package xmaker

import (
	"context"
	"fmt"
	"math"
	"sync"
	"time"

	"github.com/pkg/errors"
	"github.com/sirupsen/logrus"
	"golang.org/x/time/rate"

	"github.com/c9s/bbgo/pkg/bbgo"
	"github.com/c9s/bbgo/pkg/exchange/max"
	"github.com/c9s/bbgo/pkg/fixedpoint"
	"github.com/c9s/bbgo/pkg/indicator"
	"github.com/c9s/bbgo/pkg/service"
	"github.com/c9s/bbgo/pkg/types"
	"github.com/c9s/bbgo/pkg/util"
)

var defaultMargin = fixedpoint.NewFromFloat(0.003)

const ID = "xmaker"

const stateKey = "state-v1"

var log = logrus.WithField("strategy", ID)

func init() {
	bbgo.RegisterStrategy(ID, &Strategy{})
}

type Strategy struct {
	*bbgo.Graceful
	*bbgo.Notifiability
	*bbgo.Persistence

	Symbol string `json:"symbol"`

	// SourceExchange session name
	SourceExchange string `json:"sourceExchange"`

	// MakerExchange session name
	MakerExchange string `json:"makerExchange"`

	UpdateInterval      types.Duration `json:"updateInterval"`
	HedgeInterval       types.Duration `json:"hedgeInterval"`
	OrderCancelWaitTime types.Duration `json:"orderCancelWaitTime"`

	Margin        fixedpoint.Value `json:"margin"`
	BidMargin     fixedpoint.Value `json:"bidMargin"`
	AskMargin     fixedpoint.Value `json:"askMargin"`
	UseDepthPrice bool             `json:"useDepthPrice"`

	EnableBollBandMargin bool             `json:"enableBollBandMargin"`
	BollBandInterval     types.Interval   `json:"bollBandInterval"`
	BollBandMargin       fixedpoint.Value `json:"bollBandMargin"`
	BollBandMarginFactor fixedpoint.Value `json:"bollBandMarginFactor"`

	StopHedgeQuoteBalance fixedpoint.Value `json:"stopHedgeQuoteBalance"`
	StopHedgeBaseBalance  fixedpoint.Value `json:"stopHedgeBaseBalance"`

	// Quantity is used for fixed quantity of the first layer
	Quantity fixedpoint.Value `json:"quantity"`

	// QuantityMultiplier is the factor that multiplies the quantity of the previous layer
	QuantityMultiplier fixedpoint.Value `json:"quantityMultiplier"`

	// QuantityScale helps user to define the quantity by layer scale
	QuantityScale *bbgo.LayerScale `json:"quantityScale,omitempty"`

	// MaxExposurePosition defines the unhedged quantity of stop
	MaxExposurePosition fixedpoint.Value `json:"maxExposurePosition"`

	DisableHedge bool `json:"disableHedge"`

	NotifyTrade bool `json:"notifyTrade"`

	NumLayers int `json:"numLayers"`

	// Pips is the pips of the layer prices
	Pips fixedpoint.Value `json:"pips"`

	// --------------------------------
	// private field

	makerSession, sourceSession *bbgo.ExchangeSession

	makerMarket, sourceMarket types.Market

	// boll is the BOLLINGER indicator we used for predicting the price.
	boll *indicator.BOLL

	state *State

	book              *types.StreamOrderBook
	activeMakerOrders *bbgo.LocalActiveOrderBook

	hedgeErrorLimiter *rate.Limiter

	orderStore     *bbgo.OrderStore
	tradeCollector *bbgo.TradeCollector

	lastPrice float64
	groupID   uint32

	stopC chan struct{}
}

func (s *Strategy) ID() string {
	return ID
}

func (s *Strategy) CrossSubscribe(sessions map[string]*bbgo.ExchangeSession) {
	sourceSession, ok := sessions[s.SourceExchange]
	if !ok {
		panic(fmt.Errorf("source session %s is not defined", s.SourceExchange))
	}

	sourceSession.Subscribe(types.BookChannel, s.Symbol, types.SubscribeOptions{})
	sourceSession.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: "1m"})

	makerSession, ok := sessions[s.MakerExchange]
	if !ok {
		panic(fmt.Errorf("maker session %s is not defined", s.MakerExchange))
	}
	makerSession.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: "1m"})
}

func aggregatePrice(pvs types.PriceVolumeSlice, requiredQuantity fixedpoint.Value) (price fixedpoint.Value) {
	q := requiredQuantity
	totalAmount := fixedpoint.Value(0)

	if len(pvs) == 0 {
		price = 0
		return price
	} else if pvs[0].Volume >= requiredQuantity {
		return pvs[0].Price
	}

	for i := 0; i < len(pvs); i++ {
		pv := pvs[i]
		if pv.Volume >= q {
			totalAmount += q.Mul(pv.Price)
			break
		}

		q -= pv.Volume
		totalAmount += pv.Volume.Mul(pv.Price)
	}

	price = totalAmount.Div(requiredQuantity)
	return price
}

func (s *Strategy) updateQuote(ctx context.Context, orderExecutionRouter bbgo.OrderExecutionRouter) {
	if err := s.makerSession.Exchange.CancelOrders(ctx, s.activeMakerOrders.Orders()...); err != nil {
		log.WithError(err).Errorf("can not cancel %s orders", s.Symbol)
		return
	}

	// avoid unlock issue and wait for the balance update
	if s.OrderCancelWaitTime > 0 {
		time.Sleep(s.OrderCancelWaitTime.Duration())
	} else {
		// use the default wait time
		time.Sleep(500 * time.Millisecond)
	}

	if s.activeMakerOrders.NumOfAsks() > 0 || s.activeMakerOrders.NumOfBids() > 0 {
		log.Warnf("there are some %s orders not canceled, skipping placing maker orders", s.Symbol)
		s.activeMakerOrders.Print()
		return
	}

	bestBid, bestAsk, hasPrice := s.book.BestBidAndAsk()
	if !hasPrice {
		return
	}

	// use mid-price for the last price
	s.lastPrice = (bestBid.Price + bestAsk.Price).Float64() / 2

	sourceBook := s.book.CopyDepth(20)
	if valid, err := sourceBook.IsValid(); !valid {
		log.WithError(err).Errorf("%s invalid copied order book, skip quoting: %v", s.Symbol, err)
		return
	}

	var disableMakerBid = false
	var disableMakerAsk = false

	// check maker's balance quota
	// we load the balances from the account while we're generating the orders,
	// the balance may have a chance to be deducted by other strategies or manual orders submitted by the user
	makerBalances := s.makerSession.Account.Balances()
	makerQuota := &bbgo.QuotaTransaction{}
	if b, ok := makerBalances[s.makerMarket.BaseCurrency]; ok {
		if b.Available.Float64() > s.makerMarket.MinQuantity {
			makerQuota.BaseAsset.Add(b.Available)
		} else {
			disableMakerAsk = true
		}
	}

	if b, ok := makerBalances[s.makerMarket.QuoteCurrency]; ok {
		if b.Available.Float64() > s.makerMarket.MinNotional {
			makerQuota.QuoteAsset.Add(b.Available)
		} else {
			disableMakerBid = true
		}
	}

	hedgeBalances := s.sourceSession.Account.Balances()
	hedgeQuota := &bbgo.QuotaTransaction{}
	if b, ok := hedgeBalances[s.sourceMarket.BaseCurrency]; ok {
		// to make bid orders, we need enough base asset in the foreign exchange,
		// if the base asset balance is not enough for selling
		if s.StopHedgeBaseBalance > 0 {
			if b.Available > (s.StopHedgeBaseBalance + fixedpoint.NewFromFloat(s.sourceMarket.MinQuantity)) {
				hedgeQuota.BaseAsset.Add(b.Available - s.StopHedgeBaseBalance - fixedpoint.NewFromFloat(s.sourceMarket.MinQuantity))
			} else {
				log.Warnf("%s maker bid disabled: insufficient base balance %s", s.Symbol, b.String())
				disableMakerBid = true
			}
		} else if b.Available.Float64() > s.sourceMarket.MinQuantity {
			hedgeQuota.BaseAsset.Add(b.Available)
		} else {
			log.Warnf("%s maker bid disabled: insufficient base balance %s", s.Symbol, b.String())
			disableMakerBid = true
		}
	}

	if b, ok := hedgeBalances[s.sourceMarket.QuoteCurrency]; ok {
		// to make ask orders, we need enough quote asset in the foreign exchange,
		// if the quote asset balance is not enough for buying
		if s.StopHedgeQuoteBalance > 0 {
			if b.Available > (s.StopHedgeQuoteBalance + fixedpoint.NewFromFloat(s.sourceMarket.MinNotional)) {
				hedgeQuota.QuoteAsset.Add(b.Available - s.StopHedgeQuoteBalance - fixedpoint.NewFromFloat(s.sourceMarket.MinNotional))
			} else {
				log.Warnf("%s maker ask disabled: insufficient quote balance %s", s.Symbol, b.String())
				disableMakerAsk = true
			}
		} else if b.Available.Float64() > s.sourceMarket.MinNotional {
			hedgeQuota.QuoteAsset.Add(b.Available)
		} else {
			log.Warnf("%s maker ask disabled: insufficient quote balance %s", s.Symbol, b.String())
			disableMakerAsk = true
		}
	}

	// if max exposure position is configured, we should not:
	// 1. place bid orders when we already bought too much
	// 2. place ask orders when we already sold too much
	if s.MaxExposurePosition > 0 {
		pos := s.state.Position.GetBase()

		if pos < -s.MaxExposurePosition {
			// stop sell if we over-sell
			disableMakerAsk = true
		} else if pos > s.MaxExposurePosition {
			// stop buy if we over buy
			disableMakerBid = true
		}
	}

	if disableMakerAsk && disableMakerBid {
		log.Warnf("%s bid/ask maker is disabled due to insufficient balances", s.Symbol)
		return
	}

	bestBidPrice := bestBid.Price
	bestAskPrice := bestAsk.Price
	log.Infof("%s book ticker: best ask / best bid = %f / %f", s.Symbol, bestAskPrice.Float64(), bestBidPrice.Float64())

	var submitOrders []types.SubmitOrder
	var accumulativeBidQuantity, accumulativeAskQuantity fixedpoint.Value
	var bidQuantity = s.Quantity
	var askQuantity = s.Quantity
	var bidMargin = s.BidMargin
	var askMargin = s.AskMargin
	var pips = s.Pips

	if s.EnableBollBandMargin {
		lastDownBand := s.boll.LastDownBand()
		lastUpBand := s.boll.LastUpBand()

		// when bid price is lower than the down band, then it's in the downtrend
		// when ask price is higher than the up band, then it's in the uptrend
		if bestBidPrice.Float64() < lastDownBand {
			// ratio here should be greater than 1.00
			ratio := lastDownBand / bestBidPrice.Float64()

			// so that the original bid margin can be multiplied by 1.x
			bollMargin := s.BollBandMargin.MulFloat64(ratio).Mul(s.BollBandMarginFactor)

			log.Infof("%s bollband downtrend: adjusting ask margin %f + %f = %f",
				s.Symbol,
				askMargin.Float64(),
				bollMargin.Float64(),
				(askMargin + bollMargin).Float64())

			askMargin = askMargin + bollMargin
			pips = pips.MulFloat64(ratio)
		}

		if bestAskPrice.Float64() > lastUpBand {
			// ratio here should be greater than 1.00
			ratio := bestAskPrice.Float64() / lastUpBand

			// so that the original bid margin can be multiplied by 1.x
			bollMargin := s.BollBandMargin.MulFloat64(ratio).Mul(s.BollBandMarginFactor)

			log.Infof("%s bollband uptrend adjusting bid margin %f + %f = %f",
				s.Symbol,
				bidMargin.Float64(),
				bollMargin.Float64(),
				(bidMargin + bollMargin).Float64())

			bidMargin = bidMargin + bollMargin
			pips = pips.MulFloat64(ratio)
		}
	}

	bidPrice := bestBidPrice
	askPrice := bestAskPrice
	for i := 0; i < s.NumLayers; i++ {
		// for maker bid orders
		if !disableMakerBid {
			if s.QuantityScale != nil {
				qf, err := s.QuantityScale.Scale(i + 1)
				if err != nil {
					log.WithError(err).Errorf("quantityScale error")
					return
				}

				log.Infof("%s scaling bid #%d quantity to %f", s.Symbol, i+1, qf)

				// override the default bid quantity
				bidQuantity = fixedpoint.NewFromFloat(qf)
			}

			accumulativeBidQuantity += bidQuantity
			if s.UseDepthPrice {
				bidPrice = aggregatePrice(sourceBook.SideBook(types.SideTypeBuy), accumulativeBidQuantity)
			}

			bidPrice = bidPrice.MulFloat64(1.0 - bidMargin.Float64())
			if i > 0 && pips > 0 {
				bidPrice -= pips.MulFloat64(float64(i) * s.makerMarket.TickSize)
			}

			if makerQuota.QuoteAsset.Lock(bidQuantity.Mul(bidPrice)) && hedgeQuota.BaseAsset.Lock(bidQuantity) {
				// if we bought, then we need to sell the base from the hedge session
				submitOrders = append(submitOrders, types.SubmitOrder{
					Symbol:      s.Symbol,
					Type:        types.OrderTypeLimit,
					Side:        types.SideTypeBuy,
					Price:       bidPrice.Float64(),
					Quantity:    bidQuantity.Float64(),
					TimeInForce: "GTC",
					GroupID:     s.groupID,
				})

				makerQuota.Commit()
				hedgeQuota.Commit()
			} else {
				makerQuota.Rollback()
				hedgeQuota.Rollback()
			}

			if s.QuantityMultiplier > 0 {
				bidQuantity = bidQuantity.Mul(s.QuantityMultiplier)
			}
		}

		// for maker ask orders
		if !disableMakerAsk {
			if s.QuantityScale != nil {
				qf, err := s.QuantityScale.Scale(i + 1)
				if err != nil {
					log.WithError(err).Errorf("quantityScale error")
					return
				}

				log.Infof("%s scaling ask #%d quantity to %f", s.Symbol, i+1, qf)

				// override the default bid quantity
				askQuantity = fixedpoint.NewFromFloat(qf)
			}
			accumulativeAskQuantity += askQuantity

			if s.UseDepthPrice {
				askPrice = aggregatePrice(sourceBook.SideBook(types.SideTypeSell), accumulativeAskQuantity)
			}

			askPrice = askPrice.MulFloat64(1.0 + askMargin.Float64())
			if i > 0 && pips > 0 {
				askPrice += pips.MulFloat64(float64(i) * s.makerMarket.TickSize)
			}

			if makerQuota.BaseAsset.Lock(askQuantity) && hedgeQuota.QuoteAsset.Lock(askQuantity.Mul(askPrice)) {
				// if we bought, then we need to sell the base from the hedge session
				submitOrders = append(submitOrders, types.SubmitOrder{
					Symbol:      s.Symbol,
					Market:      s.makerMarket,
					Type:        types.OrderTypeLimit,
					Side:        types.SideTypeSell,
					Price:       askPrice.Float64(),
					Quantity:    askQuantity.Float64(),
					TimeInForce: "GTC",
					GroupID:     s.groupID,
				})
				makerQuota.Commit()
				hedgeQuota.Commit()
			} else {
				makerQuota.Rollback()
				hedgeQuota.Rollback()
			}

			if s.QuantityMultiplier > 0 {
				askQuantity = askQuantity.Mul(s.QuantityMultiplier)
			}
		}
	}

	if len(submitOrders) == 0 {
		log.Warnf("no orders generated")
		return
	}

	makerOrders, err := orderExecutionRouter.SubmitOrdersTo(ctx, s.MakerExchange, submitOrders...)
	if err != nil {
		log.WithError(err).Errorf("order error: %s", err.Error())
		return
	}

	s.activeMakerOrders.Add(makerOrders...)
	s.orderStore.Add(makerOrders...)
}

func (s *Strategy) Hedge(ctx context.Context, pos fixedpoint.Value) {
	side := types.SideTypeBuy
	if pos == 0 {
		return
	}

	quantity := fixedpoint.Abs(pos)

	if pos < 0 {
		side = types.SideTypeSell
	}

	lastPrice := s.lastPrice
	sourceBook := s.book.CopyDepth(1)
	switch side {

	case types.SideTypeBuy:
		if bestAsk, ok := sourceBook.BestAsk(); ok {
			lastPrice = bestAsk.Price.Float64()
		}

	case types.SideTypeSell:
		if bestBid, ok := sourceBook.BestBid(); ok {
			lastPrice = bestBid.Price.Float64()
		}
	}

	notional := quantity.MulFloat64(lastPrice)
	if notional.Float64() <= s.sourceMarket.MinNotional {
		log.Warnf("%s %f less than min notional, skipping hedge", s.Symbol, notional.Float64())
		return
	}

	// adjust quantity according to the balances
	account := s.sourceSession.Account
	switch side {

	case types.SideTypeBuy:
		// check quote quantity
		if quote, ok := account.Balance(s.sourceMarket.QuoteCurrency); ok {
			if quote.Available < notional {
				// adjust price to higher 0.1%, so that we can ensure that the order can be executed
				quantity = bbgo.AdjustQuantityByMaxAmount(quantity, fixedpoint.NewFromFloat(lastPrice*1.001), quote.Available)
				quantity = s.sourceMarket.TruncateQuantity(quantity)
			}
		}

	case types.SideTypeSell:
		// check quote quantity
		if base, ok := account.Balance(s.sourceMarket.BaseCurrency); ok {
			if base.Available < quantity {
				quantity = base.Available
			}
		}
	}

	// truncate quantity for the supported precision
	quantity = s.sourceMarket.TruncateQuantity(quantity)

	if notional.Float64() <= s.sourceMarket.MinNotional*1.02 {
		log.Warnf("the adjusted amount %f is less than minimal notional %f, skipping hedge", notional.Float64(), s.sourceMarket.MinNotional)
		return
	}

	if quantity.Float64() <= s.sourceMarket.MinQuantity*1.0 {
		log.Warnf("the adjusted quantity %f is less than minimal quantity %f, skipping hedge", quantity.Float64(), s.sourceMarket.MinQuantity)
		return
	}

	if !s.hedgeErrorLimiter.Allow() {
		log.Warn("rate limit hit, not allowed to hedge again, skip")
		return
	}

	log.Infof("submitting %s hedge order %s %f", s.Symbol, side.String(), quantity.Float64())
	s.Notifiability.Notify("Submitting %s hedge order %s %f", s.Symbol, side.String(), quantity.Float64())
	orderExecutor := &bbgo.ExchangeOrderExecutor{Session: s.sourceSession}
	returnOrders, err := orderExecutor.SubmitOrders(ctx, types.SubmitOrder{
		Market:   s.sourceMarket,
		Symbol:   s.Symbol,
		Type:     types.OrderTypeMarket,
		Side:     side,
		Quantity: quantity.Float64(),
	})

	if err != nil {
		s.hedgeErrorLimiter.Reserve()
		log.WithError(err).Errorf("market order submit error: %s", err.Error())
		return
	}

	// if it's selling, than we should add positive position
	if side == types.SideTypeSell {
		s.state.CoveredPosition.AtomicAdd(quantity)
	} else {
		s.state.CoveredPosition.AtomicAdd(-quantity)
	}

	s.orderStore.Add(returnOrders...)
}

func (s *Strategy) Validate() error {
	if s.Quantity == 0 || s.QuantityScale == nil {
		return errors.New("quantity or quantityScale can not be empty")
	}

	if s.QuantityMultiplier != 0 && s.QuantityMultiplier < 0 {
		return errors.New("quantityMultiplier can not be a negative number")
	}

	if len(s.Symbol) == 0 {
		return errors.New("symbol is required")
	}

	return nil
}

func (s *Strategy) LoadState() error {
	var state State

	// load position
	if err := s.Persistence.Load(&state, ID, s.Symbol, stateKey); err != nil {
		if err != service.ErrPersistenceNotExists {
			return err
		}

		s.state = &State{}
	} else {
		s.state = &state
	}

	// if position is nil, we need to allocate a new position for calculation
	if s.state.Position == nil {
		s.state.Position = types.NewPositionFromMarket(s.makerMarket)
	}
	s.state.Position.Market = s.makerMarket

	s.state.ProfitStats.Symbol = s.makerMarket.Symbol
	s.state.ProfitStats.BaseCurrency = s.makerMarket.BaseCurrency
	s.state.ProfitStats.QuoteCurrency = s.makerMarket.QuoteCurrency
	s.state.ProfitStats.MakerExchange = s.makerSession.ExchangeName
	if s.state.ProfitStats.AccumulatedSince == 0 {
		s.state.ProfitStats.AccumulatedSince = time.Now().Unix()
	}

	return nil
}

func (s *Strategy) SaveState() error {
	if err := s.Persistence.Save(s.state, ID, s.Symbol, stateKey); err != nil {
		return err
	} else {
		log.Infof("%s state is saved => %+v", ID, s.state)
	}
	return nil
}

func (s *Strategy) CrossRun(ctx context.Context, orderExecutionRouter bbgo.OrderExecutionRouter, sessions map[string]*bbgo.ExchangeSession) error {
	if s.BollBandInterval == "" {
		s.BollBandInterval = types.Interval1m
	}

	if s.BollBandMarginFactor == 0 {
		s.BollBandMarginFactor = fixedpoint.NewFromFloat(1.0)
	}
	if s.BollBandMargin == 0 {
		s.BollBandMargin = fixedpoint.NewFromFloat(0.001)
	}

	// configure default values
	if s.UpdateInterval == 0 {
		s.UpdateInterval = types.Duration(time.Second)
	}

	if s.HedgeInterval == 0 {
		s.HedgeInterval = types.Duration(10 * time.Second)
	}

	if s.NumLayers == 0 {
		s.NumLayers = 1
	}

	if s.BidMargin == 0 {
		if s.Margin != 0 {
			s.BidMargin = s.Margin
		} else {
			s.BidMargin = defaultMargin
		}
	}

	if s.AskMargin == 0 {
		if s.Margin != 0 {
			s.AskMargin = s.Margin
		} else {
			s.AskMargin = defaultMargin
		}
	}

	s.hedgeErrorLimiter = rate.NewLimiter(rate.Every(time.Minute), 1)

	// configure sessions
	sourceSession, ok := sessions[s.SourceExchange]
	if !ok {
		return fmt.Errorf("source exchange session %s is not defined", s.SourceExchange)
	}

	s.sourceSession = sourceSession

	makerSession, ok := sessions[s.MakerExchange]
	if !ok {
		return fmt.Errorf("maker exchange session %s is not defined", s.MakerExchange)
	}

	s.makerSession = makerSession

	s.sourceMarket, ok = s.sourceSession.Market(s.Symbol)
	if !ok {
		return fmt.Errorf("source session market %s is not defined", s.Symbol)
	}

	s.makerMarket, ok = s.makerSession.Market(s.Symbol)
	if !ok {
		return fmt.Errorf("maker session market %s is not defined", s.Symbol)
	}

	standardIndicatorSet, ok := s.sourceSession.StandardIndicatorSet(s.Symbol)
	if !ok {
		return fmt.Errorf("%s standard indicator set not found", s.Symbol)
	}

	s.boll = standardIndicatorSet.BOLL(types.IntervalWindow{
		Interval: s.BollBandInterval,
		Window:   21,
	}, 1.0)

	// restore state
	instanceID := fmt.Sprintf("%s-%s", ID, s.Symbol)
	s.groupID = max.GenerateGroupID(instanceID)
	log.Infof("using group id %d from fnv(%s)", s.groupID, instanceID)

	if err := s.LoadState(); err != nil {
		return err
	} else {
		s.Notify("xmaker: %s position is restored", s.Symbol, s.state.Position)
	}

	if s.makerSession.MakerFeeRate > 0 || s.makerSession.TakerFeeRate > 0 {
		s.state.Position.SetExchangeFeeRate(types.ExchangeName(s.MakerExchange), types.ExchangeFee{
			MakerFeeRate: s.makerSession.MakerFeeRate,
			TakerFeeRate: s.makerSession.TakerFeeRate,
		})
	}

	if s.sourceSession.MakerFeeRate > 0 || s.sourceSession.TakerFeeRate > 0 {
		s.state.Position.SetExchangeFeeRate(types.ExchangeName(s.SourceExchange), types.ExchangeFee{
			MakerFeeRate: s.sourceSession.MakerFeeRate,
			TakerFeeRate: s.sourceSession.TakerFeeRate,
		})
	}

	s.book = types.NewStreamBook(s.Symbol)
	s.book.BindStream(s.sourceSession.MarketDataStream)

	s.activeMakerOrders = bbgo.NewLocalActiveOrderBook(s.Symbol)
	s.activeMakerOrders.BindStream(s.makerSession.UserDataStream)

	s.orderStore = bbgo.NewOrderStore(s.Symbol)
	s.orderStore.BindStream(s.sourceSession.UserDataStream)
	s.orderStore.BindStream(s.makerSession.UserDataStream)

	s.tradeCollector = bbgo.NewTradeCollector(s.Symbol, s.state.Position, s.orderStore)

	if s.NotifyTrade {
		s.tradeCollector.OnTrade(func(trade types.Trade) {
			s.Notifiability.Notify(trade)
		})
	}

	s.tradeCollector.OnTrade(func(trade types.Trade) {
		c := trade.PositionChange()
		if trade.Exchange == s.sourceSession.ExchangeName {
			s.state.CoveredPosition.AtomicAdd(c)
		}

		s.state.ProfitStats.AddTrade(trade)

		if err := s.SaveState(); err != nil {
			log.WithError(err).Error("save state error")
		}
	})
	s.tradeCollector.OnProfit(func(trade types.Trade, profit fixedpoint.Value, netProfit fixedpoint.Value) {
		p := bbgo.Profit{
			Symbol:          s.Symbol,
			Profit:          profit,
			NetProfit:       netProfit,
			TradeAmount:     fixedpoint.NewFromFloat(trade.QuoteQuantity),
			ProfitMargin:    profit.DivFloat64(trade.QuoteQuantity),
			NetProfitMargin: netProfit.DivFloat64(trade.QuoteQuantity),
			QuoteCurrency:   s.state.Position.QuoteCurrency,
			BaseCurrency:    s.state.Position.BaseCurrency,
			Time:            trade.Time.Time(),
		}
		s.state.ProfitStats.AddProfit(p)
		s.Notify(&p)
	})
	s.tradeCollector.OnPositionUpdate(func(position *types.Position) {
		s.Notifiability.Notify(position)
	})
	s.tradeCollector.OnRecover(func(trade types.Trade) {
		s.Notifiability.Notify("Recover trade", trade)
	})
	s.tradeCollector.BindStream(s.sourceSession.UserDataStream)
	s.tradeCollector.BindStream(s.makerSession.UserDataStream)

	s.stopC = make(chan struct{})

	go func() {
		posTicker := time.NewTicker(util.MillisecondsJitter(s.HedgeInterval.Duration(), 200))
		defer posTicker.Stop()

		quoteTicker := time.NewTicker(util.MillisecondsJitter(s.UpdateInterval.Duration(), 200))
		defer quoteTicker.Stop()

		reportTicker := time.NewTicker(time.Hour)
		defer reportTicker.Stop()

		tradeScanInterval := 20 * time.Minute
		tradeScanTicker := time.NewTicker(tradeScanInterval)
		defer tradeScanTicker.Stop()

		defer func() {
			if err := s.makerSession.Exchange.CancelOrders(context.Background(), s.activeMakerOrders.Orders()...); err != nil {
				log.WithError(err).Errorf("can not cancel %s orders", s.Symbol)
			}
		}()

		for {
			select {

			case <-s.stopC:
				log.Warnf("%s maker goroutine stopped, due to the stop signal", s.Symbol)
				return

			case <-ctx.Done():
				log.Warnf("%s maker goroutine stopped, due to the cancelled context", s.Symbol)
				return

			case <-quoteTicker.C:
				s.updateQuote(ctx, orderExecutionRouter)

			case <-reportTicker.C:
				s.Notifiability.Notify(&s.state.ProfitStats)

			case <-tradeScanTicker.C:
				log.Infof("scanning trades from %s ago...", tradeScanInterval)
				startTime := time.Now().Add(-tradeScanInterval)
				if err := s.tradeCollector.Recover(ctx, s.sourceSession.Exchange.(types.ExchangeTradeHistoryService), s.Symbol, startTime); err != nil {
					log.WithError(err).Errorf("query trades error")
				}

			case <-posTicker.C:
				// For positive position and positive covered position:
				// uncover position = +5 - +3 (covered position) = 2
				//
				// For positive position and negative covered position:
				// uncover position = +5 - (-3) (covered position) = 8
				//
				// meaning we bought 5 on MAX and sent buy order with 3 on binance
				//
				// For negative position:
				// uncover position = -5 - -3 (covered position) = -2
				s.tradeCollector.Process()

				position := s.state.Position.GetBase()

				uncoverPosition := position - s.state.CoveredPosition.AtomicLoad()
				absPos := math.Abs(uncoverPosition.Float64())
				if !s.DisableHedge && absPos > s.sourceMarket.MinQuantity {
					log.Infof("%s base position %f coveredPosition: %f uncoverPosition: %f",
						s.Symbol,
						position.Float64(),
						s.state.CoveredPosition.AtomicLoad().Float64(),
						uncoverPosition.Float64(),
					)

					s.Hedge(ctx, -uncoverPosition)
				}
			}
		}
	}()

	s.Graceful.OnShutdown(func(ctx context.Context, wg *sync.WaitGroup) {
		defer wg.Done()

		close(s.stopC)

		// wait for the quoter to stop
		time.Sleep(s.UpdateInterval.Duration())

		shutdownCtx, cancelShutdown := context.WithTimeout(context.TODO(), time.Minute)
		defer cancelShutdown()

		if err := s.activeMakerOrders.GracefulCancel(shutdownCtx, s.makerSession.Exchange); err != nil {
			log.WithError(err).Errorf("graceful cancel error")
		}

		if err := s.SaveState(); err != nil {
			log.WithError(err).Errorf("can not save state: %+v", s.state)
		} else {
			s.Notify("%s: %s position is saved", ID, s.Symbol, s.state.Position)
		}
	})

	return nil
}