all: add more livenote support

config/example/livenote.yaml

@@ -0,0 +1,16 @@
+---
+notifications:
+  slack:
+    defaultChannel: "dev-bbgo"
+    errorChannel: "dev-bbgo"
+
+sessions:
+  binance:
+    exchange: binance
+    envVarPrefix: binance
+
+exchangeStrategies:
+- on: binance
+  livenote:
+    symbol: BTCUSDT
+    interval: 5m

doc/strategy/pricealert.md

@@ -22,4 +22,4 @@ Setup Telegram/Slack notification before using Price Alert Strategy. See [Settin
 
 #### Examples
 
-See [pricealert.yaml](../../config/pricealert.yaml) and [pricealert-tg.yaml](../../config/pricealert-tg.yaml)
+See [pricealert.yaml](../../config/example/pricealert.yaml) and [pricealert-tg.yaml](../../config/pricealert-tg.yaml)

pkg/bbgo/livenote.go

@@ -9,6 +9,11 @@ import (
 // PostLiveNote posts a live note to slack or other services
 // The MessageID will be set after the message is posted if it's not set.
 func PostLiveNote(obj livenote.Object) {
+	if len(Notification.liveNotePosters) == 0 {
+		logrus.Warn("no live note poster is registered")
+		return
+	}
+
 	for _, poster := range Notification.liveNotePosters {
 		if err := poster.PostLiveNote(obj); err != nil {
 			logrus.WithError(err).Errorf("unable to post live note: %+v", obj)

pkg/cmd/strategy/builtin.go

@@ -17,6 +17,7 @@ import (
 	_ "github.com/c9s/bbgo/pkg/strategy/emastop"
 	_ "github.com/c9s/bbgo/pkg/strategy/etf"
 	_ "github.com/c9s/bbgo/pkg/strategy/ewoDgtrd"
+	_ "github.com/c9s/bbgo/pkg/strategy/example/kline"
 	_ "github.com/c9s/bbgo/pkg/strategy/example/livenote"
 	_ "github.com/c9s/bbgo/pkg/strategy/example/pricealert"
 	_ "github.com/c9s/bbgo/pkg/strategy/example/pricedrop"
@@ -30,7 +31,6 @@ import (
 	_ "github.com/c9s/bbgo/pkg/strategy/grid2"
 	_ "github.com/c9s/bbgo/pkg/strategy/harmonic"
 	_ "github.com/c9s/bbgo/pkg/strategy/irr"
-	_ "github.com/c9s/bbgo/pkg/strategy/kline"
 	_ "github.com/c9s/bbgo/pkg/strategy/linregmaker"
 	_ "github.com/c9s/bbgo/pkg/strategy/liquiditymaker"
 	_ "github.com/c9s/bbgo/pkg/strategy/marketcap"

pkg/livenote/livenote.go

@@ -33,6 +33,10 @@ func (n *LiveNote) ObjectID() string {
 	return n.cachedObjID
 }
 
+func (n *LiveNote) SetObject(object Object) {
+	n.Object = object
+}
+
 func (n *LiveNote) SetMessageID(messageID string) {
 	n.MessageID = messageID
 }
@@ -46,9 +50,9 @@ type Pool struct {
 	mu    sync.Mutex
 }
 
-func NewPool() *Pool {
+func NewPool(size int64) *Pool {
 	return &Pool{
-		notes: make(map[string]*LiveNote, 100),
+		notes: make(map[string]*LiveNote, size),
 	}
 }
 
@@ -60,6 +64,8 @@ func (p *Pool) Update(obj Object) *LiveNote {
 
 	for _, note := range p.notes {
 		if note.ObjectID() == objID {
+			// update the object inside the note
+			note.SetObject(obj)
 			return note
 		}
 	}

pkg/livenote/livenote_test.go

@@ -11,7 +11,7 @@ import (
 
 func TestLiveNotePool(t *testing.T) {
 	t.Run("same-kline", func(t *testing.T) {
-		pool := NewPool()
+		pool := NewPool(100)
 		k := &types.KLine{
 			Symbol:    "BTCUSDT",
 			Interval:  types.Interval1m,
@@ -24,7 +24,7 @@ func TestLiveNotePool(t *testing.T) {
 	})
 
 	t.Run("different-kline", func(t *testing.T) {
-		pool := NewPool()
+		pool := NewPool(100)
 		k := &types.KLine{
 			Symbol:    "BTCUSDT",
 			Interval:  types.Interval1m,

pkg/notifier/slacknotifier/slack.go

@@ -27,6 +27,8 @@ type Notifier struct {
 	channel string
 
 	taskC chan notifyTask
+
+	liveNotePool *livenote.Pool
 }
 
 type NotifyOption func(notifier *Notifier)
@@ -36,6 +38,7 @@ func New(client *slack.Client, channel string, options ...NotifyOption) *Notifie
 		channel:      channel,
 		client:       client,
 		taskC:        make(chan notifyTask, 100),
+		liveNotePool: livenote.NewPool(100),
 	}
 
 	for _, o := range options {
@@ -69,8 +72,7 @@ func (n *Notifier) worker() {
 }
 
 func (n *Notifier) PostLiveNote(obj livenote.Object) error {
-	// TODO: maintain the object pool for live notes
-	var note = livenote.NewLiveNote(obj)
+	note := n.liveNotePool.Update(obj)
 	ctx := context.Background()
 
 	channel := note.ChannelID
@@ -78,16 +80,25 @@ func (n *Notifier) PostLiveNote(obj livenote.Object) error {
 		channel = n.channel
 	}
 
+	var attachment slack.Attachment
+	if creator, ok := note.Object.(types.SlackAttachmentCreator); ok {
+		attachment = creator.SlackAttachment()
+	} else {
+		return fmt.Errorf("livenote object does not support types.SlackAttachmentCreator interface")
+	}
+
+	opts := slack.MsgOptionAttachments(attachment)
+
 	if note.MessageID != "" {
 		// UpdateMessageContext returns channel, timestamp, text, err
-		_, _, _, err := n.client.UpdateMessageContext(ctx, channel, note.MessageID, slack.MsgOptionText(note.ObjectID(), true))
+		_, _, _, err := n.client.UpdateMessageContext(ctx, channel, note.MessageID, opts)
 		if err != nil {
 			return err
 		}
 
 	} else {
 
-		respCh, respTs, err := n.client.PostMessageContext(ctx, channel)
+		respCh, respTs, err := n.client.PostMessageContext(ctx, channel, opts)
 		if err != nil {
 			log.WithError(err).
 				WithField("channel", n.channel).

pkg/strategy/example/livenote/strategy.go

@@ -50,7 +50,8 @@ func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
 // This strategy simply spent all available quote currency to buy the symbol whenever kline gets closed
 func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
 	callback := func(k types.KLine) {
-		// bbgo.PostLiveNote(k)
+		log.Info(k)
+		bbgo.PostLiveNote(&k)
 	}
 
 	// register our kline event handler

pkg/types/deposit.go

@@ -6,8 +6,9 @@ import (
 	"strings"
 	"time"
 
-	"github.com/c9s/bbgo/pkg/fixedpoint"
 	"github.com/slack-go/slack"
+
+	"github.com/c9s/bbgo/pkg/fixedpoint"
 )
 
 type DepositStatus string
@@ -64,6 +65,10 @@ func (d Deposit) EffectiveTime() time.Time {
 	return d.Time.Time()
 }
 
+func (d *Deposit) ObjectID() string {
+	return "deposit-" + d.Exchange.String() + "-" + d.Asset + "-" + d.Address + "-" + d.TransactionID
+}
+
 func (d Deposit) String() (o string) {
 	o = fmt.Sprintf("%s deposit %s %v <- ", d.Exchange, d.Asset, d.Amount)
 

pkg/types/kline.go

@@ -284,8 +284,9 @@ func (k *KLine) SlackAttachment() slack.Attachment {
 				Short: true,
 			},
 		},
-		Footer:     "",
-		FooterIcon: "",
+
+		FooterIcon: ExchangeFooterIcon(k.Exchange),
+		Footer:     k.StartTime.String() + " ~ " + k.EndTime.String(),
 	}
 }
 

pkg/types/order.go

@@ -317,6 +317,10 @@ func (o Order) CsvRecords() [][]string {
 	}
 }
 
+func (o *Order) ObjectID() string {
+	return "order-" + o.Exchange.String() + "-" + o.Symbol + "-" + strconv.FormatUint(o.OrderID, 10)
+}
+
 // Backup backs up the current order quantity to a SubmitOrder object
 // so that we can post the order later when we want to restore the orders.
 func (o Order) Backup() SubmitOrder {

pkg/types/trade.go

@@ -208,7 +208,6 @@ func (trade Trade) SlackAttachment() slack.Attachment {
 
 	liquidity := trade.Liquidity()
 	text := templateutil.Render(slackTradeTextTemplate, trade)
-	footerIcon := ExchangeFooterIcon(trade.Exchange)
 
 	return slack.Attachment{
 		Text: text,
@@ -225,7 +224,7 @@ func (trade Trade) SlackAttachment() slack.Attachment {
 			{Title: "Liquidity", Value: liquidity, Short: true},
 			{Title: "Order ID", Value: strconv.FormatUint(trade.OrderID, 10), Short: true},
 		},
-		FooterIcon: footerIcon,
+		FooterIcon: ExchangeFooterIcon(trade.Exchange),
 		Footer:     strings.ToLower(trade.Exchange.String()) + templateutil.Render(" creation time {{ . }}", trade.Time.Time().Format(time.StampMilli)),
 	}
 }