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Code Issues Actions 2 Packages Projects Releases Wiki Activity

fix subscription initialization

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This commit is contained in:
c9s 2020-10-15 22:36:22 +08:00
parent 113cc8ee48
commit 300609e3db
4 changed files with 48 additions and 21 deletions
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4
cmd/cmdutil/exchange.go
View File

@ -16,7 +16,7 @@ func NewExchange(n types.ExchangeName) (types.Exchange, error) {
key := viper.GetString("binance-api-key")
secret := viper.GetString("binance-api-secret")
if len(key) == 0 || len(secret) == 0 {
return nil, errors.New("empty key or secret")
return nil, errors.New("binance: empty key or secret")
}
return binance.New(key, secret), nil
@ -25,7 +25,7 @@ func NewExchange(n types.ExchangeName) (types.Exchange, error) {
key := viper.GetString("max-api-key")
secret := viper.GetString("max-api-secret")
if len(key) == 0 || len(secret) == 0 {
return nil, errors.New("empty key or secret")
return nil, errors.New("max: empty key or secret")
}
return max.New(key, secret), nil

6
cmd/root.go
View File

@ -36,6 +36,12 @@ func init() {
RootCmd.PersistentFlags().String("slack-token", "", "slack token")
RootCmd.PersistentFlags().String("slack-trading-channel", "dev-bbgo", "slack trading channel")
RootCmd.PersistentFlags().String("slack-error-channel", "bbgo-error", "slack error channel")
RootCmd.PersistentFlags().String("binance-api-key", "", "binance api key")
RootCmd.PersistentFlags().String("binance-api-secret", "", "binance api secret")
RootCmd.PersistentFlags().String("max-api-key", "", "max api key")
RootCmd.PersistentFlags().String("max-api-secret", "", "max api secret")
}
func Run() {

22
pkg/bbgo/trader.go
View File

@ -36,7 +36,7 @@ type ExchangeSession struct {
// Stream is the connection stream of the exchange
Stream types.Stream
Subscriptions []types.Subscription
Subscriptions map[types.Subscription]types.Subscription
Exchange types.Exchange
@ -53,12 +53,12 @@ type ExchangeSession struct {
}
func (session *ExchangeSession) Subscribe(channel types.Channel, symbol string, options types.SubscribeOptions) *ExchangeSession {
session.Subscriptions = append(session.Subscriptions, types.Subscription{
sub := types.Subscription{
Channel: channel,
Symbol: symbol,
Options: options,
})
}
session.Subscriptions[sub] = sub
return session
}
@ -85,6 +85,7 @@ func (environ *Environment) AddExchange(name string, exchange types.Exchange) (s
session = &ExchangeSession{
Name: name,
Exchange: exchange,
Subscriptions: make(map[types.Subscription]types.Subscription),
Markets: make(map[string]types.Market),
Trades: make(map[string][]types.Trade),
LastPrices: make(map[string]float64),
@ -144,10 +145,11 @@ func (environ *Environment) Init(ctx context.Context) (err error) {
return err
}
stream := session.Exchange.NewStream()
session.Stream = stream
session.Account = &Account{Balances: balances}
session.Stream = session.Exchange.NewStream()
session.Account.BindStream(session.Stream)
marketDataStore := NewMarketDataStore()
@ -173,6 +175,12 @@ func (environ *Environment) Init(ctx context.Context) (err error) {
func (environ *Environment) Connect(ctx context.Context) error {
for _, session := range environ.sessions {
for _, s := range session.Subscriptions {
log.Infof("subscribing %s %s %v", s.Symbol, s.Channel, s.Options)
session.Stream.Subscribe(s.Channel, s.Symbol, s.Options)
}
if err := session.Stream.Connect(ctx); err != nil {
return err
}

37
strategies/buyandhold/main.go
View File

@ -1,11 +1,10 @@
package buyandhold
package main
import (
"context"
"fmt"
"strings"
"syscall"
"github.com/jmoiron/sqlx"
log "github.com/sirupsen/logrus"
"github.com/spf13/cobra"
"github.com/spf13/viper"
@ -17,14 +16,23 @@ import (
)
func init() {
rootCmd.Flags().String("exchange", "", "target exchange")
rootCmd.Flags().String("symbol", "", "trading symbol")
}
rootCmd.PersistentFlags().String("binance-api-key", "", "binance api key")
rootCmd.PersistentFlags().String("binance-api-secret", "", "binance api secret")
rootCmd.PersistentFlags().String("max-api-key", "", "max api key")
rootCmd.PersistentFlags().String("max-api-secret", "", "max api secret")
func connectMysql() (*sqlx.DB, error) {
mysqlURL := viper.GetString("mysql-url")
mysqlURL = fmt.Sprintf("%s?parseTime=true", mysqlURL)
return sqlx.Connect("mysql", mysqlURL)
rootCmd.Flags().String("exchange", "binance", "target exchange")
rootCmd.Flags().String("symbol", "BTCUSDT", "trading symbol")
rootCmd.Flags().String("interval", "1h", "kline interval for price change detection")
viper.SetEnvKeyReplacer(strings.NewReplacer("-", "_"))
// Enable environment variable binding, the env vars are not overloaded yet.
viper.AutomaticEnv()
if err := viper.BindPFlags(rootCmd.PersistentFlags()); err != nil {
log.WithError(err).Errorf("failed to bind persistent flags. please check the flag settings.")
}
}
var rootCmd = &cobra.Command{
@ -54,6 +62,11 @@ var rootCmd = &cobra.Command{
return err
}
interval, err := cmd.Flags().GetString("interval")
if err != nil {
return err
}
exchange, err := cmdutil.NewExchange(exchangeName)
if err != nil {
return err
@ -66,10 +79,10 @@ var rootCmd = &cobra.Command{
sessionID := "main"
environ := bbgo.NewEnvironment(db)
environ.AddExchange(sessionID, exchange).Subscribe(types.KLineChannel, symbol, types.SubscribeOptions{})
environ.AddExchange(sessionID, exchange)
trader := bbgo.NewTrader(environ)
trader.AttachStrategy(sessionID, buyandhold.New(symbol, "1h", 0.1))
trader.AttachStrategy(sessionID, buyandhold.New(symbol, interval, 0.1))
// trader.AttachCrossExchangeStrategy(...)
err = trader.Run(ctx)