bbgo_origin/pkg/cmd/run.go

370 lines
9.6 KiB
Go
Raw Normal View History

package cmd
import (
"bytes"
"context"
"fmt"
2020-12-11 09:07:19 +00:00
"image/png"
"io/ioutil"
"os"
"os/exec"
"path/filepath"
"strings"
"syscall"
2020-11-12 06:50:08 +00:00
"time"
"github.com/pkg/errors"
2020-12-11 09:07:19 +00:00
"github.com/pquerna/otp"
2020-10-24 07:43:55 +00:00
log "github.com/sirupsen/logrus"
"github.com/spf13/cobra"
flag "github.com/spf13/pflag"
"github.com/spf13/viper"
2020-12-08 06:20:49 +00:00
tb "gopkg.in/tucnak/telebot.v2"
"github.com/c9s/bbgo/pkg/bbgo"
2020-10-21 07:58:58 +00:00
"github.com/c9s/bbgo/pkg/cmd/cmdutil"
"github.com/c9s/bbgo/pkg/notifier/slacknotifier"
2020-12-05 06:20:27 +00:00
"github.com/c9s/bbgo/pkg/notifier/telegramnotifier"
"github.com/c9s/bbgo/pkg/service"
"github.com/c9s/bbgo/pkg/slack/slacklog"
)
func init() {
RunCmd.Flags().Bool("no-compile", false, "do not compile wrapper binary")
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", "", "")
2021-01-24 11:07:56 +00:00
RunCmd.Flags().Count("enable-api-server", "enable api server")
2020-10-23 06:28:07 +00:00
RunCmd.Flags().String("since", "", "pnl since time")
RootCmd.AddCommand(RunCmd)
}
2020-12-31 09:07:12 +00:00
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,
RunE: run,
}
2021-01-24 11:07:56 +00:00
func runConfig(basectx context.Context, userConfig *bbgo.Config, enableApiServer bool) error {
ctx, cancelTrading := context.WithCancel(basectx)
2020-12-21 07:47:20 +00:00
defer cancelTrading()
2020-10-27 01:38:29 +00:00
environ := bbgo.NewEnvironment()
2020-10-23 06:49:54 +00:00
2021-01-21 04:06:03 +00:00
if err := environ.ConfigureDatabase(ctx); err != nil {
return err
2020-10-23 06:49:54 +00:00
}
2020-12-29 08:00:03 +00:00
if err := environ.AddExchangesFromConfig(userConfig); err != nil {
return err
2020-10-26 09:00:17 +00:00
}
2020-12-08 07:03:52 +00:00
if userConfig.Persistence != nil {
if err := environ.ConfigurePersistence(userConfig.Persistence); err != nil {
return err
}
}
2020-10-30 21:21:17 +00:00
notification := bbgo.Notifiability{
2020-10-27 01:38:29 +00:00
SymbolChannelRouter: bbgo.NewPatternChannelRouter(nil),
SessionChannelRouter: bbgo.NewPatternChannelRouter(nil),
ObjectChannelRouter: bbgo.NewObjectChannelRouter(),
}
// for slack
slackToken := viper.GetString("slack-token")
2020-10-27 12:41:08 +00:00
if len(slackToken) > 0 && userConfig.Notifications != nil {
2020-10-27 01:38:29 +00:00
if conf := userConfig.Notifications.Slack; conf != nil {
if conf.ErrorChannel != "" {
log.Infof("found slack configured, setting up log hook...")
log.AddHook(slacklog.NewLogHook(slackToken, conf.ErrorChannel))
}
log.Infof("adding slack notifier with default channel: %s", conf.DefaultChannel)
2020-10-27 01:38:29 +00:00
var notifier = slacknotifier.New(slackToken, conf.DefaultChannel)
2020-10-30 21:21:17 +00:00
notification.AddNotifier(notifier)
2020-10-27 01:38:29 +00:00
}
}
2020-12-05 06:20:27 +00:00
// for telegram
telegramBotToken := viper.GetString("telegram-bot-token")
telegramBotAuthToken := viper.GetString("telegram-bot-auth-token")
2020-12-11 09:07:19 +00:00
if len(telegramBotToken) > 0 {
log.Infof("initializing telegram bot...")
2020-12-08 06:20:49 +00:00
bot, err := tb.NewBot(tb.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: &tb.LongPoller{Timeout: 10 * time.Second},
})
if err != nil {
return err
}
2020-12-05 06:20:27 +00:00
2020-12-11 09:07:19 +00:00
var persistence bbgo.PersistenceService = bbgo.NewMemoryService()
var sessionStore = persistence.NewStore("bbgo", "telegram")
tt := strings.Split(bot.Token, ":")
telegramID := tt[0]
if environ.PersistenceServiceFacade != nil {
if environ.PersistenceServiceFacade.Redis != nil {
2020-12-11 09:07:19 +00:00
persistence = environ.PersistenceServiceFacade.Redis
sessionStore = persistence.NewStore("bbgo", "telegram", telegramID)
}
2020-12-08 07:09:17 +00:00
}
2020-12-05 06:20:27 +00:00
2020-12-11 09:07:19 +00:00
interaction := telegramnotifier.NewInteraction(bot, sessionStore)
if len(telegramBotAuthToken) > 0 {
log.Infof("telegram bot auth token is set, using fixed token for authorization...")
interaction.SetAuthToken(telegramBotAuthToken)
log.Infof("send the following command to the bbgo bot you created to enable the notification")
log.Infof("")
log.Infof("")
log.Infof(" /auth %s", telegramBotAuthToken)
log.Infof("")
log.Infof("")
}
var session telegramnotifier.Session
if err := sessionStore.Load(&session); err != nil || session.Owner == nil {
log.Warnf("session not found, generating new one-time password key for new session...")
key, err := service.NewDefaultTotpKey()
if err != nil {
return errors.Wrapf(err, "failed to setup totp (time-based one time password) key")
}
displayOTPKey(key)
qrcodeImagePath := fmt.Sprintf("otp-%s.png", telegramID)
err = writeOTPKeyAsQRCodePNG(key, qrcodeImagePath)
log.Infof("To scan your OTP QR code, please run the following command:")
log.Infof("")
log.Infof("")
log.Infof(" open %s", qrcodeImagePath)
log.Infof("")
log.Infof("")
log.Infof("send the auth command with the generated one-time password to the bbgo bot you created to enable the notification")
log.Infof("")
log.Infof("")
log.Infof(" /auth {code}")
log.Infof("")
log.Infof("")
session = telegramnotifier.NewSession(key)
if err := sessionStore.Save(&session); err != nil {
return errors.Wrap(err, "failed to save session")
}
}
go interaction.Start(session)
var notifier = telegramnotifier.New(interaction)
2020-12-05 06:20:27 +00:00
notification.AddNotifier(notifier)
}
2020-10-30 21:21:17 +00:00
environ.Notifiability = notification
2020-10-27 01:38:29 +00:00
2020-10-30 21:21:17 +00:00
if userConfig.Notifications != nil {
2020-12-07 03:43:17 +00:00
if err := environ.ConfigureNotification(userConfig.Notifications); err != nil {
return err
}
2020-10-27 01:38:29 +00:00
}
2020-10-30 21:21:17 +00:00
trader := bbgo.NewTrader(environ)
if userConfig.RiskControls != nil {
trader.SetRiskControls(userConfig.RiskControls)
}
for _, entry := range userConfig.ExchangeStrategies {
2020-10-23 06:49:54 +00:00
for _, mount := range entry.Mounts {
2020-10-24 07:43:55 +00:00
log.Infof("attaching strategy %T on %s...", entry.Strategy, mount)
2020-10-23 06:49:54 +00:00
trader.AttachStrategyOn(mount, entry.Strategy)
}
}
for _, strategy := range userConfig.CrossExchangeStrategies {
log.Infof("attaching cross exchange strategy %T", strategy)
2020-10-23 06:49:54 +00:00
trader.AttachCrossExchangeStrategy(strategy)
}
for _, report := range userConfig.PnLReporters {
2020-10-23 06:49:54 +00:00
if len(report.AverageCostBySymbols) > 0 {
2020-10-26 05:48:59 +00:00
log.Infof("setting up average cost pnl reporter on symbols: %v", report.AverageCostBySymbols)
trader.ReportPnL().
2020-10-23 06:49:54 +00:00
AverageCostBySymbols(report.AverageCostBySymbols...).
Of(report.Of...).
When(report.When...)
2020-10-26 05:48:59 +00:00
2020-10-23 06:49:54 +00:00
} else {
2020-11-09 08:34:35 +00:00
return fmt.Errorf("unsupported PnL reporter: %+v", report)
2020-10-23 06:49:54 +00:00
}
}
2020-11-12 06:50:08 +00:00
if err := trader.Run(ctx); err != nil {
return err
}
2021-01-24 11:07:56 +00:00
if enableApiServer {
go func() {
if err := bbgo.RunServer(ctx, userConfig, environ); err != nil {
log.WithError(err).Errorf("server error")
}
}()
}
2020-11-12 06:50:08 +00:00
cmdutil.WaitForSignal(ctx, syscall.SIGINT, syscall.SIGTERM)
cancelTrading()
shutdownCtx, cancelShutdown := context.WithDeadline(ctx, time.Now().Add(30*time.Second))
2020-11-12 06:50:08 +00:00
2020-11-12 06:59:47 +00:00
log.Infof("shutting down...")
2020-11-12 06:50:08 +00:00
trader.Graceful.Shutdown(shutdownCtx)
cancelShutdown()
2020-11-12 06:50:08 +00:00
return nil
2020-10-23 06:49:54 +00:00
}
2020-12-31 09:07:12 +00:00
func run(cmd *cobra.Command, args []string) error {
configFile, err := cmd.Flags().GetString("config")
if err != nil {
return err
}
2020-12-31 09:07:12 +00:00
if len(configFile) == 0 {
return errors.New("--config option is required")
}
2020-12-31 09:07:12 +00:00
noCompile, err := cmd.Flags().GetBool("no-compile")
if err != nil {
return err
}
2020-12-31 09:07:12 +00:00
ctx, cancel := context.WithCancel(context.Background())
defer cancel()
2020-12-31 09:07:12 +00:00
userConfig, err := bbgo.Load(configFile, false)
if err != nil {
return err
}
2021-01-24 11:07:56 +00:00
enableApiServer, err := cmd.Flags().GetCount("enable-api-server")
if err != nil {
return err
}
// for wrapper binary, we can just run the strategies
2021-01-22 17:01:36 +00:00
if bbgo.IsWrapperBinary || (userConfig.Build != nil && len(userConfig.Build.Imports) == 0) || noCompile {
2020-12-31 09:07:12 +00:00
userConfig, err = bbgo.Load(configFile, true)
if err != nil {
return err
}
if bbgo.IsWrapperBinary {
log.Infof("running wrapper binary...")
}
2021-01-24 11:07:56 +00:00
if err := runConfig(ctx, userConfig, enableApiServer > 0); err != nil {
2020-12-31 09:07:12 +00:00
return err
}
2020-12-09 08:13:20 +00:00
2020-12-31 09:07:12 +00:00
return nil
} else {
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
}
if err := runCmd.Wait(); err != nil {
return err
}
2020-11-23 08:36:03 +00:00
}
2020-12-31 09:07:12 +00:00
}
2020-11-23 08:36:03 +00:00
2020-12-31 09:07:12 +00:00
return nil
}
2021-01-21 04:06:03 +00:00
// 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 {
2021-01-21 04:06:03 +00:00
return nil, err
2020-10-26 05:27:07 +00:00
}
2021-01-21 04:06:03 +00:00
defer os.RemoveAll(packageDir)
2020-10-26 05:27:07 +00:00
2021-01-21 04:06:03 +00:00
targetConfig := bbgo.GetNativeBuildTargetConfig()
binary, err := bbgo.Build(ctx, userConfig, targetConfig)
2020-10-26 05:27:07 +00:00
if err != nil {
2020-11-23 08:36:03 +00:00
return nil, err
2020-10-26 05:27:07 +00:00
}
cwd, err := os.Getwd()
if err != nil {
2020-11-23 08:36:03 +00:00
return nil, err
}
executePath := filepath.Join(cwd, binary)
2020-11-23 08:36:03 +00:00
runCmd := exec.Command(executePath, args...)
runCmd.Stdout = os.Stdout
runCmd.Stderr = os.Stderr
2020-11-23 08:36:03 +00:00
return runCmd, runCmd.Start()
}
2020-12-11 09:07:19 +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
}
func displayOTPKey(key *otp.Key) {
log.Infof("")
log.Infof("====================PLEASE STORE YOUR OTP KEY=======================")
log.Infof("")
log.Infof("Issuer: %s", key.Issuer())
log.Infof("AccountName: %s", key.AccountName())
log.Infof("Secret: %s", key.Secret())
2020-12-11 09:08:06 +00:00
log.Infof("Key URL: %s", key.URL())
2020-12-11 09:07:19 +00:00
log.Infof("")
log.Infof("====================================================================")
log.Infof("")
}