diff --git a/models/accountsummary.go b/accountsummary.go
similarity index 83%
rename from models/accountsummary.go
rename to accountsummary.go
index 63693dc..b35e522 100644
--- a/models/accountsummary.go
+++ b/accountsummary.go
@@ -1,4 +1,4 @@
-package models
+package gotrader
 
 type AccountSummary struct {
 	Balance float64
diff --git a/backtest/backtest.go b/backtest/backtest.go
index 45bd3c9..a7f735a 100644
--- a/backtest/backtest.go
+++ b/backtest/backtest.go
@@ -57,8 +57,8 @@ func (b *Backtest) runEventLoopOnce() {
 }
 
 func (b *Backtest) addItemStats() {
-	tick := b.data.GetTick()
-	tm := tick.Timestamp
+	ob := b.data.GetOrderBook()
+	tm := ob.Time
 	update := false
 	timestamp := time.Date(tm.Year(), tm.Month(), tm.Day(), tm.Hour(), tm.Minute()+1, 0, 0, time.UTC)
 	var lastItem *LogItem
@@ -73,17 +73,17 @@ func (b *Backtest) addItemStats() {
 	var item *LogItem
 	if update {
 		item = lastItem
-		item.RawTime = tick.Timestamp
-		item.Ask = tick.Ask
-		item.Bid = tick.Bid
+		item.RawTime = ob.Time
+		item.Ask = ob.AskPrice()
+		item.Bid = ob.BidPrice()
 		item.Stats = nil
 		b.fetchItemStats(item)
 	} else {
 		item = &LogItem{
 			Time:    timestamp,
-			RawTime: tick.Timestamp,
-			Ask:     tick.Ask,
-			Bid:     tick.Bid,
+			RawTime: ob.Time,
+			Ask:     ob.AskPrice(),
+			Bid:     ob.BidPrice(),
 			Stats:   nil,
 		}
 		b.fetchItemStats(item)
diff --git a/models/bar.go b/bar.go
similarity index 86%
rename from models/bar.go
rename to bar.go
index 9d4bd43..4697595 100644
--- a/models/bar.go
+++ b/bar.go
@@ -1,4 +1,4 @@
-package models
+package gotrader
 
 type Bar struct {
 	Event
diff --git a/broker.go b/broker.go
index b23e25e..d221b80 100644
--- a/broker.go
+++ b/broker.go
@@ -1,9 +1,5 @@
 package gotrader
 
-import (
-	. "github.com/coinrust/gotrader/models"
-)
-
 type Broker interface {
 	// 订阅事件
 	Subscribe(event string, param string, listener interface{})
diff --git a/brokers/bitmex-broker/broker.go b/brokers/bitmex-broker/broker.go
index 052b22a..fa903ca 100644
--- a/brokers/bitmex-broker/broker.go
+++ b/brokers/bitmex-broker/broker.go
@@ -1,7 +1,7 @@
 package bitmex_broker
 
 import (
-	. "github.com/coinrust/gotrader/models"
+	. "github.com/coinrust/gotrader"
 	"github.com/frankrap/bitmex-api"
 	"github.com/frankrap/bitmex-api/swagger"
 	"strings"
diff --git a/brokers/bitmex-broker/broker_test.go b/brokers/bitmex-broker/broker_test.go
index 369f047..a667208 100644
--- a/brokers/bitmex-broker/broker_test.go
+++ b/brokers/bitmex-broker/broker_test.go
@@ -1,7 +1,7 @@
 package bitmex_broker
 
 import (
-	"github.com/coinrust/gotrader/models"
+	. "github.com/coinrust/gotrader"
 	"github.com/frankrap/bitmex-api"
 	"testing"
 )
@@ -26,7 +26,7 @@ func TestBitMEXBroker_GetOrderBook(t *testing.T) {
 
 func TestBitMEXBroker_PlaceOrder(t *testing.T) {
 	b := newBrokerForTest()
-	order, err := b.PlaceOrder("XBTUSD", models.Buy, models.OrderTypeLimit, 8000, 10, true, false)
+	order, err := b.PlaceOrder("XBTUSD", Buy, OrderTypeLimit, 8000, 0, 10, true, false)
 	if err != nil {
 		t.Error(err)
 		return
diff --git a/brokers/bitmex-sim-broker/helper.go b/brokers/bitmex-sim-broker/helper.go
index 4d55215..e4c0d29 100644
--- a/brokers/bitmex-sim-broker/helper.go
+++ b/brokers/bitmex-sim-broker/helper.go
@@ -1,11 +1,13 @@
 package bitmex_sim_broker
 
-import "github.com/coinrust/gotrader/models"
+import (
+	"github.com/coinrust/gotrader"
+)
 
 // 计算收益
 // pnl: 收益(BTC/ETH)
 // pnlUsd: 收益(USD)
-func CalcPnl(side models.Direction, positionSize float64, entryPrice float64, exitPrice float64) (pnl float64, pnlUsd float64) {
+func CalcPnl(side gotrader.Direction, positionSize float64, entryPrice float64, exitPrice float64) (pnl float64, pnlUsd float64) {
 	//side := "Short" // "Short"
 	//positionSize := 3850.0
 	//entryPrice := 3850.0
@@ -15,10 +17,10 @@ func CalcPnl(side models.Direction, positionSize float64, entryPrice float64, ex
 	if positionSize == 0 {
 		return
 	}
-	if side == models.Buy {
+	if side == gotrader.Buy {
 		pnl = (((entryPrice - exitPrice) / exitPrice) * (positionSize / entryPrice)) * -1
 		pnlUsd = ((entryPrice - exitPrice) * (positionSize / entryPrice)) * -1
-	} else if side == models.Sell {
+	} else if side == gotrader.Sell {
 		pnl = ((entryPrice - exitPrice) / exitPrice) * (positionSize / entryPrice)
 		pnlUsd = (entryPrice - exitPrice) * (positionSize / entryPrice)
 	}
diff --git a/brokers/bitmex-sim-broker/simbroker.go b/brokers/bitmex-sim-broker/simbroker.go
index cd3613d..6b802a1 100644
--- a/brokers/bitmex-sim-broker/simbroker.go
+++ b/brokers/bitmex-sim-broker/simbroker.go
@@ -3,8 +3,8 @@ package bitmex_sim_broker
 import (
 	"errors"
 	"fmt"
+	. "github.com/coinrust/gotrader"
 	"github.com/coinrust/gotrader/data"
-	. "github.com/coinrust/gotrader/models"
 	"github.com/coinrust/gotrader/util2"
 	"log"
 	"math"
@@ -46,12 +46,12 @@ func (b *BitMEXSimBroker) GetAccountSummary(currency string) (result AccountSumm
 	}
 	position := b.getPosition(symbol)
 	var price float64
-	tick := b.data.GetTick()
+	ob := b.data.GetOrderBook()
 	side := position.Side()
 	if side == Buy {
-		price = tick.Ask
+		price = ob.AskPrice()
 	} else if side == Sell {
-		price = tick.Bid
+		price = ob.BidPrice()
 	}
 	pnl, _ := CalcPnl(side, math.Abs(position.Size), position.AvgPrice, price)
 	result.Pnl = pnl
@@ -60,16 +60,7 @@ func (b *BitMEXSimBroker) GetAccountSummary(currency string) (result AccountSumm
 }
 
 func (b *BitMEXSimBroker) GetOrderBook(symbol string, depth int) (result OrderBook, err error) {
-	tick := b.data.GetTick()
-	result.Time = tick.Timestamp
-	result.Asks = []Item{{
-		Price:  tick.Ask,
-		Amount: float64(tick.AskVolume),
-	}}
-	result.Bids = []Item{{
-		Price:  tick.Bid,
-		Amount: float64(tick.BidVolume),
-	}}
+	result = *b.data.GetOrderBook()
 	return
 }
 
@@ -135,7 +126,7 @@ func (b *BitMEXSimBroker) matchMarketOrder(order *Order) (err error) {
 		return
 	}
 
-	tick := b.data.GetTick()
+	ob := b.data.GetOrderBook()
 
 	// 判断开仓数量
 	margin := b.balance
@@ -147,13 +138,13 @@ func (b *BitMEXSimBroker) matchMarketOrder(order *Order) (err error) {
 
 	// 市价成交
 	if order.Direction == Buy {
-		maxSize = margin * 100 * tick.Ask
+		maxSize = margin * 100 * ob.AskPrice()
 		if order.Size > maxSize {
 			err = errors.New(fmt.Sprintf("Rejected, maximum size of future position is %v", maxSize))
 			return
 		}
 
-		price := tick.Ask
+		price := ob.AskPrice()
 		size := order.Size
 
 		// trade fee
@@ -165,13 +156,13 @@ func (b *BitMEXSimBroker) matchMarketOrder(order *Order) (err error) {
 		// Update position
 		b.updatePosition(order.Symbol, size, price)
 	} else if order.Direction == Sell {
-		maxSize = margin * 100 * tick.Bid
+		maxSize = margin * 100 * ob.BidPrice()
 		if order.Size > maxSize {
 			err = errors.New(fmt.Sprintf("Rejected, maximum size of future position is %v", maxSize))
 			return
 		}
 
-		price := tick.Bid
+		price := ob.BidPrice()
 		size := order.Size
 
 		// trade fee
@@ -191,9 +182,9 @@ func (b *BitMEXSimBroker) matchLimitOrder(order *Order, immediate bool) (err err
 		return
 	}
 
-	tick := b.data.GetTick()
+	ob := b.data.GetOrderBook()
 	if order.Direction == Buy { // Bid order
-		if order.Price >= tick.Ask {
+		if order.Price >= ob.AskPrice() {
 			if immediate && order.PostOnly {
 				order.Status = OrderStatusRejected
 				return
@@ -217,7 +208,7 @@ func (b *BitMEXSimBroker) matchLimitOrder(order *Order, immediate bool) (err err
 			b.updatePosition(order.Symbol, size, order.Price)
 		}
 	} else { // Ask order
-		if order.Price <= tick.Bid {
+		if order.Price <= ob.BidPrice() {
 			if immediate && order.PostOnly {
 				order.Status = OrderStatusRejected
 				return
diff --git a/brokers/bybit-broker/broker.go b/brokers/bybit-broker/broker.go
index a6476fc..575868e 100644
--- a/brokers/bybit-broker/broker.go
+++ b/brokers/bybit-broker/broker.go
@@ -2,7 +2,7 @@ package bybit_broker
 
 import (
 	"errors"
-	. "github.com/coinrust/gotrader/models"
+	. "github.com/coinrust/gotrader"
 	"github.com/frankrap/bybit-api/rest"
 	"strings"
 )
diff --git a/brokers/deribit-broker/broker.go b/brokers/deribit-broker/broker.go
index 699046e..4881f95 100644
--- a/brokers/deribit-broker/broker.go
+++ b/brokers/deribit-broker/broker.go
@@ -2,7 +2,7 @@ package deribit_broker
 
 import (
 	"github.com/chuckpreslar/emission"
-	. "github.com/coinrust/gotrader/models"
+	. "github.com/coinrust/gotrader"
 	"github.com/frankrap/deribit-api"
 	"github.com/frankrap/deribit-api/models"
 	"time"
@@ -96,6 +96,7 @@ func (b *DiribitBroker) GetOrderBook(symbol string, depth int) (result OrderBook
 func (b *DiribitBroker) PlaceOrder(symbol string, direction Direction, orderType OrderType, price float64,
 	stopPx float64, size float64, postOnly bool, reduceOnly bool) (result Order, err error) {
 	var _orderType string
+	var trigger string
 	if orderType == OrderTypeLimit {
 		_orderType = models.OrderTypeLimit
 		stopPx = 0
@@ -104,8 +105,10 @@ func (b *DiribitBroker) PlaceOrder(symbol string, direction Direction, orderType
 		stopPx = 0
 	} else if orderType == OrderTypeStopLimit {
 		_orderType = models.OrderTypeStopLimit
+		trigger = models.TriggerTypeLastPrice
 	} else if orderType == OrderTypeStopMarket {
 		_orderType = models.OrderTypeStopMarket
+		trigger = models.TriggerTypeLastPrice
 	}
 	if direction == Buy {
 		var ret models.BuyResponse
@@ -120,7 +123,7 @@ func (b *DiribitBroker) PlaceOrder(symbol string, direction Direction, orderType
 			PostOnly:   postOnly,
 			ReduceOnly: reduceOnly,
 			StopPrice:  stopPx,
-			//Trigger:        "",
+			Trigger:    trigger,
 			//Advanced:       "",
 		})
 		if err != nil {
@@ -140,7 +143,7 @@ func (b *DiribitBroker) PlaceOrder(symbol string, direction Direction, orderType
 			PostOnly:   postOnly,
 			ReduceOnly: reduceOnly,
 			StopPrice:  stopPx,
-			//Trigger:        "",
+			Trigger:    trigger,
 			//Advanced:       "",
 		})
 		if err != nil {
diff --git a/brokers/deribit-broker/broker_test.go b/brokers/deribit-broker/broker_test.go
index a29b6e0..cbc97ef 100644
--- a/brokers/deribit-broker/broker_test.go
+++ b/brokers/deribit-broker/broker_test.go
@@ -1,24 +1,27 @@
 package deribit_broker
 
 import (
-	. "github.com/coinrust/gotrader/models"
+	. "github.com/coinrust/gotrader"
 	"github.com/frankrap/deribit-api"
 	"log"
 	"testing"
 	"time"
 )
 
-func TestDiribitBroker_GetOrderBook(t *testing.T) {
+func newBroker() Broker {
 	apiKey := "AsJTU16U"
 	secretKey := "mM5_K8LVxztN6TjjYpv_cJVGQBvk4jglrEpqkw1b87U"
 	b := NewBroker(deribit.TestBaseURL, apiKey, secretKey)
+	return b
+}
+
+func TestDiribitBroker_GetOrderBook(t *testing.T) {
+	b := newBroker()
 	b.GetOrderBook("BTC-PERPETUAL", 10)
 }
 
 func TestDiribitBroker_Subscribe(t *testing.T) {
-	apiKey := "AsJTU16U"
-	secretKey := "mM5_K8LVxztN6TjjYpv_cJVGQBvk4jglrEpqkw1b87U"
-	b := NewBroker(deribit.TestBaseURL, apiKey, secretKey)
+	b := newBroker()
 	//event := "book.ETH-PERPETUAL.100.1.100ms"
 	param := "book.BTC-PERPETUAL.100ms"
 	b.Subscribe("orderbook", param, func(e *OrderBook) {
@@ -29,3 +32,23 @@ func TestDiribitBroker_Subscribe(t *testing.T) {
 		time.Sleep(1 * time.Second)
 	}
 }
+
+func TestDiribitBroker_PlaceStopOrder(t *testing.T) {
+	b := newBroker()
+	order, err := b.PlaceOrder(
+		"BTC-PERPETUAL",
+		Buy,
+		OrderTypeStopMarket,
+		0,
+		8900,
+		10,
+		false,
+		false,
+	)
+	if err != nil {
+		t.Error(err)
+		return
+	}
+	t.Logf("%#v", order)
+	t.Logf("Status: %v", order.Status.String())
+}
diff --git a/brokers/deribit-broker/orderbook_local.go b/brokers/deribit-broker/orderbook_local.go
index f7dbb0f..3a84756 100644
--- a/brokers/deribit-broker/orderbook_local.go
+++ b/brokers/deribit-broker/orderbook_local.go
@@ -1,7 +1,7 @@
 package deribit_broker
 
 import (
-	. "github.com/coinrust/gotrader/models"
+	. "github.com/coinrust/gotrader"
 	"github.com/frankrap/deribit-api/models"
 	"sort"
 	"strconv"
diff --git a/brokers/deribit-broker/orderbook_manager.go b/brokers/deribit-broker/orderbook_manager.go
index 5e7e27c..d8c76b1 100644
--- a/brokers/deribit-broker/orderbook_manager.go
+++ b/brokers/deribit-broker/orderbook_manager.go
@@ -1,7 +1,7 @@
 package deribit_broker
 
 import (
-	. "github.com/coinrust/gotrader/models"
+	. "github.com/coinrust/gotrader"
 	"github.com/frankrap/deribit-api/models"
 	"sync"
 )
diff --git a/brokers/deribit-sim-broker/helper.go b/brokers/deribit-sim-broker/helper.go
index ab44af1..9ee25b6 100644
--- a/brokers/deribit-sim-broker/helper.go
+++ b/brokers/deribit-sim-broker/helper.go
@@ -1,6 +1,8 @@
 package deribit_sim_broker
 
-import "github.com/coinrust/gotrader/models"
+import (
+	. "github.com/coinrust/gotrader"
+)
 
 //im := (0.01 + sizeCurrency*0.00005) * sizeCurrency
 //t.Logf("IM: %v/%v", 0, im) // 保留9位小数，四舍五入
@@ -12,7 +14,7 @@ import "github.com/coinrust/gotrader/models"
 // 计算收益
 // pnl: 收益(BTC/ETH)
 // pnlUsd: 收益(USD)
-func CalcPnl(side models.Direction, positionSize float64, entryPrice float64, exitPrice float64) (pnl float64, pnlUsd float64) {
+func CalcPnl(side Direction, positionSize float64, entryPrice float64, exitPrice float64) (pnl float64, pnlUsd float64) {
 	//side := "Short" // "Short"
 	//positionSize := 3850.0
 	//entryPrice := 3850.0
@@ -22,10 +24,10 @@ func CalcPnl(side models.Direction, positionSize float64, entryPrice float64, ex
 	if positionSize == 0 {
 		return
 	}
-	if side == models.Buy {
+	if side == Buy {
 		pnl = (((entryPrice - exitPrice) / exitPrice) * (positionSize / entryPrice)) * -1
 		pnlUsd = ((entryPrice - exitPrice) * (positionSize / entryPrice)) * -1
-	} else if side == models.Sell {
+	} else if side == Sell {
 		pnl = ((entryPrice - exitPrice) / exitPrice) * (positionSize / entryPrice)
 		pnlUsd = (entryPrice - exitPrice) * (positionSize / entryPrice)
 	}
diff --git a/brokers/deribit-sim-broker/helper_test.go b/brokers/deribit-sim-broker/helper_test.go
index 36c1bec..33d91a3 100644
--- a/brokers/deribit-sim-broker/helper_test.go
+++ b/brokers/deribit-sim-broker/helper_test.go
@@ -1,7 +1,7 @@
 package deribit_sim_broker
 
 import (
-	"github.com/coinrust/gotrader/models"
+	. "github.com/coinrust/gotrader"
 	"testing"
 )
 
@@ -9,7 +9,7 @@ func TestCalcPnl(t *testing.T) {
 	size := 50.0
 	entryPrice := 10351.5
 	exitPrice := 10348.5
-	pnl, pnlUsd := CalcPnl(models.Buy, size, entryPrice, exitPrice)
+	pnl, pnlUsd := CalcPnl(Buy, size, entryPrice, exitPrice)
 	t.Logf("pnl: %.8f", pnl)
 	t.Logf("pnlUsd: %.8f", pnlUsd)
 }
diff --git a/brokers/deribit-sim-broker/simbroker.go b/brokers/deribit-sim-broker/simbroker.go
index 96d509b..c0fd621 100644
--- a/brokers/deribit-sim-broker/simbroker.go
+++ b/brokers/deribit-sim-broker/simbroker.go
@@ -3,8 +3,8 @@ package deribit_sim_broker
 import (
 	"errors"
 	"fmt"
+	. "github.com/coinrust/gotrader"
 	"github.com/coinrust/gotrader/data"
-	. "github.com/coinrust/gotrader/models"
 	"github.com/coinrust/gotrader/util2"
 	"log"
 	"math"
@@ -48,12 +48,12 @@ func (b *DiribitSimBroker) GetAccountSummary(currency string) (result AccountSum
 	}
 	position := b.getPosition(symbol)
 	var price float64
-	tick := b.data.GetTick()
+	ob := b.data.GetOrderBook()
 	side := position.Side()
 	if side == Buy {
-		price = tick.Ask
+		price = ob.AskPrice()
 	} else if side == Sell {
-		price = tick.Bid
+		price = ob.BidPrice()
 	}
 	pnl, _ := CalcPnl(side, math.Abs(position.Size), position.AvgPrice, price)
 	result.Pnl = pnl
@@ -62,16 +62,7 @@ func (b *DiribitSimBroker) GetAccountSummary(currency string) (result AccountSum
 }
 
 func (b *DiribitSimBroker) GetOrderBook(symbol string, depth int) (result OrderBook, err error) {
-	tick := b.data.GetTick()
-	result.Time = tick.Timestamp
-	result.Asks = []Item{{
-		Price:  tick.Ask,
-		Amount: float64(tick.AskVolume),
-	}}
-	result.Bids = []Item{{
-		Price:  tick.Bid,
-		Amount: float64(tick.BidVolume),
-	}}
+	result = *b.data.GetOrderBook()
 	return
 }
 
@@ -143,7 +134,7 @@ func (b *DiribitSimBroker) matchMarketOrder(order *Order) (err error) {
 		return
 	}
 
-	tick := b.data.GetTick()
+	ob := b.data.GetOrderBook()
 
 	// 判断开仓数量
 	margin := b.balance
@@ -155,13 +146,13 @@ func (b *DiribitSimBroker) matchMarketOrder(order *Order) (err error) {
 
 	// 市价成交
 	if order.Direction == Buy {
-		maxSize = margin * 100 * tick.Ask
+		maxSize = margin * 100 * ob.AskPrice()
 		if order.Size > maxSize {
 			err = errors.New(fmt.Sprintf("Rejected, maximum size of future position is %v", maxSize))
 			return
 		}
 
-		price := tick.Ask
+		price := ob.AskPrice()
 		size := order.Size
 
 		// trade fee
@@ -173,13 +164,13 @@ func (b *DiribitSimBroker) matchMarketOrder(order *Order) (err error) {
 		// Update position
 		b.updatePosition(order.Symbol, size, price)
 	} else if order.Direction == Sell {
-		maxSize = margin * 100 * tick.Bid
+		maxSize = margin * 100 * ob.BidPrice()
 		if order.Size > maxSize {
 			err = errors.New(fmt.Sprintf("Rejected, maximum size of future position is %v", maxSize))
 			return
 		}
 
-		price := tick.Bid
+		price := ob.BidPrice()
 		size := order.Size
 
 		// trade fee
@@ -199,9 +190,9 @@ func (b *DiribitSimBroker) matchLimitOrder(order *Order, immediate bool) (err er
 		return
 	}
 
-	tick := b.data.GetTick()
+	ob := b.data.GetOrderBook()
 	if order.Direction == Buy { // Bid order
-		if order.Price >= tick.Ask {
+		if order.Price >= ob.AskPrice() {
 			if immediate && order.PostOnly {
 				order.Status = OrderStatusRejected
 				return
@@ -225,7 +216,7 @@ func (b *DiribitSimBroker) matchLimitOrder(order *Order, immediate bool) (err er
 			b.updatePosition(order.Symbol, size, order.Price)
 		}
 	} else { // Ask order
-		if order.Price <= tick.Bid {
+		if order.Price <= ob.BidPrice() {
 			if immediate && order.PostOnly {
 				order.Status = OrderStatusRejected
 				return
diff --git a/models/consts.go b/consts.go
similarity index 53%
rename from models/consts.go
rename to consts.go
index ee6f717..5189b27 100644
--- a/models/consts.go
+++ b/consts.go
@@ -1,4 +1,4 @@
-package models
+package gotrader
 
 // Direction 委托/持仓方向
 type Direction int
@@ -8,6 +8,17 @@ const (
 	Sell                  // 做空
 )
 
+func (d Direction) String() string {
+	switch d {
+	case Buy:
+		return "Buy"
+	case Sell:
+		return "Sell"
+	default:
+		return "None"
+	}
+}
+
 // OrderType 委托类型
 type OrderType int
 
@@ -18,6 +29,21 @@ const (
 	OrderTypeStopLimit                   // 限价止损单
 )
 
+func (t OrderType) String() string {
+	switch t {
+	case OrderTypeMarket:
+		return "Market"
+	case OrderTypeLimit:
+		return "Limit"
+	case OrderTypeStopMarket:
+		return "StopMarket"
+	case OrderTypeStopLimit:
+		return "StopLimit"
+	default:
+		return "None"
+	}
+}
+
 // OrderStatus 委托状态
 type OrderStatus int
 
@@ -31,3 +57,26 @@ const (
 	OrderStatusUntriggered                        // 等待触发条件委托单
 	OrderStatusTriggered                          // 已触发条件单
 )
+
+func (s OrderStatus) String() string {
+	switch s {
+	case OrderStatusCreated:
+		return "Created"
+	case OrderStatusRejected:
+		return "Rejected"
+	case OrderStatusNew:
+		return "New"
+	case OrderStatusPartiallyFilled:
+		return "PartiallyFilled"
+	case OrderStatusFilled:
+		return "Filled"
+	case OrderStatusCancelled:
+		return "Cancelled"
+	case OrderStatusUntriggered:
+		return "Untriggered"
+	case OrderStatusTriggered:
+		return "Triggered"
+	default:
+		return "None"
+	}
+}
diff --git a/data/csv_dataloader.go b/data/csv_dataloader.go
index 2bf994d..708a2f9 100644
--- a/data/csv_dataloader.go
+++ b/data/csv_dataloader.go
@@ -2,7 +2,7 @@ package data
 
 import (
 	"bufio"
-	"github.com/coinrust/gotrader/models"
+	. "github.com/coinrust/gotrader"
 	"io"
 	"log"
 	"os"
@@ -18,7 +18,7 @@ type CsvDataLoader struct {
 	hasMoreData bool
 }
 
-func (l *CsvDataLoader) ReadData() (result []*models.Tick) {
+func (l *CsvDataLoader) ReadData() (result []*OrderBook) {
 	if !l.hasMoreData {
 		return nil
 	}
@@ -72,14 +72,18 @@ func (l *CsvDataLoader) close() {
 	l.hasMoreData = false
 }
 
-func (l *CsvDataLoader) readLine(line string) (result *models.Tick, ok bool) {
+func (l *CsvDataLoader) readLine(line string) (result *OrderBook, ok bool) {
 	ss := strings.Split(line, ",")
-	if len(ss) != 41 {
+	n := len(ss)
+	if n < 5 {
 		//log.Printf("End [line: %v]", line)
 		return
 	}
+	if (n-1)%4 != 0 {
+		return
+	}
 
-	// 或略标题行
+	// 忽略标题行
 	if ss[0] == "t" {
 		ok = true
 		return
@@ -91,19 +95,33 @@ func (l *CsvDataLoader) readLine(line string) (result *models.Tick, ok bool) {
 	}
 	timestamp := time.Unix(0, t*1e6)
 
-	ask, _ := strconv.ParseFloat(ss[1], 64)
-	askAmount, _ := strconv.ParseFloat(ss[2], 64)
-	bid, _ := strconv.ParseFloat(ss[1+20], 64)
-	bidAmount, _ := strconv.ParseFloat(ss[2+20], 64)
-
-	// log.Printf("Ask,AskAmount,Bid,BidAmount=%v/%v/%v/%v", ask, askAmount, bid, bidAmount)
+	nDepth := (n - 1) / 4
+
+	var asks []Item
+	var bids []Item
+
+	bidOffset := nDepth * 2
+
+	for i := 0; i < nDepth; i++ {
+		ask, _ := strconv.ParseFloat(ss[1+i], 64)
+		askAmount, _ := strconv.ParseFloat(ss[2+i], 64)
+		bid, _ := strconv.ParseFloat(ss[1+i+bidOffset], 64)
+		bidAmount, _ := strconv.ParseFloat(ss[2+i+bidOffset], 64)
+		asks = append(asks, Item{
+			Price:  ask,
+			Amount: askAmount,
+		})
+		bids = append(bids, Item{
+			Price:  bid,
+			Amount: bidAmount,
+		})
+	}
 
-	result = &models.Tick{
-		Timestamp: timestamp,
-		Bid:       bid,
-		Ask:       ask,
-		BidVolume: int64(bidAmount),
-		AskVolume: int64(askAmount),
+	result = &OrderBook{
+		Time:   timestamp,
+		Symbol: "",
+		Asks:   asks,
+		Bids:   bids,
 	}
 	ok = true
 	return
diff --git a/data/data.go b/data/data.go
index 1e7112e..9750ed9 100644
--- a/data/data.go
+++ b/data/data.go
@@ -1,11 +1,13 @@
 package data
 
-import "github.com/coinrust/gotrader/models"
+import (
+	. "github.com/coinrust/gotrader"
+)
 
 type Data struct {
 	index      int
 	maxIndex   int
-	data       []*models.Tick
+	data       []*OrderBook
 	dataLoader DataLoader
 }
 
@@ -27,7 +29,7 @@ func (d *Data) Reset() {
 	d.maxIndex = len(d.data) - 1
 }
 
-func (d *Data) GetTick() *models.Tick {
+func (d *Data) GetOrderBook() *OrderBook {
 	return d.data[d.index]
 }
 
diff --git a/data/dataloader.go b/data/dataloader.go
index 659eeb0..8bc7bef 100644
--- a/data/dataloader.go
+++ b/data/dataloader.go
@@ -1,8 +1,10 @@
 package data
 
-import "github.com/coinrust/gotrader/models"
+import (
+	. "github.com/coinrust/gotrader"
+)
 
 type DataLoader interface {
-	ReadData() []*models.Tick
+	ReadData() []*OrderBook
 	HasMoreData() bool
 }
diff --git a/models/event.go b/event.go
similarity index 96%
rename from models/event.go
rename to event.go
index 33d8974..6d8598b 100644
--- a/models/event.go
+++ b/event.go
@@ -1,4 +1,4 @@
-package models
+package gotrader
 
 import "time"
 
diff --git a/models/orderbook.go b/models/orderbook.go
deleted file mode 100644
index 08d7378..0000000
--- a/models/orderbook.go
+++ /dev/null
@@ -1,33 +0,0 @@
-package models
-
-import (
-	"time"
-)
-
-type Item struct {
-	Price  float64
-	Amount float64
-}
-
-type OrderBook struct {
-	Symbol string
-	Time   time.Time
-	Asks   []Item
-	Bids   []Item
-}
-
-// Ask 卖一
-func (o *OrderBook) Ask() (result Item) {
-	if len(o.Asks) > 0 {
-		result = o.Asks[0]
-	}
-	return
-}
-
-// Bid 买一
-func (o *OrderBook) Bid() (result Item) {
-	if len(o.Bids) > 0 {
-		result = o.Bids[0]
-	}
-	return
-}
diff --git a/models/tick.go b/models/tick.go
deleted file mode 100644
index d5e7712..0000000
--- a/models/tick.go
+++ /dev/null
@@ -1,23 +0,0 @@
-package models
-
-import "time"
-
-type Tick struct {
-	// Event
-	Timestamp time.Time
-	Bid       float64
-	Ask       float64
-	BidVolume int64
-	AskVolume int64
-}
-
-// Price returns the middle of Bid and Ask.
-func (t Tick) Price() float64 {
-	latest := (t.Bid + t.Ask) / float64(2)
-	return latest
-}
-
-// Spread returns the difference or spread of Bid and Ask.
-func (t Tick) Spread() float64 {
-	return t.Bid - t.Ask
-}
diff --git a/models/order.go b/order.go
similarity index 97%
rename from models/order.go
rename to order.go
index 29f13a8..0966657 100644
--- a/models/order.go
+++ b/order.go
@@ -1,4 +1,4 @@
-package models
+package gotrader
 
 // Order 委托
 type Order struct {
diff --git a/orderbook.go b/orderbook.go
new file mode 100644
index 0000000..e37083b
--- /dev/null
+++ b/orderbook.go
@@ -0,0 +1,55 @@
+package gotrader
+
+import (
+	"time"
+)
+
+type Item struct {
+	Price  float64
+	Amount float64
+}
+
+type OrderBook struct {
+	Symbol string
+	Time   time.Time
+	Asks   []Item
+	Bids   []Item
+}
+
+// Ask 卖一
+func (o *OrderBook) Ask() (result Item) {
+	if len(o.Asks) > 0 {
+		result = o.Asks[0]
+	}
+	return
+}
+
+// Bid 买一
+func (o *OrderBook) Bid() (result Item) {
+	if len(o.Bids) > 0 {
+		result = o.Bids[0]
+	}
+	return
+}
+
+// AskPrice 卖一价
+func (o *OrderBook) AskPrice() (result float64) {
+	if len(o.Asks) > 0 {
+		result = o.Asks[0].Price
+	}
+	return
+}
+
+// BidPrice 买一价
+func (o *OrderBook) BidPrice() (result float64) {
+	if len(o.Bids) > 0 {
+		result = o.Bids[0].Price
+	}
+	return
+}
+
+// Price returns the middle of Bid and Ask.
+func (o *OrderBook) Price() float64 {
+	latest := (o.Bid().Price + o.Ask().Price) / float64(2)
+	return latest
+}
diff --git a/models/position.go b/position.go
similarity index 97%
rename from models/position.go
rename to position.go
index a30b02b..987bf34 100644
--- a/models/position.go
+++ b/position.go
@@ -1,4 +1,4 @@
-package models
+package gotrader
 
 import "time"