IMPROVE: [biget, xdepthmaker] several improvements

pkg/exchange/bitget/exchange.go

@@ -197,7 +197,7 @@ func (e *Exchange) QueryKLines(
 
 	limit := uint64(options.Limit)
 	if limit > defaultKLineLimit || limit <= 0 {
-		log.Debugf("limtit is exceeded or zero, update to %d, got: %d", defaultKLineLimit, options.Limit)
+		log.Debugf("the parameter limit exceeds the server boundary or is set to zero. changed to %d, original value: %d", defaultKLineLimit, options.Limit)
 		limit = defaultKLineLimit
 	}
 	req.Limit(strconv.FormatUint(limit, 10))
@@ -568,7 +568,7 @@ func (e *Exchange) QueryTrades(
 
 	limit := options.Limit
 	if limit > queryLimit || limit <= 0 {
-		log.Debugf("limtit is exceeded or zero, update to %d, got: %d", queryLimit, options.Limit)
+		log.Debugf("the parameter limit exceeds the server boundary or is set to zero. changed to %d, original value: %d", queryLimit, options.Limit)
 		limit = queryLimit
 	}
 	req.Limit(strconv.FormatInt(limit, 10))

pkg/exchange/bitget/stream.go

@@ -435,10 +435,14 @@ func (s *Stream) handleOrderTradeEvent(m OrderTradeEvent) {
 		return
 	}
 
-	debugf("received OrderTradeEvent: %+v", m)
+	debugf("received OrderTradeEvent %s (%s): %+v", m.instId, m.actionType, m)
 
 	for _, order := range m.Orders {
-		debugf("received Order: %+v", order)
+		if order.TradeId == 0 {
+			debugf("received %s order update #%d: %+v", m.instId, order.OrderId, order)
+		} else {
+			debugf("received %s order update #%d and trade update #%d: %+v", m.instId, order.OrderId, order.TradeId, order)
+		}
 
 		globalOrder, err := order.toGlobalOrder()
 		if err != nil {

pkg/exchange/bybit/exchange.go

@@ -395,7 +395,9 @@ func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) (err
 	return errs
 }
 
-func (e *Exchange) QueryClosedOrders(ctx context.Context, symbol string, since, util time.Time, lastOrderID uint64) (orders []types.Order, err error) {
+func (e *Exchange) QueryClosedOrders(
+	ctx context.Context, symbol string, since, util time.Time, lastOrderID uint64,
+) (orders []types.Order, err error) {
 	if !since.IsZero() || !util.IsZero() {
 		log.Warn("!!!BYBIT EXCHANGE API NOTICE!!! the since/until conditions will not be effected on SPOT account, bybit exchange does not support time-range-based query currently")
 	}
@@ -465,7 +467,7 @@ func (e *Exchange) QueryTrades(ctx context.Context, symbol string, options *type
 
 	limit := uint64(options.Limit)
 	if limit > defaultQueryLimit || limit <= 0 {
-		log.Debugf("limtit is exceeded or zero, update to %d, got: %d", defaultQueryLimit, options.Limit)
+		log.Debugf("the parameter limit exceeds the server boundary or is set to zero. changed to %d, original value: %d", defaultQueryLimit, options.Limit)
 		limit = defaultQueryLimit
 	}
 	req.Limit(limit)
@@ -533,7 +535,9 @@ on the requested interval.
 A k-line's start time is inclusive, but end time is not(startTime + interval - 1 millisecond).
 e.q. 15m interval k line can be represented as 00:00:00.000 ~ 00:14:59.999
 */
-func (e *Exchange) QueryKLines(ctx context.Context, symbol string, interval types.Interval, options types.KLineQueryOptions) ([]types.KLine, error) {
+func (e *Exchange) QueryKLines(
+	ctx context.Context, symbol string, interval types.Interval, options types.KLineQueryOptions,
+) ([]types.KLine, error) {
 	req := e.client.NewGetKLinesRequest().Symbol(symbol)
 	intervalStr, err := toLocalInterval(interval)
 	if err != nil {
@@ -543,7 +547,7 @@ func (e *Exchange) QueryKLines(ctx context.Context, symbol string, interval type
 
 	limit := uint64(options.Limit)
 	if limit > defaultKLineLimit || limit <= 0 {
-		log.Debugf("limtit is exceeded or zero, update to %d, got: %d", defaultKLineLimit, options.Limit)
+		log.Debugf("the parameter limit exceeds the server boundary or is set to zero. changed to %d, original value: %d", defaultQueryLimit, options.Limit)
 		limit = defaultKLineLimit
 	}
 	req.Limit(limit)

pkg/fixedpoint/mutex.go

@@ -0,0 +1,37 @@
+package fixedpoint
+
+import "sync"
+
+type MutexValue struct {
+	value Value
+	mu    sync.Mutex
+}
+
+func (f *MutexValue) Add(v Value) Value {
+	f.mu.Lock()
+	f.value = f.value.Add(v)
+	ret := f.value
+	f.mu.Unlock()
+	return ret
+}
+
+func (f *MutexValue) Sub(v Value) Value {
+	f.mu.Lock()
+	f.value = f.value.Sub(v)
+	ret := f.value
+	f.mu.Unlock()
+	return ret
+}
+
+func (f *MutexValue) Set(v Value) {
+	f.mu.Lock()
+	f.value = v
+	f.mu.Unlock()
+}
+
+func (f *MutexValue) Get() Value {
+	f.mu.Lock()
+	v := f.value
+	f.mu.Unlock()
+	return v
+}

pkg/strategy/dca2/strategy.go

@@ -375,7 +375,7 @@ func (s *Strategy) Close(ctx context.Context) error {
 
 	var err error
 	if s.UniversalCancelAllOrdersWhenClose {
-		err = tradingutil.UniversalCancelAllOrders(ctx, s.ExchangeSession.Exchange, nil)
+		err = tradingutil.UniversalCancelAllOrders(ctx, s.ExchangeSession.Exchange, s.Symbol, nil)
 	} else {
 		err = s.OrderExecutor.GracefulCancel(ctx)
 	}
@@ -398,7 +398,7 @@ func (s *Strategy) CleanUp(ctx context.Context) error {
 	}
 
 	// ignore the first cancel error, this skips one open-orders query request
-	if err := tradingutil.UniversalCancelAllOrders(ctx, session.Exchange, nil); err == nil {
+	if err := tradingutil.UniversalCancelAllOrders(ctx, session.Exchange, s.Symbol, nil); err == nil {
 		return nil
 	}
 
@@ -418,7 +418,7 @@ func (s *Strategy) CleanUp(ctx context.Context) error {
 			break
 		}
 
-		if err := tradingutil.UniversalCancelAllOrders(ctx, session.Exchange, openOrders); err != nil {
+		if err := tradingutil.UniversalCancelAllOrders(ctx, session.Exchange, s.Symbol, openOrders); err != nil {
 			s.logger.WithError(err).Errorf("unable to cancel all orders")
 			werr = multierr.Append(werr, err)
 		}

pkg/strategy/liquiditymaker/strategy.go

@@ -159,7 +159,7 @@ func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.
 			util.LogErr(err, "unable to cancel adjustment orders")
 		}
 
-		if err := tradingutil.UniversalCancelAllOrders(ctx, s.Session.Exchange, nil); err != nil {
+		if err := tradingutil.UniversalCancelAllOrders(ctx, s.Session.Exchange, s.Symbol, nil); err != nil {
 			util.LogErr(err, "unable to cancel all orders")
 		}