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all: add more livenote support
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16
config/example/livenote.yaml
Normal file
16
config/example/livenote.yaml
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@ -0,0 +1,16 @@
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---
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notifications:
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slack:
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defaultChannel: "dev-bbgo"
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errorChannel: "dev-bbgo"
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sessions:
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binance:
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exchange: binance
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envVarPrefix: binance
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exchangeStrategies:
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- on: binance
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livenote:
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symbol: BTCUSDT
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interval: 5m
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@ -22,4 +22,4 @@ Setup Telegram/Slack notification before using Price Alert Strategy. See [Settin
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#### Examples
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See [pricealert.yaml](../../config/pricealert.yaml) and [pricealert-tg.yaml](../../config/pricealert-tg.yaml)
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See [pricealert.yaml](../../config/example/pricealert.yaml) and [pricealert-tg.yaml](../../config/pricealert-tg.yaml)
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@ -9,6 +9,11 @@ import (
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// PostLiveNote posts a live note to slack or other services
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// The MessageID will be set after the message is posted if it's not set.
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func PostLiveNote(obj livenote.Object) {
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if len(Notification.liveNotePosters) == 0 {
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logrus.Warn("no live note poster is registered")
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return
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}
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for _, poster := range Notification.liveNotePosters {
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if err := poster.PostLiveNote(obj); err != nil {
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logrus.WithError(err).Errorf("unable to post live note: %+v", obj)
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@ -17,6 +17,7 @@ import (
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_ "github.com/c9s/bbgo/pkg/strategy/emastop"
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_ "github.com/c9s/bbgo/pkg/strategy/etf"
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_ "github.com/c9s/bbgo/pkg/strategy/ewoDgtrd"
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_ "github.com/c9s/bbgo/pkg/strategy/example/kline"
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_ "github.com/c9s/bbgo/pkg/strategy/example/livenote"
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_ "github.com/c9s/bbgo/pkg/strategy/example/pricealert"
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_ "github.com/c9s/bbgo/pkg/strategy/example/pricedrop"
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@ -30,7 +31,6 @@ import (
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_ "github.com/c9s/bbgo/pkg/strategy/grid2"
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_ "github.com/c9s/bbgo/pkg/strategy/harmonic"
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_ "github.com/c9s/bbgo/pkg/strategy/irr"
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_ "github.com/c9s/bbgo/pkg/strategy/kline"
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_ "github.com/c9s/bbgo/pkg/strategy/linregmaker"
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_ "github.com/c9s/bbgo/pkg/strategy/liquiditymaker"
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_ "github.com/c9s/bbgo/pkg/strategy/marketcap"
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@ -33,6 +33,10 @@ func (n *LiveNote) ObjectID() string {
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return n.cachedObjID
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}
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func (n *LiveNote) SetObject(object Object) {
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n.Object = object
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}
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func (n *LiveNote) SetMessageID(messageID string) {
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n.MessageID = messageID
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}
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@ -46,9 +50,9 @@ type Pool struct {
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mu sync.Mutex
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}
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func NewPool() *Pool {
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func NewPool(size int64) *Pool {
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return &Pool{
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notes: make(map[string]*LiveNote, 100),
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notes: make(map[string]*LiveNote, size),
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}
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}
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@ -60,6 +64,8 @@ func (p *Pool) Update(obj Object) *LiveNote {
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for _, note := range p.notes {
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if note.ObjectID() == objID {
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// update the object inside the note
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note.SetObject(obj)
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return note
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}
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}
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@ -11,7 +11,7 @@ import (
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func TestLiveNotePool(t *testing.T) {
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t.Run("same-kline", func(t *testing.T) {
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pool := NewPool()
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pool := NewPool(100)
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k := &types.KLine{
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Symbol: "BTCUSDT",
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Interval: types.Interval1m,
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@ -24,7 +24,7 @@ func TestLiveNotePool(t *testing.T) {
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})
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t.Run("different-kline", func(t *testing.T) {
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pool := NewPool()
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pool := NewPool(100)
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k := &types.KLine{
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Symbol: "BTCUSDT",
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Interval: types.Interval1m,
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@ -27,15 +27,18 @@ type Notifier struct {
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channel string
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taskC chan notifyTask
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liveNotePool *livenote.Pool
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}
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type NotifyOption func(notifier *Notifier)
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func New(client *slack.Client, channel string, options ...NotifyOption) *Notifier {
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notifier := &Notifier{
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channel: channel,
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client: client,
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taskC: make(chan notifyTask, 100),
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channel: channel,
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client: client,
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taskC: make(chan notifyTask, 100),
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liveNotePool: livenote.NewPool(100),
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}
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for _, o := range options {
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@ -69,8 +72,7 @@ func (n *Notifier) worker() {
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}
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func (n *Notifier) PostLiveNote(obj livenote.Object) error {
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// TODO: maintain the object pool for live notes
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var note = livenote.NewLiveNote(obj)
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note := n.liveNotePool.Update(obj)
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ctx := context.Background()
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channel := note.ChannelID
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@ -78,16 +80,25 @@ func (n *Notifier) PostLiveNote(obj livenote.Object) error {
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channel = n.channel
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}
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var attachment slack.Attachment
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if creator, ok := note.Object.(types.SlackAttachmentCreator); ok {
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attachment = creator.SlackAttachment()
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} else {
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return fmt.Errorf("livenote object does not support types.SlackAttachmentCreator interface")
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}
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opts := slack.MsgOptionAttachments(attachment)
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if note.MessageID != "" {
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// UpdateMessageContext returns channel, timestamp, text, err
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_, _, _, err := n.client.UpdateMessageContext(ctx, channel, note.MessageID, slack.MsgOptionText(note.ObjectID(), true))
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_, _, _, err := n.client.UpdateMessageContext(ctx, channel, note.MessageID, opts)
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if err != nil {
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return err
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}
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} else {
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respCh, respTs, err := n.client.PostMessageContext(ctx, channel)
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respCh, respTs, err := n.client.PostMessageContext(ctx, channel, opts)
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if err != nil {
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log.WithError(err).
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WithField("channel", n.channel).
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@ -50,7 +50,8 @@ func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
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// This strategy simply spent all available quote currency to buy the symbol whenever kline gets closed
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func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
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callback := func(k types.KLine) {
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// bbgo.PostLiveNote(k)
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log.Info(k)
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bbgo.PostLiveNote(&k)
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}
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// register our kline event handler
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@ -6,8 +6,9 @@ import (
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"strings"
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"time"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/slack-go/slack"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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)
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type DepositStatus string
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@ -64,6 +65,10 @@ func (d Deposit) EffectiveTime() time.Time {
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return d.Time.Time()
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}
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func (d *Deposit) ObjectID() string {
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return "deposit-" + d.Exchange.String() + "-" + d.Asset + "-" + d.Address + "-" + d.TransactionID
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}
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func (d Deposit) String() (o string) {
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o = fmt.Sprintf("%s deposit %s %v <- ", d.Exchange, d.Asset, d.Amount)
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@ -284,8 +284,9 @@ func (k *KLine) SlackAttachment() slack.Attachment {
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Short: true,
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},
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},
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Footer: "",
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FooterIcon: "",
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FooterIcon: ExchangeFooterIcon(k.Exchange),
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Footer: k.StartTime.String() + " ~ " + k.EndTime.String(),
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}
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}
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@ -317,6 +317,10 @@ func (o Order) CsvRecords() [][]string {
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}
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}
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func (o *Order) ObjectID() string {
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return "order-" + o.Exchange.String() + "-" + o.Symbol + "-" + strconv.FormatUint(o.OrderID, 10)
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}
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// Backup backs up the current order quantity to a SubmitOrder object
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// so that we can post the order later when we want to restore the orders.
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func (o Order) Backup() SubmitOrder {
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@ -208,7 +208,6 @@ func (trade Trade) SlackAttachment() slack.Attachment {
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liquidity := trade.Liquidity()
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text := templateutil.Render(slackTradeTextTemplate, trade)
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footerIcon := ExchangeFooterIcon(trade.Exchange)
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return slack.Attachment{
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Text: text,
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@ -225,7 +224,7 @@ func (trade Trade) SlackAttachment() slack.Attachment {
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{Title: "Liquidity", Value: liquidity, Short: true},
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{Title: "Order ID", Value: strconv.FormatUint(trade.OrderID, 10), Short: true},
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},
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FooterIcon: footerIcon,
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FooterIcon: ExchangeFooterIcon(trade.Exchange),
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Footer: strings.ToLower(trade.Exchange.String()) + templateutil.Render(" creation time {{ . }}", trade.Time.Time().Format(time.StampMilli)),
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}
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}
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