max: regenerate order cancel requests

FEATURE: [dca2] set exchange fee rate for round position

go.mod

@@ -11,7 +11,7 @@ require (
 	github.com/Masterminds/squirrel v1.5.3
 	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 v1.4.2
 	github.com/c9s/rockhopper/v2 v2.0.4
 	github.com/cenkalti/backoff/v4 v4.2.0
 	github.com/cheggaaa/pb/v3 v3.0.8
@@ -153,12 +153,12 @@ require (
 	golang.org/x/crypto v0.26.0 // indirect
 	golang.org/x/exp v0.0.0-20240404231335-c0f41cb1a7a0 // indirect
 	golang.org/x/image v0.5.0 // indirect
-	golang.org/x/mod v0.17.0 // indirect
+	golang.org/x/mod v0.20.0 // indirect
 	golang.org/x/net v0.28.0 // 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 v0.21.1-0.20240508182429-e35e4ccd0d2d // 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

@@ -86,8 +86,8 @@ github.com/bytedance/sonic/loader v0.2.0 h1:zNprn+lsIP06C/IqCHs3gPQIvnvpKbbxyXQP
 github.com/bytedance/sonic/loader v0.2.0/go.mod h1:ncP89zfokxS5LZrJxl5z0UJcsk4M4yY2JpfqGeCtNLU=
 github.com/c-bata/goptuna v0.8.1 h1:25+n1MLv0yvCsD56xv4nqIus3oLHL9GuPAZDLIqmX1U=
 github.com/c-bata/goptuna v0.8.1/go.mod h1:knmS8+Iyq5PPy1YUeIEq0pMFR4Y6x7z/CySc9HlZTCY=
-github.com/c9s/requestgen v1.3.6 h1:ul7dZ2uwGYjNBjreooRfSY10WTXvQmQSjZsHebz6QfE=
-github.com/c9s/requestgen v1.3.6/go.mod h1:QwkZudcv84kJ8g9+E0RDTj+13btFXbTvv2aI+zbuLbc=
+github.com/c9s/requestgen v1.4.2 h1:pGffzvrX9K3NmuEecOHT5+tV9DqZterJGULSC9seLnk=
+github.com/c9s/requestgen v1.4.2/go.mod h1:3gk1M2ihvNU2wWl7WLUc09myp7XpHMP33Dx96+Vr8A0=
 github.com/c9s/rockhopper/v2 v2.0.4 h1:1cQEzU7rzCSz09B2RYdyPWwBW9gZ/DoFqD1b2xLLmAk=
 github.com/c9s/rockhopper/v2 v2.0.4/go.mod h1:x0XuYI2Su3kS/74UYu/3Cqc9m5Dtzqh7j7JZarczfss=
 github.com/cenkalti/backoff/v4 v4.2.0 h1:HN5dHm3WBOgndBH6E8V0q2jIYIR3s9yglV8k/+MN3u4=
@@ -472,8 +472,6 @@ github.com/mattn/go-shellwords v1.0.12/go.mod h1:EZzvwXDESEeg03EKmM+RmDnNOPKG4lL
 github.com/mattn/go-sqlite3 v1.14.0/go.mod h1:JIl7NbARA7phWnGvh0LKTyg7S9BA+6gx71ShQilpsus=
 github.com/mattn/go-sqlite3 v1.14.5/go.mod h1:WVKg1VTActs4Qso6iwGbiFih2UIHo0ENGwNd0Lj+XmI=
 github.com/mattn/go-sqlite3 v1.14.6/go.mod h1:NyWgC/yNuGj7Q9rpYnZvas74GogHl5/Z4A/KQRfk6bU=
-github.com/mattn/go-sqlite3 v1.14.22 h1:2gZY6PC6kBnID23Tichd1K+Z0oS6nE/XwU+Vz/5o4kU=
-github.com/mattn/go-sqlite3 v1.14.22/go.mod h1:Uh1q+B4BYcTPb+yiD3kU8Ct7aC0hY9fxUwlHK0RXw+Y=
 github.com/mattn/go-sqlite3 v1.14.23 h1:gbShiuAP1W5j9UOksQ06aiiqPMxYecovVGwmTxWtuw0=
 github.com/mattn/go-sqlite3 v1.14.23/go.mod h1:Uh1q+B4BYcTPb+yiD3kU8Ct7aC0hY9fxUwlHK0RXw+Y=
 github.com/matttproud/golang_protobuf_extensions v1.0.1 h1:4hp9jkHxhMHkqkrB3Ix0jegS5sx/RkqARlsWZ6pIwiU=
@@ -761,8 +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=
 golang.org/x/mod v0.3.0/go.mod h1:s0Qsj1ACt9ePp/hMypM3fl4fZqREWJwdYDEqhRiZZUA=
 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=
 golang.org/x/net v0.0.0-20180218175443-cbe0f9307d01/go.mod h1:mL1N/T3taQHkDXs73rZJwtUhF3w3ftmwwsq0BUmARs4=
 golang.org/x/net v0.0.0-20180724234803-3673e40ba225/go.mod h1:mL1N/T3taQHkDXs73rZJwtUhF3w3ftmwwsq0BUmARs4=
 golang.org/x/net v0.0.0-20180826012351-8a410e7b638d/go.mod h1:mL1N/T3taQHkDXs73rZJwtUhF3w3ftmwwsq0BUmARs4=
@@ -953,8 +951,8 @@ golang.org/x/tools v0.0.0-20200729194436-6467de6f59a7/go.mod h1:njjCfa9FT2d7l9Bc
 golang.org/x/tools v0.0.0-20200804011535-6c149bb5ef0d/go.mod h1:njjCfa9FT2d7l9Bc6FUM5FLjQPp3cFF28FI3qnDFljA=
 golang.org/x/tools v0.0.0-20200825202427-b303f430e36d/go.mod h1:njjCfa9FT2d7l9Bc6FUM5FLjQPp3cFF28FI3qnDFljA=
 golang.org/x/tools v0.1.12/go.mod h1:hNGJHUnrk76NpqgfD5Aqm5Crs+Hm0VOH/i9J2+nxYbc=
-golang.org/x/tools v0.21.1-0.20240508182429-e35e4ccd0d2d h1:vU5i/LfpvrRCpgM/VPfJLg5KjxD3E+hfT1SH+d9zLwg=
-golang.org/x/tools v0.21.1-0.20240508182429-e35e4ccd0d2d/go.mod h1:aiJjzUbINMkxbQROHiO6hDPo2LHcIPhhQsa9DLh0yGk=
+golang.org/x/tools v0.24.0 h1:J1shsA93PJUEVaUSaay7UXAyE8aimq3GW0pjlolpa24=
+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=

pkg/exchange/max/maxapi/v3/cancel_order_request_requestgen.go

@@ -136,6 +136,12 @@ func (c *CancelOrderRequest) GetSlugsMap() (map[string]string, error) {
 	return slugs, nil
 }
 
+// GetPath returns the request path of the API
+func (c *CancelOrderRequest) GetPath() string {
+	return "/api/v3/order"
+}
+
+// Do generates the request object and send the request object to the API endpoint
 func (c *CancelOrderRequest) Do(ctx context.Context) (*max.Order, error) {
 
 	params, err := c.GetParameters()
@@ -144,7 +150,9 @@ func (c *CancelOrderRequest) Do(ctx context.Context) (*max.Order, error) {
 	}
 	query := url.Values{}
 
-	apiURL := "/api/v3/order"
+	var apiURL string
+
+	apiURL = c.GetPath()
 
 	req, err := c.client.NewAuthenticatedRequest(ctx, "DELETE", apiURL, query, params)
 	if err != nil {
@@ -157,8 +165,32 @@ func (c *CancelOrderRequest) Do(ctx context.Context) (*max.Order, error) {
 	}
 
 	var apiResponse max.Order
-	if err := response.DecodeJSON(&apiResponse); err != nil {
-		return nil, err
+
+	type responseUnmarshaler interface {
+		Unmarshal(data []byte) error
+	}
+
+	if unmarshaler, ok := interface{}(&apiResponse).(responseUnmarshaler); ok {
+		if err := unmarshaler.Unmarshal(response.Body); err != nil {
+			return nil, err
+		}
+	} else {
+		// The line below checks the content type, however, some API server might not send the correct content type header,
+		// Hence, this is commented for backward compatibility
+		// response.IsJSON()
+		if err := response.DecodeJSON(&apiResponse); err != nil {
+			return nil, err
+		}
+	}
+
+	type responseValidator interface {
+		Validate() error
+	}
+
+	if validator, ok := interface{}(&apiResponse).(responseValidator); ok {
+		if err := validator.Validate(); err != nil {
+			return nil, err
+		}
 	}
 	return &apiResponse, nil
 }

pkg/exchange/max/maxapi/v3/cancel_wallet_order_all_request_requestgen.go

@@ -9,8 +9,6 @@ import (
 	"net/url"
 	"reflect"
 	"regexp"
-
-	max "github.com/c9s/bbgo/pkg/exchange/max/maxapi"
 )
 
 func (c *CancelWalletOrderAllRequest) Side(side string) *CancelWalletOrderAllRequest {
@@ -166,6 +164,12 @@ func (c *CancelWalletOrderAllRequest) GetSlugsMap() (map[string]string, error) {
 	return slugs, nil
 }
 
+// GetPath returns the request path of the API
+func (c *CancelWalletOrderAllRequest) GetPath() string {
+	return "/api/v3/wallet/:walletType/orders"
+}
+
+// Do generates the request object and send the request object to the API endpoint
 func (c *CancelWalletOrderAllRequest) Do(ctx context.Context) ([]OrderCancelResponse, error) {
 
 	params, err := c.GetParameters()
@@ -174,7 +178,9 @@ func (c *CancelWalletOrderAllRequest) Do(ctx context.Context) ([]OrderCancelResp
 	}
 	query := url.Values{}
 
-	apiURL := "/api/v3/wallet/:walletType/orders"
+	var apiURL string
+
+	apiURL = c.GetPath()
 	slugs, err := c.GetSlugsMap()
 	if err != nil {
 		return nil, err
@@ -193,8 +199,32 @@ func (c *CancelWalletOrderAllRequest) Do(ctx context.Context) ([]OrderCancelResp
 	}
 
 	var apiResponse []OrderCancelResponse
-	if err := response.DecodeJSON(&apiResponse); err != nil {
-		return nil, err
+
+	type responseUnmarshaler interface {
+		Unmarshal(data []byte) error
+	}
+
+	if unmarshaler, ok := interface{}(&apiResponse).(responseUnmarshaler); ok {
+		if err := unmarshaler.Unmarshal(response.Body); err != nil {
+			return nil, err
+		}
+	} else {
+		// The line below checks the content type, however, some API server might not send the correct content type header,
+		// Hence, this is commented for backward compatibility
+		// response.IsJSON()
+		if err := response.DecodeJSON(&apiResponse); err != nil {
+			return nil, err
+		}
+	}
+
+	type responseValidator interface {
+		Validate() error
+	}
+
+	if validator, ok := interface{}(&apiResponse).(responseValidator); ok {
+		if err := validator.Validate(); err != nil {
+			return nil, err
+		}
 	}
 	return apiResponse, nil
 }

pkg/strategy/dca2/take_profit.go

@@ -27,6 +27,10 @@ func (s *Strategy) placeTakeProfitOrders(ctx context.Context) error {
 	}
 
 	roundPosition := types.NewPositionFromMarket(s.Market)
+	roundPosition.SetExchangeFeeRate(s.ExchangeSession.ExchangeName, types.ExchangeFee{
+		MakerFeeRate: s.ExchangeSession.MakerFeeRate,
+		TakerFeeRate: s.ExchangeSession.TakerFeeRate,
+	})
 
 	for _, trade := range trades {
 		s.logger.Infof("add trade into the position of this round %s", trade.String())