bbgo_origin/pkg/cmd/run.go

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package cmd
import (
"context"
"io/ioutil"
"os"
"os/exec"
"path/filepath"
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"runtime/pprof"
"syscall"
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"time"
"github.com/pkg/errors"
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log "github.com/sirupsen/logrus"
"github.com/spf13/cobra"
flag "github.com/spf13/pflag"
"github.com/c9s/bbgo/pkg/bbgo"
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"github.com/c9s/bbgo/pkg/cmd/cmdutil"
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"github.com/c9s/bbgo/pkg/grpc"
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"github.com/c9s/bbgo/pkg/server"
)
func init() {
RunCmd.Flags().Bool("no-compile", false, "do not compile wrapper binary")
RunCmd.Flags().Bool("no-sync", false, "do not sync on startup")
RunCmd.Flags().String("totp-key-url", "", "time-based one-time password key URL, if defined, it will be used for restoring the otp key")
RunCmd.Flags().String("totp-issuer", "", "")
RunCmd.Flags().String("totp-account-name", "", "")
RunCmd.Flags().Bool("enable-webserver", false, "enable webserver")
RunCmd.Flags().Bool("enable-web-server", false, "legacy option, this is renamed to --enable-webserver")
RunCmd.Flags().String("webserver-bind", ":8080", "webserver binding")
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RunCmd.Flags().Bool("enable-grpc", false, "enable grpc server")
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RunCmd.Flags().String("grpc-bind", ":50051", "grpc server binding")
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RunCmd.Flags().Bool("setup", false, "use setup mode")
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RootCmd.AddCommand(RunCmd)
}
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var RunCmd = &cobra.Command{
Use: "run",
Short: "run strategies from config file",
// SilenceUsage is an option to silence usage when an error occurs.
SilenceUsage: true,
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RunE: run,
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}
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func runSetup(baseCtx context.Context, userConfig *bbgo.Config, enableApiServer bool) error {
ctx, cancelTrading := context.WithCancel(baseCtx)
defer cancelTrading()
environ := bbgo.NewEnvironment()
trader := bbgo.NewTrader(environ)
if enableApiServer {
go func() {
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s := &server.Server{
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Config: userConfig,
Environ: environ,
Trader: trader,
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OpenInBrowser: true,
Setup: &server.Setup{
Context: ctx,
Cancel: cancelTrading,
Token: "",
},
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}
if err := s.Run(ctx); err != nil {
log.WithError(err).Errorf("server error")
}
}()
}
cmdutil.WaitForSignal(ctx, syscall.SIGINT, syscall.SIGTERM)
cancelTrading()
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// graceful period = 15 second
shutdownCtx, cancelShutdown := context.WithDeadline(ctx, time.Now().Add(15*time.Second))
log.Infof("shutting down...")
trader.Graceful.Shutdown(shutdownCtx)
cancelShutdown()
return nil
}
func BootstrapBacktestEnvironment(ctx context.Context, environ *bbgo.Environment, userConfig *bbgo.Config) error {
if err := environ.ConfigureDatabase(ctx); err != nil {
return err
}
environ.Notifiability = bbgo.Notifiability{
SymbolChannelRouter: bbgo.NewPatternChannelRouter(nil),
SessionChannelRouter: bbgo.NewPatternChannelRouter(nil),
ObjectChannelRouter: bbgo.NewObjectChannelRouter(),
}
return nil
}
func BootstrapEnvironment(ctx context.Context, environ *bbgo.Environment, userConfig *bbgo.Config) error {
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if err := environ.ConfigureDatabase(ctx); err != nil {
return err
}
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if err := environ.ConfigureExchangeSessions(userConfig); err != nil {
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return errors.Wrap(err, "exchange session configure error")
}
if userConfig.Persistence != nil {
if err := environ.ConfigurePersistence(userConfig.Persistence); err != nil {
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return errors.Wrap(err, "persistence configure error")
}
}
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if err := environ.ConfigureNotificationSystem(userConfig); err != nil {
return errors.Wrap(err, "notification configure error")
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}
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return nil
}
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func runConfig(basectx context.Context, cmd *cobra.Command, userConfig *bbgo.Config) error {
noSync, err := cmd.Flags().GetBool("no-sync")
if err != nil {
return err
}
enableWebServer, err := cmd.Flags().GetBool("enable-webserver")
if err != nil {
return err
}
webServerBind, err := cmd.Flags().GetString("webserver-bind")
if err != nil {
return err
}
enableWebServerLegacy, err := cmd.Flags().GetBool("enable-web-server")
if err != nil {
return err
}
if enableWebServerLegacy {
log.Warn("command option --enable-web-server is renamed to --enable-webserver")
enableWebServer = true
}
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enableGrpc, err := cmd.Flags().GetBool("enable-grpc")
if err != nil {
return err
}
grpcBind, err := cmd.Flags().GetString("grpc-bind")
if err != nil {
return err
}
_ = grpcBind
_ = enableGrpc
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ctx, cancelTrading := context.WithCancel(basectx)
defer cancelTrading()
environ := bbgo.NewEnvironment()
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if err := BootstrapEnvironment(ctx, environ, userConfig); err != nil {
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return err
}
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if err := environ.Init(ctx); err != nil {
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return err
}
if !noSync {
if err := environ.Sync(ctx, userConfig); err != nil {
return err
}
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if userConfig.Sync != nil {
environ.BindSync(userConfig.Sync)
}
}
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trader := bbgo.NewTrader(environ)
if err := trader.Configure(userConfig); err != nil {
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return err
}
if err := trader.LoadState(); err != nil {
return err
}
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if err := trader.Run(ctx); err != nil {
return err
}
if enableWebServer {
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go func() {
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s := &server.Server{
Config: userConfig,
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Environ: environ,
Trader: trader,
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}
if err := s.Run(ctx, webServerBind); err != nil {
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log.WithError(err).Errorf("http server bind error")
}
}()
}
if enableGrpc {
go func() {
s := &grpc.Server{
Config: userConfig,
Environ: environ,
Trader: trader,
}
if err := s.ListenAndServe(grpcBind); err != nil {
log.WithError(err).Errorf("grpc server bind error")
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}
}()
}
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cmdutil.WaitForSignal(ctx, syscall.SIGINT, syscall.SIGTERM)
cancelTrading()
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log.Infof("shutting down...")
shutdownCtx, cancelShutdown := context.WithDeadline(ctx, time.Now().Add(30*time.Second))
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trader.Graceful.Shutdown(shutdownCtx)
cancelShutdown()
if err := trader.SaveState(); err != nil {
log.WithError(err).Errorf("can not save strategy states")
}
for _, session := range environ.Sessions() {
if err := session.MarketDataStream.Close(); err != nil {
log.WithError(err).Errorf("[%s] market data stream close error", session.Name)
}
if err := session.UserDataStream.Close(); err != nil {
log.WithError(err).Errorf("[%s] user data stream close error", session.Name)
}
}
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return nil
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}
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func run(cmd *cobra.Command, args []string) error {
setup, err := cmd.Flags().GetBool("setup")
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if err != nil {
return err
}
noCompile, err := cmd.Flags().GetBool("no-compile")
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if err != nil {
return err
}
configFile, err := cmd.Flags().GetString("config")
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if err != nil {
return err
}
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cpuProfile, err := cmd.Flags().GetString("cpu-profile")
if err != nil {
return err
}
if !setup {
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// if it's not setup, then the config file option is required.
if len(configFile) == 0 {
return errors.New("--config option is required")
}
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if _, err := os.Stat(configFile); err != nil {
return err
}
}
ctx, cancel := context.WithCancel(context.Background())
defer cancel()
// for wrapper binary, we can just run the strategies
if bbgo.IsWrapperBinary || (userConfig.Build != nil && len(userConfig.Build.Imports) == 0) || noCompile {
if bbgo.IsWrapperBinary {
log.Infof("running wrapper binary...")
}
if setup {
return runSetup(ctx, userConfig, true)
}
// default setting is false, here load as true
userConfig, err = bbgo.Load(configFile, true)
if err != nil {
return err
}
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if cpuProfile != "" {
f, err := os.Create(cpuProfile)
if err != nil {
log.Fatal("could not create CPU profile: ", err)
}
defer f.Close() // error handling omitted for example
if err := pprof.StartCPUProfile(f); err != nil {
log.Fatal("could not start CPU profile: ", err)
}
defer pprof.StopCPUProfile()
}
return runConfig(ctx, cmd, userConfig)
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}
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return runWrapperBinary(ctx, cmd, userConfig, args)
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}
func runWrapperBinary(ctx context.Context, cmd *cobra.Command, userConfig *bbgo.Config, args []string) error {
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var runArgs = []string{"run"}
cmd.Flags().Visit(func(flag *flag.Flag) {
runArgs = append(runArgs, "--"+flag.Name, flag.Value.String())
})
runArgs = append(runArgs, args...)
runCmd, err := buildAndRun(ctx, userConfig, runArgs...)
if err != nil {
return err
}
if sig := cmdutil.WaitForSignal(ctx, syscall.SIGTERM, syscall.SIGINT); sig != nil {
log.Infof("sending signal to the child process...")
if err := runCmd.Process.Signal(sig); err != nil {
return err
}
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if err := runCmd.Wait(); err != nil {
return err
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}
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}
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return nil
}
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// buildAndRun builds the package natively and run the binary with the given args
func buildAndRun(ctx context.Context, userConfig *bbgo.Config, args ...string) (*exec.Cmd, error) {
packageDir, err := ioutil.TempDir("build", "bbgow")
if err != nil {
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return nil, err
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}
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defer os.RemoveAll(packageDir)
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targetConfig := bbgo.GetNativeBuildTargetConfig()
binary, err := bbgo.Build(ctx, userConfig, targetConfig)
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if err != nil {
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return nil, err
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}
cwd, err := os.Getwd()
if err != nil {
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return nil, err
}
executePath := filepath.Join(cwd, binary)
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runCmd := exec.Command(executePath, args...)
runCmd.Stdout = os.Stdout
runCmd.Stderr = os.Stderr
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return runCmd, runCmd.Start()
}