From feb8f11105ae26503dcebfe08e9d5e1c8a1ca6f3 Mon Sep 17 00:00:00 2001
From: kbearXD <s199180626@gmail.com>
Date: Tue, 26 Nov 2024 18:17:15 +0800
Subject: [PATCH 1/2] FIX: debug large amount alert

---
 pkg/strategy/xalign/strategy.go | 4 ++++
 1 file changed, 4 insertions(+)

diff --git a/pkg/strategy/xalign/strategy.go b/pkg/strategy/xalign/strategy.go
index e22f2d8de6..92d797f69b 100644
--- a/pkg/strategy/xalign/strategy.go
+++ b/pkg/strategy/xalign/strategy.go
@@ -470,6 +470,7 @@ func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, se
 		// bind on trade to update price
 		session.UserDataStream.OnTradeUpdate(s.priceResolver.UpdateFromTrade)
 	}
+	log.Infof("large amount alert: %+v", s.LargeAmountAlert)
 
 	bbgo.OnShutdown(ctx, func(ctx context.Context, wg *sync.WaitGroup) {
 		defer wg.Done()
@@ -597,6 +598,7 @@ func (s *Strategy) align(ctx context.Context, sessions map[string]*bbgo.Exchange
 			if price, ok := s.priceResolver.ResolvePrice(currency, s.LargeAmountAlert.QuoteCurrency); ok {
 				quantity := q.Abs()
 				amount := price.Mul(quantity)
+				log.Infof("resolved price for currency: %s, price: %f, quantity: %f, amount: %f", currency, price.Float64(), quantity.Float64(), amount.Float64())
 				if amount.Compare(s.LargeAmountAlert.Amount) > 0 {
 					alert := &LargeAmountAlert{
 						QuoteCurrency: s.LargeAmountAlert.QuoteCurrency,
@@ -616,6 +618,8 @@ func (s *Strategy) align(ctx context.Context, sessions map[string]*bbgo.Exchange
 
 					bbgo.Notify(alert)
 				}
+			} else {
+				log.Info("price resolver can not resolve price, skip alert checking")
 			}
 		}
 

From aa21d89b8130063ea0df96b64f376a64091dbef9 Mon Sep 17 00:00:00 2001
From: kbearXD <s199180626@gmail.com>
Date: Wed, 27 Nov 2024 16:43:48 +0800
Subject: [PATCH 2/2] FEATURE: [max] add default filters for subscription

---
 pkg/exchange/max/maxapi/userdata.go |  2 +-
 pkg/exchange/max/stream.go          | 22 +++++++++++++++-------
 2 files changed, 16 insertions(+), 8 deletions(-)

diff --git a/pkg/exchange/max/maxapi/userdata.go b/pkg/exchange/max/maxapi/userdata.go
index fe7ae8441d..bb804449c4 100644
--- a/pkg/exchange/max/maxapi/userdata.go
+++ b/pkg/exchange/max/maxapi/userdata.go
@@ -227,7 +227,7 @@ func ParseUserEvent(v *fastjson.Value) (interface{}, error) {
 	case "trade_snapshot", "mwallet_trade_snapshot":
 		return parseTradeSnapshotEvent(v)
 
-	case "trade_update", "mwallet_trade_update":
+	case "trade_update", "trade_fast_update", "mwallet_trade_update":
 		return parseTradeUpdateEvent(v)
 
 	case "ad_ratio_snapshot", "ad_ratio_update":
diff --git a/pkg/exchange/max/stream.go b/pkg/exchange/max/stream.go
index 9a78732b28..2dc10bfb2c 100644
--- a/pkg/exchange/max/stream.go
+++ b/pkg/exchange/max/stream.go
@@ -132,13 +132,21 @@ func (s *Stream) handleConnect() {
 		if len(s.privateChannels) > 0 {
 			// TODO: maybe check the valid private channels
 			filters = s.privateChannels
-		} else if s.MarginSettings.IsMargin {
-			filters = []string{
-				"mwallet_order",
-				"mwallet_trade",
-				"mwallet_account",
-				"ad_ratio",
-				"borrowing",
+		} else {
+			if s.MarginSettings.IsMargin {
+				filters = []string{
+					"mwallet_order",
+					"mwallet_trade",
+					"mwallet_account",
+					"ad_ratio",
+					"borrowing",
+				}
+			} else {
+				filters = []string{
+					"order",
+					"trade",
+					"account",
+				}
 			}
 		}