support exchange session test from the setup wizard

frontend/api/bbgo.js

@@ -2,6 +2,16 @@ import axios from "axios";
 
 const baseURL = process.env.NODE_ENV === "development" ? "http://localhost:8080" : ""
 
+export function testSessionConnection(data, cb) {
+    return axios.post(baseURL + '/api/sessions/test-connection', data, {
+        headers: {
+            'Content-Type': 'application/json',
+        }
+    }).then(response => {
+        cb(response.data)
+    });
+}
+
 export function querySessions(cb) {
     axios.get(baseURL + '/api/sessions', {})
         .then(response => {

frontend/components/ExchangeSessionForm.js

@@ -1,8 +1,11 @@
 import React from 'react';
 import Grid from '@material-ui/core/Grid';
+import Box from '@material-ui/core/Box';
+import Button from '@material-ui/core/Button';
 import Typography from '@material-ui/core/Typography';
 import TextField from '@material-ui/core/TextField';
 import FormControlLabel from '@material-ui/core/FormControlLabel';
+import FormHelperText from '@material-ui/core/FormHelperText';
 import InputLabel from '@material-ui/core/InputLabel';
 import FormControl from '@material-ui/core/FormControl';
 
@@ -10,6 +13,10 @@ import Checkbox from '@material-ui/core/Checkbox';
 import Select from '@material-ui/core/Select';
 import MenuItem from '@material-ui/core/MenuItem';
 
+import Alert from '@material-ui/lab/Alert';
+
+import {testSessionConnection} from '../api/bbgo';
+
 import {makeStyles} from '@material-ui/core/styles';
 
 const useStyles = makeStyles((theme) => ({
@@ -18,28 +25,69 @@ const useStyles = makeStyles((theme) => ({
         marginBottom: theme.spacing(1),
         minWidth: 120,
     },
+    buttons: {
+        display: 'flex',
+        justifyContent: 'flex-end',
+        marginTop: theme.spacing(2),
+        paddingTop: theme.spacing(2),
+        paddingBottom: theme.spacing(2),
+        '& > *': {
+            marginLeft: theme.spacing(1),
+        }
+    },
 }));
 
 export default function ExchangeSessionForm() {
-
     const classes = useStyles();
     const [exchangeType, setExchangeType] = React.useState('max');
+    const [customSessionName, setCustomSessionName] = React.useState(false);
+    const [sessionName, setSessionName] = React.useState(exchangeType);
 
+    const [testing, setTesting] = React.useState(false);
+    const [testResponse, setTestResponse] = React.useState(null);
+
+    const [apiKey, setApiKey] = React.useState('');
+    const [apiSecret, setApiSecret] = React.useState('');
 
     const [isMargin, setIsMargin] = React.useState(false);
     const [isIsolatedMargin, setIsIsolatedMargin] = React.useState(false);
     const [isolatedMarginSymbol, setIsolatedMarginSymbol] = React.useState("");
 
+    const resetTestResponse = () => {
+        setTestResponse(null)
+    }
+
     const handleExchangeTypeChange = (event) => {
         setExchangeType(event.target.value);
+        setSessionName(event.target.value);
+        resetTestResponse()
     };
 
-    const handleIsMarginChange = (event) => {
+    const createSessionConfig = () => {
-        setIsMargin(event.target.checked);
+        return {
-    };
+            name: sessionName,
+            exchange: exchangeType,
+            key: apiKey,
+            secret: apiSecret,
+            margin: isMargin,
+            envVarPrefix: exchangeType.toUpperCase() + "_",
+            isolatedMargin: isIsolatedMargin,
+            isolatedMarginSymbol: isolatedMarginSymbol,
+        }
+    }
 
-    const handleIsIsolatedMarginChange = (event) => {
+    const handleTestConnection = (event) => {
-        setIsIsolatedMargin(event.target.checked);
+        const payload = createSessionConfig()
+        setTesting(true)
+        testSessionConnection(payload, (response) => {
+            console.log(response)
+            setTesting(false)
+            setTestResponse(response)
+        }).catch((reason) => {
+            console.error(reason)
+            setTesting(false)
+            setTestResponse(reason)
+        })
     };
 
     return (
@@ -64,71 +112,125 @@ export default function ExchangeSessionForm() {
                     </FormControl>
                 </Grid>
 
-                <Grid item xs={12} sm={12}>
+                <Grid item xs={12} sm={6}>
                     <TextField
-                        required
                         id="name"
                         name="name"
                         label="Session Name"
                         fullWidth
-                        autoComplete="given-name"
+                        required
+                        disabled={!customSessionName}
+                        onChange={(event) => {
+                            setSessionName(event.target.value)
+                        }}
+                        value={sessionName}
                     />
                 </Grid>
 
                 <Grid item xs={12} sm={6}>
-                    <TextField id="state" name="state" label="State/Province/Region" fullWidth/>
+                    <FormControlLabel
-                </Grid>
+                        control={<Checkbox color="secondary" name="custom_session_name"
-                <Grid item xs={12} sm={6}>
+                                           onChange={(event) => {
-                    <TextField
+                                               setCustomSessionName(event.target.checked);
-                        required
+                                           }} value="1"/>}
-                        id="zip"
+                        label="Custom exchange session name"
-                        name="zip"
-                        label="Zip / Postal code"
-                        fullWidth
-                        autoComplete="shipping postal-code"
                     />
+                    <FormHelperText id="session-name-helper-text">
+                        By default, the session name will be the exchange type name,
+                        e.g. <code>binance</code> or <code>max</code>.<br/>
+                        If you're using multiple exchange sessions, you might need to custom the session name. <br/>
+                        This is for advanced users.
+                    </FormHelperText>
                 </Grid>
-                <Grid item xs={12} sm={6}>
+
-                    <TextField
+                <Grid item xs={12}>
-                        required
+                    <TextField id="key" name="api_key" label="API Key"
-                        id="country"
-                        name="country"
-                        label="Country"
                                fullWidth
-                        autoComplete="shipping country"
+                               required
+                               onChange={(event) => {
+                                   setApiKey(event.target.value)
+                                   resetTestResponse()
+                               }}
                     />
                 </Grid>
 
+                <Grid item xs={12}>
+                    <TextField id="secret" name="api_secret" label="API Secret"
+                               fullWidth
+                               required
+                               onChange={(event) => {
+                                   setApiSecret(event.target.value)
+                                   resetTestResponse()
+                               }}
+                    />
+                </Grid>
+
+                {exchangeType === "binance" ? (
                     <Grid item xs={12}>
                         <FormControlLabel
-                        control={<Checkbox color="secondary" name="isMargin" onChange={handleIsMarginChange}
+                            control={<Checkbox color="secondary" name="isMargin" onChange={(event) => {
-                                           value="1"/>}
+                                setIsMargin(event.target.checked);
-                        label="Use margin trading. This is only available for Binance"
+                                resetTestResponse();
+                            }} value="1"/>}
+                            label="Use margin trading."
                         />
-                </Grid>
+                        <FormHelperText id="isMargin-helper-text">This is only available for Binance. Please use the leverage at your own risk.</FormHelperText>
 
-                <Grid item xs={12}>
                         <FormControlLabel
                             control={<Checkbox color="secondary" name="isIsolatedMargin"
-                                           onChange={handleIsIsolatedMarginChange} value="1"/>}
+                                               onChange={(event) => {
-                        label="Use isolated margin trading, if this is set, you can only trade one symbol with one session. This is only available for Binance"
+                                                   setIsIsolatedMargin(event.target.checked);
+                                                   resetTestResponse()
+                                               }} value="1"/>}
+                            label="Use isolated margin trading."
                         />
-                </Grid>
+                        <FormHelperText id="isIsolatedMargin-helper-text">This is only available for Binance. If this is set, you can only trade one symbol with one session.</FormHelperText>
 
                         {isIsolatedMargin ?
-                    <Grid item xs={12}>
                             <TextField
-                            required
                                 id="isolatedMarginSymbol"
                                 name="isolatedMarginSymbol"
                                 label="Isolated Margin Symbol"
+                                onChange={(event) => {
+                                    setIsolatedMarginSymbol(event.target.value);
+                                    resetTestResponse()
+                                }}
                                 fullWidth
+                                required
                             />
-                    </Grid>
                             : null}
-
-
                     </Grid>
+                ) : null}
+            </Grid>
+
+            <div className={classes.buttons}>
+                <Button
+                    color="primary"
+                    onClick={handleTestConnection}
+                    disabled={testing}>
+                    { testing ? "Testing" : "Test Connection"}
+                </Button>
+
+                <Button
+                    variant="contained"
+                    color="primary">
+                    Create
+                </Button>
+            </div>
+
+            {
+                testResponse ? testResponse.error ? (
+                    <Box m={2}>
+                        <Alert severity="error">{testResponse.error}</Alert>
+                    </Box>
+                ) : testResponse.success ? (
+                    <Box m={2}>
+                        <Alert severity="success">Connection Test Succeeded</Alert>
+                    </Box>
+                ) : null : null
+            }
+
+
         </React.Fragment>
     );
 }

frontend/package.json

@@ -12,6 +12,7 @@
     "@material-ui/core": "^4.11.2",
     "@material-ui/data-grid": "^4.0.0-alpha.18",
     "@material-ui/icons": "^4.11.2",
+    "@material-ui/lab": "^4.0.0-alpha.57",
     "@nivo/bar": "^0.67.0",
     "@nivo/core": "^0.67.0",
     "@nivo/pie": "^0.67.0",

frontend/pages/setup/index.js

@@ -20,7 +20,7 @@ const useStyles = makeStyles((theme) => ({
     },
 }));
 
-const steps = ['Add Exchange Session', 'Review Settings', 'Test Connection'];
+const steps = ['Add Exchange Session', 'Configure Strategy', 'Restart'];
 
 function getStepContent(step) {
     switch (step) {
@@ -35,7 +35,7 @@ function getStepContent(step) {
     }
 }
 
-export default function SetupSession() {
+export default function Setup() {
     const classes = useStyles();
     const [activeStep, setActiveStep] = React.useState(0);
 

frontend/yarn.lock

@@ -159,6 +159,17 @@
   dependencies:
     "@babel/runtime" "^7.4.4"
 
+"@material-ui/lab@^4.0.0-alpha.57":
+  version "4.0.0-alpha.57"
+  resolved "https://registry.yarnpkg.com/@material-ui/lab/-/lab-4.0.0-alpha.57.tgz#e8961bcf6449e8a8dabe84f2700daacfcafbf83a"
+  integrity sha512-qo/IuIQOmEKtzmRD2E4Aa6DB4A87kmY6h0uYhjUmrrgmEAgbbw9etXpWPVXuRK6AGIQCjFzV6WO2i21m1R4FCw==
+  dependencies:
+    "@babel/runtime" "^7.4.4"
+    "@material-ui/utils" "^4.11.2"
+    clsx "^1.0.4"
+    prop-types "^15.7.2"
+    react-is "^16.8.0 || ^17.0.0"
+
 "@material-ui/styles@^4.11.2":
   version "4.11.2"
   resolved "https://registry.yarnpkg.com/@material-ui/styles/-/styles-4.11.2.tgz#e70558be3f41719e8c0d63c7a3c9ae163fdc84cb"

pkg/bbgo/config.go

@@ -53,10 +53,15 @@ type NotificationConfig struct {
 }
 
 type Session struct {
+	Name         string `json:"name,omitempty" yaml:"name,omitempty"`
 	ExchangeName string `json:"exchange" yaml:"exchange"`
 	EnvVarPrefix string `json:"envVarPrefix" yaml:"envVarPrefix"`
+
+	Key          string `json:"key,omitempty" yaml:"key,omitempty"`
+	Secret       string `json:"secret,omitempty" yaml:"secret,omitempty"`
+
 	PublicOnly           bool   `json:"publicOnly,omitempty" yaml:"publicOnly"`
-	Margin               bool   `json:"margin,omitempty" yaml:"margin"`
+	Margin               bool   `json:"margin,omitempty" yaml:"margin,omitempty"`
 	IsolatedMargin       bool   `json:"isolatedMargin,omitempty" yaml:"isolatedMargin,omitempty"`
 	IsolatedMarginSymbol string `json:"isolatedMarginSymbol,omitempty" yaml:"isolatedMarginSymbol,omitempty"`
 }

pkg/bbgo/environment.go

@@ -142,23 +142,29 @@ func (environ *Environment) AddExchangesByViperKeys() error {
 	return nil
 }
 
-func (environ *Environment) AddExchangesFromSessionConfig(sessions map[string]Session) error {
+func NewExchangeSessionFromConfig(name string, sessionConfig Session) (*ExchangeSession, error) {
-	for sessionName, sessionConfig := range sessions {
 	exchangeName, err := types.ValidExchangeName(sessionConfig.ExchangeName)
 	if err != nil {
-			return err
+		return nil, err
+	}
+
+	var exchange types.Exchange
+
+	if sessionConfig.Key != "" && sessionConfig.Secret != "" {
+		exchange, err = cmdutil.NewExchangeStandard(exchangeName, sessionConfig.Key, sessionConfig.Secret)
+	} else {
+		exchange, err = cmdutil.NewExchangeWithEnvVarPrefix(exchangeName, sessionConfig.EnvVarPrefix)
 	}
 
-		exchange, err := cmdutil.NewExchangeWithEnvVarPrefix(exchangeName, sessionConfig.EnvVarPrefix)
 	if err != nil {
-			return err
+		return nil, err
 	}
 
 	// configure exchange
 	if sessionConfig.Margin {
 		marginExchange, ok := exchange.(types.MarginExchange)
 		if !ok {
-				return fmt.Errorf("exchange %s does not support margin", exchangeName)
+			return nil, fmt.Errorf("exchange %s does not support margin", exchangeName)
 		}
 
 		if sessionConfig.IsolatedMargin {
@@ -168,10 +174,20 @@ func (environ *Environment) AddExchangesFromSessionConfig(sessions map[string]Se
 		}
 	}
 
-		session := NewExchangeSession(sessionName, exchange)
+	session := NewExchangeSession(name, exchange)
 	session.IsMargin = sessionConfig.Margin
 	session.IsIsolatedMargin = sessionConfig.IsolatedMargin
 	session.IsolatedMarginSymbol = sessionConfig.IsolatedMarginSymbol
+	return session, nil
+}
+
+func (environ *Environment) AddExchangesFromSessionConfig(sessions map[string]Session) error {
+	for sessionName, sessionConfig := range sessions {
+		session, err := NewExchangeSessionFromConfig(sessionName, sessionConfig)
+		if err != nil {
+			return err
+		}
+
 		environ.AddExchangeSession(sessionName, session)
 	}
 
@@ -188,7 +204,6 @@ func (environ *Environment) Init(ctx context.Context) (err error) {
 	for n := range environ.sessions {
 		var session = environ.sessions[n]
 
-
 		if err := session.Init(ctx, environ); err != nil {
 			return err
 		}

pkg/bbgo/server.go

@@ -16,12 +16,14 @@ import (
 	"github.com/c9s/bbgo/pkg/types"
 )
 
-func RunServer(ctx context.Context, userConfig *Config, environ *Environment) error {
+func RunServer(ctx context.Context, userConfig *Config, environ *Environment, trader *Trader) error {
 	r := gin.Default()
 	r.Use(cors.New(cors.Config{
 		AllowOrigins:     []string{"*"},
-		AllowHeaders:     []string{"Origin"},
+		AllowHeaders:     []string{"Origin", "Content-Type"},
 		ExposeHeaders:    []string{"Content-Length"},
+		AllowMethods:     []string{"GET", "POST"},
+		AllowWebSockets:  true,
 		AllowCredentials: true,
 		MaxAge:           12 * time.Hour,
 	}))
@@ -134,6 +136,42 @@ func RunServer(ctx context.Context, userConfig *Config, environ *Environment) er
 		return
 	})
 
+	r.POST("/api/sessions/test-connection", func(c *gin.Context) {
+		var sessionConfig Session
+		if err := c.BindJSON(&sessionConfig); err != nil {
+			c.JSON(http.StatusInternalServerError, gin.H{
+				"error": err.Error(),
+			})
+			return
+		}
+
+		session, err := NewExchangeSessionFromConfig(sessionConfig.ExchangeName, sessionConfig)
+		if err != nil {
+			c.JSON(http.StatusInternalServerError, gin.H{
+				"error": err.Error(),
+			})
+			return
+		}
+
+		var anyErr error
+		_, openOrdersErr := session.Exchange.QueryOpenOrders(ctx, "BTCUSDT")
+		if openOrdersErr != nil {
+			anyErr = openOrdersErr
+		}
+
+		_, balanceErr := session.Exchange.QueryAccountBalances(ctx)
+		if balanceErr != nil {
+			anyErr = balanceErr
+		}
+
+		c.JSON(http.StatusOK, gin.H{
+			"success":    anyErr == nil,
+			"error":      anyErr,
+			"balance":    balanceErr == nil,
+			"openOrders": openOrdersErr == nil,
+		})
+	})
+
 	r.GET("/api/sessions", func(c *gin.Context) {
 		var sessions []*ExchangeSession
 		for _, session := range environ.Sessions() {

pkg/cmd/cmdutil/exchange.go

@@ -11,29 +11,17 @@ import (
 	"github.com/c9s/bbgo/pkg/types"
 )
 
-func NewExchangeWithEnvVarPrefix(n types.ExchangeName, varPrefix string) (types.Exchange, error) {
+func NewExchangeStandard(n types.ExchangeName, key, secret string) (types.Exchange, error) {
-	if len(varPrefix) == 0 {
+	if len(key) == 0 || len(secret) == 0 {
-		varPrefix = n.String()
+		return nil, errors.New("binance: empty key or secret")
 	}
 
 	switch n {
 
 	case types.ExchangeBinance:
-		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")
-		}
-
 		return binance.New(key, secret), nil
 
 	case types.ExchangeMax:
-		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:
@@ -42,6 +30,20 @@ func NewExchangeWithEnvVarPrefix(n types.ExchangeName, varPrefix string) (types.
 	}
 }
 
+func NewExchangeWithEnvVarPrefix(n types.ExchangeName, varPrefix string) (types.Exchange, error) {
+	if len(varPrefix) == 0 {
+		varPrefix = n.String()
+	}
+
+	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 NewExchangeStandard(n, key, secret)
+}
+
 // NewExchange constructor exchange object from viper config.
 func NewExchange(n types.ExchangeName) (types.Exchange, error) {
 	return NewExchangeWithEnvVarPrefix(n, "")

pkg/cmd/run.go

@@ -55,6 +55,33 @@ var RunCmd = &cobra.Command{
 	RunE:         run,
 }
 
+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() {
+			if err := bbgo.RunServer(ctx, userConfig, environ, trader); err != nil {
+				log.WithError(err).Errorf("server error")
+			}
+		}()
+	}
+
+	cmdutil.WaitForSignal(ctx, syscall.SIGINT, syscall.SIGTERM)
+	cancelTrading()
+
+	shutdownCtx, cancelShutdown := context.WithDeadline(ctx, time.Now().Add(30*time.Second))
+
+	log.Infof("shutting down...")
+	trader.Graceful.Shutdown(shutdownCtx)
+	cancelShutdown()
+	return nil
+}
+
 func runConfig(basectx context.Context, userConfig *bbgo.Config, enableApiServer bool) error {
 	ctx, cancelTrading := context.WithCancel(basectx)
 	defer cancelTrading()
@@ -227,7 +254,7 @@ func runConfig(basectx context.Context, userConfig *bbgo.Config, enableApiServer
 
 	if enableApiServer {
 		go func() {
-			if err := bbgo.RunServer(ctx, userConfig, environ); err != nil {
+			if err := bbgo.RunServer(ctx, userConfig, environ, trader); err != nil {
 				log.WithError(err).Errorf("server error")
 			}
 		}()
@@ -262,24 +289,7 @@ func run(cmd *cobra.Command, args []string) error {
 		}
 	}
 
-	configFile, err := cmd.Flags().GetString("config")
+	setup, err := cmd.Flags().GetBool("setup")
-	if err != nil {
-		return err
-	}
-
-	if len(configFile) == 0 {
-		return errors.New("--config option is required")
-	}
-
-	noCompile, err := cmd.Flags().GetBool("no-compile")
-	if err != nil {
-		return err
-	}
-
-	ctx, cancel := context.WithCancel(context.Background())
-	defer cancel()
-
-	userConfig, err := bbgo.Load(configFile, false)
 	if err != nil {
 		return err
 	}
@@ -289,17 +299,56 @@ func run(cmd *cobra.Command, args []string) error {
 		return err
 	}
 
-	// for wrapper binary, we can just run the strategies
+	noCompile, err := cmd.Flags().GetBool("no-compile")
-	if bbgo.IsWrapperBinary || (userConfig.Build != nil && len(userConfig.Build.Imports) == 0) || noCompile {
-		userConfig, err = bbgo.Load(configFile, true)
 	if err != nil {
 		return err
 	}
 
+	configFile, err := cmd.Flags().GetString("config")
+	if err != nil {
+		return err
+	}
+
+	var userConfig *bbgo.Config
+
+	if setup {
+		log.Infof("running in setup mode, skip reading config file")
+		enableApiServer = true
+		userConfig = &bbgo.Config{
+			Notifications:      nil,
+			Persistence:        nil,
+			Sessions:           nil,
+			ExchangeStrategies: nil,
+		}
+	} else {
+		if len(configFile) == 0 {
+			return errors.New("--config option is required")
+		}
+
+		userConfig, err = bbgo.Load(configFile, false)
+		if 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, enableApiServer)
+		}
+
+		userConfig, err = bbgo.Load(configFile, true)
+		if err != nil {
+			return err
+		}
+
 		return runConfig(ctx, userConfig, enableApiServer)
 	}