load exchange sessions dynamically

config/bbgo.yaml

@@ -14,6 +14,7 @@ reportTrades:
     "ethusdt": "bbgo-ethusdt"
     "bnbusdt": "bbgo-bnbusdt"
     "sxpusdt": "bbgo-sxpusdt"
+    "maxusdt": "max-maxusdt"
 
 reportPnL:
 - averageCostBySymbols:
@@ -27,10 +28,10 @@ reportPnL:
 sessions:
   max:
     exchange: max
-    envVarPrefix: "MAX_API_"
+    envVarPrefix: max
   binance:
     exchange: binance
-    envVarPrefix: "BINANCE_API_"
+    envVarPrefix: binance
 
 exchangeStrategies:
 - on: binance

config/xpuremaker.yaml

@@ -24,12 +24,10 @@ reportPnL:
 sessions:
   max:
     exchange: max
-    keyVar: MAX_API_KEY
-    secretVar: MAX_API_SECRET
+    envVarPrefix: max
   binance:
     exchange: binance
-    keyVar: BINANCE_API_KEY
-    secretVar: BINANCE_API_SECRET
+    envVarPrefix: binance
 
 exchangeStrategies:
 - on: max

pkg/cmd/cmdutil/exchange.go

@@ -9,13 +9,16 @@ import (
 	"github.com/c9s/bbgo/pkg/types"
 )
 
-// NewExchange constructor exchange object from viper config.
-func NewExchange(n types.ExchangeName) (types.Exchange, error) {
+func NewExchangeWithEnvVarPrefix(n types.ExchangeName, varPrefix string) (types.Exchange, error) {
+	if len(varPrefix) == 0 {
+		varPrefix = n.String()
+	}
+
 	switch n {
 
 	case types.ExchangeBinance:
-		key := viper.GetString("binance-api-key")
-		secret := viper.GetString("binance-api-secret")
+		key := viper.GetString(varPrefix + "-api-key")
+		secret := viper.GetString(varPrefix + "-api-secret")
 		if len(key) == 0 || len(secret) == 0 {
 			return nil, errors.New("binance: empty key or secret")
 		}
@@ -23,15 +26,21 @@ func NewExchange(n types.ExchangeName) (types.Exchange, error) {
 		return binance.New(key, secret), nil
 
 	case types.ExchangeMax:
-		key := viper.GetString("max-api-key")
-		secret := viper.GetString("max-api-secret")
+		key := viper.GetString(varPrefix + "-api-key")
+		secret := viper.GetString(varPrefix + "-api-secret")
 		if len(key) == 0 || len(secret) == 0 {
 			return nil, errors.New("max: empty key or secret")
 		}
 
 		return max.New(key, secret), nil
 
-	}
+	default:
+		return nil, errors.Errorf("unsupported exchange: %v", n)
 
-	return nil, nil
+	}
+}
+
+// NewExchange constructor exchange object from viper config.
+func NewExchange(n types.ExchangeName) (types.Exchange, error) {
+	return NewExchangeWithEnvVarPrefix(n, "")
 }

pkg/cmd/run.go

@@ -23,6 +23,7 @@ import (
 	"github.com/c9s/bbgo/pkg/config"
 	"github.com/c9s/bbgo/pkg/notifier/slacknotifier"
 	"github.com/c9s/bbgo/pkg/slack/slacklog"
+	"github.com/c9s/bbgo/pkg/types"
 
 	// import built-in strategies
 	_ "github.com/c9s/bbgo/pkg/strategy/buyandhold"
@@ -86,13 +87,39 @@ func runConfig(ctx context.Context, userConfig *config.Config) error {
 		return err
 	}
 
-	environ := bbgo.NewDefaultEnvironment()
+	environ := bbgo.NewEnvironment()
 	environ.SyncTrades(db)
 	environ.ReportTrade(notifierSet)
 
 	trader := bbgo.NewTrader(environ)
 	trader.AddNotifier(notifierSet)
 
+	if len(userConfig.Sessions) == 0 {
+		for _, n := range bbgo.SupportedExchanges {
+			if viper.IsSet(string(n) + "-api-key") {
+				exchange, err := cmdutil.NewExchangeWithEnvVarPrefix(n, "")
+				if err != nil {
+					panic(err)
+				}
+				environ.AddExchange(n.String(), exchange)
+			}
+		}
+	} else {
+		for sessionName, sessionConfig := range userConfig.Sessions {
+			exchangeName, err := types.ValidExchangeName(sessionConfig.ExchangeName)
+			if err != nil {
+				return err
+			}
+
+			exchange, err := cmdutil.NewExchangeWithEnvVarPrefix(exchangeName, sessionConfig.EnvVarPrefix)
+			if err != nil {
+				return err
+			}
+
+			environ.AddExchange(sessionName, exchange)
+		}
+	}
+
 	for _, entry := range userConfig.ExchangeStrategies {
 		for _, mount := range entry.Mounts {
 			log.Infof("attaching strategy %T on %s...", entry.Strategy, mount)
@@ -213,7 +240,6 @@ func build(ctx context.Context, buildDir string, userConfig *config.Config, goOS
 
 	buildTarget := filepath.Join(cwd, buildDir)
 
-
 	binary := fmt.Sprintf("bbgow-%s-%s", goOS, goArch)
 	if output != nil && len(*output) > 0 {
 		binary = *output