From cfd0cbdd1dda7285527ac98a138ea21f69f51339 Mon Sep 17 00:00:00 2001
From: Nikhil Saraf <1028334+nikhilsaraf@users.noreply.github.com>
Date: Thu, 19 Dec 2019 16:55:12 +0530
Subject: [PATCH 01/25] 1 - inject submitFilters

---
 cmd/trade.go               | 25 ++++++++++++++++++-------
 plugins/makerModeFilter.go | 13 +++++--------
 trader/trader.go           | 15 +++------------
 3 files changed, 26 insertions(+), 27 deletions(-)

diff --git a/cmd/trade.go b/cmd/trade.go
index 170d19359..83eda7f4d 100644
--- a/cmd/trade.go
+++ b/cmd/trade.go
@@ -344,30 +344,41 @@ func makeBot(
 		// we want to delete all the offers and exit here since there is something wrong with our setup
 		deleteAllOffersAndExit(l, botConfig, client, sdex, exchangeShim, threadTracker)
 	}
-	dataKey := model.MakeSortedBotKey(botConfig.AssetBase(), botConfig.AssetQuote())
+
+	assetBase := botConfig.AssetBase()
+	assetQuote := botConfig.AssetQuote()
+	dataKey := model.MakeSortedBotKey(assetBase, assetQuote)
 	alert, e := monitoring.MakeAlert(botConfig.AlertType, botConfig.AlertAPIKey)
 	if e != nil {
 		l.Infof("Unable to set up monitoring for alert type '%s' with the given API key\n", botConfig.AlertType)
 	}
-	bot := trader.MakeBot(
+
+	submitFilters := []plugins.SubmitFilter{
+		plugins.MakeFilterOrderConstraints(exchangeShim.GetOrderConstraints(tradingPair), assetBase, assetQuote),
+	}
+	if submitMode == api.SubmitModeMakerOnly {
+		submitFilters = append(submitFilters,
+			plugins.MakeFilterMakerMode(exchangeShim, sdex, tradingPair),
+		)
+	}
+
+	return trader.MakeTrader(
 		client,
 		ieif,
-		botConfig.AssetBase(),
-		botConfig.AssetQuote(),
-		tradingPair,
+		assetBase,
+		assetQuote,
 		botConfig.TradingAccount(),
 		sdex,
 		exchangeShim,
 		strategy,
 		timeController,
 		botConfig.DeleteCyclesThreshold,
-		submitMode,
+		submitFilters,
 		threadTracker,
 		options.fixedIterations,
 		dataKey,
 		alert,
 	)
-	return bot
 }
 
 func convertDeprecatedBotConfigValues(l logger.Logger, botConfig trader.BotConfig) trader.BotConfig {
diff --git a/plugins/makerModeFilter.go b/plugins/makerModeFilter.go
index 188f8728e..2a5ebd1d8 100644
--- a/plugins/makerModeFilter.go
+++ b/plugins/makerModeFilter.go
@@ -19,15 +19,12 @@ type makerModeFilter struct {
 }
 
 // MakeFilterMakerMode makes a submit filter based on the passed in submitMode
-func MakeFilterMakerMode(submitMode api.SubmitMode, exchangeShim api.ExchangeShim, sdex *SDEX, tradingPair *model.TradingPair) SubmitFilter {
-	if submitMode == api.SubmitModeMakerOnly {
-		return &makerModeFilter{
-			tradingPair:  tradingPair,
-			exchangeShim: exchangeShim,
-			sdex:         sdex,
-		}
+func MakeFilterMakerMode(exchangeShim api.ExchangeShim, sdex *SDEX, tradingPair *model.TradingPair) SubmitFilter {
+	return &makerModeFilter{
+		tradingPair:  tradingPair,
+		exchangeShim: exchangeShim,
+		sdex:         sdex,
 	}
-	return nil
 }
 
 var _ SubmitFilter = &makerModeFilter{}
diff --git a/trader/trader.go b/trader/trader.go
index b177c1048..1459f13d3 100644
--- a/trader/trader.go
+++ b/trader/trader.go
@@ -50,33 +50,24 @@ type Trader struct {
 	sellingAOffers []hProtocol.Offer // quoted B/A
 }
 
-// MakeBot is the factory method for the Trader struct
-func MakeBot(
+// MakeTrader is the factory method for the Trader struct
+func MakeTrader(
 	api *horizonclient.Client,
 	ieif *plugins.IEIF,
 	assetBase hProtocol.Asset,
 	assetQuote hProtocol.Asset,
-	tradingPair *model.TradingPair,
 	tradingAccount string,
 	sdex *plugins.SDEX,
 	exchangeShim api.ExchangeShim,
 	strategy api.Strategy,
 	timeController api.TimeController,
 	deleteCyclesThreshold int64,
-	submitMode api.SubmitMode,
+	submitFilters []plugins.SubmitFilter,
 	threadTracker *multithreading.ThreadTracker,
 	fixedIterations *uint64,
 	dataKey *model.BotKey,
 	alert api.Alert,
 ) *Trader {
-	submitFilters := []plugins.SubmitFilter{
-		plugins.MakeFilterOrderConstraints(exchangeShim.GetOrderConstraints(tradingPair), assetBase, assetQuote),
-	}
-	sdexSubmitFilter := plugins.MakeFilterMakerMode(submitMode, exchangeShim, sdex, tradingPair)
-	if sdexSubmitFilter != nil {
-		submitFilters = append(submitFilters, sdexSubmitFilter)
-	}
-
 	return &Trader{
 		api:                   api,
 		ieif:                  ieif,

From a45541c10994755273675f9302321a7ee788d642 Mon Sep 17 00:00:00 2001
From: Nikhil Saraf <1028334+nikhilsaraf@users.noreply.github.com>
Date: Fri, 20 Dec 2019 17:58:21 +0530
Subject: [PATCH 02/25] 2 - inject db instance

---
 cmd/trade.go | 25 ++++++++++++++++---------
 1 file changed, 16 insertions(+), 9 deletions(-)

diff --git a/cmd/trade.go b/cmd/trade.go
index 83eda7f4d..c0bb10da4 100644
--- a/cmd/trade.go
+++ b/cmd/trade.go
@@ -1,6 +1,7 @@
 package cmd
 
 import (
+	"database/sql"
 	"fmt"
 	"io"
 	"log"
@@ -329,6 +330,7 @@ func makeBot(
 	exchangeShim api.ExchangeShim,
 	ieif *plugins.IEIF,
 	tradingPair *model.TradingPair,
+	db *sql.DB,
 	strategy api.Strategy,
 	threadTracker *multithreading.ThreadTracker,
 	options inputs,
@@ -445,6 +447,16 @@ func runTradeCmd(options inputs) {
 		tradingPair.Base:  botConfig.AssetBase(),
 		tradingPair.Quote: botConfig.AssetQuote(),
 	}
+
+	var db *sql.DB
+	if botConfig.PostgresDbConfig != nil {
+		var e error
+		db, e = database.ConnectInitializedDatabase(botConfig.PostgresDbConfig)
+		if e != nil {
+			logger.Fatal(l, fmt.Errorf("problem encountered while initializing the db: %s", e))
+		}
+		log.Printf("made db instance with config: %s\n", botConfig.PostgresDbConfig.MakeConnectString())
+	}
 	exchangeShim, sdex := makeExchangeShimSdex(
 		l,
 		botConfig,
@@ -478,6 +490,7 @@ func runTradeCmd(options inputs) {
 		exchangeShim,
 		ieif,
 		tradingPair,
+		db,
 		strategy,
 		threadTracker,
 		options,
@@ -508,6 +521,7 @@ func runTradeCmd(options inputs) {
 		exchangeShim,
 		tradingPair,
 		sdexAssetMap,
+		db,
 		threadTracker,
 	)
 	startQueryServer(
@@ -577,6 +591,7 @@ func startFillTracking(
 	exchangeShim api.ExchangeShim,
 	tradingPair *model.TradingPair,
 	sdexAssetMap map[model.Asset]hProtocol.Asset,
+	db *sql.DB,
 	threadTracker *multithreading.ThreadTracker,
 ) {
 	strategyFillHandlers, e := strategy.GetFillHandlers()
@@ -591,15 +606,7 @@ func startFillTracking(
 		fillTracker := plugins.MakeFillTracker(tradingPair, threadTracker, exchangeShim, botConfig.FillTrackerSleepMillis, botConfig.FillTrackerDeleteCyclesThreshold)
 		fillLogger := plugins.MakeFillLogger()
 		fillTracker.RegisterHandler(fillLogger)
-		if botConfig.PostgresDbConfig != nil {
-			db, e := database.ConnectInitializedDatabase(botConfig.PostgresDbConfig)
-			if e != nil {
-				l.Info("")
-				l.Errorf("problem encountered while initializing the db: %s", e)
-				deleteAllOffersAndExit(l, botConfig, client, sdex, exchangeShim, threadTracker)
-			}
-			log.Printf("made db instance with config: %s\n", botConfig.PostgresDbConfig.MakeConnectString())
-
+		if db != nil {
 			assetDisplayFn := model.MakePassthroughAssetDisplayFn()
 			if botConfig.IsTradingSdex() {
 				assetDisplayFn = model.MakeSdexMappedAssetDisplayFn(sdexAssetMap)

From 57f83200f721244934c1b03d48b41e6b4f313553 Mon Sep 17 00:00:00 2001
From: Nikhil Saraf <1028334+nikhilsaraf@users.noreply.github.com>
Date: Mon, 23 Dec 2019 18:36:45 +0530
Subject: [PATCH 03/25] 3 - extract filtering infrastructure logic from
 makerModeFilter for reuse

---
 plugins/makerModeFilter.go | 77 +++++++++-----------------------------
 plugins/submitFilter.go    | 47 +++++++++++++++++++++++
 2 files changed, 64 insertions(+), 60 deletions(-)

diff --git a/plugins/makerModeFilter.go b/plugins/makerModeFilter.go
index 2a5ebd1d8..c73017638 100644
--- a/plugins/makerModeFilter.go
+++ b/plugins/makerModeFilter.go
@@ -35,7 +35,23 @@ func (f *makerModeFilter) Apply(ops []txnbuild.Operation, sellingOffers []hProto
 		return nil, fmt.Errorf("could not fetch orderbook: %s", e)
 	}
 
-	ops, e = f.filterOps(ops, ob, sellingOffers, buyingOffers)
+	innerFn := func(op *txnbuild.ManageSellOffer) (*txnbuild.ManageSellOffer, bool, error) {
+		baseAsset, quoteAsset, e := f.sdex.Assets()
+		if e != nil {
+			return nil, false, fmt.Errorf("could not get assets: %s", e)
+		}
+		topBidPrice, e := f.topOrderPriceExcludingTrader(ob.Bids(), buyingOffers, false)
+		if e != nil {
+			return nil, false, fmt.Errorf("could not get topOrderPriceExcludingTrader for bids: %s", e)
+		}
+		topAskPrice, e := f.topOrderPriceExcludingTrader(ob.Asks(), sellingOffers, true)
+		if e != nil {
+			return nil, false, fmt.Errorf("could not get topOrderPriceExcludingTrader for asks: %s", e)
+		}
+
+		return f.transformOfferMakerMode(baseAsset, quoteAsset, topBidPrice, topAskPrice, op)
+	}
+	ops, e = filterOps(ops, sellingOffers, buyingOffers, innerFn)
 	if e != nil {
 		return nil, fmt.Errorf("could not apply filter: %s", e)
 	}
@@ -106,65 +122,6 @@ func (f *makerModeFilter) topOrderPriceExcludingTrader(obSide []model.Order, tra
 	return nil, nil
 }
 
-func (f *makerModeFilter) filterOps(
-	ops []txnbuild.Operation,
-	ob *model.OrderBook,
-	sellingOffers []hProtocol.Offer,
-	buyingOffers []hProtocol.Offer,
-) ([]txnbuild.Operation, error) {
-	baseAsset, quoteAsset, e := f.sdex.Assets()
-	if e != nil {
-		return nil, fmt.Errorf("could not get assets: %s", e)
-	}
-
-	topBidPrice, e := f.topOrderPriceExcludingTrader(ob.Bids(), buyingOffers, false)
-	if e != nil {
-		return nil, fmt.Errorf("could not get topOrderPriceExcludingTrader for bids: %s", e)
-	}
-	topAskPrice, e := f.topOrderPriceExcludingTrader(ob.Asks(), sellingOffers, true)
-	if e != nil {
-		return nil, fmt.Errorf("could not get topOrderPriceExcludingTrader for asks: %s", e)
-	}
-
-	numKeep := 0
-	numDropped := 0
-	numTransformed := 0
-	filteredOps := []txnbuild.Operation{}
-	for _, op := range ops {
-		var newOp txnbuild.Operation
-		var keep bool
-		switch o := op.(type) {
-		case *txnbuild.ManageSellOffer:
-			newOp, keep, e = f.transformOfferMakerMode(baseAsset, quoteAsset, topBidPrice, topAskPrice, o)
-			if e != nil {
-				return nil, fmt.Errorf("could not transform offer (pointer case): %s", e)
-			}
-		default:
-			newOp = o
-			keep = true
-		}
-
-		isNewOpNil := newOp == nil || fmt.Sprintf("%v", newOp) == "<nil>"
-		if keep {
-			if isNewOpNil {
-				return nil, fmt.Errorf("we want to keep op but newOp was nil (programmer error?)")
-			}
-			filteredOps = append(filteredOps, newOp)
-			numKeep++
-		} else {
-			if !isNewOpNil {
-				// newOp can be a transformed op to change the op to an effectively "dropped" state
-				filteredOps = append(filteredOps, newOp)
-				numTransformed++
-			} else {
-				numDropped++
-			}
-		}
-	}
-	log.Printf("makerModeFilter: dropped %d, transformed %d, kept %d ops from original %d ops, len(filteredOps) = %d\n", numDropped, numTransformed, numKeep, len(ops), len(filteredOps))
-	return filteredOps, nil
-}
-
 func (f *makerModeFilter) transformOfferMakerMode(
 	baseAsset hProtocol.Asset,
 	quoteAsset hProtocol.Asset,
diff --git a/plugins/submitFilter.go b/plugins/submitFilter.go
index e47269c4d..1f7f34da1 100644
--- a/plugins/submitFilter.go
+++ b/plugins/submitFilter.go
@@ -1,6 +1,9 @@
 package plugins
 
 import (
+	"fmt"
+	"log"
+
 	hProtocol "github.com/stellar/go/protocols/horizon"
 	"github.com/stellar/go/txnbuild"
 )
@@ -13,3 +16,47 @@ type SubmitFilter interface {
 		buyingOffers []hProtocol.Offer, // quoted base/quote
 	) ([]txnbuild.Operation, error)
 }
+
+type filterFn func(op *txnbuild.ManageSellOffer) (*txnbuild.ManageSellOffer, bool, error)
+
+func filterOps(ops []txnbuild.Operation, fn filterFn) ([]txnbuild.Operation, error) {
+	numKeep := 0
+	numDropped := 0
+	numTransformed := 0
+	filteredOps := []txnbuild.Operation{}
+	for _, op := range ops {
+		var newOp txnbuild.Operation
+		var keep bool
+		switch o := op.(type) {
+		case *txnbuild.ManageSellOffer:
+			var e error
+			newOp, keep, e = fn(o)
+			if e != nil {
+				return nil, fmt.Errorf("could not transform offer (pointer case): %s", e)
+			}
+		default:
+			newOp = o
+			keep = true
+		}
+
+		isNewOpNil := newOp == nil || fmt.Sprintf("%v", newOp) == "<nil>"
+		if keep {
+			if isNewOpNil {
+				return nil, fmt.Errorf("we want to keep op but newOp was nil (programmer error?)")
+			}
+			filteredOps = append(filteredOps, newOp)
+			numKeep++
+		} else {
+			if !isNewOpNil {
+				// newOp can be a transformed op to change the op to an effectively "dropped" state
+				filteredOps = append(filteredOps, newOp)
+				numTransformed++
+			} else {
+				numDropped++
+			}
+		}
+	}
+
+	log.Printf("filter result: dropped %d, transformed %d, kept %d ops from original %d ops, len(filteredOps) = %d\n", numDropped, numTransformed, numKeep, len(ops), len(filteredOps))
+	return filteredOps, nil
+}

From 189c68d57ab0414cb5821fb2e2a790689fdf584d Mon Sep 17 00:00:00 2001
From: Nikhil Saraf <1028334+nikhilsaraf@users.noreply.github.com>
Date: Mon, 23 Dec 2019 18:38:03 +0530
Subject: [PATCH 04/25] 4 - separate out TimestampFormatString and
 DateFormatString

---
 database/upgrade.go             | 2 +-
 plugins/fillDBWriter.go         | 2 +-
 plugins/makerModeFilter.go      | 2 +-
 support/postgresdb/functions.go | 7 +++++--
 4 files changed, 8 insertions(+), 5 deletions(-)

diff --git a/database/upgrade.go b/database/upgrade.go
index 489d4863c..606c8738b 100644
--- a/database/upgrade.go
+++ b/database/upgrade.go
@@ -104,7 +104,7 @@ func runUpgradeScripts(db *sql.DB, scripts []*UpgradeScript) error {
 		// add entry to db_version table
 		sqlInsertDbVersion := fmt.Sprintf(sqlDbVersionTableInsertTemplate,
 			script.version,
-			startTime.Format(postgresdb.DateFormatString),
+			startTime.Format(postgresdb.TimestampFormatString),
 			len(script.commands),
 			elapsedMillis,
 		)
diff --git a/plugins/fillDBWriter.go b/plugins/fillDBWriter.go
index 73c64d6ae..b185d4192 100644
--- a/plugins/fillDBWriter.go
+++ b/plugins/fillDBWriter.go
@@ -156,7 +156,7 @@ func (f *FillDBWriter) HandleFill(trade model.Trade) error {
 	txid := utils.CheckedString(trade.TransactionID)
 	timeSeconds := trade.Timestamp.AsInt64() / 1000
 	date := time.Unix(timeSeconds, 0).UTC()
-	dateString := date.Format(postgresdb.DateFormatString)
+	dateString := date.Format(postgresdb.TimestampFormatString)
 
 	market, e := f.fetchOrRegisterMarket(trade)
 	if e != nil {
diff --git a/plugins/makerModeFilter.go b/plugins/makerModeFilter.go
index c73017638..9ba81b7d5 100644
--- a/plugins/makerModeFilter.go
+++ b/plugins/makerModeFilter.go
@@ -51,7 +51,7 @@ func (f *makerModeFilter) Apply(ops []txnbuild.Operation, sellingOffers []hProto
 
 		return f.transformOfferMakerMode(baseAsset, quoteAsset, topBidPrice, topAskPrice, op)
 	}
-	ops, e = filterOps(ops, sellingOffers, buyingOffers, innerFn)
+	ops, e = filterOps(ops, innerFn)
 	if e != nil {
 		return nil, fmt.Errorf("could not apply filter: %s", e)
 	}
diff --git a/support/postgresdb/functions.go b/support/postgresdb/functions.go
index 4fce2e5ea..47ba57ec9 100644
--- a/support/postgresdb/functions.go
+++ b/support/postgresdb/functions.go
@@ -6,8 +6,11 @@ import (
 	"strings"
 )
 
-// DateFormatString is the format to be used when inserting dates in the database
-const DateFormatString = "2006/01/02 15:04:05 MST"
+// TimestampFormatString is the format to be used when inserting timestamps in the database
+const TimestampFormatString = "2006/01/02 15:04:05 MST"
+
+// DateFormatString is the format to be used when converting a timestamp to a date
+const DateFormatString = "2006/01/02"
 
 // CreateDatabaseIfNotExists returns whether the db was created and an error if creation failed
 func CreateDatabaseIfNotExists(postgresDbConfig *Config) (bool, error) {

From 50fe00ea9f40f5158235374afdfa2ad30b2efffa Mon Sep 17 00:00:00 2001
From: Nikhil Saraf <1028334+nikhilsaraf@users.noreply.github.com>
Date: Mon, 23 Dec 2019 20:20:41 +0530
Subject: [PATCH 05/25] 5 - first draft of volumeFilter.go (untested, many
 TODOs)

---
 database/schema.go         |   4 +
 plugins/volumeFilter.go    | 230 +++++++++++++++++++++++++++++++++++++
 support/utils/functions.go |  13 +++
 3 files changed, 247 insertions(+)
 create mode 100644 plugins/volumeFilter.go

diff --git a/database/schema.go b/database/schema.go
index 0ec1d6375..9d05f9f22 100644
--- a/database/schema.go
+++ b/database/schema.go
@@ -16,6 +16,7 @@ const sqlTradesTableCreate = "CREATE TABLE IF NOT EXISTS trades (market_id TEXT
 /*
 	indexes
 */
+// TODO need index on date only not full timestamp
 const sqlTradesIndexCreate = "CREATE INDEX IF NOT EXISTS date ON trades (market_id, date_utc)"
 
 /*
@@ -39,6 +40,9 @@ const SqlQueryMarketsById = "SELECT market_id, exchange_name, base, quote FROM m
 // sqlQueryDbVersion queries the db_version table
 const sqlQueryDbVersion = "SELECT version FROM db_version ORDER BY version desc LIMIT 1"
 
+// SqlQueryDailyValues queries the trades table to get the values for a given day
+const SqlQueryDailyValues = "SELECT SUM(base_volume) as total_base_volume, SUM(counter_cost) as total_counter_volume FROM trades WHERE market_id = $1 AND DATE(date_utc) = $2 and action = $3 group by DATE(date_utc)"
+
 /*
 	query helper functions
 */
diff --git a/plugins/volumeFilter.go b/plugins/volumeFilter.go
new file mode 100644
index 000000000..06e79e96c
--- /dev/null
+++ b/plugins/volumeFilter.go
@@ -0,0 +1,230 @@
+package plugins
+
+import (
+	"database/sql"
+	"fmt"
+	"log"
+	"strconv"
+	"time"
+
+	hProtocol "github.com/stellar/go/protocols/horizon"
+	"github.com/stellar/go/txnbuild"
+	"github.com/stellar/kelp/database"
+	"github.com/stellar/kelp/support/postgresdb"
+	"github.com/stellar/kelp/support/utils"
+)
+
+// volumeFilterConfig ensures that any one constraint that is hit will result in deleting all offers and pausing until limits are no longer constrained
+type volumeFilterConfig struct {
+	sellBaseAssetCapInBaseUnits  *float64
+	sellBaseAssetCapInQuoteUnits *float64
+	// buyBaseAssetCapInBaseUnits   *float64
+	// buyBaseAssetCapInQuoteUnits  *float64
+}
+
+type volumeFilter struct {
+	baseAsset  hProtocol.Asset
+	quoteAsset hProtocol.Asset
+	marketID   string
+	config     *volumeFilterConfig
+	db         *sql.DB
+}
+
+// MakeVolumeFilterConfig makes the config for the volume filter
+func MakeVolumeFilterConfig(
+	sellBaseAssetCapInBaseUnits string,
+	sellBaseAssetCapInQuoteUnits string,
+	// buyBaseAssetCapInBaseUnits string,
+	// buyBaseAssetCapInQuoteUnits string,
+) (*volumeFilterConfig, error) {
+	sellBaseBase, e := utils.ParseMaybeFloat(sellBaseAssetCapInBaseUnits)
+	if e != nil {
+		return nil, fmt.Errorf("could not parse sellBaseAssetCapInBaseUnits: %s", e)
+	}
+	sellBaseQuote, e := utils.ParseMaybeFloat(sellBaseAssetCapInQuoteUnits)
+	if e != nil {
+		return nil, fmt.Errorf("could not parse sellBaseAssetCapInQuoteUnits: %s", e)
+	}
+	// buyBaseBase, e := utils.ParseMaybeFloat(buyBaseAssetCapInBaseUnits)
+	// if e != nil {
+	// 	return nil, fmt.Errorf("could not parse buyBaseAssetCapInBaseUnits: %s", e)
+	// }
+	// buyBaseQuote, e := utils.ParseMaybeFloat(buyBaseAssetCapInQuoteUnits)
+	// if e != nil {
+	// 	return nil, fmt.Errorf("could not parse buyBaseAssetCapInQuoteUnits: %s", e)
+	// }
+
+	return &volumeFilterConfig{
+		sellBaseAssetCapInBaseUnits:  sellBaseBase,
+		sellBaseAssetCapInQuoteUnits: sellBaseQuote,
+		// buyBaseAssetCapInBaseUnits:   buyBaseBase,
+		// buyBaseAssetCapInQuoteUnits:  buyBaseQuote,
+	}, nil
+}
+
+// MakeFilterVolume makes a submit filter that limits orders placed based on the daily volume traded
+func MakeFilterVolume(
+	baseAsset hProtocol.Asset,
+	quoteAsset hProtocol.Asset,
+	config *volumeFilterConfig,
+	db *sql.DB,
+) (SubmitFilter, error) {
+	if db == nil {
+		return nil, fmt.Errorf("the provided db should be non-nil")
+	}
+
+	// TODO fetch marketID for the baseAsset and quoteAsset market
+	marketID := ""
+	return &volumeFilter{
+		baseAsset:  baseAsset,
+		quoteAsset: quoteAsset,
+		marketID:   marketID,
+		config:     config,
+		db:         db,
+	}, nil
+}
+
+var _ SubmitFilter = &volumeFilter{}
+
+func (f *volumeFilter) Apply(ops []txnbuild.Operation, sellingOffers []hProtocol.Offer, buyingOffers []hProtocol.Offer) ([]txnbuild.Operation, error) {
+	if f.config.isEmpty() {
+		log.Printf("the volumeFilterConfig was empty so not running through the volumeFilter\n")
+		return ops, nil
+	}
+
+	dateString := time.Now().UTC().Format(postgresdb.DateFormatString)
+	// TODO do for buying base and also for a flipped marketID
+	dailyValuesBaseSold, e := f.dailyValuesByDate(f.marketID, dateString, "sell")
+	if e != nil {
+		return nil, fmt.Errorf("could not load dailyValuesByDate for today (%s): %s", dateString, e)
+	}
+
+	log.Printf("dailyValuesByDate for today (%s): baseSoldUnits = %.8f %s, quoteCostUnits = %.8f %s (config = %+v)\n",
+		dateString, dailyValuesBaseSold.baseVol, f.baseAsset, dailyValuesBaseSold.quoteVol, f.quoteAsset, f.config)
+
+	// daily on-the-books
+	dailyOTB := &volumeFilterConfig{
+		sellBaseAssetCapInBaseUnits:  &dailyValuesBaseSold.baseVol,
+		sellBaseAssetCapInQuoteUnits: &dailyValuesBaseSold.quoteVol,
+	}
+	// daily to-be-booked starts out as empty and accumulates the values of the operations
+	dailyTBB := &volumeFilterConfig{}
+
+	innerFn := func(op *txnbuild.ManageSellOffer) (*txnbuild.ManageSellOffer, bool, error) {
+		return f.volumeFilterFn(dailyOTB, dailyTBB, op)
+	}
+	ops, e = filterOps(ops, innerFn)
+	if e != nil {
+		return nil, fmt.Errorf("could not apply filter: %s", e)
+	}
+	return ops, nil
+}
+
+func (f *volumeFilter) volumeFilterFn(dailyOTB *volumeFilterConfig, dailyTBB *volumeFilterConfig, op *txnbuild.ManageSellOffer) (*txnbuild.ManageSellOffer, bool, error) {
+	// delete operations should never be dropped
+	if op.Amount == "0" {
+		return op, true, nil
+	}
+
+	isSell, e := utils.IsSelling(f.baseAsset, f.quoteAsset, op.Selling, op.Buying)
+	if e != nil {
+		return nil, false, fmt.Errorf("error when running the isSelling check: %s", e)
+	}
+
+	sellPrice, e := strconv.ParseFloat(op.Price, 64)
+	if e != nil {
+		return nil, false, fmt.Errorf("could not convert price (%s) to float: %s", op.Price, e)
+	}
+
+	amountValueUnitsBeingSold, e := strconv.ParseFloat(op.Amount, 64)
+	if e != nil {
+		return nil, false, fmt.Errorf("could not convert amount (%s) to float: %s", op.Amount, e)
+	}
+	amountValueUnitsBeingBought := amountValueUnitsBeingSold * sellPrice
+
+	var keep bool
+	if isSell {
+		var keepSellingBase bool
+		var keepSellingQuote bool
+		if f.config.sellBaseAssetCapInBaseUnits != nil {
+			projectedSoldInBaseUnits := *dailyOTB.sellBaseAssetCapInBaseUnits + *dailyTBB.sellBaseAssetCapInBaseUnits + amountValueUnitsBeingSold
+			keepSellingBase := projectedSoldInBaseUnits < *f.config.sellBaseAssetCapInBaseUnits
+			log.Printf("volumeFilter: selling (base units), keep = (projectedSoldInBaseUnits) %.7f < %.7f (config.sellBaseAssetCapInBaseUnits): keepSellingBase = %v", projectedSoldInBaseUnits, *f.config.sellBaseAssetCapInBaseUnits, keepSellingBase)
+		}
+
+		if f.config.sellBaseAssetCapInQuoteUnits != nil {
+			projectedSoldInQuoteUnits := *dailyOTB.sellBaseAssetCapInQuoteUnits + *dailyTBB.sellBaseAssetCapInQuoteUnits + amountValueUnitsBeingBought
+			keepSellingQuote = projectedSoldInQuoteUnits < *f.config.sellBaseAssetCapInQuoteUnits
+			log.Printf("volumeFilter: selling (quote units), keep = (projectedSoldInQuoteUnits) %.7f < %.7f (config.sellBaseAssetCapInQuoteUnits): keepSellingQuote = %v", projectedSoldInQuoteUnits, *f.config.sellBaseAssetCapInQuoteUnits, keepSellingQuote)
+		}
+
+		keep = keepSellingBase && keepSellingQuote
+	} else {
+		// TODO buying side
+	}
+
+	if keep {
+		// update the dailyTBB to include the additional amounts so they can be used in the calculation of the next operation
+		*dailyTBB.sellBaseAssetCapInBaseUnits += amountValueUnitsBeingSold
+		*dailyTBB.sellBaseAssetCapInQuoteUnits += amountValueUnitsBeingBought
+		return op, true, nil
+	}
+
+	// TODO - reduce amount in offer so we can just meet the capacity limit, instead of dropping
+	// convert the offer to a dropped state
+	if op.OfferID == 0 {
+		// new offers can be dropped
+		return nil, false, nil
+	} else if op.Amount != "0" {
+		// modify offers should be converted to delete offers
+		opCopy := *op
+		opCopy.Amount = "0"
+		return &opCopy, false, nil
+	}
+	return nil, keep, fmt.Errorf("unable to transform manageOffer operation: offerID=%d, amount=%s, price=%.7f", op.OfferID, op.Amount, sellPrice)
+}
+
+func (c *volumeFilterConfig) isEmpty() bool {
+	if c.sellBaseAssetCapInBaseUnits != nil {
+		return false
+	}
+	if c.sellBaseAssetCapInQuoteUnits != nil {
+		return false
+	}
+	// if buyBaseAssetCapInBaseUnits != nil {
+	// 	return false
+	// }
+	// if buyBaseAssetCapInQuoteUnits != nil {
+	// 	return false
+	// }
+	return true
+}
+
+// dailyValues represents any volume value which can be either bought or sold depending on the query
+type dailyValues struct {
+	baseVol  float64
+	quoteVol float64
+}
+
+func (f *volumeFilter) dailyValuesByDate(marketID string, dateUTC string, action string) (*dailyValues, error) {
+	row := f.db.QueryRow(database.SqlQueryDailyValues, marketID, dateUTC, action)
+
+	var baseVol sql.NullFloat64
+	var quoteVol sql.NullFloat64
+	e := row.Scan(&baseVol, &quoteVol)
+	if e != nil {
+		return nil, fmt.Errorf("could not read data from SqlQueryDailyValues query: %s", e)
+	}
+
+	if !baseVol.Valid {
+		return nil, fmt.Errorf("baseVol was invalid")
+	}
+	if !quoteVol.Valid {
+		return nil, fmt.Errorf("quoteVol was invalid")
+	}
+
+	return &dailyValues{
+		baseVol:  baseVol.Float64,
+		quoteVol: quoteVol.Float64,
+	}, nil
+}
diff --git a/support/utils/functions.go b/support/utils/functions.go
index 541f60ed1..c8bf1d0d9 100644
--- a/support/utils/functions.go
+++ b/support/utils/functions.go
@@ -381,3 +381,16 @@ func PrintErrorHintf(message string, args ...interface{}) {
 	log.Printf("*************************************** /HINT ****************************************\n")
 	log.Printf("\n")
 }
+
+// ParseMaybeFloat parses an optional string value as a float pointer
+func ParseMaybeFloat(valueString string) (*float64, error) {
+	if valueString == "" {
+		return nil, nil
+	}
+
+	valueFloat, e := strconv.ParseFloat(valueString, 64)
+	if e != nil {
+		return nil, fmt.Errorf("unable to parse value '%s' as float: %s", valueString, e)
+	}
+	return &valueFloat, nil
+}

From b7d662a9d632bb14582f130dbd829f02cbc48018 Mon Sep 17 00:00:00 2001
From: Nikhil Saraf <1028334+nikhilsaraf@users.noreply.github.com>
Date: Tue, 24 Dec 2019 14:16:14 +0530
Subject: [PATCH 06/25] 6 - fetch marketID in volumeFilter

---
 plugins/fillDBWriter.go |  9 ++++++---
 plugins/volumeFilter.go | 19 ++++++++++++++++---
 2 files changed, 22 insertions(+), 6 deletions(-)

diff --git a/plugins/fillDBWriter.go b/plugins/fillDBWriter.go
index b185d4192..1e27e2170 100644
--- a/plugins/fillDBWriter.go
+++ b/plugins/fillDBWriter.go
@@ -46,14 +46,17 @@ type FillDBWriter struct {
 	market *tradingMarket
 }
 
-// makeTradingMarket makes a market along with the ID field
-func makeTradingMarket(exchangeName string, baseAsset string, quoteAsset string) *tradingMarket {
+func makeMarketID(exchangeName string, baseAsset string, quoteAsset string) string {
 	idString := fmt.Sprintf("%s_%s_%s", exchangeName, baseAsset, quoteAsset)
 	h := sha256.New()
 	h.Write([]byte(idString))
 	sha256Hash := fmt.Sprintf("%x", h.Sum(nil))
-	sha256HashPrefix := sha256Hash[0:marketIdHashLength]
+	return sha256Hash[0:marketIdHashLength]
+}
 
+// makeTradingMarket makes a market along with the ID field
+func makeTradingMarket(exchangeName string, baseAsset string, quoteAsset string) *tradingMarket {
+	sha256HashPrefix := makeMarketID(exchangeName, baseAsset, quoteAsset)
 	return &tradingMarket{
 		ID:           sha256HashPrefix,
 		ExchangeName: exchangeName,
diff --git a/plugins/volumeFilter.go b/plugins/volumeFilter.go
index 06e79e96c..23bb13d19 100644
--- a/plugins/volumeFilter.go
+++ b/plugins/volumeFilter.go
@@ -10,6 +10,7 @@ import (
 	hProtocol "github.com/stellar/go/protocols/horizon"
 	"github.com/stellar/go/txnbuild"
 	"github.com/stellar/kelp/database"
+	"github.com/stellar/kelp/model"
 	"github.com/stellar/kelp/support/postgresdb"
 	"github.com/stellar/kelp/support/utils"
 )
@@ -64,6 +65,9 @@ func MakeVolumeFilterConfig(
 
 // MakeFilterVolume makes a submit filter that limits orders placed based on the daily volume traded
 func MakeFilterVolume(
+	exchangeName string,
+	tradingPair *model.TradingPair,
+	assetDisplayFn model.AssetDisplayFn,
 	baseAsset hProtocol.Asset,
 	quoteAsset hProtocol.Asset,
 	config *volumeFilterConfig,
@@ -73,8 +77,17 @@ func MakeFilterVolume(
 		return nil, fmt.Errorf("the provided db should be non-nil")
 	}
 
-	// TODO fetch marketID for the baseAsset and quoteAsset market
-	marketID := ""
+	// use assetDisplayFn to make baseAssetString and quoteAssetString because it is issuer independent for non-sdex exchanges keeping a consistent marketID
+	baseAssetString, e := assetDisplayFn(tradingPair.Base)
+	if e != nil {
+		return nil, fmt.Errorf("could not convert base asset (%s) from trading pair via the passed in assetDisplayFn: %s", string(tradingPair.Base), e)
+	}
+	quoteAssetString, e := assetDisplayFn(tradingPair.Quote)
+	if e != nil {
+		return nil, fmt.Errorf("could not convert quote asset (%s) from trading pair via the passed in assetDisplayFn: %s", string(tradingPair.Quote), e)
+	}
+	marketID := makeMarketID(exchangeName, baseAssetString, quoteAssetString)
+
 	return &volumeFilter{
 		baseAsset:  baseAsset,
 		quoteAsset: quoteAsset,
@@ -100,7 +113,7 @@ func (f *volumeFilter) Apply(ops []txnbuild.Operation, sellingOffers []hProtocol
 	}
 
 	log.Printf("dailyValuesByDate for today (%s): baseSoldUnits = %.8f %s, quoteCostUnits = %.8f %s (config = %+v)\n",
-		dateString, dailyValuesBaseSold.baseVol, f.baseAsset, dailyValuesBaseSold.quoteVol, f.quoteAsset, f.config)
+		dateString, dailyValuesBaseSold.baseVol, utils.Asset2String(f.baseAsset), dailyValuesBaseSold.quoteVol, utils.Asset2String(f.quoteAsset), f.config)
 
 	// daily on-the-books
 	dailyOTB := &volumeFilterConfig{

From afbd65407a26bf44e94c14f9f43ba70e21642f8e Mon Sep 17 00:00:00 2001
From: Nikhil Saraf <1028334+nikhilsaraf@users.noreply.github.com>
Date: Tue, 24 Dec 2019 17:26:40 +0530
Subject: [PATCH 07/25] 7 - better index for daily trades table query

---
 database/schema.go  | 3 ++-
 database/upgrade.go | 4 ++++
 2 files changed, 6 insertions(+), 1 deletion(-)

diff --git a/database/schema.go b/database/schema.go
index 9d05f9f22..26507b8e1 100644
--- a/database/schema.go
+++ b/database/schema.go
@@ -16,8 +16,9 @@ const sqlTradesTableCreate = "CREATE TABLE IF NOT EXISTS trades (market_id TEXT
 /*
 	indexes
 */
-// TODO need index on date only not full timestamp
 const sqlTradesIndexCreate = "CREATE INDEX IF NOT EXISTS date ON trades (market_id, date_utc)"
+const sqlTradesIndexDrop = "DROP INDEX IF EXISTS date"
+const sqlTradesIndexCreate2 = "CREATE INDEX IF NOT EXISTS trades_mdd ON trades (market_id, DATE(date_utc), date_utc)"
 
 /*
 	insert statements
diff --git a/database/upgrade.go b/database/upgrade.go
index 606c8738b..9cb5c6eb5 100644
--- a/database/upgrade.go
+++ b/database/upgrade.go
@@ -18,6 +18,10 @@ var upgradeScripts = []*UpgradeScript{
 		sqlTradesTableCreate,
 		sqlTradesIndexCreate,
 	),
+	makeUpgradeScript(3,
+		sqlTradesIndexDrop,
+		sqlTradesIndexCreate2,
+	),
 }
 
 // UpgradeScript encapsulates a script to be run to upgrade the database from one version to the next

From c15f9602042983a67c8c8bf8e6ab3f5e54f5c951 Mon Sep 17 00:00:00 2001
From: Nikhil Saraf <1028334+nikhilsaraf@users.noreply.github.com>
Date: Wed, 25 Dec 2019 17:44:16 +0530
Subject: [PATCH 08/25] 8 - take in volumeFilter config values

---
 cmd/trade.go            | 40 +++++++++++++++---
 plugins/volumeFilter.go | 91 ++++++++++++++---------------------------
 trader/config.go        | 34 +++++++--------
 3 files changed, 83 insertions(+), 82 deletions(-)

diff --git a/cmd/trade.go b/cmd/trade.go
index c0bb10da4..6af6a4e8b 100644
--- a/cmd/trade.go
+++ b/cmd/trade.go
@@ -332,6 +332,7 @@ func makeBot(
 	tradingPair *model.TradingPair,
 	db *sql.DB,
 	strategy api.Strategy,
+	assetDisplayFn model.AssetDisplayFn,
 	threadTracker *multithreading.ThreadTracker,
 	options inputs,
 ) *trader.Trader {
@@ -363,6 +364,32 @@ func makeBot(
 			plugins.MakeFilterMakerMode(exchangeShim, sdex, tradingPair),
 		)
 	}
+	if botConfig.VolumeFilterConfig != nil {
+		if e := botConfig.VolumeFilterConfig.Validate(); e != nil {
+			log.Println()
+			log.Println(e)
+			// we want to delete all the offers and exit here since there is something wrong with our setup
+			deleteAllOffersAndExit(l, botConfig, client, sdex, exchangeShim, threadTracker)
+		}
+
+		volFilter, e := plugins.MakeFilterVolume(
+			botConfig.TradingExchangeName(),
+			tradingPair,
+			assetDisplayFn,
+			assetBase,
+			assetQuote,
+			botConfig.VolumeFilterConfig,
+			db,
+		)
+		if e != nil {
+			log.Println()
+			log.Println(e)
+			// we want to delete all the offers and exit here since there is something wrong with our setup
+			deleteAllOffersAndExit(l, botConfig, client, sdex, exchangeShim, threadTracker)
+		}
+
+		submitFilters = append(submitFilters, volFilter)
+	}
 
 	return trader.MakeTrader(
 		client,
@@ -447,6 +474,10 @@ func runTradeCmd(options inputs) {
 		tradingPair.Base:  botConfig.AssetBase(),
 		tradingPair.Quote: botConfig.AssetQuote(),
 	}
+	assetDisplayFn := model.MakePassthroughAssetDisplayFn()
+	if botConfig.IsTradingSdex() {
+		assetDisplayFn = model.MakeSdexMappedAssetDisplayFn(sdexAssetMap)
+	}
 
 	var db *sql.DB
 	if botConfig.PostgresDbConfig != nil {
@@ -492,6 +523,7 @@ func runTradeCmd(options inputs) {
 		tradingPair,
 		db,
 		strategy,
+		assetDisplayFn,
 		threadTracker,
 		options,
 	)
@@ -520,7 +552,7 @@ func runTradeCmd(options inputs) {
 		sdex,
 		exchangeShim,
 		tradingPair,
-		sdexAssetMap,
+		assetDisplayFn,
 		db,
 		threadTracker,
 	)
@@ -590,7 +622,7 @@ func startFillTracking(
 	sdex *plugins.SDEX,
 	exchangeShim api.ExchangeShim,
 	tradingPair *model.TradingPair,
-	sdexAssetMap map[model.Asset]hProtocol.Asset,
+	assetDisplayFn model.AssetDisplayFn,
 	db *sql.DB,
 	threadTracker *multithreading.ThreadTracker,
 ) {
@@ -607,10 +639,6 @@ func startFillTracking(
 		fillLogger := plugins.MakeFillLogger()
 		fillTracker.RegisterHandler(fillLogger)
 		if db != nil {
-			assetDisplayFn := model.MakePassthroughAssetDisplayFn()
-			if botConfig.IsTradingSdex() {
-				assetDisplayFn = model.MakeSdexMappedAssetDisplayFn(sdexAssetMap)
-			}
 			fillDBWriter := plugins.MakeFillDBWriter(db, assetDisplayFn, botConfig.TradingExchangeName())
 			fillTracker.RegisterHandler(fillDBWriter)
 		}
diff --git a/plugins/volumeFilter.go b/plugins/volumeFilter.go
index 23bb13d19..ebedaaf00 100644
--- a/plugins/volumeFilter.go
+++ b/plugins/volumeFilter.go
@@ -15,10 +15,10 @@ import (
 	"github.com/stellar/kelp/support/utils"
 )
 
-// volumeFilterConfig ensures that any one constraint that is hit will result in deleting all offers and pausing until limits are no longer constrained
-type volumeFilterConfig struct {
-	sellBaseAssetCapInBaseUnits  *float64
-	sellBaseAssetCapInQuoteUnits *float64
+// VolumeFilterConfig ensures that any one constraint that is hit will result in deleting all offers and pausing until limits are no longer constrained
+type VolumeFilterConfig struct {
+	SellBaseAssetCapInBaseUnits  *float64 `valid:"-" toml:"SELL_BASE_ASSET_CAP_IN_BASE_UNITS" json:"sell_base_asset_cap_in_base_units"`
+	SellBaseAssetCapInQuoteUnits *float64 `valid:"-" toml:"SELL_BASE_ASSET_CAP_IN_QUOTE_UNITS" json:"sell_base_asset_cap_in_quote_units"`
 	// buyBaseAssetCapInBaseUnits   *float64
 	// buyBaseAssetCapInQuoteUnits  *float64
 }
@@ -27,42 +27,10 @@ type volumeFilter struct {
 	baseAsset  hProtocol.Asset
 	quoteAsset hProtocol.Asset
 	marketID   string
-	config     *volumeFilterConfig
+	config     *VolumeFilterConfig
 	db         *sql.DB
 }
 
-// MakeVolumeFilterConfig makes the config for the volume filter
-func MakeVolumeFilterConfig(
-	sellBaseAssetCapInBaseUnits string,
-	sellBaseAssetCapInQuoteUnits string,
-	// buyBaseAssetCapInBaseUnits string,
-	// buyBaseAssetCapInQuoteUnits string,
-) (*volumeFilterConfig, error) {
-	sellBaseBase, e := utils.ParseMaybeFloat(sellBaseAssetCapInBaseUnits)
-	if e != nil {
-		return nil, fmt.Errorf("could not parse sellBaseAssetCapInBaseUnits: %s", e)
-	}
-	sellBaseQuote, e := utils.ParseMaybeFloat(sellBaseAssetCapInQuoteUnits)
-	if e != nil {
-		return nil, fmt.Errorf("could not parse sellBaseAssetCapInQuoteUnits: %s", e)
-	}
-	// buyBaseBase, e := utils.ParseMaybeFloat(buyBaseAssetCapInBaseUnits)
-	// if e != nil {
-	// 	return nil, fmt.Errorf("could not parse buyBaseAssetCapInBaseUnits: %s", e)
-	// }
-	// buyBaseQuote, e := utils.ParseMaybeFloat(buyBaseAssetCapInQuoteUnits)
-	// if e != nil {
-	// 	return nil, fmt.Errorf("could not parse buyBaseAssetCapInQuoteUnits: %s", e)
-	// }
-
-	return &volumeFilterConfig{
-		sellBaseAssetCapInBaseUnits:  sellBaseBase,
-		sellBaseAssetCapInQuoteUnits: sellBaseQuote,
-		// buyBaseAssetCapInBaseUnits:   buyBaseBase,
-		// buyBaseAssetCapInQuoteUnits:  buyBaseQuote,
-	}, nil
-}
-
 // MakeFilterVolume makes a submit filter that limits orders placed based on the daily volume traded
 func MakeFilterVolume(
 	exchangeName string,
@@ -70,7 +38,7 @@ func MakeFilterVolume(
 	assetDisplayFn model.AssetDisplayFn,
 	baseAsset hProtocol.Asset,
 	quoteAsset hProtocol.Asset,
-	config *volumeFilterConfig,
+	config *VolumeFilterConfig,
 	db *sql.DB,
 ) (SubmitFilter, error) {
 	if db == nil {
@@ -99,12 +67,15 @@ func MakeFilterVolume(
 
 var _ SubmitFilter = &volumeFilter{}
 
-func (f *volumeFilter) Apply(ops []txnbuild.Operation, sellingOffers []hProtocol.Offer, buyingOffers []hProtocol.Offer) ([]txnbuild.Operation, error) {
-	if f.config.isEmpty() {
-		log.Printf("the volumeFilterConfig was empty so not running through the volumeFilter\n")
-		return ops, nil
+// Validate ensures validity
+func (c *VolumeFilterConfig) Validate() error {
+	if c.isEmpty() {
+		return fmt.Errorf("the volumeFilterConfig was empty\n")
 	}
+	return nil
+}
 
+func (f *volumeFilter) Apply(ops []txnbuild.Operation, sellingOffers []hProtocol.Offer, buyingOffers []hProtocol.Offer) ([]txnbuild.Operation, error) {
 	dateString := time.Now().UTC().Format(postgresdb.DateFormatString)
 	// TODO do for buying base and also for a flipped marketID
 	dailyValuesBaseSold, e := f.dailyValuesByDate(f.marketID, dateString, "sell")
@@ -116,12 +87,12 @@ func (f *volumeFilter) Apply(ops []txnbuild.Operation, sellingOffers []hProtocol
 		dateString, dailyValuesBaseSold.baseVol, utils.Asset2String(f.baseAsset), dailyValuesBaseSold.quoteVol, utils.Asset2String(f.quoteAsset), f.config)
 
 	// daily on-the-books
-	dailyOTB := &volumeFilterConfig{
-		sellBaseAssetCapInBaseUnits:  &dailyValuesBaseSold.baseVol,
-		sellBaseAssetCapInQuoteUnits: &dailyValuesBaseSold.quoteVol,
+	dailyOTB := &VolumeFilterConfig{
+		SellBaseAssetCapInBaseUnits:  &dailyValuesBaseSold.baseVol,
+		SellBaseAssetCapInQuoteUnits: &dailyValuesBaseSold.quoteVol,
 	}
 	// daily to-be-booked starts out as empty and accumulates the values of the operations
-	dailyTBB := &volumeFilterConfig{}
+	dailyTBB := &VolumeFilterConfig{}
 
 	innerFn := func(op *txnbuild.ManageSellOffer) (*txnbuild.ManageSellOffer, bool, error) {
 		return f.volumeFilterFn(dailyOTB, dailyTBB, op)
@@ -133,7 +104,7 @@ func (f *volumeFilter) Apply(ops []txnbuild.Operation, sellingOffers []hProtocol
 	return ops, nil
 }
 
-func (f *volumeFilter) volumeFilterFn(dailyOTB *volumeFilterConfig, dailyTBB *volumeFilterConfig, op *txnbuild.ManageSellOffer) (*txnbuild.ManageSellOffer, bool, error) {
+func (f *volumeFilter) volumeFilterFn(dailyOTB *VolumeFilterConfig, dailyTBB *VolumeFilterConfig, op *txnbuild.ManageSellOffer) (*txnbuild.ManageSellOffer, bool, error) {
 	// delete operations should never be dropped
 	if op.Amount == "0" {
 		return op, true, nil
@@ -159,16 +130,16 @@ func (f *volumeFilter) volumeFilterFn(dailyOTB *volumeFilterConfig, dailyTBB *vo
 	if isSell {
 		var keepSellingBase bool
 		var keepSellingQuote bool
-		if f.config.sellBaseAssetCapInBaseUnits != nil {
-			projectedSoldInBaseUnits := *dailyOTB.sellBaseAssetCapInBaseUnits + *dailyTBB.sellBaseAssetCapInBaseUnits + amountValueUnitsBeingSold
-			keepSellingBase := projectedSoldInBaseUnits < *f.config.sellBaseAssetCapInBaseUnits
-			log.Printf("volumeFilter: selling (base units), keep = (projectedSoldInBaseUnits) %.7f < %.7f (config.sellBaseAssetCapInBaseUnits): keepSellingBase = %v", projectedSoldInBaseUnits, *f.config.sellBaseAssetCapInBaseUnits, keepSellingBase)
+		if f.config.SellBaseAssetCapInBaseUnits != nil {
+			projectedSoldInBaseUnits := *dailyOTB.SellBaseAssetCapInBaseUnits + *dailyTBB.SellBaseAssetCapInBaseUnits + amountValueUnitsBeingSold
+			keepSellingBase := projectedSoldInBaseUnits < *f.config.SellBaseAssetCapInBaseUnits
+			log.Printf("volumeFilter: selling (base units), keep = (projectedSoldInBaseUnits) %.7f < %.7f (config.SellBaseAssetCapInBaseUnits): keepSellingBase = %v", projectedSoldInBaseUnits, *f.config.SellBaseAssetCapInBaseUnits, keepSellingBase)
 		}
 
-		if f.config.sellBaseAssetCapInQuoteUnits != nil {
-			projectedSoldInQuoteUnits := *dailyOTB.sellBaseAssetCapInQuoteUnits + *dailyTBB.sellBaseAssetCapInQuoteUnits + amountValueUnitsBeingBought
-			keepSellingQuote = projectedSoldInQuoteUnits < *f.config.sellBaseAssetCapInQuoteUnits
-			log.Printf("volumeFilter: selling (quote units), keep = (projectedSoldInQuoteUnits) %.7f < %.7f (config.sellBaseAssetCapInQuoteUnits): keepSellingQuote = %v", projectedSoldInQuoteUnits, *f.config.sellBaseAssetCapInQuoteUnits, keepSellingQuote)
+		if f.config.SellBaseAssetCapInQuoteUnits != nil {
+			projectedSoldInQuoteUnits := *dailyOTB.SellBaseAssetCapInQuoteUnits + *dailyTBB.SellBaseAssetCapInQuoteUnits + amountValueUnitsBeingBought
+			keepSellingQuote = projectedSoldInQuoteUnits < *f.config.SellBaseAssetCapInQuoteUnits
+			log.Printf("volumeFilter: selling (quote units), keep = (projectedSoldInQuoteUnits) %.7f < %.7f (config.SellBaseAssetCapInQuoteUnits): keepSellingQuote = %v", projectedSoldInQuoteUnits, *f.config.SellBaseAssetCapInQuoteUnits, keepSellingQuote)
 		}
 
 		keep = keepSellingBase && keepSellingQuote
@@ -178,8 +149,8 @@ func (f *volumeFilter) volumeFilterFn(dailyOTB *volumeFilterConfig, dailyTBB *vo
 
 	if keep {
 		// update the dailyTBB to include the additional amounts so they can be used in the calculation of the next operation
-		*dailyTBB.sellBaseAssetCapInBaseUnits += amountValueUnitsBeingSold
-		*dailyTBB.sellBaseAssetCapInQuoteUnits += amountValueUnitsBeingBought
+		*dailyTBB.SellBaseAssetCapInBaseUnits += amountValueUnitsBeingSold
+		*dailyTBB.SellBaseAssetCapInQuoteUnits += amountValueUnitsBeingBought
 		return op, true, nil
 	}
 
@@ -197,11 +168,11 @@ func (f *volumeFilter) volumeFilterFn(dailyOTB *volumeFilterConfig, dailyTBB *vo
 	return nil, keep, fmt.Errorf("unable to transform manageOffer operation: offerID=%d, amount=%s, price=%.7f", op.OfferID, op.Amount, sellPrice)
 }
 
-func (c *volumeFilterConfig) isEmpty() bool {
-	if c.sellBaseAssetCapInBaseUnits != nil {
+func (c *VolumeFilterConfig) isEmpty() bool {
+	if c.SellBaseAssetCapInBaseUnits != nil {
 		return false
 	}
-	if c.sellBaseAssetCapInQuoteUnits != nil {
+	if c.SellBaseAssetCapInQuoteUnits != nil {
 		return false
 	}
 	// if buyBaseAssetCapInBaseUnits != nil {
diff --git a/trader/config.go b/trader/config.go
index dfeb432be..e5aec6bb6 100644
--- a/trader/config.go
+++ b/trader/config.go
@@ -4,6 +4,7 @@ import (
 	"fmt"
 
 	hProtocol "github.com/stellar/go/protocols/horizon"
+	"github.com/stellar/kelp/plugins"
 	"github.com/stellar/kelp/support/postgresdb"
 	"github.com/stellar/kelp/support/toml"
 	"github.com/stellar/kelp/support/utils"
@@ -39,22 +40,23 @@ type BotConfig struct {
 	CentralizedPricePrecisionOverride  *int8      `valid:"-" toml:"CENTRALIZED_PRICE_PRECISION_OVERRIDE" json:"centralized_price_precision_override"`
 	CentralizedVolumePrecisionOverride *int8      `valid:"-" toml:"CENTRALIZED_VOLUME_PRECISION_OVERRIDE" json:"centralized_volume_precision_override"`
 	// Deprecated: use CENTRALIZED_MIN_BASE_VOLUME_OVERRIDE instead
-	MinCentralizedBaseVolumeDeprecated *float64                 `valid:"-" toml:"MIN_CENTRALIZED_BASE_VOLUME" deprecated:"true" json:"min_centralized_base_volume"`
-	CentralizedMinBaseVolumeOverride   *float64                 `valid:"-" toml:"CENTRALIZED_MIN_BASE_VOLUME_OVERRIDE" json:"centralized_min_base_volume_override"`
-	CentralizedMinQuoteVolumeOverride  *float64                 `valid:"-" toml:"CENTRALIZED_MIN_QUOTE_VOLUME_OVERRIDE" json:"centralized_min_quote_volume_override"`
-	PostgresDbConfig                   *postgresdb.Config       `valid:"-" toml:"POSTGRES_DB"`
-	AlertType                          string                   `valid:"-" toml:"ALERT_TYPE" json:"alert_type"`
-	AlertAPIKey                        string                   `valid:"-" toml:"ALERT_API_KEY" json:"alert_api_key"`
-	MonitoringPort                     uint16                   `valid:"-" toml:"MONITORING_PORT" json:"monitoring_port"`
-	MonitoringTLSCert                  string                   `valid:"-" toml:"MONITORING_TLS_CERT" json:"monitoring_tls_cert"`
-	MonitoringTLSKey                   string                   `valid:"-" toml:"MONITORING_TLS_KEY" json:"monitoring_tls_key"`
-	GoogleClientID                     string                   `valid:"-" toml:"GOOGLE_CLIENT_ID" json:"google_client_id"`
-	GoogleClientSecret                 string                   `valid:"-" toml:"GOOGLE_CLIENT_SECRET" json:"google_client_secret"`
-	AcceptableEmails                   string                   `valid:"-" toml:"ACCEPTABLE_GOOGLE_EMAILS" json:"acceptable_google_emails"`
-	TradingExchange                    string                   `valid:"-" toml:"TRADING_EXCHANGE" json:"trading_exchange"`
-	ExchangeAPIKeys                    toml.ExchangeAPIKeysToml `valid:"-" toml:"EXCHANGE_API_KEYS" json:"exchange_api_keys"`
-	ExchangeParams                     toml.ExchangeParamsToml  `valid:"-" toml:"EXCHANGE_PARAMS" json:"exchange_params"`
-	ExchangeHeaders                    toml.ExchangeHeadersToml `valid:"-" toml:"EXCHANGE_HEADERS" json:"exchange_headers"`
+	MinCentralizedBaseVolumeDeprecated *float64                    `valid:"-" toml:"MIN_CENTRALIZED_BASE_VOLUME" deprecated:"true" json:"min_centralized_base_volume"`
+	CentralizedMinBaseVolumeOverride   *float64                    `valid:"-" toml:"CENTRALIZED_MIN_BASE_VOLUME_OVERRIDE" json:"centralized_min_base_volume_override"`
+	CentralizedMinQuoteVolumeOverride  *float64                    `valid:"-" toml:"CENTRALIZED_MIN_QUOTE_VOLUME_OVERRIDE" json:"centralized_min_quote_volume_override"`
+	PostgresDbConfig                   *postgresdb.Config          `valid:"-" toml:"POSTGRES_DB" json:"postgres_db"`
+	VolumeFilterConfig                 *plugins.VolumeFilterConfig `valid:"-" toml:"VOLUME_FILTER" json:"volume_filter"`
+	AlertType                          string                      `valid:"-" toml:"ALERT_TYPE" json:"alert_type"`
+	AlertAPIKey                        string                      `valid:"-" toml:"ALERT_API_KEY" json:"alert_api_key"`
+	MonitoringPort                     uint16                      `valid:"-" toml:"MONITORING_PORT" json:"monitoring_port"`
+	MonitoringTLSCert                  string                      `valid:"-" toml:"MONITORING_TLS_CERT" json:"monitoring_tls_cert"`
+	MonitoringTLSKey                   string                      `valid:"-" toml:"MONITORING_TLS_KEY" json:"monitoring_tls_key"`
+	GoogleClientID                     string                      `valid:"-" toml:"GOOGLE_CLIENT_ID" json:"google_client_id"`
+	GoogleClientSecret                 string                      `valid:"-" toml:"GOOGLE_CLIENT_SECRET" json:"google_client_secret"`
+	AcceptableEmails                   string                      `valid:"-" toml:"ACCEPTABLE_GOOGLE_EMAILS" json:"acceptable_google_emails"`
+	TradingExchange                    string                      `valid:"-" toml:"TRADING_EXCHANGE" json:"trading_exchange"`
+	ExchangeAPIKeys                    toml.ExchangeAPIKeysToml    `valid:"-" toml:"EXCHANGE_API_KEYS" json:"exchange_api_keys"`
+	ExchangeParams                     toml.ExchangeParamsToml     `valid:"-" toml:"EXCHANGE_PARAMS" json:"exchange_params"`
+	ExchangeHeaders                    toml.ExchangeHeadersToml    `valid:"-" toml:"EXCHANGE_HEADERS" json:"exchange_headers"`
 
 	// initialized later
 	tradingAccount *string

From a8cc49463b2dc7d92841eec4351e9382362b0563 Mon Sep 17 00:00:00 2001
From: Nikhil Saraf <1028334+nikhilsaraf@users.noreply.github.com>
Date: Wed, 25 Dec 2019 19:36:57 +0530
Subject: [PATCH 09/25] 9 - update sample_trader.cfg to include sample for
 volumeFilterConfig

---
 examples/configs/trader/sample_trader.cfg | 7 +++++++
 1 file changed, 7 insertions(+)

diff --git a/examples/configs/trader/sample_trader.cfg b/examples/configs/trader/sample_trader.cfg
index 946183e33..e777163ff 100644
--- a/examples/configs/trader/sample_trader.cfg
+++ b/examples/configs/trader/sample_trader.cfg
@@ -108,6 +108,13 @@ MAX_OP_FEE_STROOPS=5000
 #PASSWORD=""
 #SSL_ENABLE=false
 
+# uncomment to limit daily trades based on daily trading volume denominated in either the base or quote asset, or both
+#[VOLUME_FILTER]
+# limits the amount of the base asset that is sold, denominated in units of the base asset
+#SELL_BASE_ASSET_CAP_IN_BASE_UNITS=100000.0
+# limits the amount of the base asset that is sold, denominated in units of the quote asset
+#SELL_BASE_ASSET_CAP_IN_QUOTE_UNITS=100000.0
+
 # uncomment lines below to use kraken. Can use "sdex" or leave out to trade on the Stellar Decentralized Exchange.
 # can alternatively use any of the ccxt-exchanges marked as "Trading" (run `kelp exchanges` for full list)
 #TRADING_EXCHANGE="kraken"

From 46d44391e2b439ef0769626c7c27839aa59089db Mon Sep 17 00:00:00 2001
From: Nikhil Saraf <1028334+nikhilsaraf@users.noreply.github.com>
Date: Wed, 25 Dec 2019 19:37:29 +0530
Subject: [PATCH 10/25] 10 - StructString displays values in structs in a
 cleaner way + automatic pointer unwrapping

---
 plugins/balancedStrategy.go |  2 +-
 plugins/buysellStrategy.go  |  2 +-
 plugins/mirrorStrategy.go   | 13 ++++------
 plugins/sellStrategy.go     |  2 +-
 support/utils/configs.go    | 48 +++++++++++++++++++------------------
 terminator/config.go        |  2 +-
 trader/config.go            | 25 ++++++++-----------
 7 files changed, 43 insertions(+), 51 deletions(-)

diff --git a/plugins/balancedStrategy.go b/plugins/balancedStrategy.go
index e312fbb2f..f2b42e3f5 100644
--- a/plugins/balancedStrategy.go
+++ b/plugins/balancedStrategy.go
@@ -26,7 +26,7 @@ type balancedConfig struct {
 
 // String impl.
 func (c balancedConfig) String() string {
-	return utils.StructString(c, nil)
+	return utils.StructString(c, 0, nil)
 }
 
 // makeBalancedStrategy is a factory method for balancedStrategy
diff --git a/plugins/buysellStrategy.go b/plugins/buysellStrategy.go
index bd7769c82..8e7068836 100644
--- a/plugins/buysellStrategy.go
+++ b/plugins/buysellStrategy.go
@@ -55,7 +55,7 @@ func MakeBuysellConfig(
 
 // String impl.
 func (c BuySellConfig) String() string {
-	return utils.StructString(c, nil)
+	return utils.StructString(c, 0, nil)
 }
 
 // makeBuySellStrategy is a factory method
diff --git a/plugins/mirrorStrategy.go b/plugins/mirrorStrategy.go
index cd05af6c4..4928c1064 100644
--- a/plugins/mirrorStrategy.go
+++ b/plugins/mirrorStrategy.go
@@ -36,15 +36,10 @@ type mirrorConfig struct {
 
 // String impl.
 func (c mirrorConfig) String() string {
-	return utils.StructString(c, map[string]func(interface{}) interface{}{
-		"EXCHANGE_API_KEYS":         utils.Hide,
-		"EXCHANGE_PARAMS":           utils.Hide,
-		"EXCHANGE_HEADERS":          utils.Hide,
-		"PRICE_PRECISION_OVERRIDE":  utils.UnwrapInt8Pointer,
-		"VOLUME_PRECISION_OVERRIDE": utils.UnwrapInt8Pointer,
-		"MIN_BASE_VOLUME":           utils.UnwrapFloat64Pointer,
-		"MIN_BASE_VOLUME_OVERRIDE":  utils.UnwrapFloat64Pointer,
-		"MIN_QUOTE_VOLUME_OVERRIDE": utils.UnwrapFloat64Pointer,
+	return utils.StructString(c, 0, map[string]func(interface{}) interface{}{
+		"EXCHANGE_API_KEYS": utils.Hide,
+		"EXCHANGE_PARAMS":   utils.Hide,
+		"EXCHANGE_HEADERS":  utils.Hide,
 	})
 }
 
diff --git a/plugins/sellStrategy.go b/plugins/sellStrategy.go
index 240c231fa..2a3ac851c 100644
--- a/plugins/sellStrategy.go
+++ b/plugins/sellStrategy.go
@@ -27,7 +27,7 @@ type sellConfig struct {
 
 // String impl.
 func (c sellConfig) String() string {
-	return utils.StructString(c, nil)
+	return utils.StructString(c, 0, nil)
 }
 
 // makeSellStrategy is a factory method for SellStrategy
diff --git a/support/utils/configs.go b/support/utils/configs.go
index 667ca305a..5ec084b54 100644
--- a/support/utils/configs.go
+++ b/support/utils/configs.go
@@ -25,8 +25,9 @@ func LogConfig(cfg fmt.Stringer) {
 	}
 }
 
-// StructString is a helper method that
-func StructString(s interface{}, transforms map[string]func(interface{}) interface{}) string {
+// StructString is a helper method that serizlies configs; the transform keys are always flattened,
+// i.e specify the key meant to be on an inner object at a top level key on the transform map
+func StructString(s interface{}, indentLevel uint8, transforms map[string]func(interface{}) interface{}) string {
 	var buf bytes.Buffer
 	numFields := reflect.TypeOf(s).NumField()
 	for i := 0; i < numFields; i++ {
@@ -46,13 +47,32 @@ func StructString(s interface{}, transforms map[string]func(interface{}) interfa
 
 		if reflect.ValueOf(s).Field(i).CanInterface() {
 			if !isDeprecated || !reflect.ValueOf(s).Field(i).IsNil() {
-				value := reflect.ValueOf(s).Field(i).Interface()
-				transformedValue := transformFn(value)
 				deprecatedWarning := ""
 				if isDeprecated {
 					deprecatedWarning = " (deprecated)"
 				}
-				buf.WriteString(fmt.Sprintf("%s: %+v%s\n", fieldDisplayName, transformedValue, deprecatedWarning))
+
+				currentField := reflect.ValueOf(s).Field(i)
+				value := currentField.Interface()
+				kind := currentField.Kind()
+				if kind == reflect.Ptr {
+					derefField := reflect.Indirect(currentField)
+					if !currentField.IsZero() {
+						value = derefField.Interface()
+						kind = derefField.Kind()
+					}
+				}
+
+				for indentIdx := 0; indentIdx < int(indentLevel); indentIdx++ {
+					buf.WriteString("    ")
+				}
+				if kind == reflect.Struct {
+					subString := StructString(value, indentLevel+1, transforms)
+					buf.WriteString(fmt.Sprintf("%s: %s\n%s", fieldDisplayName, deprecatedWarning, subString))
+				} else {
+					transformedValue := transformFn(value)
+					buf.WriteString(fmt.Sprintf("%s: %+v%s\n", fieldDisplayName, transformedValue, deprecatedWarning))
+				}
 			}
 		}
 	}
@@ -86,21 +106,3 @@ func passthrough(i interface{}) interface{} {
 func Hide(i interface{}) interface{} {
 	return ""
 }
-
-// UnwrapFloat64Pointer unwraps a float64 pointer
-func UnwrapFloat64Pointer(i interface{}) interface{} {
-	p := i.(*float64)
-	if p == nil {
-		return ""
-	}
-	return *p
-}
-
-// UnwrapInt8Pointer unwraps a int8 pointer
-func UnwrapInt8Pointer(i interface{}) interface{} {
-	p := i.(*int8)
-	if p == nil {
-		return ""
-	}
-	return *p
-}
diff --git a/terminator/config.go b/terminator/config.go
index 054e6b403..f43c5852d 100644
--- a/terminator/config.go
+++ b/terminator/config.go
@@ -20,7 +20,7 @@ type Config struct {
 
 // String impl.
 func (c Config) String() string {
-	return utils.StructString(c, map[string]func(interface{}) interface{}{
+	return utils.StructString(c, 0, map[string]func(interface{}) interface{}{
 		"SOURCE_SECRET_SEED":  utils.SecretKey2PublicKey,
 		"TRADING_SECRET_SEED": utils.SecretKey2PublicKey,
 	})
diff --git a/trader/config.go b/trader/config.go
index e5aec6bb6..0133c6445 100644
--- a/trader/config.go
+++ b/trader/config.go
@@ -113,21 +113,16 @@ func MakeBotConfig(
 
 // String impl.
 func (b BotConfig) String() string {
-	return utils.StructString(b, map[string]func(interface{}) interface{}{
-		"EXCHANGE_API_KEYS":                     utils.Hide,
-		"EXCHANGE_PARAMS":                       utils.Hide,
-		"EXCHANGE_HEADERS":                      utils.Hide,
-		"SOURCE_SECRET_SEED":                    utils.SecretKey2PublicKey,
-		"TRADING_SECRET_SEED":                   utils.SecretKey2PublicKey,
-		"ALERT_API_KEY":                         utils.Hide,
-		"GOOGLE_CLIENT_ID":                      utils.Hide,
-		"GOOGLE_CLIENT_SECRET":                  utils.Hide,
-		"ACCEPTABLE_GOOGLE_EMAILS":              utils.Hide,
-		"CENTRALIZED_PRICE_PRECISION_OVERRIDE":  utils.UnwrapInt8Pointer,
-		"CENTRALIZED_VOLUME_PRECISION_OVERRIDE": utils.UnwrapInt8Pointer,
-		"MIN_CENTRALIZED_BASE_VOLUME":           utils.UnwrapFloat64Pointer,
-		"CENTRALIZED_MIN_BASE_VOLUME_OVERRIDE":  utils.UnwrapFloat64Pointer,
-		"CENTRALIZED_MIN_QUOTE_VOLUME_OVERRIDE": utils.UnwrapFloat64Pointer,
+	return utils.StructString(b, 0, map[string]func(interface{}) interface{}{
+		"EXCHANGE_API_KEYS":        utils.Hide,
+		"EXCHANGE_PARAMS":          utils.Hide,
+		"EXCHANGE_HEADERS":         utils.Hide,
+		"SOURCE_SECRET_SEED":       utils.SecretKey2PublicKey,
+		"TRADING_SECRET_SEED":      utils.SecretKey2PublicKey,
+		"ALERT_API_KEY":            utils.Hide,
+		"GOOGLE_CLIENT_ID":         utils.Hide,
+		"GOOGLE_CLIENT_SECRET":     utils.Hide,
+		"ACCEPTABLE_GOOGLE_EMAILS": utils.Hide,
 	})
 }
 

From 2cd2a90350402c09b1b04d83405ce49edba712bb Mon Sep 17 00:00:00 2001
From: Nikhil Saraf <1028334+nikhilsaraf@users.noreply.github.com>
Date: Wed, 25 Dec 2019 20:02:58 +0530
Subject: [PATCH 11/25] 11 - treat values as 0 when there are no recorded
 trades in the db for the day

---
 plugins/volumeFilter.go    | 15 ++++++++++++++-
 support/utils/functions.go |  8 ++++++++
 2 files changed, 22 insertions(+), 1 deletion(-)

diff --git a/plugins/volumeFilter.go b/plugins/volumeFilter.go
index ebedaaf00..f8f44fb74 100644
--- a/plugins/volumeFilter.go
+++ b/plugins/volumeFilter.go
@@ -5,6 +5,7 @@ import (
 	"fmt"
 	"log"
 	"strconv"
+	"strings"
 	"time"
 
 	hProtocol "github.com/stellar/go/protocols/horizon"
@@ -75,6 +76,12 @@ func (c *VolumeFilterConfig) Validate() error {
 	return nil
 }
 
+// String is the stringer method
+func (c *VolumeFilterConfig) String() string {
+	return fmt.Sprintf("VolumeFilterConfig[SellBaseAssetCapInBaseUnits=%s, SellBaseAssetCapInQuoteUnits=%s]",
+		utils.CheckedFloatPtr(c.SellBaseAssetCapInBaseUnits), utils.CheckedFloatPtr(c.SellBaseAssetCapInQuoteUnits))
+}
+
 func (f *volumeFilter) Apply(ops []txnbuild.Operation, sellingOffers []hProtocol.Offer, buyingOffers []hProtocol.Offer) ([]txnbuild.Operation, error) {
 	dateString := time.Now().UTC().Format(postgresdb.DateFormatString)
 	// TODO do for buying base and also for a flipped marketID
@@ -83,7 +90,7 @@ func (f *volumeFilter) Apply(ops []txnbuild.Operation, sellingOffers []hProtocol
 		return nil, fmt.Errorf("could not load dailyValuesByDate for today (%s): %s", dateString, e)
 	}
 
-	log.Printf("dailyValuesByDate for today (%s): baseSoldUnits = %.8f %s, quoteCostUnits = %.8f %s (config = %+v)\n",
+	log.Printf("dailyValuesByDate for today (%s): baseSoldUnits = %.8f %s, quoteCostUnits = %.8f %s (%s)\n",
 		dateString, dailyValuesBaseSold.baseVol, utils.Asset2String(f.baseAsset), dailyValuesBaseSold.quoteVol, utils.Asset2String(f.quoteAsset), f.config)
 
 	// daily on-the-books
@@ -197,6 +204,12 @@ func (f *volumeFilter) dailyValuesByDate(marketID string, dateUTC string, action
 	var quoteVol sql.NullFloat64
 	e := row.Scan(&baseVol, &quoteVol)
 	if e != nil {
+		if strings.Contains(e.Error(), "no rows in result set") {
+			return &dailyValues{
+				baseVol:  0,
+				quoteVol: 0,
+			}, nil
+		}
 		return nil, fmt.Errorf("could not read data from SqlQueryDailyValues query: %s", e)
 	}
 
diff --git a/support/utils/functions.go b/support/utils/functions.go
index c8bf1d0d9..84d7e9557 100644
--- a/support/utils/functions.go
+++ b/support/utils/functions.go
@@ -251,6 +251,14 @@ func CheckedString(v interface{}) string {
 	return fmt.Sprintf("%v", v)
 }
 
+// CheckedFloatPtr returns "<nil>" if the object is nil, otherwise calls the String() function on the object
+func CheckedFloatPtr(v *float64) string {
+	if v == nil {
+		return "<nil>"
+	}
+	return fmt.Sprintf("%.10f", *v)
+}
+
 // ParseAsset returns a horizon asset a string
 func ParseAsset(code string, issuer string) (*hProtocol.Asset, error) {
 	if code != "XLM" && issuer == "" {

From 3c2810add692380a8e52456dbb79c0a390d0aecb Mon Sep 17 00:00:00 2001
From: Nikhil Saraf <1028334+nikhilsaraf@users.noreply.github.com>
Date: Wed, 25 Dec 2019 20:17:54 +0530
Subject: [PATCH 12/25] 12 - fix initialization of dailyTBB to avoid a null
 pointer dereference

---
 plugins/volumeFilter.go | 7 ++++++-
 1 file changed, 6 insertions(+), 1 deletion(-)

diff --git a/plugins/volumeFilter.go b/plugins/volumeFilter.go
index f8f44fb74..6a7328d42 100644
--- a/plugins/volumeFilter.go
+++ b/plugins/volumeFilter.go
@@ -99,7 +99,12 @@ func (f *volumeFilter) Apply(ops []txnbuild.Operation, sellingOffers []hProtocol
 		SellBaseAssetCapInQuoteUnits: &dailyValuesBaseSold.quoteVol,
 	}
 	// daily to-be-booked starts out as empty and accumulates the values of the operations
-	dailyTBB := &VolumeFilterConfig{}
+	dailyTbbSellBase := 0.0
+	dailyTbbSellQuote := 0.0
+	dailyTBB := &VolumeFilterConfig{
+		SellBaseAssetCapInBaseUnits:  &dailyTbbSellBase,
+		SellBaseAssetCapInQuoteUnits: &dailyTbbSellQuote,
+	}
 
 	innerFn := func(op *txnbuild.ManageSellOffer) (*txnbuild.ManageSellOffer, bool, error) {
 		return f.volumeFilterFn(dailyOTB, dailyTBB, op)

From 1d493137e60be5610af8cc7d77340de1c42f0886 Mon Sep 17 00:00:00 2001
From: Nikhil Saraf <1028334+nikhilsaraf@users.noreply.github.com>
Date: Wed, 25 Dec 2019 20:29:50 +0530
Subject: [PATCH 13/25] 13 - fix bug caused by variable shadowing in
 volumeFilter.go

---
 plugins/volumeFilter.go | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/plugins/volumeFilter.go b/plugins/volumeFilter.go
index 6a7328d42..d5f4d9d49 100644
--- a/plugins/volumeFilter.go
+++ b/plugins/volumeFilter.go
@@ -144,7 +144,7 @@ func (f *volumeFilter) volumeFilterFn(dailyOTB *VolumeFilterConfig, dailyTBB *Vo
 		var keepSellingQuote bool
 		if f.config.SellBaseAssetCapInBaseUnits != nil {
 			projectedSoldInBaseUnits := *dailyOTB.SellBaseAssetCapInBaseUnits + *dailyTBB.SellBaseAssetCapInBaseUnits + amountValueUnitsBeingSold
-			keepSellingBase := projectedSoldInBaseUnits < *f.config.SellBaseAssetCapInBaseUnits
+			keepSellingBase = projectedSoldInBaseUnits < *f.config.SellBaseAssetCapInBaseUnits
 			log.Printf("volumeFilter: selling (base units), keep = (projectedSoldInBaseUnits) %.7f < %.7f (config.SellBaseAssetCapInBaseUnits): keepSellingBase = %v", projectedSoldInBaseUnits, *f.config.SellBaseAssetCapInBaseUnits, keepSellingBase)
 		}
 

From 524b7df8662d279256fea322e867ca343b71938c Mon Sep 17 00:00:00 2001
From: Nikhil Saraf <1028334+nikhilsaraf@users.noreply.github.com>
Date: Wed, 25 Dec 2019 20:48:10 +0530
Subject: [PATCH 14/25] 14 - limit check should be lte, not lt check

---
 plugins/volumeFilter.go | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

diff --git a/plugins/volumeFilter.go b/plugins/volumeFilter.go
index d5f4d9d49..9ba72d9d5 100644
--- a/plugins/volumeFilter.go
+++ b/plugins/volumeFilter.go
@@ -144,14 +144,14 @@ func (f *volumeFilter) volumeFilterFn(dailyOTB *VolumeFilterConfig, dailyTBB *Vo
 		var keepSellingQuote bool
 		if f.config.SellBaseAssetCapInBaseUnits != nil {
 			projectedSoldInBaseUnits := *dailyOTB.SellBaseAssetCapInBaseUnits + *dailyTBB.SellBaseAssetCapInBaseUnits + amountValueUnitsBeingSold
-			keepSellingBase = projectedSoldInBaseUnits < *f.config.SellBaseAssetCapInBaseUnits
-			log.Printf("volumeFilter: selling (base units), keep = (projectedSoldInBaseUnits) %.7f < %.7f (config.SellBaseAssetCapInBaseUnits): keepSellingBase = %v", projectedSoldInBaseUnits, *f.config.SellBaseAssetCapInBaseUnits, keepSellingBase)
+			keepSellingBase = projectedSoldInBaseUnits <= *f.config.SellBaseAssetCapInBaseUnits
+			log.Printf("volumeFilter: selling (base units), keep = (projectedSoldInBaseUnits) %.7f <= %.7f (config.SellBaseAssetCapInBaseUnits): keepSellingBase = %v", projectedSoldInBaseUnits, *f.config.SellBaseAssetCapInBaseUnits, keepSellingBase)
 		}
 
 		if f.config.SellBaseAssetCapInQuoteUnits != nil {
 			projectedSoldInQuoteUnits := *dailyOTB.SellBaseAssetCapInQuoteUnits + *dailyTBB.SellBaseAssetCapInQuoteUnits + amountValueUnitsBeingBought
-			keepSellingQuote = projectedSoldInQuoteUnits < *f.config.SellBaseAssetCapInQuoteUnits
-			log.Printf("volumeFilter: selling (quote units), keep = (projectedSoldInQuoteUnits) %.7f < %.7f (config.SellBaseAssetCapInQuoteUnits): keepSellingQuote = %v", projectedSoldInQuoteUnits, *f.config.SellBaseAssetCapInQuoteUnits, keepSellingQuote)
+			keepSellingQuote = projectedSoldInQuoteUnits <= *f.config.SellBaseAssetCapInQuoteUnits
+			log.Printf("volumeFilter: selling (quote units), keep = (projectedSoldInQuoteUnits) %.7f <= %.7f (config.SellBaseAssetCapInQuoteUnits): keepSellingQuote = %v", projectedSoldInQuoteUnits, *f.config.SellBaseAssetCapInQuoteUnits, keepSellingQuote)
 		}
 
 		keep = keepSellingBase && keepSellingQuote

From 7ea2f55ea6eabf19b99618eaa50e480272d0f1e3 Mon Sep 17 00:00:00 2001
From: Nikhil Saraf <1028334+nikhilsaraf@users.noreply.github.com>
Date: Sun, 29 Dec 2019 12:18:12 +0530
Subject: [PATCH 15/25] 15 - update filterOps() to run existing offers through
 filter function

converts existing offers to the equivalent operation so it can be run through the filter function
---
 plugins/makerModeFilter.go |  11 ++-
 plugins/submitFilter.go    | 191 ++++++++++++++++++++++++++++++++++---
 plugins/volumeFilter.go    |   6 +-
 3 files changed, 187 insertions(+), 21 deletions(-)

diff --git a/plugins/makerModeFilter.go b/plugins/makerModeFilter.go
index 9ba81b7d5..cb29cf215 100644
--- a/plugins/makerModeFilter.go
+++ b/plugins/makerModeFilter.go
@@ -35,11 +35,12 @@ func (f *makerModeFilter) Apply(ops []txnbuild.Operation, sellingOffers []hProto
 		return nil, fmt.Errorf("could not fetch orderbook: %s", e)
 	}
 
+	baseAsset, quoteAsset, e := f.sdex.Assets()
+	if e != nil {
+		return nil, fmt.Errorf("could not get assets: %s", e)
+	}
+
 	innerFn := func(op *txnbuild.ManageSellOffer) (*txnbuild.ManageSellOffer, bool, error) {
-		baseAsset, quoteAsset, e := f.sdex.Assets()
-		if e != nil {
-			return nil, false, fmt.Errorf("could not get assets: %s", e)
-		}
 		topBidPrice, e := f.topOrderPriceExcludingTrader(ob.Bids(), buyingOffers, false)
 		if e != nil {
 			return nil, false, fmt.Errorf("could not get topOrderPriceExcludingTrader for bids: %s", e)
@@ -51,7 +52,7 @@ func (f *makerModeFilter) Apply(ops []txnbuild.Operation, sellingOffers []hProto
 
 		return f.transformOfferMakerMode(baseAsset, quoteAsset, topBidPrice, topAskPrice, op)
 	}
-	ops, e = filterOps(ops, innerFn)
+	ops, e = filterOps(baseAsset, quoteAsset, sellingOffers, buyingOffers, ops, innerFn)
 	if e != nil {
 		return nil, fmt.Errorf("could not apply filter: %s", e)
 	}
diff --git a/plugins/submitFilter.go b/plugins/submitFilter.go
index 1f7f34da1..d32af8015 100644
--- a/plugins/submitFilter.go
+++ b/plugins/submitFilter.go
@@ -3,9 +3,11 @@ package plugins
 import (
 	"fmt"
 	"log"
+	"strconv"
 
 	hProtocol "github.com/stellar/go/protocols/horizon"
 	"github.com/stellar/go/txnbuild"
+	"github.com/stellar/kelp/support/utils"
 )
 
 // SubmitFilter allows you to filter out operations before submitting to the network
@@ -19,18 +21,131 @@ type SubmitFilter interface {
 
 type filterFn func(op *txnbuild.ManageSellOffer) (*txnbuild.ManageSellOffer, bool, error)
 
-func filterOps(ops []txnbuild.Operation, fn filterFn) ([]txnbuild.Operation, error) {
-	numKeep := 0
-	numDropped := 0
-	numTransformed := 0
-	filteredOps := []txnbuild.Operation{}
+type filterCounter struct {
+	idx         int
+	kept        uint8
+	dropped     uint8
+	transformed uint8
+}
+
+// build a list of the existing offers that have a corresponding operation so we ignore these offers and only consider the operation version
+func ignoreOfferIDs(ops []txnbuild.Operation) map[int64]bool {
+	ignoreOfferIDs := map[int64]bool{}
 	for _, op := range ops {
+		switch o := op.(type) {
+		case *txnbuild.ManageSellOffer:
+			ignoreOfferIDs[o.OfferID] = true
+		default:
+			continue
+		}
+	}
+	return ignoreOfferIDs
+}
+
+/*
+What filterOps() does and why:
+
+Solving the "existing offers problem":
+Problem: We need to run the existing offers against the filter as well since they may no longer be compliant.
+Solution: Do a merge of two "sorted" lists (operations list, offers list) to create a new list of operations.
+	When sorted by price, this will ensure that we delete any spurious existing offers to meet the filter's
+	needs. This also serves the purpose of "interleaving" the operations related to the offers and ops.
+
+Solving the "ordering problem":
+Problem: The incoming operations list combines both buy and sell operations. We want to run it though the filter
+	without modifying the order of the buy or sell segments, or modify operations within the segments since that
+	ordering is dictated by the strategy logic.
+Solution: Since both these segments of buy/sell offers are contiguous, i.e. buy offers are all together and sell
+	offers are all together, we can identify the "cutover point" in each list of operations and offers, and then
+	advance the iteration index to the next segment for both segments in both lists by converting the remaining
+	offers and operations to delete operations. This will not affect the order of operations, but any new delete
+	operations created should be placed at the beginning of the respective buy and sell segments as is a requirement
+	on sdex (see sellSideStrategy.go for details on why we need to start off with the delete operations).
+
+Possible Question: Why do we not reuse the same logic that is in sellSideStrategy.go to "delete remaining offers"?
+Answer: The logic that could possibly be reused is minimal -- it's just a for loop. The logic that converts offers
+	to the associated delete operation is reused, which is the main crux of the "business logic" that we want to
+	avoid rewriting. The logic in sellSideStrategy.go also only works on offers, here we work on offers and ops.
+
+Solving the "increase price problem":
+Problem: If we increase the price off a sell offer (or decrease price of a buy offer) then we will see the offer
+	with an incorrect price before we see the update to the offer. This will result in an incorrect calculation,
+	since we will later on see the updated offer and make adjustments, which would result in runtime complexity
+	worse than O(N).
+Solution: We first "dedupe" the offers and operations, by removing any offers that have a corresponding operation
+	update based on offerID. This has an additional overhead on runtime complexity of O(N).
+*/
+func filterOps(
+	baseAsset hProtocol.Asset,
+	quoteAsset hProtocol.Asset,
+	sellingOffers []hProtocol.Offer,
+	buyingOffers []hProtocol.Offer,
+	ops []txnbuild.Operation,
+	fn filterFn,
+) ([]txnbuild.Operation, error) {
+	ignoreOfferIds := ignoreOfferIDs(ops)
+
+	opCounter := filterCounter{}
+	buyCounter := filterCounter{}
+	sellCounter := filterCounter{}
+	ignoredSellOffers, ignoredBuyOffers := 0, 0
+	filteredOps := []txnbuild.Operation{}
+	for opCounter.idx < len(ops) {
+		op := ops[opCounter.idx]
+		var offerList []hProtocol.Offer
+		var offerCounter *filterCounter
+		var originalOffer *txnbuild.ManageSellOffer
 		var newOp txnbuild.Operation
 		var keep bool
 		switch o := op.(type) {
 		case *txnbuild.ManageSellOffer:
-			var e error
-			newOp, keep, e = fn(o)
+			isSellOp, e := utils.IsSelling(baseAsset, quoteAsset, o.Selling, o.Buying)
+			if e != nil {
+				return nil, fmt.Errorf("could not check whether the ManageSellOffer was selling or buying: %s", e)
+			}
+			if isSellOp {
+				offerList = sellingOffers
+				offerCounter = &sellCounter
+			} else {
+				offerList = buyingOffers
+				offerCounter = &buyCounter
+			}
+
+			opPrice, e := strconv.ParseFloat(o.Price, 64)
+			if e != nil {
+				return nil, fmt.Errorf("could not parse price as float64: %s", e)
+			}
+
+			var opToTransform *txnbuild.ManageSellOffer
+			if offerCounter.idx >= len(offerList) {
+				opToTransform = o
+				opCounter.idx++
+			} else {
+				existingOffer := offerList[offerCounter.idx]
+				if _, ignoreOffer := ignoreOfferIds[existingOffer.ID]; ignoreOffer {
+					// we want to only compare against valid offers so go to the next offer in the list
+					offerCounter.idx++
+					if isSellOp {
+						ignoredSellOffers++
+					} else {
+						ignoredBuyOffers++
+					}
+					continue
+				}
+
+				offerPrice := float64(existingOffer.PriceR.N) / float64(existingOffer.PriceR.D)
+				// use the existing offer if the price is the same so we don't recreate an offer unnecessarily
+				if opPrice < offerPrice {
+					opToTransform = o
+					opCounter.idx++
+				} else {
+					opToTransform = convertOffer2MSO(existingOffer)
+					offerCounter.idx++
+					originalOffer = convertOffer2MSO(existingOffer)
+				}
+			}
+
+			newOp, keep, e = fn(opToTransform)
 			if e != nil {
 				return nil, fmt.Errorf("could not transform offer (pointer case): %s", e)
 			}
@@ -44,19 +159,69 @@ func filterOps(ops []txnbuild.Operation, fn filterFn) ([]txnbuild.Operation, err
 			if isNewOpNil {
 				return nil, fmt.Errorf("we want to keep op but newOp was nil (programmer error?)")
 			}
-			filteredOps = append(filteredOps, newOp)
-			numKeep++
+
+			newOpMSO := newOp.(*txnbuild.ManageSellOffer)
+			if originalOffer != nil && originalOffer.Price == newOpMSO.Price && originalOffer.Amount == newOpMSO.Amount {
+				// do not append to filteredOps because this is an existing offer that we want to keep as-is
+				offerCounter.kept++
+			} else if originalOffer != nil {
+				// we were dealing with an existing offer that was changed
+				filteredOps = append(filteredOps, newOp)
+				offerCounter.transformed++
+			} else {
+				// we were dealing with an operation
+				filteredOps = append(filteredOps, newOp)
+				opCounter.kept++
+			}
 		} else {
 			if !isNewOpNil {
 				// newOp can be a transformed op to change the op to an effectively "dropped" state
-				filteredOps = append(filteredOps, newOp)
-				numTransformed++
+				// prepend this so we always have delete commands at the beginning of the operation list
+				filteredOps = append([]txnbuild.Operation{newOp}, filteredOps...)
+				if originalOffer != nil {
+					// we are dealing with an existing offer that needs dropping
+					offerCounter.dropped++
+				} else {
+					// we are dealing with an operation that had updated an offer which now needs dropping
+					opCounter.transformed++
+				}
 			} else {
-				numDropped++
+				// newOp will never be nil for an original offer since it has an offerID
+				opCounter.dropped++
 			}
 		}
 	}
 
-	log.Printf("filter result: dropped %d, transformed %d, kept %d ops from original %d ops, len(filteredOps) = %d\n", numDropped, numTransformed, numKeep, len(ops), len(filteredOps))
+	// convert all remaining buy and sell offers to delete offers
+	for sellCounter.idx < len(sellingOffers) {
+		dropOp := convertOffer2MSO(sellingOffers[sellCounter.idx])
+		dropOp.Amount = "0"
+		filteredOps = append([]txnbuild.Operation{dropOp}, filteredOps...)
+		sellCounter.dropped++
+		sellCounter.idx++
+	}
+	for buyCounter.idx < len(buyingOffers) {
+		dropOp := convertOffer2MSO(buyingOffers[buyCounter.idx])
+		dropOp.Amount = "0"
+		filteredOps = append([]txnbuild.Operation{dropOp}, filteredOps...)
+		buyCounter.dropped++
+		buyCounter.idx++
+	}
+
+	log.Printf("filter result A: dropped %d, transformed %d, kept %d ops from original %d ops\n", opCounter.dropped, opCounter.transformed, opCounter.kept, len(ops))
+	log.Printf("filter result B: dropped %d, transformed %d, kept %d, ignored %d sell offers from original %d sell offers\n", sellCounter.dropped, sellCounter.transformed, sellCounter.kept, ignoredSellOffers, len(sellingOffers))
+	log.Printf("filter result C: dropped %d, transformed %d, kept %d, ignored %d buy offers from original %d buy offers\n", buyCounter.dropped, buyCounter.transformed, buyCounter.kept, ignoredBuyOffers, len(buyingOffers))
+	log.Printf("filter result D: len(filteredOps) = %d\n", len(filteredOps))
 	return filteredOps, nil
 }
+
+func convertOffer2MSO(offer hProtocol.Offer) *txnbuild.ManageSellOffer {
+	return &txnbuild.ManageSellOffer{
+		Selling:       utils.Asset2Asset(offer.Selling),
+		Buying:        utils.Asset2Asset(offer.Buying),
+		Amount:        offer.Amount,
+		Price:         offer.Price,
+		OfferID:       offer.ID,
+		SourceAccount: &txnbuild.SimpleAccount{AccountID: offer.Seller},
+	}
+}
diff --git a/plugins/volumeFilter.go b/plugins/volumeFilter.go
index 9ba72d9d5..c797621a6 100644
--- a/plugins/volumeFilter.go
+++ b/plugins/volumeFilter.go
@@ -109,7 +109,7 @@ func (f *volumeFilter) Apply(ops []txnbuild.Operation, sellingOffers []hProtocol
 	innerFn := func(op *txnbuild.ManageSellOffer) (*txnbuild.ManageSellOffer, bool, error) {
 		return f.volumeFilterFn(dailyOTB, dailyTBB, op)
 	}
-	ops, e = filterOps(ops, innerFn)
+	ops, e = filterOps(f.baseAsset, f.quoteAsset, sellingOffers, buyingOffers, ops, innerFn)
 	if e != nil {
 		return nil, fmt.Errorf("could not apply filter: %s", e)
 	}
@@ -145,13 +145,13 @@ func (f *volumeFilter) volumeFilterFn(dailyOTB *VolumeFilterConfig, dailyTBB *Vo
 		if f.config.SellBaseAssetCapInBaseUnits != nil {
 			projectedSoldInBaseUnits := *dailyOTB.SellBaseAssetCapInBaseUnits + *dailyTBB.SellBaseAssetCapInBaseUnits + amountValueUnitsBeingSold
 			keepSellingBase = projectedSoldInBaseUnits <= *f.config.SellBaseAssetCapInBaseUnits
-			log.Printf("volumeFilter: selling (base units), keep = (projectedSoldInBaseUnits) %.7f <= %.7f (config.SellBaseAssetCapInBaseUnits): keepSellingBase = %v", projectedSoldInBaseUnits, *f.config.SellBaseAssetCapInBaseUnits, keepSellingBase)
+			log.Printf("volumeFilter:  selling (base units), price=%.8f amount=%.8f, keep = (projectedSoldInBaseUnits) %.7f <= %.7f (config.SellBaseAssetCapInBaseUnits): keepSellingBase = %v", sellPrice, amountValueUnitsBeingSold, projectedSoldInBaseUnits, *f.config.SellBaseAssetCapInBaseUnits, keepSellingBase)
 		}
 
 		if f.config.SellBaseAssetCapInQuoteUnits != nil {
 			projectedSoldInQuoteUnits := *dailyOTB.SellBaseAssetCapInQuoteUnits + *dailyTBB.SellBaseAssetCapInQuoteUnits + amountValueUnitsBeingBought
 			keepSellingQuote = projectedSoldInQuoteUnits <= *f.config.SellBaseAssetCapInQuoteUnits
-			log.Printf("volumeFilter: selling (quote units), keep = (projectedSoldInQuoteUnits) %.7f <= %.7f (config.SellBaseAssetCapInQuoteUnits): keepSellingQuote = %v", projectedSoldInQuoteUnits, *f.config.SellBaseAssetCapInQuoteUnits, keepSellingQuote)
+			log.Printf("volumeFilter: selling (quote units), price=%.8f amount=%.8f, keep = (projectedSoldInQuoteUnits) %.7f <= %.7f (config.SellBaseAssetCapInQuoteUnits): keepSellingQuote = %v", sellPrice, amountValueUnitsBeingSold, projectedSoldInQuoteUnits, *f.config.SellBaseAssetCapInQuoteUnits, keepSellingQuote)
 		}
 
 		keep = keepSellingBase && keepSellingQuote

From eb166be539134cc1224340198ba08fb9859e0266 Mon Sep 17 00:00:00 2001
From: Nikhil Saraf <1028334+nikhilsaraf@users.noreply.github.com>
Date: Sun, 29 Dec 2019 12:24:09 +0530
Subject: [PATCH 16/25] 16 - added TODO for simplification of filterOps

---
 plugins/submitFilter.go | 1 +
 1 file changed, 1 insertion(+)

diff --git a/plugins/submitFilter.go b/plugins/submitFilter.go
index d32af8015..d827bd661 100644
--- a/plugins/submitFilter.go
+++ b/plugins/submitFilter.go
@@ -42,6 +42,7 @@ func ignoreOfferIDs(ops []txnbuild.Operation) map[int64]bool {
 	return ignoreOfferIDs
 }
 
+// TODO - simplify filterOps by separating out logic to convert into a single list of operations from transforming the operations
 /*
 What filterOps() does and why:
 

From cd8d66e426d41b2fb7fa050b477af0b2eba9ed17 Mon Sep 17 00:00:00 2001
From: Nikhil Saraf <1028334+nikhilsaraf@users.noreply.github.com>
Date: Sun, 29 Dec 2019 12:26:57 +0530
Subject: [PATCH 17/25] 17 - update sample config to denote that volumeFilter
 only works with the sell strategy and requires POSTGRES_DB config

---
 examples/configs/trader/sample_trader.cfg | 2 ++
 1 file changed, 2 insertions(+)

diff --git a/examples/configs/trader/sample_trader.cfg b/examples/configs/trader/sample_trader.cfg
index e777163ff..474ea7eb3 100644
--- a/examples/configs/trader/sample_trader.cfg
+++ b/examples/configs/trader/sample_trader.cfg
@@ -109,6 +109,8 @@ MAX_OP_FEE_STROOPS=5000
 #SSL_ENABLE=false
 
 # uncomment to limit daily trades based on daily trading volume denominated in either the base or quote asset, or both
+# Note: requires the POSTGRES_DB config to work
+# Note: only works with sell strategy for now
 #[VOLUME_FILTER]
 # limits the amount of the base asset that is sold, denominated in units of the base asset
 #SELL_BASE_ASSET_CAP_IN_BASE_UNITS=100000.0

From 2dd9e79171b6941b6695909e9702cda3044b6077 Mon Sep 17 00:00:00 2001
From: Nikhil Saraf <1028334+nikhilsaraf@users.noreply.github.com>
Date: Sun, 29 Dec 2019 16:26:09 +0530
Subject: [PATCH 18/25] 18 - minPrice filter

---
 cmd/trade.go                              | 18 +++++
 examples/configs/trader/sample_trader.cfg |  5 ++
 plugins/minPriceFilter.go                 | 80 +++++++++++++++++++++++
 trader/config.go                          | 35 +++++-----
 4 files changed, 121 insertions(+), 17 deletions(-)
 create mode 100644 plugins/minPriceFilter.go

diff --git a/cmd/trade.go b/cmd/trade.go
index 6af6a4e8b..edfc28811 100644
--- a/cmd/trade.go
+++ b/cmd/trade.go
@@ -364,6 +364,24 @@ func makeBot(
 			plugins.MakeFilterMakerMode(exchangeShim, sdex, tradingPair),
 		)
 	}
+	if botConfig.MinPriceFilterConfig != nil {
+		if e := botConfig.MinPriceFilterConfig.Validate(); e != nil {
+			log.Println()
+			log.Println(e)
+			// we want to delete all the offers and exit here since there is something wrong with our setup
+			deleteAllOffersAndExit(l, botConfig, client, sdex, exchangeShim, threadTracker)
+		}
+
+		minPriceFilter, e := plugins.MakeFilterMinPrice(botConfig.MinPriceFilterConfig, assetBase, assetQuote)
+		if e != nil {
+			log.Println()
+			log.Println(e)
+			// we want to delete all the offers and exit here since there is something wrong with our setup
+			deleteAllOffersAndExit(l, botConfig, client, sdex, exchangeShim, threadTracker)
+		}
+
+		submitFilters = append(submitFilters, minPriceFilter)
+	}
 	if botConfig.VolumeFilterConfig != nil {
 		if e := botConfig.VolumeFilterConfig.Validate(); e != nil {
 			log.Println()
diff --git a/examples/configs/trader/sample_trader.cfg b/examples/configs/trader/sample_trader.cfg
index 474ea7eb3..32116a34f 100644
--- a/examples/configs/trader/sample_trader.cfg
+++ b/examples/configs/trader/sample_trader.cfg
@@ -117,6 +117,11 @@ MAX_OP_FEE_STROOPS=5000
 # limits the amount of the base asset that is sold, denominated in units of the quote asset
 #SELL_BASE_ASSET_CAP_IN_QUOTE_UNITS=100000.0
 
+# uncomment to limit offers based on a minimim price requirement
+# Note: only works with sell strategy for now
+[MIN_PRICE_FILTER]
+MIN_PRICE=0.04
+
 # uncomment lines below to use kraken. Can use "sdex" or leave out to trade on the Stellar Decentralized Exchange.
 # can alternatively use any of the ccxt-exchanges marked as "Trading" (run `kelp exchanges` for full list)
 #TRADING_EXCHANGE="kraken"
diff --git a/plugins/minPriceFilter.go b/plugins/minPriceFilter.go
new file mode 100644
index 000000000..80b9f8a23
--- /dev/null
+++ b/plugins/minPriceFilter.go
@@ -0,0 +1,80 @@
+package plugins
+
+import (
+	"fmt"
+	"strconv"
+
+	hProtocol "github.com/stellar/go/protocols/horizon"
+	"github.com/stellar/go/txnbuild"
+	"github.com/stellar/kelp/support/utils"
+)
+
+// MinPriceFilterConfig ensures that any one constraint that is hit will result in deleting all offers and pausing until limits are no longer constrained
+type MinPriceFilterConfig struct {
+	MinPrice *float64 `valid:"-" toml:"MIN_PRICE" json:"min_price"`
+}
+
+type minPriceFilter struct {
+	config     *MinPriceFilterConfig
+	baseAsset  hProtocol.Asset
+	quoteAsset hProtocol.Asset
+}
+
+// MakeFilterMinPrice makes a submit filter that limits orders placed based on the price
+func MakeFilterMinPrice(config *MinPriceFilterConfig, baseAsset hProtocol.Asset, quoteAsset hProtocol.Asset) (SubmitFilter, error) {
+	return &minPriceFilter{
+		config:     config,
+		baseAsset:  baseAsset,
+		quoteAsset: quoteAsset,
+	}, nil
+}
+
+var _ SubmitFilter = &minPriceFilter{}
+
+// Validate ensures validity
+func (c *MinPriceFilterConfig) Validate() error {
+	if c.MinPrice == nil {
+		return fmt.Errorf("needs a minPrice config value")
+	}
+	return nil
+}
+
+// String is the stringer method
+func (c *MinPriceFilterConfig) String() string {
+	return fmt.Sprintf("MinPriceFilterConfig[MinPrice=%s]", utils.CheckedFloatPtr(c.MinPrice))
+}
+
+func (f *minPriceFilter) Apply(ops []txnbuild.Operation, sellingOffers []hProtocol.Offer, buyingOffers []hProtocol.Offer) ([]txnbuild.Operation, error) {
+	ops, e := filterOps(f.baseAsset, f.quoteAsset, sellingOffers, buyingOffers, ops, f.minPriceFilterFn)
+	if e != nil {
+		return nil, fmt.Errorf("could not apply filter: %s", e)
+	}
+	return ops, nil
+}
+
+func (f *minPriceFilter) minPriceFilterFn(op *txnbuild.ManageSellOffer) (*txnbuild.ManageSellOffer, bool, error) {
+	// delete operations should never be dropped
+	if op.Amount == "0" {
+		return op, true, nil
+	}
+
+	isSell, e := utils.IsSelling(f.baseAsset, f.quoteAsset, op.Selling, op.Buying)
+	if e != nil {
+		return nil, false, fmt.Errorf("error when running the isSelling check: %s", e)
+	}
+
+	sellPrice, e := strconv.ParseFloat(op.Price, 64)
+	if e != nil {
+		return nil, false, fmt.Errorf("could not convert price (%s) to float: %s", op.Price, e)
+	}
+
+	if isSell {
+		if sellPrice < *f.config.MinPrice {
+			return nil, false, nil
+		}
+		return op, true, nil
+	}
+
+	// TODO for buy side
+	return op, true, nil
+}
diff --git a/trader/config.go b/trader/config.go
index 0133c6445..540dbaee9 100644
--- a/trader/config.go
+++ b/trader/config.go
@@ -40,23 +40,24 @@ type BotConfig struct {
 	CentralizedPricePrecisionOverride  *int8      `valid:"-" toml:"CENTRALIZED_PRICE_PRECISION_OVERRIDE" json:"centralized_price_precision_override"`
 	CentralizedVolumePrecisionOverride *int8      `valid:"-" toml:"CENTRALIZED_VOLUME_PRECISION_OVERRIDE" json:"centralized_volume_precision_override"`
 	// Deprecated: use CENTRALIZED_MIN_BASE_VOLUME_OVERRIDE instead
-	MinCentralizedBaseVolumeDeprecated *float64                    `valid:"-" toml:"MIN_CENTRALIZED_BASE_VOLUME" deprecated:"true" json:"min_centralized_base_volume"`
-	CentralizedMinBaseVolumeOverride   *float64                    `valid:"-" toml:"CENTRALIZED_MIN_BASE_VOLUME_OVERRIDE" json:"centralized_min_base_volume_override"`
-	CentralizedMinQuoteVolumeOverride  *float64                    `valid:"-" toml:"CENTRALIZED_MIN_QUOTE_VOLUME_OVERRIDE" json:"centralized_min_quote_volume_override"`
-	PostgresDbConfig                   *postgresdb.Config          `valid:"-" toml:"POSTGRES_DB" json:"postgres_db"`
-	VolumeFilterConfig                 *plugins.VolumeFilterConfig `valid:"-" toml:"VOLUME_FILTER" json:"volume_filter"`
-	AlertType                          string                      `valid:"-" toml:"ALERT_TYPE" json:"alert_type"`
-	AlertAPIKey                        string                      `valid:"-" toml:"ALERT_API_KEY" json:"alert_api_key"`
-	MonitoringPort                     uint16                      `valid:"-" toml:"MONITORING_PORT" json:"monitoring_port"`
-	MonitoringTLSCert                  string                      `valid:"-" toml:"MONITORING_TLS_CERT" json:"monitoring_tls_cert"`
-	MonitoringTLSKey                   string                      `valid:"-" toml:"MONITORING_TLS_KEY" json:"monitoring_tls_key"`
-	GoogleClientID                     string                      `valid:"-" toml:"GOOGLE_CLIENT_ID" json:"google_client_id"`
-	GoogleClientSecret                 string                      `valid:"-" toml:"GOOGLE_CLIENT_SECRET" json:"google_client_secret"`
-	AcceptableEmails                   string                      `valid:"-" toml:"ACCEPTABLE_GOOGLE_EMAILS" json:"acceptable_google_emails"`
-	TradingExchange                    string                      `valid:"-" toml:"TRADING_EXCHANGE" json:"trading_exchange"`
-	ExchangeAPIKeys                    toml.ExchangeAPIKeysToml    `valid:"-" toml:"EXCHANGE_API_KEYS" json:"exchange_api_keys"`
-	ExchangeParams                     toml.ExchangeParamsToml     `valid:"-" toml:"EXCHANGE_PARAMS" json:"exchange_params"`
-	ExchangeHeaders                    toml.ExchangeHeadersToml    `valid:"-" toml:"EXCHANGE_HEADERS" json:"exchange_headers"`
+	MinCentralizedBaseVolumeDeprecated *float64                      `valid:"-" toml:"MIN_CENTRALIZED_BASE_VOLUME" deprecated:"true" json:"min_centralized_base_volume"`
+	CentralizedMinBaseVolumeOverride   *float64                      `valid:"-" toml:"CENTRALIZED_MIN_BASE_VOLUME_OVERRIDE" json:"centralized_min_base_volume_override"`
+	CentralizedMinQuoteVolumeOverride  *float64                      `valid:"-" toml:"CENTRALIZED_MIN_QUOTE_VOLUME_OVERRIDE" json:"centralized_min_quote_volume_override"`
+	PostgresDbConfig                   *postgresdb.Config            `valid:"-" toml:"POSTGRES_DB" json:"postgres_db"`
+	VolumeFilterConfig                 *plugins.VolumeFilterConfig   `valid:"-" toml:"VOLUME_FILTER" json:"volume_filter"`
+	MinPriceFilterConfig               *plugins.MinPriceFilterConfig `valid:"-" toml:"MIN_PRICE_FILTER" json:"min_price_filter"`
+	AlertType                          string                        `valid:"-" toml:"ALERT_TYPE" json:"alert_type"`
+	AlertAPIKey                        string                        `valid:"-" toml:"ALERT_API_KEY" json:"alert_api_key"`
+	MonitoringPort                     uint16                        `valid:"-" toml:"MONITORING_PORT" json:"monitoring_port"`
+	MonitoringTLSCert                  string                        `valid:"-" toml:"MONITORING_TLS_CERT" json:"monitoring_tls_cert"`
+	MonitoringTLSKey                   string                        `valid:"-" toml:"MONITORING_TLS_KEY" json:"monitoring_tls_key"`
+	GoogleClientID                     string                        `valid:"-" toml:"GOOGLE_CLIENT_ID" json:"google_client_id"`
+	GoogleClientSecret                 string                        `valid:"-" toml:"GOOGLE_CLIENT_SECRET" json:"google_client_secret"`
+	AcceptableEmails                   string                        `valid:"-" toml:"ACCEPTABLE_GOOGLE_EMAILS" json:"acceptable_google_emails"`
+	TradingExchange                    string                        `valid:"-" toml:"TRADING_EXCHANGE" json:"trading_exchange"`
+	ExchangeAPIKeys                    toml.ExchangeAPIKeysToml      `valid:"-" toml:"EXCHANGE_API_KEYS" json:"exchange_api_keys"`
+	ExchangeParams                     toml.ExchangeParamsToml       `valid:"-" toml:"EXCHANGE_PARAMS" json:"exchange_params"`
+	ExchangeHeaders                    toml.ExchangeHeadersToml      `valid:"-" toml:"EXCHANGE_HEADERS" json:"exchange_headers"`
 
 	// initialized later
 	tradingAccount *string

From f35253c7f020a450e13bda502398024c1e4851e4 Mon Sep 17 00:00:00 2001
From: Nikhil Saraf <1028334+nikhilsaraf@users.noreply.github.com>
Date: Sun, 29 Dec 2019 16:35:12 +0530
Subject: [PATCH 19/25] 19 - add filterName to filterOps log line

---
 plugins/makerModeFilter.go | 4 +++-
 plugins/minPriceFilter.go  | 4 +++-
 plugins/submitFilter.go    | 9 +++++----
 plugins/volumeFilter.go    | 4 +++-
 4 files changed, 14 insertions(+), 7 deletions(-)

diff --git a/plugins/makerModeFilter.go b/plugins/makerModeFilter.go
index cb29cf215..51a28d287 100644
--- a/plugins/makerModeFilter.go
+++ b/plugins/makerModeFilter.go
@@ -13,6 +13,7 @@ import (
 )
 
 type makerModeFilter struct {
+	name         string
 	tradingPair  *model.TradingPair
 	exchangeShim api.ExchangeShim
 	sdex         *SDEX
@@ -21,6 +22,7 @@ type makerModeFilter struct {
 // MakeFilterMakerMode makes a submit filter based on the passed in submitMode
 func MakeFilterMakerMode(exchangeShim api.ExchangeShim, sdex *SDEX, tradingPair *model.TradingPair) SubmitFilter {
 	return &makerModeFilter{
+		name:         "makeModeFilter",
 		tradingPair:  tradingPair,
 		exchangeShim: exchangeShim,
 		sdex:         sdex,
@@ -52,7 +54,7 @@ func (f *makerModeFilter) Apply(ops []txnbuild.Operation, sellingOffers []hProto
 
 		return f.transformOfferMakerMode(baseAsset, quoteAsset, topBidPrice, topAskPrice, op)
 	}
-	ops, e = filterOps(baseAsset, quoteAsset, sellingOffers, buyingOffers, ops, innerFn)
+	ops, e = filterOps(f.name, baseAsset, quoteAsset, sellingOffers, buyingOffers, ops, innerFn)
 	if e != nil {
 		return nil, fmt.Errorf("could not apply filter: %s", e)
 	}
diff --git a/plugins/minPriceFilter.go b/plugins/minPriceFilter.go
index 80b9f8a23..c5ba0c9da 100644
--- a/plugins/minPriceFilter.go
+++ b/plugins/minPriceFilter.go
@@ -15,6 +15,7 @@ type MinPriceFilterConfig struct {
 }
 
 type minPriceFilter struct {
+	name       string
 	config     *MinPriceFilterConfig
 	baseAsset  hProtocol.Asset
 	quoteAsset hProtocol.Asset
@@ -23,6 +24,7 @@ type minPriceFilter struct {
 // MakeFilterMinPrice makes a submit filter that limits orders placed based on the price
 func MakeFilterMinPrice(config *MinPriceFilterConfig, baseAsset hProtocol.Asset, quoteAsset hProtocol.Asset) (SubmitFilter, error) {
 	return &minPriceFilter{
+		name:       "minPriceFilter",
 		config:     config,
 		baseAsset:  baseAsset,
 		quoteAsset: quoteAsset,
@@ -45,7 +47,7 @@ func (c *MinPriceFilterConfig) String() string {
 }
 
 func (f *minPriceFilter) Apply(ops []txnbuild.Operation, sellingOffers []hProtocol.Offer, buyingOffers []hProtocol.Offer) ([]txnbuild.Operation, error) {
-	ops, e := filterOps(f.baseAsset, f.quoteAsset, sellingOffers, buyingOffers, ops, f.minPriceFilterFn)
+	ops, e := filterOps(f.name, f.baseAsset, f.quoteAsset, sellingOffers, buyingOffers, ops, f.minPriceFilterFn)
 	if e != nil {
 		return nil, fmt.Errorf("could not apply filter: %s", e)
 	}
diff --git a/plugins/submitFilter.go b/plugins/submitFilter.go
index d827bd661..3fbef05c5 100644
--- a/plugins/submitFilter.go
+++ b/plugins/submitFilter.go
@@ -77,6 +77,7 @@ Solution: We first "dedupe" the offers and operations, by removing any offers th
 	update based on offerID. This has an additional overhead on runtime complexity of O(N).
 */
 func filterOps(
+	filterName string,
 	baseAsset hProtocol.Asset,
 	quoteAsset hProtocol.Asset,
 	sellingOffers []hProtocol.Offer,
@@ -209,10 +210,10 @@ func filterOps(
 		buyCounter.idx++
 	}
 
-	log.Printf("filter result A: dropped %d, transformed %d, kept %d ops from original %d ops\n", opCounter.dropped, opCounter.transformed, opCounter.kept, len(ops))
-	log.Printf("filter result B: dropped %d, transformed %d, kept %d, ignored %d sell offers from original %d sell offers\n", sellCounter.dropped, sellCounter.transformed, sellCounter.kept, ignoredSellOffers, len(sellingOffers))
-	log.Printf("filter result C: dropped %d, transformed %d, kept %d, ignored %d buy offers from original %d buy offers\n", buyCounter.dropped, buyCounter.transformed, buyCounter.kept, ignoredBuyOffers, len(buyingOffers))
-	log.Printf("filter result D: len(filteredOps) = %d\n", len(filteredOps))
+	log.Printf("filter \"%s\" result A: dropped %d, transformed %d, kept %d ops from original %d ops\n", filterName, opCounter.dropped, opCounter.transformed, opCounter.kept, len(ops))
+	log.Printf("filter \"%s\" result B: dropped %d, transformed %d, kept %d, ignored %d sell offers from original %d sell offers\n", filterName, sellCounter.dropped, sellCounter.transformed, sellCounter.kept, ignoredSellOffers, len(sellingOffers))
+	log.Printf("filter \"%s\" result C: dropped %d, transformed %d, kept %d, ignored %d buy offers from original %d buy offers\n", filterName, buyCounter.dropped, buyCounter.transformed, buyCounter.kept, ignoredBuyOffers, len(buyingOffers))
+	log.Printf("filter \"%s\" result D: len(filteredOps) = %d\n", filterName, len(filteredOps))
 	return filteredOps, nil
 }
 
diff --git a/plugins/volumeFilter.go b/plugins/volumeFilter.go
index c797621a6..98d220199 100644
--- a/plugins/volumeFilter.go
+++ b/plugins/volumeFilter.go
@@ -25,6 +25,7 @@ type VolumeFilterConfig struct {
 }
 
 type volumeFilter struct {
+	name       string
 	baseAsset  hProtocol.Asset
 	quoteAsset hProtocol.Asset
 	marketID   string
@@ -58,6 +59,7 @@ func MakeFilterVolume(
 	marketID := makeMarketID(exchangeName, baseAssetString, quoteAssetString)
 
 	return &volumeFilter{
+		name:       "volumeFilter",
 		baseAsset:  baseAsset,
 		quoteAsset: quoteAsset,
 		marketID:   marketID,
@@ -109,7 +111,7 @@ func (f *volumeFilter) Apply(ops []txnbuild.Operation, sellingOffers []hProtocol
 	innerFn := func(op *txnbuild.ManageSellOffer) (*txnbuild.ManageSellOffer, bool, error) {
 		return f.volumeFilterFn(dailyOTB, dailyTBB, op)
 	}
-	ops, e = filterOps(f.baseAsset, f.quoteAsset, sellingOffers, buyingOffers, ops, innerFn)
+	ops, e = filterOps(f.name, f.baseAsset, f.quoteAsset, sellingOffers, buyingOffers, ops, innerFn)
 	if e != nil {
 		return nil, fmt.Errorf("could not apply filter: %s", e)
 	}

From 234adb81f9e1bf7c18545725124e4980ed870c15 Mon Sep 17 00:00:00 2001
From: Nikhil Saraf <1028334+nikhilsaraf@users.noreply.github.com>
Date: Sun, 29 Dec 2019 16:45:53 +0530
Subject: [PATCH 20/25] 20 - MAX_PRICE filter

---
 cmd/trade.go                              | 18 +++++
 examples/configs/trader/sample_trader.cfg |  5 ++
 plugins/maxPriceFilter.go                 | 82 +++++++++++++++++++++++
 trader/config.go                          |  1 +
 4 files changed, 106 insertions(+)
 create mode 100644 plugins/maxPriceFilter.go

diff --git a/cmd/trade.go b/cmd/trade.go
index edfc28811..55276cb00 100644
--- a/cmd/trade.go
+++ b/cmd/trade.go
@@ -382,6 +382,24 @@ func makeBot(
 
 		submitFilters = append(submitFilters, minPriceFilter)
 	}
+	if botConfig.MaxPriceFilterConfig != nil {
+		if e := botConfig.MaxPriceFilterConfig.Validate(); e != nil {
+			log.Println()
+			log.Println(e)
+			// we want to delete all the offers and exit here since there is something wrong with our setup
+			deleteAllOffersAndExit(l, botConfig, client, sdex, exchangeShim, threadTracker)
+		}
+
+		maxPriceFilter, e := plugins.MakeFilterMaxPrice(botConfig.MaxPriceFilterConfig, assetBase, assetQuote)
+		if e != nil {
+			log.Println()
+			log.Println(e)
+			// we want to delete all the offers and exit here since there is something wrong with our setup
+			deleteAllOffersAndExit(l, botConfig, client, sdex, exchangeShim, threadTracker)
+		}
+
+		submitFilters = append(submitFilters, maxPriceFilter)
+	}
 	if botConfig.VolumeFilterConfig != nil {
 		if e := botConfig.VolumeFilterConfig.Validate(); e != nil {
 			log.Println()
diff --git a/examples/configs/trader/sample_trader.cfg b/examples/configs/trader/sample_trader.cfg
index 32116a34f..cef4c83e0 100644
--- a/examples/configs/trader/sample_trader.cfg
+++ b/examples/configs/trader/sample_trader.cfg
@@ -122,6 +122,11 @@ MAX_OP_FEE_STROOPS=5000
 [MIN_PRICE_FILTER]
 MIN_PRICE=0.04
 
+# uncomment to limit offers based on a maximum price requirement
+# Note: only works with sell strategy for now
+[MAX_PRICE_FILTER]
+MAX_PRICE=1.00
+
 # uncomment lines below to use kraken. Can use "sdex" or leave out to trade on the Stellar Decentralized Exchange.
 # can alternatively use any of the ccxt-exchanges marked as "Trading" (run `kelp exchanges` for full list)
 #TRADING_EXCHANGE="kraken"
diff --git a/plugins/maxPriceFilter.go b/plugins/maxPriceFilter.go
new file mode 100644
index 000000000..5e20bb5ea
--- /dev/null
+++ b/plugins/maxPriceFilter.go
@@ -0,0 +1,82 @@
+package plugins
+
+import (
+	"fmt"
+	"strconv"
+
+	hProtocol "github.com/stellar/go/protocols/horizon"
+	"github.com/stellar/go/txnbuild"
+	"github.com/stellar/kelp/support/utils"
+)
+
+// MaxPriceFilterConfig ensures that any one constraint that is hit will result in deleting all offers and pausing until limits are no longer constrained
+type MaxPriceFilterConfig struct {
+	MaxPrice *float64 `valid:"-" toml:"MAX_PRICE" json:"max_price"`
+}
+
+type maxPriceFilter struct {
+	name       string
+	config     *MaxPriceFilterConfig
+	baseAsset  hProtocol.Asset
+	quoteAsset hProtocol.Asset
+}
+
+// MakeFilterMaxPrice makes a submit filter that limits orders placed based on the price
+func MakeFilterMaxPrice(config *MaxPriceFilterConfig, baseAsset hProtocol.Asset, quoteAsset hProtocol.Asset) (SubmitFilter, error) {
+	return &maxPriceFilter{
+		name:       "maxPriceFilter",
+		config:     config,
+		baseAsset:  baseAsset,
+		quoteAsset: quoteAsset,
+	}, nil
+}
+
+var _ SubmitFilter = &maxPriceFilter{}
+
+// Validate ensures validity
+func (c *MaxPriceFilterConfig) Validate() error {
+	if c.MaxPrice == nil {
+		return fmt.Errorf("needs a maxPrice config value")
+	}
+	return nil
+}
+
+// String is the stringer method
+func (c *MaxPriceFilterConfig) String() string {
+	return fmt.Sprintf("MaxPriceFilterConfig[MaxPrice=%s]", utils.CheckedFloatPtr(c.MaxPrice))
+}
+
+func (f *maxPriceFilter) Apply(ops []txnbuild.Operation, sellingOffers []hProtocol.Offer, buyingOffers []hProtocol.Offer) ([]txnbuild.Operation, error) {
+	ops, e := filterOps(f.name, f.baseAsset, f.quoteAsset, sellingOffers, buyingOffers, ops, f.maxPriceFilterFn)
+	if e != nil {
+		return nil, fmt.Errorf("could not apply filter: %s", e)
+	}
+	return ops, nil
+}
+
+func (f *maxPriceFilter) maxPriceFilterFn(op *txnbuild.ManageSellOffer) (*txnbuild.ManageSellOffer, bool, error) {
+	// delete operations should never be dropped
+	if op.Amount == "0" {
+		return op, true, nil
+	}
+
+	isSell, e := utils.IsSelling(f.baseAsset, f.quoteAsset, op.Selling, op.Buying)
+	if e != nil {
+		return nil, false, fmt.Errorf("error when running the isSelling check: %s", e)
+	}
+
+	sellPrice, e := strconv.ParseFloat(op.Price, 64)
+	if e != nil {
+		return nil, false, fmt.Errorf("could not convert price (%s) to float: %s", op.Price, e)
+	}
+
+	if isSell {
+		if sellPrice > *f.config.MaxPrice {
+			return nil, false, nil
+		}
+		return op, true, nil
+	}
+
+	// TODO for buy side
+	return op, true, nil
+}
diff --git a/trader/config.go b/trader/config.go
index 540dbaee9..1adb3a4cd 100644
--- a/trader/config.go
+++ b/trader/config.go
@@ -46,6 +46,7 @@ type BotConfig struct {
 	PostgresDbConfig                   *postgresdb.Config            `valid:"-" toml:"POSTGRES_DB" json:"postgres_db"`
 	VolumeFilterConfig                 *plugins.VolumeFilterConfig   `valid:"-" toml:"VOLUME_FILTER" json:"volume_filter"`
 	MinPriceFilterConfig               *plugins.MinPriceFilterConfig `valid:"-" toml:"MIN_PRICE_FILTER" json:"min_price_filter"`
+	MaxPriceFilterConfig               *plugins.MaxPriceFilterConfig `valid:"-" toml:"MAX_PRICE_FILTER" json:"max_price_filter"`
 	AlertType                          string                        `valid:"-" toml:"ALERT_TYPE" json:"alert_type"`
 	AlertAPIKey                        string                        `valid:"-" toml:"ALERT_API_KEY" json:"alert_api_key"`
 	MonitoringPort                     uint16                        `valid:"-" toml:"MONITORING_PORT" json:"monitoring_port"`

From d80510141521754e6798f4972ca7e644166486c0 Mon Sep 17 00:00:00 2001
From: Nikhil Saraf <1028334+nikhilsaraf@users.noreply.github.com>
Date: Sun, 29 Dec 2019 16:58:03 +0530
Subject: [PATCH 21/25] 21 - new format of filters in config file with
 corresponding filterFactory.go

---
 cmd/trade.go                              | 66 +++------------
 examples/configs/trader/sample_trader.cfg | 52 ++++++------
 plugins/filterFactory.go                  | 98 +++++++++++++++++++++++
 plugins/maxPriceFilter.go                 |  4 +-
 plugins/minPriceFilter.go                 |  4 +-
 plugins/submitFilter.go                   |  2 +-
 plugins/volumeFilter.go                   | 14 ++--
 trader/config.go                          | 37 ++++-----
 8 files changed, 164 insertions(+), 113 deletions(-)
 create mode 100644 plugins/filterFactory.go

diff --git a/cmd/trade.go b/cmd/trade.go
index 55276cb00..9b8ed3cc9 100644
--- a/cmd/trade.go
+++ b/cmd/trade.go
@@ -364,67 +364,23 @@ func makeBot(
 			plugins.MakeFilterMakerMode(exchangeShim, sdex, tradingPair),
 		)
 	}
-	if botConfig.MinPriceFilterConfig != nil {
-		if e := botConfig.MinPriceFilterConfig.Validate(); e != nil {
-			log.Println()
-			log.Println(e)
-			// we want to delete all the offers and exit here since there is something wrong with our setup
-			deleteAllOffersAndExit(l, botConfig, client, sdex, exchangeShim, threadTracker)
-		}
-
-		minPriceFilter, e := plugins.MakeFilterMinPrice(botConfig.MinPriceFilterConfig, assetBase, assetQuote)
-		if e != nil {
-			log.Println()
-			log.Println(e)
-			// we want to delete all the offers and exit here since there is something wrong with our setup
-			deleteAllOffersAndExit(l, botConfig, client, sdex, exchangeShim, threadTracker)
-		}
-
-		submitFilters = append(submitFilters, minPriceFilter)
-	}
-	if botConfig.MaxPriceFilterConfig != nil {
-		if e := botConfig.MaxPriceFilterConfig.Validate(); e != nil {
-			log.Println()
-			log.Println(e)
-			// we want to delete all the offers and exit here since there is something wrong with our setup
-			deleteAllOffersAndExit(l, botConfig, client, sdex, exchangeShim, threadTracker)
-		}
-
-		maxPriceFilter, e := plugins.MakeFilterMaxPrice(botConfig.MaxPriceFilterConfig, assetBase, assetQuote)
-		if e != nil {
-			log.Println()
-			log.Println(e)
-			// we want to delete all the offers and exit here since there is something wrong with our setup
-			deleteAllOffersAndExit(l, botConfig, client, sdex, exchangeShim, threadTracker)
-		}
-
-		submitFilters = append(submitFilters, maxPriceFilter)
-	}
-	if botConfig.VolumeFilterConfig != nil {
-		if e := botConfig.VolumeFilterConfig.Validate(); e != nil {
-			log.Println()
-			log.Println(e)
-			// we want to delete all the offers and exit here since there is something wrong with our setup
-			deleteAllOffersAndExit(l, botConfig, client, sdex, exchangeShim, threadTracker)
-		}
-
-		volFilter, e := plugins.MakeFilterVolume(
-			botConfig.TradingExchangeName(),
-			tradingPair,
-			assetDisplayFn,
-			assetBase,
-			assetQuote,
-			botConfig.VolumeFilterConfig,
-			db,
-		)
+	filterFactory := plugins.FilterFactory{
+		ExchangeName:   botConfig.TradingExchangeName(),
+		TradingPair:    tradingPair,
+		AssetDisplayFn: assetDisplayFn,
+		BaseAsset:      assetBase,
+		QuoteAsset:     assetQuote,
+		DB:             db,
+	}
+	for _, filterString := range botConfig.Filters {
+		filter, e := filterFactory.MakeFilter(filterString)
 		if e != nil {
 			log.Println()
 			log.Println(e)
 			// we want to delete all the offers and exit here since there is something wrong with our setup
 			deleteAllOffersAndExit(l, botConfig, client, sdex, exchangeShim, threadTracker)
 		}
-
-		submitFilters = append(submitFilters, volFilter)
+		submitFilters = append(submitFilters, filter)
 	}
 
 	return trader.MakeTrader(
diff --git a/examples/configs/trader/sample_trader.cfg b/examples/configs/trader/sample_trader.cfg
index cef4c83e0..6044dcd9d 100644
--- a/examples/configs/trader/sample_trader.cfg
+++ b/examples/configs/trader/sample_trader.cfg
@@ -51,15 +51,6 @@ HORIZON_URL="https://horizon-testnet.stellar.org"
 # the URL to use for your CCXT-rest instance. Defaults to http://localhost:3000 if unset
 #CCXT_REST_URL="http://localhost:3000"
 
-# specify parameters for how we compute the operation fee from the /fee_stats endpoint
-[FEE]
-# trigger when "ledger_capacity_usage" in /fee_stats is >= this value
-CAPACITY_TRIGGER=0.8
-# percentile computation to use from /fee_stats (10, 20, ..., 90, 95, 99)
-PERCENTILE=90
-# max fee in stroops per operation to use
-MAX_OP_FEE_STROOPS=5000
-
 # uncomment below to add support for monitoring.
 # type of alerting system to use, currently only "PagerDuty" is supported.
 #ALERT_TYPE="PagerDuty"
@@ -99,6 +90,30 @@ MAX_OP_FEE_STROOPS=5000
 # (optional) minimum volume of quote units needed to place an order on the non-sdex (centralized) exchange
 #CENTRALIZED_MIN_QUOTE_VOLUME_OVERRIDE=10.0
 
+# uncomment to include these filters in order (these filters only work with sell strategy for now)
+#FILTERS = [
+#    # limit the amount of the base asset that is sold every day, denominated in units of the base asset (needs POSTGRES_DB)
+#    "volume/sell/base/3500.0",
+#
+#    # limit the amount of the base asset that is sold every day, denominated in units of the quote asset (needs POSTGRES_DB)
+#    "volume/sell/quote/1000.0",
+#
+#    # limit offers based on a minimim price requirement
+#    "price/min/0.04",
+#
+#    # limit offers based on a maximum price requirement
+#    "price/max/1.00",
+#]
+
+# specify parameters for how we compute the operation fee from the /fee_stats endpoint
+[FEE]
+# trigger when "ledger_capacity_usage" in /fee_stats is >= this value
+CAPACITY_TRIGGER=0.8
+# percentile computation to use from /fee_stats (10, 20, ..., 90, 95, 99)
+PERCENTILE=90
+# max fee in stroops per operation to use
+MAX_OP_FEE_STROOPS=5000
+
 # uncomment if you want to track fills in a postgres db
 #[POSTGRES_DB]
 #HOST="localhost"
@@ -108,25 +123,6 @@ MAX_OP_FEE_STROOPS=5000
 #PASSWORD=""
 #SSL_ENABLE=false
 
-# uncomment to limit daily trades based on daily trading volume denominated in either the base or quote asset, or both
-# Note: requires the POSTGRES_DB config to work
-# Note: only works with sell strategy for now
-#[VOLUME_FILTER]
-# limits the amount of the base asset that is sold, denominated in units of the base asset
-#SELL_BASE_ASSET_CAP_IN_BASE_UNITS=100000.0
-# limits the amount of the base asset that is sold, denominated in units of the quote asset
-#SELL_BASE_ASSET_CAP_IN_QUOTE_UNITS=100000.0
-
-# uncomment to limit offers based on a minimim price requirement
-# Note: only works with sell strategy for now
-[MIN_PRICE_FILTER]
-MIN_PRICE=0.04
-
-# uncomment to limit offers based on a maximum price requirement
-# Note: only works with sell strategy for now
-[MAX_PRICE_FILTER]
-MAX_PRICE=1.00
-
 # uncomment lines below to use kraken. Can use "sdex" or leave out to trade on the Stellar Decentralized Exchange.
 # can alternatively use any of the ccxt-exchanges marked as "Trading" (run `kelp exchanges` for full list)
 #TRADING_EXCHANGE="kraken"
diff --git a/plugins/filterFactory.go b/plugins/filterFactory.go
new file mode 100644
index 000000000..d6a69e3c7
--- /dev/null
+++ b/plugins/filterFactory.go
@@ -0,0 +1,98 @@
+package plugins
+
+import (
+	"database/sql"
+	"fmt"
+	"strconv"
+	"strings"
+
+	hProtocol "github.com/stellar/go/protocols/horizon"
+	"github.com/stellar/kelp/model"
+)
+
+var filterMap = map[string]func(f *FilterFactory, configInput string) (SubmitFilter, error){
+	"volume": filterVolume,
+	"price":  filterPrice,
+}
+
+// FilterFactory is a struct that handles creating all the filters
+type FilterFactory struct {
+	ExchangeName   string
+	TradingPair    *model.TradingPair
+	AssetDisplayFn model.AssetDisplayFn
+	BaseAsset      hProtocol.Asset
+	QuoteAsset     hProtocol.Asset
+	DB             *sql.DB
+}
+
+// MakeFilter is the function that makes the required filters
+func (f *FilterFactory) MakeFilter(configInput string) (SubmitFilter, error) {
+	parts := strings.Split(configInput, "/")
+	if len(parts) <= 0 {
+		return nil, fmt.Errorf("invalid input (%s), needs at least 1 delimiter (/)", configInput)
+	}
+
+	filterName := parts[0]
+	factoryMethod, ok := filterMap[filterName]
+	if !ok {
+		return nil, fmt.Errorf("could not find filter of type '%s'", filterName)
+	}
+
+	return factoryMethod(f, configInput)
+}
+
+func filterVolume(f *FilterFactory, configInput string) (SubmitFilter, error) {
+	parts := strings.Split(configInput, "/")
+	if len(parts) != 4 {
+		return nil, fmt.Errorf("invalid input (%s), needs 4 parts separated by the delimiter (/)", configInput)
+	}
+
+	config := &VolumeFilterConfig{}
+	if parts[1] != "sell" {
+		return nil, fmt.Errorf("invalid input (%s), the second part needs to be \"sell\"", configInput)
+	}
+	limit, e := strconv.ParseFloat(parts[3], 64)
+	if e != nil {
+		return nil, fmt.Errorf("could not parse the fourth part as a float value from config value (%s): %s", configInput, e)
+	}
+	if parts[2] == "base" {
+		config.SellBaseAssetCapInBaseUnits = &limit
+	} else if parts[2] == "quote" {
+		config.SellBaseAssetCapInQuoteUnits = &limit
+	} else {
+		return nil, fmt.Errorf("invalid input (%s), the third part needs to be \"base\" or \"quote\"", configInput)
+	}
+	if e := config.Validate(); e != nil {
+		return nil, fmt.Errorf("invalid input (%s), did not pass validation: %s", configInput, e)
+	}
+
+	return makeFilterVolume(
+		f.ExchangeName,
+		f.TradingPair,
+		f.AssetDisplayFn,
+		f.BaseAsset,
+		f.QuoteAsset,
+		f.DB,
+		config,
+	)
+}
+
+func filterPrice(f *FilterFactory, configInput string) (SubmitFilter, error) {
+	parts := strings.Split(configInput, "/")
+	if len(parts) != 3 {
+		return nil, fmt.Errorf("invalid input (%s), needs 3 parts separated by the delimiter (/)", configInput)
+	}
+
+	limit, e := strconv.ParseFloat(parts[2], 64)
+	if e != nil {
+		return nil, fmt.Errorf("could not parse the third part as a float value from config value (%s): %s", configInput, e)
+	}
+	if parts[1] == "min" {
+		config := MinPriceFilterConfig{MinPrice: &limit}
+		return MakeFilterMinPrice(f.BaseAsset, f.QuoteAsset, &config)
+	} else if parts[1] == "max" {
+		config := MaxPriceFilterConfig{MaxPrice: &limit}
+		return MakeFilterMaxPrice(f.BaseAsset, f.QuoteAsset, &config)
+	}
+	return nil, fmt.Errorf("invalid price filter type in second argument (%s)", configInput, e)
+}
diff --git a/plugins/maxPriceFilter.go b/plugins/maxPriceFilter.go
index 5e20bb5ea..b1ba3ba08 100644
--- a/plugins/maxPriceFilter.go
+++ b/plugins/maxPriceFilter.go
@@ -11,7 +11,7 @@ import (
 
 // MaxPriceFilterConfig ensures that any one constraint that is hit will result in deleting all offers and pausing until limits are no longer constrained
 type MaxPriceFilterConfig struct {
-	MaxPrice *float64 `valid:"-" toml:"MAX_PRICE" json:"max_price"`
+	MaxPrice *float64
 }
 
 type maxPriceFilter struct {
@@ -22,7 +22,7 @@ type maxPriceFilter struct {
 }
 
 // MakeFilterMaxPrice makes a submit filter that limits orders placed based on the price
-func MakeFilterMaxPrice(config *MaxPriceFilterConfig, baseAsset hProtocol.Asset, quoteAsset hProtocol.Asset) (SubmitFilter, error) {
+func MakeFilterMaxPrice(baseAsset hProtocol.Asset, quoteAsset hProtocol.Asset, config *MaxPriceFilterConfig) (SubmitFilter, error) {
 	return &maxPriceFilter{
 		name:       "maxPriceFilter",
 		config:     config,
diff --git a/plugins/minPriceFilter.go b/plugins/minPriceFilter.go
index c5ba0c9da..17dc3c035 100644
--- a/plugins/minPriceFilter.go
+++ b/plugins/minPriceFilter.go
@@ -11,7 +11,7 @@ import (
 
 // MinPriceFilterConfig ensures that any one constraint that is hit will result in deleting all offers and pausing until limits are no longer constrained
 type MinPriceFilterConfig struct {
-	MinPrice *float64 `valid:"-" toml:"MIN_PRICE" json:"min_price"`
+	MinPrice *float64
 }
 
 type minPriceFilter struct {
@@ -22,7 +22,7 @@ type minPriceFilter struct {
 }
 
 // MakeFilterMinPrice makes a submit filter that limits orders placed based on the price
-func MakeFilterMinPrice(config *MinPriceFilterConfig, baseAsset hProtocol.Asset, quoteAsset hProtocol.Asset) (SubmitFilter, error) {
+func MakeFilterMinPrice(baseAsset hProtocol.Asset, quoteAsset hProtocol.Asset, config *MinPriceFilterConfig) (SubmitFilter, error) {
 	return &minPriceFilter{
 		name:       "minPriceFilter",
 		config:     config,
diff --git a/plugins/submitFilter.go b/plugins/submitFilter.go
index 3fbef05c5..0106a0832 100644
--- a/plugins/submitFilter.go
+++ b/plugins/submitFilter.go
@@ -210,7 +210,7 @@ func filterOps(
 		buyCounter.idx++
 	}
 
-	log.Printf("filter \"%s\" result A: dropped %d, transformed %d, kept %d ops from original %d ops\n", filterName, opCounter.dropped, opCounter.transformed, opCounter.kept, len(ops))
+	log.Printf("filter \"%s\" result A: dropped %d, transformed %d, kept %d ops from the %d ops passed in\n", filterName, opCounter.dropped, opCounter.transformed, opCounter.kept, len(ops))
 	log.Printf("filter \"%s\" result B: dropped %d, transformed %d, kept %d, ignored %d sell offers from original %d sell offers\n", filterName, sellCounter.dropped, sellCounter.transformed, sellCounter.kept, ignoredSellOffers, len(sellingOffers))
 	log.Printf("filter \"%s\" result C: dropped %d, transformed %d, kept %d, ignored %d buy offers from original %d buy offers\n", filterName, buyCounter.dropped, buyCounter.transformed, buyCounter.kept, ignoredBuyOffers, len(buyingOffers))
 	log.Printf("filter \"%s\" result D: len(filteredOps) = %d\n", filterName, len(filteredOps))
diff --git a/plugins/volumeFilter.go b/plugins/volumeFilter.go
index 98d220199..26d1b8370 100644
--- a/plugins/volumeFilter.go
+++ b/plugins/volumeFilter.go
@@ -18,8 +18,8 @@ import (
 
 // VolumeFilterConfig ensures that any one constraint that is hit will result in deleting all offers and pausing until limits are no longer constrained
 type VolumeFilterConfig struct {
-	SellBaseAssetCapInBaseUnits  *float64 `valid:"-" toml:"SELL_BASE_ASSET_CAP_IN_BASE_UNITS" json:"sell_base_asset_cap_in_base_units"`
-	SellBaseAssetCapInQuoteUnits *float64 `valid:"-" toml:"SELL_BASE_ASSET_CAP_IN_QUOTE_UNITS" json:"sell_base_asset_cap_in_quote_units"`
+	SellBaseAssetCapInBaseUnits  *float64
+	SellBaseAssetCapInQuoteUnits *float64
 	// buyBaseAssetCapInBaseUnits   *float64
 	// buyBaseAssetCapInQuoteUnits  *float64
 }
@@ -33,15 +33,15 @@ type volumeFilter struct {
 	db         *sql.DB
 }
 
-// MakeFilterVolume makes a submit filter that limits orders placed based on the daily volume traded
-func MakeFilterVolume(
+// makeFilterVolume makes a submit filter that limits orders placed based on the daily volume traded
+func makeFilterVolume(
 	exchangeName string,
 	tradingPair *model.TradingPair,
 	assetDisplayFn model.AssetDisplayFn,
 	baseAsset hProtocol.Asset,
 	quoteAsset hProtocol.Asset,
-	config *VolumeFilterConfig,
 	db *sql.DB,
+	config *VolumeFilterConfig,
 ) (SubmitFilter, error) {
 	if db == nil {
 		return nil, fmt.Errorf("the provided db should be non-nil")
@@ -148,12 +148,16 @@ func (f *volumeFilter) volumeFilterFn(dailyOTB *VolumeFilterConfig, dailyTBB *Vo
 			projectedSoldInBaseUnits := *dailyOTB.SellBaseAssetCapInBaseUnits + *dailyTBB.SellBaseAssetCapInBaseUnits + amountValueUnitsBeingSold
 			keepSellingBase = projectedSoldInBaseUnits <= *f.config.SellBaseAssetCapInBaseUnits
 			log.Printf("volumeFilter:  selling (base units), price=%.8f amount=%.8f, keep = (projectedSoldInBaseUnits) %.7f <= %.7f (config.SellBaseAssetCapInBaseUnits): keepSellingBase = %v", sellPrice, amountValueUnitsBeingSold, projectedSoldInBaseUnits, *f.config.SellBaseAssetCapInBaseUnits, keepSellingBase)
+		} else {
+			keepSellingBase = true
 		}
 
 		if f.config.SellBaseAssetCapInQuoteUnits != nil {
 			projectedSoldInQuoteUnits := *dailyOTB.SellBaseAssetCapInQuoteUnits + *dailyTBB.SellBaseAssetCapInQuoteUnits + amountValueUnitsBeingBought
 			keepSellingQuote = projectedSoldInQuoteUnits <= *f.config.SellBaseAssetCapInQuoteUnits
 			log.Printf("volumeFilter: selling (quote units), price=%.8f amount=%.8f, keep = (projectedSoldInQuoteUnits) %.7f <= %.7f (config.SellBaseAssetCapInQuoteUnits): keepSellingQuote = %v", sellPrice, amountValueUnitsBeingSold, projectedSoldInQuoteUnits, *f.config.SellBaseAssetCapInQuoteUnits, keepSellingQuote)
+		} else {
+			keepSellingQuote = true
 		}
 
 		keep = keepSellingBase && keepSellingQuote
diff --git a/trader/config.go b/trader/config.go
index 1adb3a4cd..505f6f453 100644
--- a/trader/config.go
+++ b/trader/config.go
@@ -4,7 +4,6 @@ import (
 	"fmt"
 
 	hProtocol "github.com/stellar/go/protocols/horizon"
-	"github.com/stellar/kelp/plugins"
 	"github.com/stellar/kelp/support/postgresdb"
 	"github.com/stellar/kelp/support/toml"
 	"github.com/stellar/kelp/support/utils"
@@ -40,25 +39,23 @@ type BotConfig struct {
 	CentralizedPricePrecisionOverride  *int8      `valid:"-" toml:"CENTRALIZED_PRICE_PRECISION_OVERRIDE" json:"centralized_price_precision_override"`
 	CentralizedVolumePrecisionOverride *int8      `valid:"-" toml:"CENTRALIZED_VOLUME_PRECISION_OVERRIDE" json:"centralized_volume_precision_override"`
 	// Deprecated: use CENTRALIZED_MIN_BASE_VOLUME_OVERRIDE instead
-	MinCentralizedBaseVolumeDeprecated *float64                      `valid:"-" toml:"MIN_CENTRALIZED_BASE_VOLUME" deprecated:"true" json:"min_centralized_base_volume"`
-	CentralizedMinBaseVolumeOverride   *float64                      `valid:"-" toml:"CENTRALIZED_MIN_BASE_VOLUME_OVERRIDE" json:"centralized_min_base_volume_override"`
-	CentralizedMinQuoteVolumeOverride  *float64                      `valid:"-" toml:"CENTRALIZED_MIN_QUOTE_VOLUME_OVERRIDE" json:"centralized_min_quote_volume_override"`
-	PostgresDbConfig                   *postgresdb.Config            `valid:"-" toml:"POSTGRES_DB" json:"postgres_db"`
-	VolumeFilterConfig                 *plugins.VolumeFilterConfig   `valid:"-" toml:"VOLUME_FILTER" json:"volume_filter"`
-	MinPriceFilterConfig               *plugins.MinPriceFilterConfig `valid:"-" toml:"MIN_PRICE_FILTER" json:"min_price_filter"`
-	MaxPriceFilterConfig               *plugins.MaxPriceFilterConfig `valid:"-" toml:"MAX_PRICE_FILTER" json:"max_price_filter"`
-	AlertType                          string                        `valid:"-" toml:"ALERT_TYPE" json:"alert_type"`
-	AlertAPIKey                        string                        `valid:"-" toml:"ALERT_API_KEY" json:"alert_api_key"`
-	MonitoringPort                     uint16                        `valid:"-" toml:"MONITORING_PORT" json:"monitoring_port"`
-	MonitoringTLSCert                  string                        `valid:"-" toml:"MONITORING_TLS_CERT" json:"monitoring_tls_cert"`
-	MonitoringTLSKey                   string                        `valid:"-" toml:"MONITORING_TLS_KEY" json:"monitoring_tls_key"`
-	GoogleClientID                     string                        `valid:"-" toml:"GOOGLE_CLIENT_ID" json:"google_client_id"`
-	GoogleClientSecret                 string                        `valid:"-" toml:"GOOGLE_CLIENT_SECRET" json:"google_client_secret"`
-	AcceptableEmails                   string                        `valid:"-" toml:"ACCEPTABLE_GOOGLE_EMAILS" json:"acceptable_google_emails"`
-	TradingExchange                    string                        `valid:"-" toml:"TRADING_EXCHANGE" json:"trading_exchange"`
-	ExchangeAPIKeys                    toml.ExchangeAPIKeysToml      `valid:"-" toml:"EXCHANGE_API_KEYS" json:"exchange_api_keys"`
-	ExchangeParams                     toml.ExchangeParamsToml       `valid:"-" toml:"EXCHANGE_PARAMS" json:"exchange_params"`
-	ExchangeHeaders                    toml.ExchangeHeadersToml      `valid:"-" toml:"EXCHANGE_HEADERS" json:"exchange_headers"`
+	MinCentralizedBaseVolumeDeprecated *float64                 `valid:"-" toml:"MIN_CENTRALIZED_BASE_VOLUME" deprecated:"true" json:"min_centralized_base_volume"`
+	CentralizedMinBaseVolumeOverride   *float64                 `valid:"-" toml:"CENTRALIZED_MIN_BASE_VOLUME_OVERRIDE" json:"centralized_min_base_volume_override"`
+	CentralizedMinQuoteVolumeOverride  *float64                 `valid:"-" toml:"CENTRALIZED_MIN_QUOTE_VOLUME_OVERRIDE" json:"centralized_min_quote_volume_override"`
+	PostgresDbConfig                   *postgresdb.Config       `valid:"-" toml:"POSTGRES_DB" json:"postgres_db"`
+	Filters                            []string                 `valid:"-" toml:"FILTERS" json:"filters"`
+	AlertType                          string                   `valid:"-" toml:"ALERT_TYPE" json:"alert_type"`
+	AlertAPIKey                        string                   `valid:"-" toml:"ALERT_API_KEY" json:"alert_api_key"`
+	MonitoringPort                     uint16                   `valid:"-" toml:"MONITORING_PORT" json:"monitoring_port"`
+	MonitoringTLSCert                  string                   `valid:"-" toml:"MONITORING_TLS_CERT" json:"monitoring_tls_cert"`
+	MonitoringTLSKey                   string                   `valid:"-" toml:"MONITORING_TLS_KEY" json:"monitoring_tls_key"`
+	GoogleClientID                     string                   `valid:"-" toml:"GOOGLE_CLIENT_ID" json:"google_client_id"`
+	GoogleClientSecret                 string                   `valid:"-" toml:"GOOGLE_CLIENT_SECRET" json:"google_client_secret"`
+	AcceptableEmails                   string                   `valid:"-" toml:"ACCEPTABLE_GOOGLE_EMAILS" json:"acceptable_google_emails"`
+	TradingExchange                    string                   `valid:"-" toml:"TRADING_EXCHANGE" json:"trading_exchange"`
+	ExchangeAPIKeys                    toml.ExchangeAPIKeysToml `valid:"-" toml:"EXCHANGE_API_KEYS" json:"exchange_api_keys"`
+	ExchangeParams                     toml.ExchangeParamsToml  `valid:"-" toml:"EXCHANGE_PARAMS" json:"exchange_params"`
+	ExchangeHeaders                    toml.ExchangeHeadersToml `valid:"-" toml:"EXCHANGE_HEADERS" json:"exchange_headers"`
 
 	// initialized later
 	tradingAccount *string

From 04965b84f04f6e5ad2de5f6df395d62d2813005a Mon Sep 17 00:00:00 2001
From: Nikhil Saraf <1028334+nikhilsaraf@users.noreply.github.com>
Date: Mon, 30 Dec 2019 15:49:04 +0530
Subject: [PATCH 22/25] 22 - force fail if any new filters are specified
 without sell or delete strategies

---
 cmd/trade.go | 8 ++++++++
 1 file changed, 8 insertions(+)

diff --git a/cmd/trade.go b/cmd/trade.go
index 9b8ed3cc9..6faa038a8 100644
--- a/cmd/trade.go
+++ b/cmd/trade.go
@@ -356,6 +356,7 @@ func makeBot(
 		l.Infof("Unable to set up monitoring for alert type '%s' with the given API key\n", botConfig.AlertType)
 	}
 
+	// start make filters
 	submitFilters := []plugins.SubmitFilter{
 		plugins.MakeFilterOrderConstraints(exchangeShim.GetOrderConstraints(tradingPair), assetBase, assetQuote),
 	}
@@ -364,6 +365,12 @@ func makeBot(
 			plugins.MakeFilterMakerMode(exchangeShim, sdex, tradingPair),
 		)
 	}
+	if len(botConfig.Filters) > 0 && *options.strategy != "sell" && *options.strategy != "delete" {
+		log.Println()
+		utils.PrintErrorHintf("FILTERS currently only supported on 'sell' and 'delete' strategies, remove FILTERS from the trader config file")
+		// we want to delete all the offers and exit here since there is something wrong with our setup
+		deleteAllOffersAndExit(l, botConfig, client, sdex, exchangeShim, threadTracker)
+	}
 	filterFactory := plugins.FilterFactory{
 		ExchangeName:   botConfig.TradingExchangeName(),
 		TradingPair:    tradingPair,
@@ -382,6 +389,7 @@ func makeBot(
 		}
 		submitFilters = append(submitFilters, filter)
 	}
+	// end make filters
 
 	return trader.MakeTrader(
 		client,

From f98f6b1e6e7291dd1b58c3543134f7d4670ad2d1 Mon Sep 17 00:00:00 2001
From: Nikhil Saraf <1028334+nikhilsaraf@users.noreply.github.com>
Date: Mon, 30 Dec 2019 15:54:53 +0530
Subject: [PATCH 23/25] 23 - extract logic that never drops delete operations
 into filterOps()

---
 plugins/maxPriceFilter.go |  5 -----
 plugins/minPriceFilter.go |  5 -----
 plugins/submitFilter.go   | 11 ++++++++---
 plugins/volumeFilter.go   |  5 -----
 4 files changed, 8 insertions(+), 18 deletions(-)

diff --git a/plugins/maxPriceFilter.go b/plugins/maxPriceFilter.go
index b1ba3ba08..7907d87b6 100644
--- a/plugins/maxPriceFilter.go
+++ b/plugins/maxPriceFilter.go
@@ -55,11 +55,6 @@ func (f *maxPriceFilter) Apply(ops []txnbuild.Operation, sellingOffers []hProtoc
 }
 
 func (f *maxPriceFilter) maxPriceFilterFn(op *txnbuild.ManageSellOffer) (*txnbuild.ManageSellOffer, bool, error) {
-	// delete operations should never be dropped
-	if op.Amount == "0" {
-		return op, true, nil
-	}
-
 	isSell, e := utils.IsSelling(f.baseAsset, f.quoteAsset, op.Selling, op.Buying)
 	if e != nil {
 		return nil, false, fmt.Errorf("error when running the isSelling check: %s", e)
diff --git a/plugins/minPriceFilter.go b/plugins/minPriceFilter.go
index 17dc3c035..049b1890e 100644
--- a/plugins/minPriceFilter.go
+++ b/plugins/minPriceFilter.go
@@ -55,11 +55,6 @@ func (f *minPriceFilter) Apply(ops []txnbuild.Operation, sellingOffers []hProtoc
 }
 
 func (f *minPriceFilter) minPriceFilterFn(op *txnbuild.ManageSellOffer) (*txnbuild.ManageSellOffer, bool, error) {
-	// delete operations should never be dropped
-	if op.Amount == "0" {
-		return op, true, nil
-	}
-
 	isSell, e := utils.IsSelling(f.baseAsset, f.quoteAsset, op.Selling, op.Buying)
 	if e != nil {
 		return nil, false, fmt.Errorf("error when running the isSelling check: %s", e)
diff --git a/plugins/submitFilter.go b/plugins/submitFilter.go
index 0106a0832..516c9f14d 100644
--- a/plugins/submitFilter.go
+++ b/plugins/submitFilter.go
@@ -147,9 +147,14 @@ func filterOps(
 				}
 			}
 
-			newOp, keep, e = fn(opToTransform)
-			if e != nil {
-				return nil, fmt.Errorf("could not transform offer (pointer case): %s", e)
+			// delete operations should never be dropped
+			if opToTransform.Amount == "0" {
+				newOp, keep = opToTransform, true
+			} else {
+				newOp, keep, e = fn(opToTransform)
+				if e != nil {
+					return nil, fmt.Errorf("could not transform offer (pointer case): %s", e)
+				}
 			}
 		default:
 			newOp = o
diff --git a/plugins/volumeFilter.go b/plugins/volumeFilter.go
index 26d1b8370..d93c1e608 100644
--- a/plugins/volumeFilter.go
+++ b/plugins/volumeFilter.go
@@ -119,11 +119,6 @@ func (f *volumeFilter) Apply(ops []txnbuild.Operation, sellingOffers []hProtocol
 }
 
 func (f *volumeFilter) volumeFilterFn(dailyOTB *VolumeFilterConfig, dailyTBB *VolumeFilterConfig, op *txnbuild.ManageSellOffer) (*txnbuild.ManageSellOffer, bool, error) {
-	// delete operations should never be dropped
-	if op.Amount == "0" {
-		return op, true, nil
-	}
-
 	isSell, e := utils.IsSelling(f.baseAsset, f.quoteAsset, op.Selling, op.Buying)
 	if e != nil {
 		return nil, false, fmt.Errorf("error when running the isSelling check: %s", e)

From e1e1a577e2e4162ccdaeae0f365c095ff6a374b6 Mon Sep 17 00:00:00 2001
From: Nikhil Saraf <1028334+nikhilsaraf@users.noreply.github.com>
Date: Mon, 30 Dec 2019 16:08:04 +0530
Subject: [PATCH 24/25] 24 - included additional explanation in FILTERS section
 of sample config file

---
 examples/configs/trader/sample_trader.cfg | 3 +++
 1 file changed, 3 insertions(+)

diff --git a/examples/configs/trader/sample_trader.cfg b/examples/configs/trader/sample_trader.cfg
index 6044dcd9d..fdcccf311 100644
--- a/examples/configs/trader/sample_trader.cfg
+++ b/examples/configs/trader/sample_trader.cfg
@@ -91,6 +91,9 @@ HORIZON_URL="https://horizon-testnet.stellar.org"
 #CENTRALIZED_MIN_QUOTE_VOLUME_OVERRIDE=10.0
 
 # uncomment to include these filters in order (these filters only work with sell strategy for now)
+# these are the only four filters available for now via this new filtration method and any new filters added will include a
+# corresponding sample entry with an explanation.
+# the best way to use these filters is to uncomment the one you want to use and update the price (last param) accordingly.
 #FILTERS = [
 #    # limit the amount of the base asset that is sold every day, denominated in units of the base asset (needs POSTGRES_DB)
 #    "volume/sell/base/3500.0",

From eca836a4afa87825cb031dc550af56007cb231f8 Mon Sep 17 00:00:00 2001
From: Nikhil Saraf <1028334+nikhilsaraf@users.noreply.github.com>
Date: Mon, 30 Dec 2019 16:11:50 +0530
Subject: [PATCH 25/25] 25 - fix Errorf statement

---
 plugins/filterFactory.go | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/plugins/filterFactory.go b/plugins/filterFactory.go
index d6a69e3c7..71c44d144 100644
--- a/plugins/filterFactory.go
+++ b/plugins/filterFactory.go
@@ -94,5 +94,5 @@ func filterPrice(f *FilterFactory, configInput string) (SubmitFilter, error) {
 		config := MaxPriceFilterConfig{MaxPrice: &limit}
 		return MakeFilterMaxPrice(f.BaseAsset, f.QuoteAsset, &config)
 	}
-	return nil, fmt.Errorf("invalid price filter type in second argument (%s)", configInput, e)
+	return nil, fmt.Errorf("invalid price filter type in second argument (%s)", configInput)
 }