillsRequest) GetParametersQuery() (url.Values, error) {
-	query := url.Values{}
-
-	params, err := g.GetParameters()
-	if err != nil {
-		return query, err
-	}
-
-	for _k, _v := range params {
-		if g.isVarSlice(_v) {
-			g.iterateSlice(_v, func(it interface{}) {
-				query.Add(_k+"[]", fmt.Sprintf("%v", it))
-			})
-		} else {
-			query.Add(_k, fmt.Sprintf("%v", _v))
-		}
-	}
-
-	return query, nil
-}
-
-// GetParametersJSON converts the parameters from GetParameters into the JSON format
-func (g *GetFillsRequest) GetParametersJSON() ([]byte, error) {
-	params, err := g.GetParameters()
-	if err != nil {
-		return nil, err
-	}
-
-	return json.Marshal(params)
-}
-
-// GetSlugParameters builds and checks the slug parameters and return the result in a map object
-func (g *GetFillsRequest) GetSlugParameters() (map[string]interface{}, error) {
-	var params = map[string]interface{}{}
-
-	return params, nil
-}
-
-func (g *GetFillsRequest) applySlugsToUrl(url string, slugs map[string]string) string {
-	for _k, _v := range slugs {
-		needleRE := regexp.MustCompile(":" + _k + "\\b")
-		url = needleRE.ReplaceAllString(url, _v)
-	}
-
-	return url
-}
-
-func (g *GetFillsRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
-	sliceValue := reflect.ValueOf(slice)
-	for _i := 0; _i < sliceValue.Len(); _i++ {
-		it := sliceValue.Index(_i).Interface()
-		_f(it)
-	}
-}
-
-func (g *GetFillsRequest) isVarSlice(_v interface{}) bool {
-	rt := reflect.TypeOf(_v)
-	switch rt.Kind() {
-	case reflect.Slice:
-		return true
-	}
-	return false
-}
-
-func (g *GetFillsRequest) GetSlugsMap() (map[string]string, error) {
-	slugs := map[string]string{}
-	params, err := g.GetSlugParameters()
-	if err != nil {
-		return slugs, nil
-	}
-
-	for _k, _v := range params {
-		slugs[_k] = fmt.Sprintf("%v", _v)
-	}
-
-	return slugs, nil
-}
-
-func (g *GetFillsRequest) Do(ctx context.Context) (*types.MillisecondTimestamp, error) {
-
-	// empty params for GET operation
-	var params interface{}
-	query, err := g.GetParametersQuery()
-	if err != nil {
-		return nil, err
-	}
-
-	apiURL := "/api/spot/v1/trade/fills"
-
-	req, err := g.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
-	if err != nil {
-		return nil, err
-	}
-
-	response, err := g.client.SendRequest(req)
-	if err != nil {
-		return nil, err
-	}
-
-	var apiResponse APIResponse
-	if err := response.DecodeJSON(&apiResponse); err != nil {
-		return nil, err
-	}
-	var data types.MillisecondTimestamp
-	if err := json.Unmarshal(apiResponse.Data, &data); err != nil {
-		return nil, err
-	}
-	return &data, nil
-}