2020-10-16 02:14:36 +00:00
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package bbgo
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import (
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2021-02-21 08:52:47 +00:00
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"bytes"
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2020-10-16 02:14:36 +00:00
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"context"
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2020-10-20 04:11:44 +00:00
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"fmt"
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2021-02-21 08:52:47 +00:00
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"image/png"
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"io/ioutil"
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2022-01-16 11:06:26 +00:00
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stdlog "log"
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2021-12-30 08:18:32 +00:00
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"math/rand"
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2020-12-06 11:36:04 +00:00
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"os"
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2021-02-21 08:52:47 +00:00
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"strings"
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2021-02-20 03:29:33 +00:00
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"sync"
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2020-10-16 02:14:36 +00:00
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"time"
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2020-12-07 03:43:17 +00:00
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"github.com/codingconcepts/env"
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2021-02-21 08:52:47 +00:00
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"github.com/pkg/errors"
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"github.com/pquerna/otp"
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2020-10-17 16:06:08 +00:00
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log "github.com/sirupsen/logrus"
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2022-01-16 11:06:26 +00:00
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"github.com/slack-go/slack"
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2020-12-29 08:00:03 +00:00
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"github.com/spf13/viper"
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2021-02-21 08:52:47 +00:00
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"gopkg.in/tucnak/telebot.v2"
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2020-10-16 02:14:36 +00:00
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2020-12-29 08:00:03 +00:00
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"github.com/c9s/bbgo/pkg/cmd/cmdutil"
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2022-01-14 03:57:01 +00:00
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"github.com/c9s/bbgo/pkg/interact"
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2021-02-21 08:52:47 +00:00
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"github.com/c9s/bbgo/pkg/notifier/slacknotifier"
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"github.com/c9s/bbgo/pkg/notifier/telegramnotifier"
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2020-10-16 02:14:36 +00:00
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"github.com/c9s/bbgo/pkg/service"
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2021-02-21 08:52:47 +00:00
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"github.com/c9s/bbgo/pkg/slack/slacklog"
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2020-10-16 02:14:36 +00:00
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"github.com/c9s/bbgo/pkg/types"
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2020-10-30 21:21:17 +00:00
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"github.com/c9s/bbgo/pkg/util"
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2020-10-16 02:14:36 +00:00
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)
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2021-12-30 08:18:32 +00:00
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func init() {
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// randomize pulling
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rand.Seed(time.Now().UnixNano())
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}
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2020-10-20 06:21:46 +00:00
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var LoadedExchangeStrategies = make(map[string]SingleExchangeStrategy)
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var LoadedCrossExchangeStrategies = make(map[string]CrossExchangeStrategy)
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2020-10-28 23:54:59 +00:00
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func RegisterStrategy(key string, s interface{}) {
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2020-12-31 09:13:55 +00:00
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loaded := 0
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2021-01-14 07:10:11 +00:00
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if d, ok := s.(SingleExchangeStrategy); ok {
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2020-10-28 23:54:59 +00:00
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LoadedExchangeStrategies[key] = d
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2020-12-31 09:13:55 +00:00
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loaded++
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}
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2020-10-28 23:54:59 +00:00
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2021-01-14 07:10:11 +00:00
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if d, ok := s.(CrossExchangeStrategy); ok {
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2020-10-28 23:54:59 +00:00
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LoadedCrossExchangeStrategies[key] = d
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2020-12-31 09:13:55 +00:00
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loaded++
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}
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2020-11-15 05:23:26 +00:00
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2020-12-31 09:13:55 +00:00
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if loaded == 0 {
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panic(fmt.Errorf("%T does not implement SingleExchangeStrategy or CrossExchangeStrategy", s))
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2020-10-28 23:54:59 +00:00
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}
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2020-10-20 06:21:46 +00:00
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}
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2020-10-20 05:52:25 +00:00
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2020-11-06 18:57:50 +00:00
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var emptyTime time.Time
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2021-02-22 06:14:39 +00:00
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type SyncStatus int
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const (
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SyncNotStarted SyncStatus = iota
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Syncing
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SyncDone
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)
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2020-10-16 02:14:36 +00:00
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// Environment presents the real exchange data layer
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type Environment struct {
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2020-10-30 20:36:45 +00:00
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// Notifiability here for environment is for the streaming data notification
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// note that, for back tests, we don't need notification.
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Notifiability
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2021-02-20 16:45:56 +00:00
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PersistenceServiceFacade *service.PersistenceServiceFacade
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2021-02-20 16:58:34 +00:00
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DatabaseService *service.DatabaseService
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OrderService *service.OrderService
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TradeService *service.TradeService
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BacktestService *service.BacktestService
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2021-02-23 08:39:48 +00:00
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RewardService *service.RewardService
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SyncService *service.SyncService
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2022-01-14 05:41:43 +00:00
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AccountService *service.AccountService
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2020-10-16 02:14:36 +00:00
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2020-11-06 18:57:50 +00:00
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// startTime is the time of start point (which is used in the backtest)
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2021-02-20 03:29:33 +00:00
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startTime time.Time
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// syncStartTime is the time point we want to start the sync (for trades and orders)
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syncStartTime time.Time
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syncMutex sync.Mutex
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2021-02-21 11:36:03 +00:00
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syncStatusMutex sync.Mutex
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2021-02-22 06:14:39 +00:00
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syncStatus SyncStatus
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2021-02-21 11:36:03 +00:00
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2021-02-20 03:29:33 +00:00
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sessions map[string]*ExchangeSession
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2020-10-16 02:14:36 +00:00
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}
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2020-10-26 07:06:39 +00:00
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func NewEnvironment() *Environment {
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2020-10-16 02:14:36 +00:00
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return &Environment{
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2020-10-26 05:48:59 +00:00
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// default trade scan time
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2021-02-20 03:29:33 +00:00
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syncStartTime: time.Now().AddDate(-1, 0, 0), // defaults to sync from 1 year ago
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2020-10-20 05:11:04 +00:00
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sessions: make(map[string]*ExchangeSession),
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2021-02-02 18:26:41 +00:00
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startTime: time.Now(),
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2021-02-20 16:58:34 +00:00
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2021-02-22 07:01:05 +00:00
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syncStatus: SyncNotStarted,
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2021-02-20 16:58:34 +00:00
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PersistenceServiceFacade: &service.PersistenceServiceFacade{
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Memory: service.NewMemoryService(),
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},
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2020-10-16 02:14:36 +00:00
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}
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}
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2021-01-19 17:46:17 +00:00
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func (environ *Environment) Session(name string) (*ExchangeSession, bool) {
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s, ok := environ.sessions[name]
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return s, ok
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}
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2020-11-07 12:34:34 +00:00
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func (environ *Environment) Sessions() map[string]*ExchangeSession {
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return environ.sessions
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}
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2021-02-18 14:40:46 +00:00
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func (environ *Environment) SelectSessions(names ...string) map[string]*ExchangeSession {
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if len(names) == 0 {
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return environ.sessions
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}
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sessions := make(map[string]*ExchangeSession)
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for _, name := range names {
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2021-02-20 03:29:33 +00:00
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if s, ok := environ.Session(name); ok {
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2021-02-18 14:40:46 +00:00
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sessions[name] = s
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}
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}
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return sessions
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}
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2021-02-20 16:58:34 +00:00
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func (environ *Environment) ConfigureDatabase(ctx context.Context) error {
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// configureDB configures the database service based on the environment variable
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if driver, ok := os.LookupEnv("DB_DRIVER"); ok {
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if dsn, ok := os.LookupEnv("DB_DSN"); ok {
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return environ.ConfigureDatabaseDriver(ctx, driver, dsn)
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}
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} else if dsn, ok := os.LookupEnv("SQLITE3_DSN"); ok {
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return environ.ConfigureDatabaseDriver(ctx, "sqlite3", dsn)
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} else if dsn, ok := os.LookupEnv("MYSQL_URL"); ok {
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return environ.ConfigureDatabaseDriver(ctx, "mysql", dsn)
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}
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return nil
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}
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func (environ *Environment) ConfigureDatabaseDriver(ctx context.Context, driver string, dsn string) error {
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2021-02-06 01:48:05 +00:00
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environ.DatabaseService = service.NewDatabaseService(driver, dsn)
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err := environ.DatabaseService.Connect()
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2021-02-02 09:26:35 +00:00
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if err != nil {
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return err
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}
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2021-01-14 07:10:11 +00:00
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2021-02-16 08:30:01 +00:00
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if err := environ.DatabaseService.Upgrade(ctx); err != nil {
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2021-02-02 09:26:35 +00:00
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return err
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2021-01-14 07:10:11 +00:00
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}
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2021-02-06 01:48:05 +00:00
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// get the db connection pool object to create other services
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db := environ.DatabaseService.DB
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2021-01-14 07:10:11 +00:00
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environ.OrderService = &service.OrderService{DB: db}
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2020-10-26 05:48:59 +00:00
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environ.TradeService = &service.TradeService{DB: db}
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2021-02-23 08:39:48 +00:00
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environ.RewardService = &service.RewardService{DB: db}
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2021-12-13 23:19:21 +00:00
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environ.AccountService = &service.AccountService{DB: db}
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2021-02-23 08:39:48 +00:00
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environ.SyncService = &service.SyncService{
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2021-03-14 03:04:56 +00:00
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TradeService: environ.TradeService,
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OrderService: environ.OrderService,
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RewardService: environ.RewardService,
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WithdrawService: &service.WithdrawService{DB: db},
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DepositService: &service.DepositService{DB: db},
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2020-10-26 05:48:59 +00:00
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}
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2021-02-06 01:48:05 +00:00
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return nil
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2020-10-26 05:48:59 +00:00
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}
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2021-01-19 17:46:17 +00:00
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// AddExchangeSession adds the existing exchange session or pre-created exchange session
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func (environ *Environment) AddExchangeSession(name string, session *ExchangeSession) *ExchangeSession {
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2021-01-30 12:03:59 +00:00
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// update Notifiability from the environment
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session.Notifiability = environ.Notifiability
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2020-10-16 02:14:36 +00:00
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environ.sessions[name] = session
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return session
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}
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2021-01-19 17:46:17 +00:00
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// AddExchange adds the given exchange with the session name, this is the default
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func (environ *Environment) AddExchange(name string, exchange types.Exchange) (session *ExchangeSession) {
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session = NewExchangeSession(name, exchange)
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return environ.AddExchangeSession(name, session)
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}
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2021-02-21 08:52:47 +00:00
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func (environ *Environment) ConfigureExchangeSessions(userConfig *Config) error {
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2021-12-26 07:29:42 +00:00
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// if sessions are not defined, we detect the sessions automatically
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2020-12-29 08:00:03 +00:00
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if len(userConfig.Sessions) == 0 {
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return environ.AddExchangesByViperKeys()
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}
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return environ.AddExchangesFromSessionConfig(userConfig.Sessions)
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}
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func (environ *Environment) AddExchangesByViperKeys() error {
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2021-05-26 16:35:51 +00:00
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for _, n := range types.SupportedExchanges {
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2020-12-29 08:00:03 +00:00
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if viper.IsSet(string(n) + "-api-key") {
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exchange, err := cmdutil.NewExchangeWithEnvVarPrefix(n, "")
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if err != nil {
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return err
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}
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environ.AddExchange(n.String(), exchange)
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}
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}
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return nil
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}
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2021-02-02 09:26:35 +00:00
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func (environ *Environment) AddExchangesFromSessionConfig(sessions map[string]*ExchangeSession) error {
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2021-05-12 03:59:29 +00:00
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for sessionName, session := range sessions {
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2021-12-25 15:42:29 +00:00
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if err := session.InitExchange(sessionName, nil); err != nil {
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2021-02-02 03:44:07 +00:00
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return err
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2020-12-21 08:38:41 +00:00
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}
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2021-01-19 17:46:17 +00:00
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environ.AddExchangeSession(sessionName, session)
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2020-12-29 08:00:03 +00:00
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}
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return nil
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}
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2020-10-28 08:27:25 +00:00
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// Init prepares the data that will be used by the strategies
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2020-10-16 02:14:36 +00:00
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func (environ *Environment) Init(ctx context.Context) (err error) {
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2020-10-28 08:27:25 +00:00
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for n := range environ.sessions {
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var session = environ.sessions[n]
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2021-05-07 16:45:24 +00:00
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if err = session.Init(ctx, environ); err != nil {
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2021-02-02 18:26:41 +00:00
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// we can skip initialized sessions
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if err != ErrSessionAlreadyInitialized {
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return err
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}
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2020-11-06 18:57:50 +00:00
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}
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2021-05-07 16:45:24 +00:00
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}
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2020-11-06 18:57:50 +00:00
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2021-05-07 16:45:24 +00:00
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return
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}
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2022-01-14 16:49:27 +00:00
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// Start initializes the symbols data streams
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2021-05-07 16:45:24 +00:00
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func (environ *Environment) Start(ctx context.Context) (err error) {
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for n := range environ.sessions {
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var session = environ.sessions[n]
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if err = session.InitSymbols(ctx, environ); err != nil {
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2021-05-02 15:58:34 +00:00
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return err
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}
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2020-10-28 08:27:25 +00:00
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}
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2021-05-07 16:45:24 +00:00
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return
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2020-10-28 08:27:25 +00:00
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}
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2020-12-07 03:43:17 +00:00
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func (environ *Environment) ConfigurePersistence(conf *PersistenceConfig) error {
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2020-12-06 11:36:04 +00:00
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if conf.Redis != nil {
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2020-12-07 04:03:56 +00:00
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if err := env.Set(conf.Redis); err != nil {
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2020-12-07 03:43:17 +00:00
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return err
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}
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2021-02-20 16:58:34 +00:00
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environ.PersistenceServiceFacade.Redis = service.NewRedisPersistenceService(conf.Redis)
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2020-12-06 11:36:04 +00:00
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}
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if conf.Json != nil {
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2020-12-07 03:43:17 +00:00
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if _, err := os.Stat(conf.Json.Directory); os.IsNotExist(err) {
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if err2 := os.MkdirAll(conf.Json.Directory, 0777); err2 != nil {
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2020-12-06 11:36:04 +00:00
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log.WithError(err2).Errorf("can not create directory: %s", conf.Json.Directory)
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2020-12-07 03:43:17 +00:00
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return err2
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2020-12-06 11:36:04 +00:00
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}
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}
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2021-02-20 16:58:34 +00:00
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environ.PersistenceServiceFacade.Json = &service.JsonPersistenceService{Directory: conf.Json.Directory}
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2020-12-06 11:36:04 +00:00
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}
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2020-12-07 03:43:17 +00:00
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return nil
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2020-12-06 11:36:04 +00:00
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}
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2021-05-09 17:38:01 +00:00
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// ConfigureNotificationRouting configures the notification rules
|
2020-10-30 21:21:17 +00:00
|
|
|
// for symbol-based routes, we should register the same symbol rules for each session.
|
|
|
|
// for session-based routes, we should set the fixed callbacks for each session
|
2021-02-21 08:52:47 +00:00
|
|
|
func (environ *Environment) ConfigureNotificationRouting(conf *NotificationConfig) error {
|
2020-10-30 21:21:17 +00:00
|
|
|
// configure routing here
|
|
|
|
if conf.SymbolChannels != nil {
|
|
|
|
environ.SymbolChannelRouter.AddRoute(conf.SymbolChannels)
|
|
|
|
}
|
|
|
|
if conf.SessionChannels != nil {
|
|
|
|
environ.SessionChannelRouter.AddRoute(conf.SessionChannels)
|
|
|
|
}
|
|
|
|
|
|
|
|
if conf.Routing != nil {
|
|
|
|
// configure passive object notification routing
|
|
|
|
switch conf.Routing.Trade {
|
2020-11-17 00:19:22 +00:00
|
|
|
case "$silent": // silent, do not setup notification
|
|
|
|
|
2020-10-30 21:21:17 +00:00
|
|
|
case "$session":
|
|
|
|
defaultTradeUpdateHandler := func(trade types.Trade) {
|
2021-05-12 04:43:03 +00:00
|
|
|
environ.Notify(&trade)
|
2020-10-30 21:21:17 +00:00
|
|
|
}
|
|
|
|
for name := range environ.sessions {
|
|
|
|
session := environ.sessions[name]
|
|
|
|
|
|
|
|
// if we can route session name to channel successfully...
|
|
|
|
channel, ok := environ.SessionChannelRouter.Route(name)
|
|
|
|
if ok {
|
2021-05-27 06:45:06 +00:00
|
|
|
session.UserDataStream.OnTradeUpdate(func(trade types.Trade) {
|
2021-05-12 04:43:03 +00:00
|
|
|
environ.NotifyTo(channel, &trade)
|
2020-10-30 21:21:17 +00:00
|
|
|
})
|
|
|
|
} else {
|
2021-05-27 06:45:06 +00:00
|
|
|
session.UserDataStream.OnTradeUpdate(defaultTradeUpdateHandler)
|
2020-10-30 21:21:17 +00:00
|
|
|
}
|
|
|
|
}
|
|
|
|
|
|
|
|
case "$symbol":
|
|
|
|
// configure object routes for Trade
|
|
|
|
environ.ObjectChannelRouter.Route(func(obj interface{}) (channel string, ok bool) {
|
|
|
|
trade, matched := obj.(*types.Trade)
|
|
|
|
if !matched {
|
|
|
|
return
|
|
|
|
}
|
|
|
|
channel, ok = environ.SymbolChannelRouter.Route(trade.Symbol)
|
|
|
|
return
|
|
|
|
})
|
|
|
|
|
|
|
|
// use same handler for each session
|
|
|
|
handler := func(trade types.Trade) {
|
2020-10-30 21:31:26 +00:00
|
|
|
channel, ok := environ.RouteObject(&trade)
|
2020-10-30 21:21:17 +00:00
|
|
|
if ok {
|
2021-05-12 04:43:03 +00:00
|
|
|
environ.NotifyTo(channel, &trade)
|
2020-10-30 21:21:17 +00:00
|
|
|
} else {
|
2021-05-12 04:43:03 +00:00
|
|
|
environ.Notify(&trade)
|
2020-10-30 21:21:17 +00:00
|
|
|
}
|
|
|
|
}
|
|
|
|
for _, session := range environ.sessions {
|
2021-05-27 06:45:06 +00:00
|
|
|
session.UserDataStream.OnTradeUpdate(handler)
|
2020-10-30 21:21:17 +00:00
|
|
|
}
|
|
|
|
}
|
|
|
|
|
|
|
|
switch conf.Routing.Order {
|
|
|
|
|
2020-11-17 00:19:22 +00:00
|
|
|
case "$silent": // silent, do not setup notification
|
|
|
|
|
2020-10-30 21:21:17 +00:00
|
|
|
case "$session":
|
|
|
|
defaultOrderUpdateHandler := func(order types.Order) {
|
|
|
|
text := util.Render(TemplateOrderReport, order)
|
2020-10-30 21:31:26 +00:00
|
|
|
environ.Notify(text, &order)
|
2020-10-30 21:21:17 +00:00
|
|
|
}
|
|
|
|
for name := range environ.sessions {
|
|
|
|
session := environ.sessions[name]
|
|
|
|
|
|
|
|
// if we can route session name to channel successfully...
|
|
|
|
channel, ok := environ.SessionChannelRouter.Route(name)
|
|
|
|
if ok {
|
2021-05-27 06:45:06 +00:00
|
|
|
session.UserDataStream.OnOrderUpdate(func(order types.Order) {
|
2020-10-30 21:21:17 +00:00
|
|
|
text := util.Render(TemplateOrderReport, order)
|
2020-10-30 21:31:26 +00:00
|
|
|
environ.NotifyTo(channel, text, &order)
|
2020-10-30 21:21:17 +00:00
|
|
|
})
|
|
|
|
} else {
|
2021-05-27 06:45:06 +00:00
|
|
|
session.UserDataStream.OnOrderUpdate(defaultOrderUpdateHandler)
|
2020-10-30 21:21:17 +00:00
|
|
|
}
|
|
|
|
}
|
|
|
|
|
|
|
|
case "$symbol":
|
|
|
|
// add object route
|
|
|
|
environ.ObjectChannelRouter.Route(func(obj interface{}) (channel string, ok bool) {
|
|
|
|
order, matched := obj.(*types.Order)
|
|
|
|
if !matched {
|
|
|
|
return
|
|
|
|
}
|
|
|
|
channel, ok = environ.SymbolChannelRouter.Route(order.Symbol)
|
|
|
|
return
|
|
|
|
})
|
|
|
|
|
|
|
|
// use same handler for each session
|
|
|
|
handler := func(order types.Order) {
|
|
|
|
text := util.Render(TemplateOrderReport, order)
|
2020-10-30 21:31:26 +00:00
|
|
|
channel, ok := environ.RouteObject(&order)
|
2020-10-30 21:21:17 +00:00
|
|
|
if ok {
|
2020-10-30 21:31:26 +00:00
|
|
|
environ.NotifyTo(channel, text, &order)
|
2020-10-30 21:21:17 +00:00
|
|
|
} else {
|
2020-10-30 21:31:26 +00:00
|
|
|
environ.Notify(text, &order)
|
2020-10-30 21:21:17 +00:00
|
|
|
}
|
|
|
|
}
|
|
|
|
for _, session := range environ.sessions {
|
2021-05-27 06:45:06 +00:00
|
|
|
session.UserDataStream.OnOrderUpdate(handler)
|
2020-10-30 21:21:17 +00:00
|
|
|
}
|
|
|
|
}
|
|
|
|
|
|
|
|
switch conf.Routing.SubmitOrder {
|
2020-11-17 00:19:22 +00:00
|
|
|
|
|
|
|
case "$silent": // silent, do not setup notification
|
|
|
|
|
2020-10-30 21:21:17 +00:00
|
|
|
case "$symbol":
|
|
|
|
// add object route
|
|
|
|
environ.ObjectChannelRouter.Route(func(obj interface{}) (channel string, ok bool) {
|
|
|
|
order, matched := obj.(*types.SubmitOrder)
|
|
|
|
if !matched {
|
|
|
|
return
|
|
|
|
}
|
|
|
|
|
|
|
|
channel, ok = environ.SymbolChannelRouter.Route(order.Symbol)
|
|
|
|
return
|
|
|
|
})
|
|
|
|
|
|
|
|
}
|
|
|
|
|
2021-12-04 18:16:48 +00:00
|
|
|
// currently, not used
|
|
|
|
// FIXME: this is causing cyclic import
|
|
|
|
/*
|
2022-01-14 05:41:43 +00:00
|
|
|
switch conf.Routing.PnL {
|
|
|
|
case "$symbol":
|
|
|
|
environ.ObjectChannelRouter.Route(func(obj interface{}) (channel string, ok bool) {
|
|
|
|
report, matched := obj.(*pnl.AverageCostPnlReport)
|
|
|
|
if !matched {
|
|
|
|
return
|
|
|
|
}
|
|
|
|
channel, ok = environ.SymbolChannelRouter.Route(report.Symbol)
|
2020-10-30 21:21:17 +00:00
|
|
|
return
|
2022-01-14 05:41:43 +00:00
|
|
|
})
|
|
|
|
}
|
|
|
|
*/
|
2020-10-30 21:21:17 +00:00
|
|
|
|
|
|
|
}
|
2020-12-07 03:43:17 +00:00
|
|
|
return nil
|
2020-10-30 21:21:17 +00:00
|
|
|
}
|
|
|
|
|
2020-11-10 06:19:33 +00:00
|
|
|
func (environ *Environment) SetStartTime(t time.Time) *Environment {
|
|
|
|
environ.startTime = t
|
|
|
|
return environ
|
|
|
|
}
|
|
|
|
|
2021-02-20 03:29:33 +00:00
|
|
|
// SetSyncStartTime overrides the default trade scan time (-7 days)
|
|
|
|
func (environ *Environment) SetSyncStartTime(t time.Time) *Environment {
|
|
|
|
environ.syncStartTime = t
|
2020-10-28 08:27:25 +00:00
|
|
|
return environ
|
|
|
|
}
|
|
|
|
|
|
|
|
func (environ *Environment) Connect(ctx context.Context) error {
|
2022-01-14 16:49:27 +00:00
|
|
|
log.Debugf("starting interaction...")
|
|
|
|
if err := interact.Start(ctx); err != nil {
|
|
|
|
return err
|
|
|
|
}
|
|
|
|
|
2020-10-28 08:27:25 +00:00
|
|
|
for n := range environ.sessions {
|
|
|
|
// avoid using the placeholder variable for the session because we use that in the callbacks
|
|
|
|
var session = environ.sessions[n]
|
|
|
|
var logger = log.WithField("session", n)
|
|
|
|
|
2020-10-19 14:26:43 +00:00
|
|
|
if len(session.Subscriptions) == 0 {
|
2021-05-17 12:03:42 +00:00
|
|
|
logger.Warnf("exchange session %s has no subscriptions", session.Name)
|
2020-11-15 05:27:33 +00:00
|
|
|
} else {
|
|
|
|
// add the subscribe requests to the stream
|
|
|
|
for _, s := range session.Subscriptions {
|
|
|
|
logger.Infof("subscribing %s %s %v", s.Symbol, s.Channel, s.Options)
|
2021-05-27 07:09:04 +00:00
|
|
|
session.MarketDataStream.Subscribe(s.Channel, s.Symbol, s.Options)
|
2020-11-15 05:27:33 +00:00
|
|
|
}
|
2020-10-28 08:27:25 +00:00
|
|
|
}
|
|
|
|
|
2021-05-27 07:09:04 +00:00
|
|
|
logger.Infof("connecting %s market data stream...", session.Name)
|
|
|
|
if err := session.MarketDataStream.Connect(ctx); err != nil {
|
|
|
|
return err
|
|
|
|
}
|
|
|
|
|
2021-05-28 11:01:55 +00:00
|
|
|
if !session.PublicOnly {
|
|
|
|
logger.Infof("connecting %s user data stream...", session.Name)
|
|
|
|
if err := session.UserDataStream.Connect(ctx); err != nil {
|
|
|
|
return err
|
|
|
|
}
|
2020-10-16 02:14:36 +00:00
|
|
|
}
|
|
|
|
}
|
|
|
|
|
|
|
|
return nil
|
|
|
|
}
|
2020-11-08 13:52:44 +00:00
|
|
|
|
2021-02-22 06:14:39 +00:00
|
|
|
func (environ *Environment) IsSyncing() (status SyncStatus) {
|
2021-02-21 11:36:03 +00:00
|
|
|
environ.syncStatusMutex.Lock()
|
2021-02-22 06:14:39 +00:00
|
|
|
status = environ.syncStatus
|
|
|
|
environ.syncStatusMutex.Unlock()
|
|
|
|
return status
|
2021-02-21 11:36:03 +00:00
|
|
|
}
|
|
|
|
|
2021-02-22 06:14:39 +00:00
|
|
|
func (environ *Environment) setSyncing(status SyncStatus) {
|
2021-02-21 11:36:03 +00:00
|
|
|
environ.syncStatusMutex.Lock()
|
2021-02-22 06:14:39 +00:00
|
|
|
environ.syncStatus = status
|
2021-02-21 11:36:03 +00:00
|
|
|
environ.syncStatusMutex.Unlock()
|
2021-02-20 03:29:33 +00:00
|
|
|
}
|
|
|
|
|
|
|
|
// Sync syncs all registered exchange sessions
|
|
|
|
func (environ *Environment) Sync(ctx context.Context) error {
|
2021-02-28 07:05:49 +00:00
|
|
|
if environ.SyncService == nil {
|
|
|
|
return nil
|
|
|
|
}
|
|
|
|
|
2021-02-20 03:29:33 +00:00
|
|
|
environ.syncMutex.Lock()
|
|
|
|
defer environ.syncMutex.Unlock()
|
2021-02-21 11:36:03 +00:00
|
|
|
|
2021-02-22 06:14:39 +00:00
|
|
|
environ.setSyncing(Syncing)
|
|
|
|
defer environ.setSyncing(SyncDone)
|
2021-02-20 03:29:33 +00:00
|
|
|
|
|
|
|
for _, session := range environ.sessions {
|
|
|
|
if err := environ.syncSession(ctx, session); err != nil {
|
|
|
|
return err
|
|
|
|
}
|
|
|
|
}
|
|
|
|
|
|
|
|
return nil
|
|
|
|
}
|
|
|
|
|
|
|
|
func (environ *Environment) SyncSession(ctx context.Context, session *ExchangeSession, defaultSymbols ...string) error {
|
2021-04-09 04:44:30 +00:00
|
|
|
if environ.SyncService == nil {
|
|
|
|
return nil
|
|
|
|
}
|
|
|
|
|
2021-02-20 03:29:33 +00:00
|
|
|
environ.syncMutex.Lock()
|
|
|
|
defer environ.syncMutex.Unlock()
|
|
|
|
|
2021-02-22 06:14:39 +00:00
|
|
|
environ.setSyncing(Syncing)
|
|
|
|
defer environ.setSyncing(SyncDone)
|
2021-02-20 03:29:33 +00:00
|
|
|
|
|
|
|
return environ.syncSession(ctx, session, defaultSymbols...)
|
|
|
|
}
|
|
|
|
|
|
|
|
func (environ *Environment) syncSession(ctx context.Context, session *ExchangeSession, defaultSymbols ...string) error {
|
2021-02-19 02:42:24 +00:00
|
|
|
symbols, err := getSessionSymbols(session, defaultSymbols...)
|
|
|
|
if err != nil {
|
|
|
|
return err
|
|
|
|
}
|
|
|
|
|
2021-02-22 07:01:05 +00:00
|
|
|
log.Infof("syncing symbols %v from session %s", symbols, session.Name)
|
|
|
|
|
2021-02-23 08:39:48 +00:00
|
|
|
return environ.SyncService.SyncSessionSymbols(ctx, session.Exchange, environ.syncStartTime, symbols...)
|
2020-11-08 13:52:44 +00:00
|
|
|
}
|
2021-02-19 02:42:24 +00:00
|
|
|
|
|
|
|
func getSessionSymbols(session *ExchangeSession, defaultSymbols ...string) ([]string, error) {
|
|
|
|
if session.IsolatedMargin {
|
|
|
|
return []string{session.IsolatedMarginSymbol}, nil
|
|
|
|
}
|
|
|
|
|
|
|
|
if len(defaultSymbols) > 0 {
|
|
|
|
return defaultSymbols, nil
|
|
|
|
}
|
|
|
|
|
|
|
|
return session.FindPossibleSymbols()
|
|
|
|
}
|
2021-02-21 08:52:47 +00:00
|
|
|
|
|
|
|
func (environ *Environment) ConfigureNotificationSystem(userConfig *Config) error {
|
|
|
|
environ.Notifiability = Notifiability{
|
|
|
|
SymbolChannelRouter: NewPatternChannelRouter(nil),
|
|
|
|
SessionChannelRouter: NewPatternChannelRouter(nil),
|
|
|
|
ObjectChannelRouter: NewObjectChannelRouter(),
|
|
|
|
}
|
|
|
|
|
2022-01-14 07:03:19 +00:00
|
|
|
// setup default notification config
|
|
|
|
if userConfig.Notifications == nil {
|
|
|
|
userConfig.Notifications = &NotificationConfig{
|
|
|
|
Routing: &SlackNotificationRouting{
|
2022-01-14 16:25:16 +00:00
|
|
|
Trade: "$session",
|
|
|
|
Order: "$silent",
|
|
|
|
SubmitOrder: "$silent",
|
2022-01-14 07:03:19 +00:00
|
|
|
},
|
2021-02-21 08:52:47 +00:00
|
|
|
}
|
|
|
|
}
|
|
|
|
|
2022-01-14 16:32:21 +00:00
|
|
|
var persistence = environ.PersistenceServiceFacade.Get()
|
2022-01-14 05:41:43 +00:00
|
|
|
|
2022-01-14 16:49:27 +00:00
|
|
|
err := environ.setupInteraction(persistence)
|
2022-01-14 16:32:21 +00:00
|
|
|
if err != nil {
|
|
|
|
return err
|
|
|
|
}
|
|
|
|
|
|
|
|
// setup slack
|
|
|
|
slackToken := viper.GetString("slack-token")
|
|
|
|
if len(slackToken) > 0 && userConfig.Notifications != nil {
|
2022-01-16 11:06:26 +00:00
|
|
|
environ.setupSlack(userConfig, slackToken, persistence)
|
2022-01-14 16:32:21 +00:00
|
|
|
}
|
|
|
|
|
|
|
|
// check if telegram bot token is defined
|
|
|
|
telegramBotToken := viper.GetString("telegram-bot-token")
|
|
|
|
if len(telegramBotToken) > 0 {
|
|
|
|
if err := environ.setupTelegram(userConfig, telegramBotToken, persistence); err != nil {
|
|
|
|
return err
|
|
|
|
}
|
|
|
|
}
|
|
|
|
|
|
|
|
if userConfig.Notifications != nil {
|
|
|
|
if err := environ.ConfigureNotificationRouting(userConfig.Notifications); err != nil {
|
|
|
|
return err
|
|
|
|
}
|
|
|
|
}
|
|
|
|
|
|
|
|
return nil
|
|
|
|
}
|
|
|
|
|
2022-01-15 16:25:11 +00:00
|
|
|
func getAuthStoreID() string {
|
|
|
|
telegramBotToken := viper.GetString("telegram-bot-token")
|
|
|
|
if len(telegramBotToken) > 0 {
|
|
|
|
tt := strings.Split(telegramBotToken, ":")
|
|
|
|
return tt[0]
|
|
|
|
}
|
|
|
|
|
|
|
|
userEnv := os.Getenv("USER")
|
|
|
|
if userEnv != "" {
|
|
|
|
return userEnv
|
|
|
|
}
|
|
|
|
|
|
|
|
return "default"
|
|
|
|
}
|
|
|
|
|
2022-01-14 16:49:27 +00:00
|
|
|
func (environ *Environment) setupInteraction(persistence service.PersistenceService) error {
|
2022-01-14 07:03:19 +00:00
|
|
|
var otpQRCodeImagePath = fmt.Sprintf("otp.png")
|
|
|
|
var key *otp.Key
|
2022-01-14 16:18:07 +00:00
|
|
|
var keySecret string
|
2022-01-14 16:49:27 +00:00
|
|
|
var authStore = environ.getAuthStore(persistence)
|
2022-01-14 16:18:07 +00:00
|
|
|
if err := authStore.Load(&keySecret); err != nil {
|
2022-01-14 07:03:19 +00:00
|
|
|
log.Warnf("telegram session not found, generating new one-time password key for new telegram session...")
|
2021-02-21 08:52:47 +00:00
|
|
|
|
2022-01-14 07:03:19 +00:00
|
|
|
newKey, err := setupNewOTPKey(otpQRCodeImagePath)
|
2021-02-21 08:52:47 +00:00
|
|
|
if err != nil {
|
2022-01-14 07:03:19 +00:00
|
|
|
return errors.Wrapf(err, "failed to setup totp (time-based one time password) key")
|
2021-02-21 08:52:47 +00:00
|
|
|
}
|
|
|
|
|
2022-01-14 16:18:07 +00:00
|
|
|
key = newKey
|
|
|
|
keySecret = key.Secret()
|
|
|
|
if err := authStore.Save(keySecret); err != nil {
|
2022-01-14 07:03:19 +00:00
|
|
|
return err
|
|
|
|
}
|
2021-05-09 17:38:01 +00:00
|
|
|
|
2022-01-14 07:03:19 +00:00
|
|
|
printOtpAuthGuide(otpQRCodeImagePath)
|
2021-02-21 08:52:47 +00:00
|
|
|
|
2022-01-14 16:18:07 +00:00
|
|
|
} else if keySecret != "" {
|
|
|
|
key, err = otp.NewKeyFromURL(keySecret)
|
|
|
|
if err != nil {
|
|
|
|
return err
|
|
|
|
}
|
|
|
|
|
2022-01-16 15:47:26 +00:00
|
|
|
log.Infof("otp key loaded: %s", util.MaskKey(key.Secret()))
|
2022-01-14 07:03:19 +00:00
|
|
|
printOtpAuthGuide(otpQRCodeImagePath)
|
|
|
|
}
|
2021-02-21 08:52:47 +00:00
|
|
|
|
2022-01-14 07:03:19 +00:00
|
|
|
authStrict := false
|
|
|
|
authMode := interact.AuthModeToken
|
2022-01-14 16:29:35 +00:00
|
|
|
authToken := viper.GetString("telegram-bot-auth-token")
|
|
|
|
|
2022-01-14 07:03:19 +00:00
|
|
|
if authToken != "" && key != nil {
|
|
|
|
authStrict = true
|
|
|
|
} else if authToken != "" {
|
|
|
|
authMode = interact.AuthModeToken
|
|
|
|
} else if key != nil {
|
|
|
|
authMode = interact.AuthModeOTP
|
|
|
|
}
|
2021-10-15 08:10:39 +00:00
|
|
|
|
2022-01-14 16:29:35 +00:00
|
|
|
if authMode == interact.AuthModeToken {
|
|
|
|
log.Debugf("found interaction auth token, using token mode for authorization...")
|
|
|
|
printAuthTokenGuide(authToken)
|
|
|
|
}
|
|
|
|
|
2022-01-14 07:03:19 +00:00
|
|
|
interact.AddCustomInteraction(&interact.AuthInteract{
|
|
|
|
Strict: authStrict,
|
|
|
|
Mode: authMode,
|
|
|
|
Token: authToken, // can be empty string here
|
|
|
|
OneTimePasswordKey: key, // can be nil here
|
|
|
|
})
|
2021-02-21 08:52:47 +00:00
|
|
|
return nil
|
|
|
|
}
|
|
|
|
|
2022-01-14 16:49:27 +00:00
|
|
|
func (environ *Environment) getAuthStore(persistence service.PersistenceService) service.Store {
|
2022-01-15 16:25:11 +00:00
|
|
|
id := getAuthStoreID()
|
|
|
|
return persistence.NewStore("bbgo", "auth", id)
|
2022-01-14 16:49:27 +00:00
|
|
|
}
|
|
|
|
|
2022-01-16 11:06:26 +00:00
|
|
|
func (environ *Environment) setupSlack(userConfig *Config, slackToken string, persistence service.PersistenceService) {
|
|
|
|
conf := userConfig.Notifications.Slack
|
|
|
|
if conf == nil {
|
|
|
|
return
|
|
|
|
}
|
2022-01-14 07:03:19 +00:00
|
|
|
|
2022-01-16 11:06:26 +00:00
|
|
|
if !strings.HasPrefix(slackToken, "xoxb-") {
|
|
|
|
log.Error("SLACK_BOT_TOKEN must have the prefix \"xoxb-\".")
|
|
|
|
return
|
|
|
|
}
|
2022-01-14 07:03:19 +00:00
|
|
|
|
2022-01-16 11:06:26 +00:00
|
|
|
// app-level token (for specific api)
|
|
|
|
slackAppToken := viper.GetString("slack-app-token")
|
|
|
|
if !strings.HasPrefix(slackAppToken, "xapp-") {
|
|
|
|
log.Errorf("SLACK_APP_TOKEN must have the prefix \"xapp-\".")
|
|
|
|
return
|
2022-01-14 07:03:19 +00:00
|
|
|
}
|
2022-01-16 11:06:26 +00:00
|
|
|
|
|
|
|
if conf.ErrorChannel != "" {
|
|
|
|
log.Debugf("found slack configured, setting up log hook...")
|
|
|
|
log.AddHook(slacklog.NewLogHook(slackToken, conf.ErrorChannel))
|
|
|
|
}
|
|
|
|
|
|
|
|
log.Debugf("adding slack notifier with default channel: %s", conf.DefaultChannel)
|
|
|
|
|
|
|
|
var client = slack.New(slackToken,
|
|
|
|
slack.OptionDebug(true),
|
|
|
|
slack.OptionLog(stdlog.New(os.Stdout, "api: ", stdlog.Lshortfile|stdlog.LstdFlags)),
|
|
|
|
slack.OptionAppLevelToken(slackAppToken))
|
|
|
|
|
|
|
|
var notifier = slacknotifier.New(client, conf.DefaultChannel)
|
|
|
|
environ.AddNotifier(notifier)
|
|
|
|
|
|
|
|
// allocate a store, so that we can save the chatID for the owner
|
|
|
|
var messenger = interact.NewSlack(client)
|
|
|
|
|
|
|
|
var sessions = interact.SlackSessionMap{}
|
|
|
|
var sessionStore = persistence.NewStore("bbgo", "slack")
|
|
|
|
if err := sessionStore.Load(&sessions); err != nil {
|
|
|
|
log.WithError(err).Errorf("sessions load error")
|
|
|
|
} else {
|
|
|
|
for _, session := range sessions {
|
|
|
|
if session.IsAuthorized() {
|
|
|
|
// notifier.AddChat(session.Chat)
|
|
|
|
}
|
|
|
|
}
|
|
|
|
|
|
|
|
// you must restore the session after the notifier updates
|
|
|
|
// messenger.RestoreSessions(sessions)
|
|
|
|
}
|
|
|
|
|
|
|
|
messenger.OnAuthorized(func(userSession *interact.SlackSession) {
|
|
|
|
if userSession.IsAuthorized() {
|
|
|
|
// notifier.AddChat(userSession.Chat)
|
|
|
|
}
|
|
|
|
|
|
|
|
})
|
|
|
|
interact.AddMessenger(messenger)
|
2022-01-14 07:03:19 +00:00
|
|
|
}
|
|
|
|
|
|
|
|
func (environ *Environment) setupTelegram(userConfig *Config, telegramBotToken string, persistence service.PersistenceService) error {
|
|
|
|
tt := strings.Split(telegramBotToken, ":")
|
|
|
|
telegramID := tt[0]
|
|
|
|
|
|
|
|
bot, err := telebot.NewBot(telebot.Settings{
|
|
|
|
// You can also set custom API URL.
|
|
|
|
// If field is empty it equals to "https://api.telegram.org".
|
|
|
|
// URL: "http://195.129.111.17:8012",
|
|
|
|
Token: telegramBotToken,
|
|
|
|
Poller: &telebot.LongPoller{Timeout: 10 * time.Second},
|
|
|
|
})
|
|
|
|
|
|
|
|
if err != nil {
|
|
|
|
return err
|
|
|
|
}
|
|
|
|
|
2022-01-14 16:18:07 +00:00
|
|
|
var opts []telegramnotifier.Option
|
|
|
|
if userConfig.Notifications != nil && userConfig.Notifications.Telegram != nil {
|
|
|
|
log.Infof("telegram broadcast is enabled")
|
|
|
|
opts = append(opts, telegramnotifier.UseBroadcast())
|
|
|
|
}
|
|
|
|
|
|
|
|
var notifier = telegramnotifier.New(bot, opts...)
|
|
|
|
environ.Notifiability.AddNotifier(notifier)
|
|
|
|
|
2022-01-14 07:03:19 +00:00
|
|
|
// allocate a store, so that we can save the chatID for the owner
|
2022-01-16 11:06:26 +00:00
|
|
|
var messenger = interact.NewTelegram(bot)
|
2022-01-14 07:03:19 +00:00
|
|
|
|
2022-01-15 16:25:11 +00:00
|
|
|
var sessions = interact.TelegramSessionMap{}
|
2022-01-14 07:03:19 +00:00
|
|
|
var sessionStore = persistence.NewStore("bbgo", "telegram", telegramID)
|
2022-01-15 16:39:24 +00:00
|
|
|
if err := sessionStore.Load(&sessions); err != nil {
|
2022-01-19 10:29:24 +00:00
|
|
|
if err != service.ErrPersistenceNotExists {
|
|
|
|
log.WithError(err).Errorf("unexpected persistence error")
|
|
|
|
}
|
2022-01-14 16:18:07 +00:00
|
|
|
} else {
|
2022-01-15 16:25:11 +00:00
|
|
|
for _, session := range sessions {
|
|
|
|
if session.IsAuthorized() {
|
2022-01-15 16:50:43 +00:00
|
|
|
notifier.AddChat(session.Chat)
|
2022-01-15 16:25:11 +00:00
|
|
|
}
|
|
|
|
}
|
2022-01-14 07:03:19 +00:00
|
|
|
|
2022-01-14 16:18:07 +00:00
|
|
|
// you must restore the session after the notifier updates
|
2022-01-15 16:25:11 +00:00
|
|
|
messenger.RestoreSessions(sessions)
|
2022-01-14 07:03:19 +00:00
|
|
|
}
|
|
|
|
|
2022-01-15 16:25:11 +00:00
|
|
|
messenger.OnAuthorized(func(userSession *interact.TelegramSession) {
|
2022-01-15 16:50:43 +00:00
|
|
|
if userSession.IsAuthorized() {
|
|
|
|
notifier.AddChat(userSession.Chat)
|
|
|
|
}
|
|
|
|
|
2022-01-15 16:39:24 +00:00
|
|
|
log.Infof("user session %d got authorized, saving telegram sessions...", userSession.User.ID)
|
2022-01-15 16:25:11 +00:00
|
|
|
if err := sessionStore.Save(messenger.Sessions()); err != nil {
|
2022-01-14 16:18:07 +00:00
|
|
|
log.WithError(err).Errorf("telegram session save error")
|
|
|
|
}
|
|
|
|
})
|
|
|
|
|
2022-01-16 11:06:26 +00:00
|
|
|
interact.AddMessenger(messenger)
|
2022-01-14 07:03:19 +00:00
|
|
|
return nil
|
|
|
|
}
|
|
|
|
|
2021-02-21 08:52:47 +00:00
|
|
|
func writeOTPKeyAsQRCodePNG(key *otp.Key, imagePath string) error {
|
|
|
|
// Convert TOTP key into a PNG
|
|
|
|
var buf bytes.Buffer
|
|
|
|
img, err := key.Image(512, 512)
|
|
|
|
if err != nil {
|
|
|
|
return err
|
|
|
|
}
|
|
|
|
|
|
|
|
if err := png.Encode(&buf, img); err != nil {
|
|
|
|
return err
|
|
|
|
}
|
|
|
|
|
|
|
|
if err := ioutil.WriteFile(imagePath, buf.Bytes(), 0644); err != nil {
|
|
|
|
return err
|
|
|
|
}
|
|
|
|
|
|
|
|
return nil
|
|
|
|
}
|
|
|
|
|
|
|
|
// setupNewOTPKey generates a new otp key and save the secret as a qrcode image
|
|
|
|
func setupNewOTPKey(qrcodeImagePath string) (*otp.Key, error) {
|
|
|
|
key, err := service.NewDefaultTotpKey()
|
|
|
|
if err != nil {
|
|
|
|
return nil, errors.Wrapf(err, "failed to setup totp (time-based one time password) key")
|
|
|
|
}
|
|
|
|
|
|
|
|
printOtpKey(key)
|
|
|
|
|
|
|
|
if err := writeOTPKeyAsQRCodePNG(key, qrcodeImagePath); err != nil {
|
|
|
|
return nil, err
|
|
|
|
}
|
|
|
|
|
|
|
|
return key, nil
|
|
|
|
}
|
|
|
|
|
|
|
|
func printOtpKey(key *otp.Key) {
|
|
|
|
fmt.Println("")
|
2022-01-16 15:47:26 +00:00
|
|
|
fmt.Println("====================================================================")
|
|
|
|
fmt.Println(" PLEASE STORE YOUR OTP KEY SAFELY ")
|
|
|
|
fmt.Println("====================================================================")
|
|
|
|
fmt.Printf(" Issuer: %s\n", key.Issuer())
|
|
|
|
fmt.Printf(" AccountName: %s\n", key.AccountName())
|
|
|
|
fmt.Printf(" Secret: %s\n", key.Secret())
|
|
|
|
fmt.Printf(" Key URL: %s\n", key.URL())
|
2021-02-21 08:52:47 +00:00
|
|
|
fmt.Println("====================================================================")
|
|
|
|
fmt.Println("")
|
|
|
|
}
|
|
|
|
|
2022-01-14 05:41:43 +00:00
|
|
|
func printOtpAuthGuide(qrcodeImagePath string) {
|
2021-02-22 09:06:43 +00:00
|
|
|
fmt.Printf(`
|
|
|
|
To scan your OTP QR code, please run the following command:
|
|
|
|
|
|
|
|
open %s
|
|
|
|
|
2022-01-14 05:41:43 +00:00
|
|
|
For telegram, send the auth command with the generated one-time password to the bbo bot you created to enable the notification:
|
2021-02-22 09:06:43 +00:00
|
|
|
|
2022-01-14 05:41:43 +00:00
|
|
|
/auth
|
2021-02-22 09:06:43 +00:00
|
|
|
|
|
|
|
`, qrcodeImagePath)
|
2021-02-21 08:52:47 +00:00
|
|
|
}
|
|
|
|
|
2022-01-14 05:41:43 +00:00
|
|
|
func printAuthTokenGuide(token string) {
|
2021-02-22 09:06:43 +00:00
|
|
|
fmt.Printf(`
|
2022-01-14 05:41:43 +00:00
|
|
|
For telegram, send the following command to the bbgo bot you created to enable the notification:
|
|
|
|
|
|
|
|
/auth
|
|
|
|
|
|
|
|
And then enter your token
|
2021-02-22 09:06:43 +00:00
|
|
|
|
2022-01-14 05:41:43 +00:00
|
|
|
%s
|
2021-02-22 09:06:43 +00:00
|
|
|
|
|
|
|
`, token)
|
2021-02-21 08:52:47 +00:00
|
|
|
}
|