2020-10-21 07:57:14 +00:00
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package cmd
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import (
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2020-10-24 07:38:13 +00:00
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"bytes"
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2020-10-21 07:57:14 +00:00
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"context"
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2020-10-26 03:41:21 +00:00
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"fmt"
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2020-10-24 07:38:13 +00:00
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"io/ioutil"
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"os"
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"os/exec"
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"path/filepath"
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2020-10-24 08:28:42 +00:00
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"runtime"
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2020-12-11 06:40:04 +00:00
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"strings"
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2020-10-21 07:57:14 +00:00
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"syscall"
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2020-10-24 07:38:13 +00:00
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"text/template"
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2020-11-12 06:50:08 +00:00
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"time"
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2020-10-21 07:57:14 +00:00
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"github.com/pkg/errors"
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2020-10-24 07:43:55 +00:00
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log "github.com/sirupsen/logrus"
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2020-10-21 07:57:14 +00:00
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"github.com/spf13/cobra"
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2020-10-24 07:38:13 +00:00
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flag "github.com/spf13/pflag"
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2020-10-21 07:57:14 +00:00
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"github.com/spf13/viper"
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2020-12-08 06:20:49 +00:00
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tb "gopkg.in/tucnak/telebot.v2"
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2020-10-21 07:57:14 +00:00
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"github.com/c9s/bbgo/pkg/bbgo"
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2020-10-21 07:58:58 +00:00
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"github.com/c9s/bbgo/pkg/cmd/cmdutil"
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2020-10-21 09:10:47 +00:00
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"github.com/c9s/bbgo/pkg/notifier/slacknotifier"
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2020-12-05 06:20:27 +00:00
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"github.com/c9s/bbgo/pkg/notifier/telegramnotifier"
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2020-12-11 06:40:04 +00:00
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"github.com/c9s/bbgo/pkg/service"
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2020-10-21 07:57:14 +00:00
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"github.com/c9s/bbgo/pkg/slack/slacklog"
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2020-10-26 09:00:17 +00:00
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"github.com/c9s/bbgo/pkg/types"
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2020-10-21 07:57:14 +00:00
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)
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func init() {
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2020-10-24 07:38:13 +00:00
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RunCmd.Flags().Bool("no-compile", false, "do not compile wrapper binary")
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2020-10-24 08:28:42 +00:00
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RunCmd.Flags().String("os", runtime.GOOS, "GOOS")
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RunCmd.Flags().String("arch", runtime.GOARCH, "GOARCH")
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2020-12-11 06:40:04 +00:00
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RunCmd.Flags().String("totp-issuer", "", "")
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RunCmd.Flags().String("totp-account-name", "", "")
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2020-11-15 05:23:26 +00:00
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RunCmd.Flags().String("config", "", "config file")
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2020-10-23 06:28:07 +00:00
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RunCmd.Flags().String("since", "", "pnl since time")
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RootCmd.AddCommand(RunCmd)
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2020-10-21 07:57:14 +00:00
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}
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2020-10-26 05:27:07 +00:00
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var wrapperTemplate = template.Must(template.New("main").Parse(`package main
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2020-10-24 07:38:13 +00:00
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// DO NOT MODIFY THIS FILE. THIS FILE IS GENERATED FOR IMPORTING STRATEGIES
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import (
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"github.com/c9s/bbgo/pkg/cmd"
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{{- range .Imports }}
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_ "{{ . }}"
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{{- end }}
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)
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func main() {
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cmd.Execute()
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}
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`))
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2020-10-26 13:45:02 +00:00
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func compileRunFile(filepath string, config *bbgo.Config) error {
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2020-10-24 07:38:13 +00:00
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var buf = bytes.NewBuffer(nil)
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2020-10-26 05:27:07 +00:00
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if err := wrapperTemplate.Execute(buf, config); err != nil {
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2020-10-23 06:49:54 +00:00
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return err
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}
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2020-10-24 07:38:13 +00:00
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return ioutil.WriteFile(filepath, buf.Bytes(), 0644)
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}
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2020-11-17 00:19:22 +00:00
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func runConfig(basectx context.Context, userConfig *bbgo.Config) error {
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ctx, cancelTrading := context.WithCancel(basectx)
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2020-10-27 01:38:29 +00:00
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environ := bbgo.NewEnvironment()
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2020-10-23 06:49:54 +00:00
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2020-11-02 14:22:17 +00:00
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if viper.IsSet("mysql-url") {
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db, err := cmdutil.ConnectMySQL()
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if err != nil {
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return err
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}
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environ.SyncTrades(db)
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2020-10-23 06:49:54 +00:00
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}
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2020-10-26 09:00:17 +00:00
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if len(userConfig.Sessions) == 0 {
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for _, n := range bbgo.SupportedExchanges {
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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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panic(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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} else {
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for sessionName, sessionConfig := range userConfig.Sessions {
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exchangeName, err := types.ValidExchangeName(sessionConfig.ExchangeName)
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if err != nil {
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return err
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}
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exchange, err := cmdutil.NewExchangeWithEnvVarPrefix(exchangeName, sessionConfig.EnvVarPrefix)
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if err != nil {
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return err
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}
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environ.AddExchange(sessionName, exchange)
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}
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}
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2020-10-30 20:36:45 +00:00
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2020-12-08 07:03:52 +00:00
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if userConfig.Persistence != nil {
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if err := environ.ConfigurePersistence(userConfig.Persistence); err != nil {
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return err
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}
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}
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2020-10-30 21:21:17 +00:00
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notification := bbgo.Notifiability{
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2020-10-27 01:38:29 +00:00
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SymbolChannelRouter: bbgo.NewPatternChannelRouter(nil),
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SessionChannelRouter: bbgo.NewPatternChannelRouter(nil),
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ObjectChannelRouter: bbgo.NewObjectChannelRouter(),
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}
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// for slack
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slackToken := viper.GetString("slack-token")
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2020-10-27 12:41:08 +00:00
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if len(slackToken) > 0 && userConfig.Notifications != nil {
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2020-10-27 01:38:29 +00:00
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if conf := userConfig.Notifications.Slack; conf != nil {
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if conf.ErrorChannel != "" {
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log.Infof("found slack configured, setting up log hook...")
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log.AddHook(slacklog.NewLogHook(slackToken, conf.ErrorChannel))
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}
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2020-10-28 09:24:47 +00:00
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log.Infof("adding slack notifier with default channel: %s", conf.DefaultChannel)
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2020-10-27 01:38:29 +00:00
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var notifier = slacknotifier.New(slackToken, conf.DefaultChannel)
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2020-10-30 21:21:17 +00:00
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notification.AddNotifier(notifier)
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2020-10-27 01:38:29 +00:00
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}
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}
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2020-12-05 06:20:27 +00:00
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// for telegram
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telegramBotToken := viper.GetString("telegram-bot-token")
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2020-12-11 06:40:04 +00:00
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telegramBotAuthToken := viper.GetString("telegram-bot-auth-token")
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if len(telegramBotToken) > 0 && len(telegramBotAuthToken) > 0 {
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2020-12-08 06:25:30 +00:00
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log.Infof("setting up telegram notifier...")
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2020-12-11 06:40:04 +00:00
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key, err := service.NewDefaultTotpKey()
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if err != nil {
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return errors.Wrapf(err, "failed to setup totp (time-based one time password) key")
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}
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_ = key
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2020-12-08 06:20:49 +00:00
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bot, err := tb.NewBot(tb.Settings{
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// You can also set custom API URL.
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// If field is empty it equals to "https://api.telegram.org".
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// URL: "http://195.129.111.17:8012",
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Token: telegramBotToken,
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Poller: &tb.LongPoller{Timeout: 10 * time.Second},
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})
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if err != nil {
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return err
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}
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2020-12-05 06:20:27 +00:00
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2020-12-11 06:40:04 +00:00
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var store = bbgo.NewMemoryService().NewStore("bbgo", "telegram")
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if environ.PersistenceServiceFacade != nil {
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tt := strings.Split(bot.Token, ":")
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telegramID := tt[0]
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if environ.PersistenceServiceFacade.Redis != nil {
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store = environ.PersistenceServiceFacade.Redis.NewStore("bbgo", "telegram", telegramID)
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}
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2020-12-08 07:09:17 +00:00
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}
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2020-12-05 06:20:27 +00:00
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2020-12-11 06:40:04 +00:00
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interaction := telegramnotifier.NewInteraction(bot, store)
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2020-12-11 07:58:05 +00:00
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interaction.SetAuthToken(telegramBotAuthToken)
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2020-12-11 06:40:04 +00:00
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go interaction.Start()
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2020-12-08 06:25:30 +00:00
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log.Infof("send the following command to the bbgo bot you created to enable the notification...")
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2020-12-08 06:41:51 +00:00
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log.Infof("===========================================")
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log.Infof("")
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2020-12-11 06:40:04 +00:00
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log.Infof(" /auth %s", telegramBotAuthToken)
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2020-12-08 06:41:51 +00:00
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log.Infof("")
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log.Infof("===========================================")
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2020-12-11 06:40:04 +00:00
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var notifier = telegramnotifier.New(interaction)
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2020-12-05 06:20:27 +00:00
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notification.AddNotifier(notifier)
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}
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2020-10-30 21:21:17 +00:00
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environ.Notifiability = notification
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2020-10-27 01:38:29 +00:00
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2020-10-30 21:21:17 +00:00
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if userConfig.Notifications != nil {
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2020-12-07 03:43:17 +00:00
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if err := environ.ConfigureNotification(userConfig.Notifications); err != nil {
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return err
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}
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2020-10-27 01:38:29 +00:00
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}
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2020-10-30 21:21:17 +00:00
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trader := bbgo.NewTrader(environ)
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2020-10-27 01:58:21 +00:00
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if userConfig.RiskControls != nil {
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trader.SetRiskControls(userConfig.RiskControls)
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}
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2020-10-26 07:31:13 +00:00
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for _, entry := range userConfig.ExchangeStrategies {
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2020-10-23 06:49:54 +00:00
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for _, mount := range entry.Mounts {
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2020-10-24 07:43:55 +00:00
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log.Infof("attaching strategy %T on %s...", entry.Strategy, mount)
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2020-10-23 06:49:54 +00:00
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trader.AttachStrategyOn(mount, entry.Strategy)
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}
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}
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2020-10-26 07:31:13 +00:00
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for _, strategy := range userConfig.CrossExchangeStrategies {
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2020-11-17 00:19:22 +00:00
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log.Infof("attaching cross exchange strategy %T", strategy)
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2020-10-23 06:49:54 +00:00
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trader.AttachCrossExchangeStrategy(strategy)
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}
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2020-10-26 07:31:13 +00:00
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for _, report := range userConfig.PnLReporters {
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2020-10-23 06:49:54 +00:00
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if len(report.AverageCostBySymbols) > 0 {
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2020-10-26 05:48:59 +00:00
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2020-10-26 07:31:13 +00:00
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log.Infof("setting up average cost pnl reporter on symbols: %v", report.AverageCostBySymbols)
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2020-10-27 05:54:39 +00:00
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trader.ReportPnL().
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2020-10-23 06:49:54 +00:00
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AverageCostBySymbols(report.AverageCostBySymbols...).
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Of(report.Of...).
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When(report.When...)
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2020-10-26 05:48:59 +00:00
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2020-10-23 06:49:54 +00:00
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} else {
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2020-11-09 08:34:35 +00:00
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return fmt.Errorf("unsupported PnL reporter: %+v", report)
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2020-10-23 06:49:54 +00:00
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}
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}
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2020-11-12 06:50:08 +00:00
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if err := trader.Run(ctx); err != nil {
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return err
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}
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cmdutil.WaitForSignal(ctx, syscall.SIGINT, syscall.SIGTERM)
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2020-11-17 00:19:22 +00:00
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cancelTrading()
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shutdownCtx, cancelShutdown := context.WithDeadline(ctx, time.Now().Add(30*time.Second))
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2020-11-12 06:50:08 +00:00
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2020-11-12 06:59:47 +00:00
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log.Infof("shutting down...")
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2020-11-12 06:50:08 +00:00
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trader.Graceful.Shutdown(shutdownCtx)
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2020-11-17 00:19:22 +00:00
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cancelShutdown()
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2020-11-12 06:50:08 +00:00
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return nil
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2020-10-23 06:49:54 +00:00
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}
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2020-10-23 06:28:07 +00:00
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var RunCmd = &cobra.Command{
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2020-10-21 07:57:14 +00:00
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Use: "run",
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2020-10-23 06:49:54 +00:00
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Short: "run strategies from config file",
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2020-10-21 07:57:14 +00:00
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// SilenceUsage is an option to silence usage when an error occurs.
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SilenceUsage: true,
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RunE: func(cmd *cobra.Command, args []string) error {
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configFile, err := cmd.Flags().GetString("config")
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if err != nil {
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return err
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}
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if len(configFile) == 0 {
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2020-10-23 06:49:54 +00:00
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return errors.New("--config option is required")
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2020-10-21 07:57:14 +00:00
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}
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2020-10-24 07:38:13 +00:00
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noCompile, err := cmd.Flags().GetBool("no-compile")
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if err != nil {
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return err
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}
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2020-10-21 07:57:14 +00:00
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ctx, cancel := context.WithCancel(context.Background())
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defer cancel()
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2020-12-06 03:40:22 +00:00
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userConfig, err := bbgo.LoadBuildConfig(configFile)
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2020-10-24 07:38:13 +00:00
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if err != nil {
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return err
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}
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2020-10-21 07:57:14 +00:00
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2020-12-09 08:13:20 +00:00
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shouldCompile := len(userConfig.Imports) > 0
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2020-10-24 08:28:42 +00:00
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// if there is no custom imports, we don't have to compile
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2020-12-09 08:13:20 +00:00
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if noCompile || !shouldCompile {
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2020-11-15 05:23:26 +00:00
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userConfig, err = bbgo.Load(configFile)
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if err != nil {
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return err
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}
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log.Infof("running config without wrapper binary...")
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2020-10-24 07:38:13 +00:00
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if err := runConfig(ctx, userConfig); err != nil {
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return err
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}
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2020-11-12 06:50:08 +00:00
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2020-10-24 07:38:13 +00:00
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return nil
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2020-10-24 08:28:42 +00:00
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}
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2020-10-24 07:38:13 +00:00
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2020-10-26 05:27:07 +00:00
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var runArgs = []string{"run", "--no-compile"}
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2020-10-24 08:28:42 +00:00
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cmd.Flags().Visit(func(flag *flag.Flag) {
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2020-11-17 00:19:22 +00:00
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runArgs = append(runArgs, "--"+flag.Name, flag.Value.String())
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2020-10-24 08:28:42 +00:00
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})
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2020-10-26 05:27:07 +00:00
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runArgs = append(runArgs, args...)
|
2020-10-24 07:38:13 +00:00
|
|
|
|
2020-10-24 08:28:42 +00:00
|
|
|
goOS, err := cmd.Flags().GetString("os")
|
|
|
|
if err != nil {
|
|
|
|
return err
|
|
|
|
}
|
2020-10-24 07:38:13 +00:00
|
|
|
|
2020-10-24 08:28:42 +00:00
|
|
|
goArch, err := cmd.Flags().GetString("arch")
|
|
|
|
if err != nil {
|
|
|
|
return err
|
|
|
|
}
|
2020-10-24 07:38:13 +00:00
|
|
|
|
2020-11-23 08:36:03 +00:00
|
|
|
runCmd, err := buildAndRun(ctx, userConfig, goOS, goArch, 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
|
|
|
|
}
|
|
|
|
}
|
|
|
|
|
|
|
|
return nil
|
2020-10-24 08:28:42 +00:00
|
|
|
},
|
|
|
|
}
|
2020-10-24 07:38:13 +00:00
|
|
|
|
2020-10-26 13:45:02 +00:00
|
|
|
func compile(buildDir string, userConfig *bbgo.Config) error {
|
2020-10-24 08:28:42 +00:00
|
|
|
if _, err := os.Stat(buildDir); os.IsNotExist(err) {
|
|
|
|
if err := os.MkdirAll(buildDir, 0777); err != nil {
|
|
|
|
return errors.Wrapf(err, "can not create build directory: %s", buildDir)
|
2020-10-24 07:38:13 +00:00
|
|
|
}
|
2020-10-24 08:28:42 +00:00
|
|
|
}
|
2020-10-24 07:38:13 +00:00
|
|
|
|
2020-10-24 08:28:42 +00:00
|
|
|
mainFile := filepath.Join(buildDir, "main.go")
|
|
|
|
if err := compileRunFile(mainFile, userConfig); err != nil {
|
|
|
|
return errors.Wrap(err, "compile error")
|
|
|
|
}
|
|
|
|
|
|
|
|
return nil
|
|
|
|
}
|
|
|
|
|
2020-10-26 13:45:02 +00:00
|
|
|
func build(ctx context.Context, buildDir string, userConfig *bbgo.Config, goOS, goArch string, output *string) (string, error) {
|
2020-10-24 08:28:42 +00:00
|
|
|
if err := compile(buildDir, userConfig); err != nil {
|
2020-10-26 05:27:07 +00:00
|
|
|
return "", err
|
2020-10-24 08:28:42 +00:00
|
|
|
}
|
|
|
|
|
|
|
|
cwd, err := os.Getwd()
|
|
|
|
if err != nil {
|
2020-10-26 05:27:07 +00:00
|
|
|
return "", err
|
2020-10-24 08:28:42 +00:00
|
|
|
}
|
|
|
|
|
2020-10-26 05:56:48 +00:00
|
|
|
buildEnvs := []string{
|
|
|
|
"GOOS=" + goOS,
|
|
|
|
"GOARCH=" + goArch,
|
|
|
|
}
|
|
|
|
|
2020-10-24 08:28:42 +00:00
|
|
|
buildTarget := filepath.Join(cwd, buildDir)
|
2020-10-26 05:56:48 +00:00
|
|
|
|
2020-10-26 03:41:21 +00:00
|
|
|
binary := fmt.Sprintf("bbgow-%s-%s", goOS, goArch)
|
2020-10-26 05:56:48 +00:00
|
|
|
if output != nil && len(*output) > 0 {
|
2020-10-26 05:27:07 +00:00
|
|
|
binary = *output
|
|
|
|
}
|
2020-10-26 03:41:21 +00:00
|
|
|
|
2020-10-26 05:56:48 +00:00
|
|
|
log.Infof("building binary %s from %s...", binary, buildTarget)
|
2020-10-26 03:41:21 +00:00
|
|
|
buildCmd := exec.CommandContext(ctx, "go", "build", "-tags", "wrapper", "-o", binary, buildTarget)
|
2020-10-24 08:28:42 +00:00
|
|
|
buildCmd.Env = append(os.Environ(), buildEnvs...)
|
|
|
|
|
|
|
|
buildCmd.Stdout = os.Stdout
|
|
|
|
buildCmd.Stderr = os.Stderr
|
|
|
|
if err := buildCmd.Run(); err != nil {
|
2020-10-26 05:56:48 +00:00
|
|
|
return binary, err
|
2020-10-26 05:27:07 +00:00
|
|
|
}
|
|
|
|
|
|
|
|
return binary, nil
|
|
|
|
}
|
|
|
|
|
2020-11-23 08:36:03 +00:00
|
|
|
func buildAndRun(ctx context.Context, userConfig *bbgo.Config, goOS, goArch string, args ...string) (*exec.Cmd, error) {
|
2020-10-26 05:27:07 +00:00
|
|
|
buildDir := filepath.Join("build", "bbgow")
|
|
|
|
|
|
|
|
binary, err := build(ctx, buildDir, userConfig, goOS, goArch, nil)
|
|
|
|
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
|
2020-10-24 08:28:42 +00:00
|
|
|
}
|
|
|
|
|
2020-10-26 03:41:21 +00:00
|
|
|
executePath := filepath.Join(cwd, binary)
|
2020-10-24 08:28:42 +00:00
|
|
|
|
|
|
|
log.Infof("running wrapper binary, args: %v", args)
|
2020-11-23 08:36:03 +00:00
|
|
|
runCmd := exec.Command(executePath, args...)
|
2020-10-24 08:28:42 +00:00
|
|
|
runCmd.Stdout = os.Stdout
|
|
|
|
runCmd.Stderr = os.Stderr
|
2020-11-23 08:36:03 +00:00
|
|
|
return runCmd, runCmd.Start()
|
2020-10-21 07:57:14 +00:00
|
|
|
}
|