Merge pull request #407 from c9s/c9s/update-helm-chart

feature: update helm chart for metrics and webserver option

.gitignore

@@ -38,3 +38,5 @@ bbgo.sqlite3
 node_modules
 
 otp*png
+
+/.deploy

README.md

@@ -21,7 +21,10 @@ A trading bot framework written in Go. The name bbgo comes from the BB8 bot in t
 - Many built-in strategies.
 - Multi-exchange session support: you can connect to more than 2 exchanges with different accounts or subaccounts.
 - Standard indicators, e.g., SMA, EMA, BOLL, VMA, MACD...
-- React-powered Web Dashboard
+- React-powered Web Dashboard.
+- Docker image ready.
+- Kubernetes support.
+- Helm chart ready.
 
 ## Screenshots
 
@@ -474,88 +477,15 @@ streambook := types.NewStreamBook(symbol)
 streambook.BindStream(stream)
 ```
 
-## How To Add A New Exchange
+## Deployment
 
-(TBD)
+- [Helm Chart](./doc/deployment/helm-chart.md)
-
+- Baremetal machine or a VPS
-## Helm Chart
-
-If you need redis:
-
-```sh
-helm repo add bitnami https://charts.bitnami.com/bitnami
-helm install redis bitnami/redis
-```
-
-To get the dynamically generated redis password, you can use the following command:
-
-```sh
-export REDIS_PASSWORD=$(kubectl get secret --namespace bbgo redis -o jsonpath="{.data.redis-password}" | base64 --decode)
-```
-
-Prepare your docker image locally (you can also use the docker image from docker hub):
-
-```sh
-make docker DOCKER_TAG=1.16.0
-```
-
-The docker tag version number is from the file [Chart.yaml](charts/bbgo/Chart.yaml)
-
-Choose your instance name:
-
-```sh
-export INSTANCE=grid
-```
-
-Prepare your secret:
-
-```sh
-kubectl create secret generic bbgo-$INSTANCE --from-env-file .env.local
-```
-
-Configure your config file, the chart defaults to read config/bbgo.yaml to create a configmap:
-
-```sh
-cp config/grid.yaml bbgo-$INSTANCE.yaml
-vim bbgo-$INSTANCE.yaml
-```
-
-Prepare your configmap:
-
-```sh
-kubectl create configmap bbgo-$INSTANCE --from-file=bbgo.yaml=bbgo-$INSTANCE.yaml
-```
-
-Install chart with the preferred release name, the release name maps to the previous secret we just created, that
-is, `bbgo-grid`:
-
-```sh
-helm install --set existingConfigmap=bbgo-$INSTANCE bbgo-$INSTANCE ./charts/bbgo
-```
-
-To use the latest version:
-
-```sh
-helm install --set existingConfigmap=bbgo-$INSTANCE --set image.tag=latest bbgo-$INSTANCE ./charts/bbgo
-```
-
-To upgrade:
-
-```sh
-helm upgrade bbgo-$INSTANCE ./charts/bbgo
-helm upgrade --set image.tag=1.15.2 bbgo-$INSTANCE ./charts/bbgo
-```
-
-Delete chart:
-
-```sh
-helm delete bbgo-$INSTANCE
-```
 
 ## Development
 
-The overview function flow at bbgo
+- [Adding New Exchange](./doc/development/adding-new-exchange.md)
-![image info](./assets/overview.svg)
+- [Migration](./doc/development/migration.md)
 
 ### Setting up your local repository
 
@@ -567,65 +497,6 @@ The overview function flow at bbgo
 6. Push your changes to your fork.
 7. Send a pull request.
 
-### Adding new migration
-
-1. The project used rockerhopper for db migration. 
-https://github.com/c9s/rockhopper
-
-
-2. Create migration files
-
-```sh
-rockhopper --config rockhopper_sqlite.yaml create --type sql add_pnl_column
-rockhopper --config rockhopper_mysql.yaml create --type sql add_pnl_column
-```
-
-or you can use the util script:
-
-```
-bash utils/generate-new-migration.sh add_pnl_column
-```
-
-Be sure to edit both sqlite3 and mysql migration files. ( [Sample](migrations/mysql/20210531234123_add_kline_taker_buy_columns.sql) )
-
-
-To test the drivers, you have to update the rockhopper_mysql.yaml file to connect your database,
-then do:
-
-```sh
-rockhopper --config rockhopper_sqlite.yaml up
-rockhopper --config rockhopper_mysql.yaml up
-```
-
-Then run the following command to compile the migration files into go files:
-
-```shell
-make migrations
-```
-
-or
-
-```shell
-	rockhopper compile --config rockhopper_mysql.yaml --output pkg/migrations/mysql
-	rockhopper compile --config rockhopper_sqlite.yaml --output pkg/migrations/sqlite3
-	git add -v pkg/migrations && git commit -m "compile and update migration package" pkg/migrations || true
-```
-
-
-If you want to override the DSN and the Driver defined in the YAML config file, you can add some env vars in your dotenv file like this:
-
-```shell
-ROCKHOPPER_DRIVER=mysql
-ROCKHOPPER_DIALECT=mysql
-ROCKHOPPER_DSN="root:123123@unix(/opt/local/var/run/mysql57/mysqld.sock)/bbgo"
-```
-
-And then, run:
-
-```shell
-dotenv -f .env.local -- rockhopper --config rockhopper_mysql.yaml up
-```
-
 ### Setup frontend development environment
 
 ```sh

charts/bbgo/Chart.yaml

@@ -15,9 +15,9 @@ type: application
 # This is the chart version. This version number should be incremented each time you make changes
 # to the chart and its templates, including the app version.
 # Versions are expected to follow Semantic Versioning (https://semver.org/)
-version: 0.2.0
+version: 0.3.0
 
 # This is the version number of the application being deployed. This version number should be
 # incremented each time you make changes to the application. Versions are not expected to
 # follow Semantic Versioning. They should reflect the version the application is using.
-appVersion: 1.15.0
+appVersion: 1.21.0

charts/bbgo/templates/deployment.yaml

@@ -33,14 +33,30 @@ spec:
             {{- toYaml .Values.securityContext | nindent 12 }}
           image: "{{ .Values.image.repository }}:{{ .Values.image.tag | default .Chart.AppVersion }}"
           imagePullPolicy: {{ .Values.image.pullPolicy }}
-          # ports:
+          args:
-          #   - name: http
+          {{- if .Values.metrics.enabled }}
-          #     containerPort: 80
+          - "--metrics"
-          #     protocol: TCP
+          - "--metrics-port"
-          # livenessProbe:
+          - {{ .Values.metrics.port | quote }}
-          #   httpGet:
+          {{- end }}
-          #     path: /
+          - "run"
-          #     port: http
+          - "--config"
+          - "/config/bbgo.yaml"
+          - "--no-compile"
+          {{- if .Values.webserver.enabled }}
+          - "--enable-webserver"
+          {{- end }}
+
+          ports:
+          {{- if .Values.metrics.enabled }}
+          - name: metrics
+            containerPort: 9090
+            protocol: TCP
+          livenessProbe:
+            httpGet:
+              path: /metrics
+              port: metrics
+          {{- end }}
           # readinessProbe:
           #   httpGet:
           #     path: /

charts/bbgo/templates/podmonitor.yaml

@@ -0,0 +1,15 @@
+{{- if .Values.metrics.enabled }}
+---
+apiVersion: monitoring.coreos.com/v1
+kind: PodMonitor
+metadata:
+  name: {{ include "bbgo.fullname" . }}
+  labels:
+    {{- include "bbgo.labels" . | nindent 4 }}
+spec:
+  selector:
+    matchLabels:
+      {{- include "bbgo.selectorLabels" . | nindent 6 }}
+  podMetricsEndpoints:
+  - port: metrics
+{{- end }}

charts/bbgo/values.yaml

@@ -16,12 +16,15 @@ nameOverride: ""
 fullnameOverride: ""
 
 # existingConfigMap is used for loading the existing configmap
+# optional, if you have a configmap rather than the default configmap name
 existingConfigMap:
 
 # configmap could be a string pointing to the local file in the chart
 # or a object with inlined bbgo yaml config
 configmap:
 
+# dotenv defines environment variables, which are loaded from a k8s secret.
+# if not defined, then release name will be used to load the secret.
 dotenv:
   secret: null
 
@@ -64,6 +67,13 @@ ingress:
   #    hosts:
   #      - chart-example.local
 
+webserver:
+  enabled: false
+
+metrics:
+  enabled: false
+  port: 9090
+
 resources:
   # We usually recommend not to specify default resources and to leave this as a conscious
   # choice for the user. This also increases chances charts run on environments with little

doc/deployment/helm-chart.md

@@ -0,0 +1,88 @@
+# Helm Chart
+
+## Requirement
+
+- redis (optional, if you need persistence)
+- docker image (you can use the image from docker hub or build one by yourself)
+
+## Install
+
+If you need redis:
+
+```sh
+helm repo add bitnami https://charts.bitnami.com/bitnami
+helm install redis bitnami/redis
+```
+
+To get the dynamically generated redis password, you can use the following command:
+
+```sh
+export REDIS_PASSWORD=$(kubectl get secret --namespace bbgo redis -o jsonpath="{.data.redis-password}" | base64 --decode)
+```
+
+Prepare your docker image locally (you can also use the docker image from docker hub):
+
+```sh
+make docker DOCKER_TAG=1.16.0
+```
+
+The docker tag version number is from the file [Chart.yaml](charts/bbgo/Chart.yaml)
+
+Choose your instance name:
+
+```sh
+export INSTANCE=grid
+```
+
+Prepare your secret:
+
+```sh
+kubectl create secret generic bbgo-$INSTANCE --from-env-file .env.local
+```
+
+Configure your config file, the chart defaults to read config/bbgo.yaml to create a configmap:
+
+```sh
+cp config/grid.yaml bbgo-$INSTANCE.yaml
+vim bbgo-$INSTANCE.yaml
+```
+
+Prepare your configmap:
+
+```sh
+kubectl create configmap bbgo-$INSTANCE --from-file=bbgo.yaml=bbgo-$INSTANCE.yaml
+```
+
+Install chart with the preferred release name, the release name maps to the previous secret we just created, that
+is, `bbgo-grid`:
+
+```sh
+helm install bbgo-$INSTANCE ./charts/bbgo
+```
+
+By default, the helm chart uses configmap and dotenv secret by the release name,
+if you have an existing configmap that is not named `bbgo-$INSTANCE`, you can specify the configmap via 
+the `existingConfigmap` option:
+
+```sh
+helm install --set existingConfigmap=bbgo-$INSTANCE bbgo-$INSTANCE ./charts/bbgo
+```
+
+To use the latest version:
+
+```sh
+helm install --set existingConfigmap=bbgo-$INSTANCE --set image.tag=latest bbgo-$INSTANCE ./charts/bbgo
+```
+
+To upgrade:
+
+```sh
+helm upgrade bbgo-$INSTANCE ./charts/bbgo
+helm upgrade --set image.tag=1.15.2 bbgo-$INSTANCE ./charts/bbgo
+```
+
+## Delete an installed chart
+
+```sh
+helm delete bbgo-$INSTANCE
+```

doc/development/adding-new-exchange.md

@@ -8,14 +8,23 @@ You should send multiple small pull request to implement them.
 
 ## Checklist
 
-Exchange Interface (minimum)
+Exchange Interface - minimum requirement for trading
 
 - [ ] QueryMarkets
-- [ ] QueryKLines
 - [ ] QueryTickers
-- [ ] QueryOrders
+- [ ] QueryOpenOrders
-- [ ] QueryTrades
 - [ ] SubmitOrders
+- [ ] CancelOrders
+- [ ] NewStream
+
+Trading History Service Interface - used for syncing user trading data
+
+- [ ] QueryClosedOrders
+- [ ] QueryTrades
+
+Back-testing service - kline data is used for back-testing
+
+- [ ] QueryKLines
 
 Convert functions:
 

doc/development/migration.md

@@ -0,0 +1,60 @@
+# Migration
+
+### Adding new migration
+
+1. The project used rockerhopper for db migration.
+   https://github.com/c9s/rockhopper
+
+
+2. Create migration files
+
+```sh
+rockhopper --config rockhopper_sqlite.yaml create --type sql add_pnl_column
+rockhopper --config rockhopper_mysql.yaml create --type sql add_pnl_column
+```
+
+or you can use the util script:
+
+```
+bash utils/generate-new-migration.sh add_pnl_column
+```
+
+Be sure to edit both sqlite3 and mysql migration files. ( [Sample](migrations/mysql/20210531234123_add_kline_taker_buy_columns.sql) )
+
+
+To test the drivers, you have to update the rockhopper_mysql.yaml file to connect your database,
+then do:
+
+```sh
+rockhopper --config rockhopper_sqlite.yaml up
+rockhopper --config rockhopper_mysql.yaml up
+```
+
+Then run the following command to compile the migration files into go files:
+
+```shell
+make migrations
+```
+
+or
+
+```shell
+	rockhopper compile --config rockhopper_mysql.yaml --output pkg/migrations/mysql
+	rockhopper compile --config rockhopper_sqlite.yaml --output pkg/migrations/sqlite3
+	git add -v pkg/migrations && git commit -m "compile and update migration package" pkg/migrations || true
+```
+
+
+If you want to override the DSN and the Driver defined in the YAML config file, you can add some env vars in your dotenv file like this:
+
+```shell
+ROCKHOPPER_DRIVER=mysql
+ROCKHOPPER_DIALECT=mysql
+ROCKHOPPER_DSN="root:123123@unix(/opt/local/var/run/mysql57/mysqld.sock)/bbgo"
+```
+
+And then, run:
+
+```shell
+dotenv -f .env.local -- rockhopper --config rockhopper_mysql.yaml up
+```

pkg/bbgo/session.go

@@ -810,7 +810,7 @@ func (session *ExchangeSession) metricsTradeUpdater(trade types.Trade) {
 		"symbol":    trade.Symbol,
 		"liquidity": trade.Liquidity(),
 	}
-	metricsTradingVolume.With(labels).Add(trade.Quantity)
+	metricsTradingVolume.With(labels).Add(trade.Quantity * trade.Price)
 	metricsTradesTotal.With(labels).Inc()
 }
 
@@ -818,4 +818,18 @@ func (session *ExchangeSession) bindUserDataStreamMetrics(stream types.Stream) {
 	stream.OnBalanceUpdate(session.metricsBalancesUpdater)
 	stream.OnBalanceSnapshot(session.metricsBalancesUpdater)
 	stream.OnTradeUpdate(session.metricsTradeUpdater)
+	stream.OnDisconnect(func() {
+		metricsConnectionStatus.With(prometheus.Labels{
+			"exchange":  session.ExchangeName.String(),
+			"margin":    session.MarginType(),
+			"symbol":   session.IsolatedMarginSymbol,
+		}).Set(0.0)
+	})
+	stream.OnConnect(func() {
+		metricsConnectionStatus.With(prometheus.Labels{
+			"exchange":  session.ExchangeName.String(),
+			"margin":    session.MarginType(),
+			"symbol":   session.IsolatedMarginSymbol,
+		}).Set(1.0)
+	})
 }

utils/changelog.sh

@@ -0,0 +1,58 @@
+#!/bin/bash
+# Generate a Markdown change log of pull requests from commits between two tags
+# Author: Russell Heimlich
+# URL: https://gist.github.com/kingkool68/09a201a35c83e43af08fcbacee5c315a
+
+# HOW TO USE
+# Copy this script to a directory under Git version control
+# Make the script executable i.e. chmod +x changelog.sh
+# Run it! ./changelog.sh
+# Check CHANGELOG.md to see your results
+
+# Repo URL to base links off of
+REPOSITORY_URL=https://github.com/c9s/bbgo
+
+# Get a list of all tags in reverse order
+# Assumes the tags are in version format like v1.2.3
+GIT_TAGS=$(git tag -l --sort=-version:refname)
+
+# Make the tags an array
+TAGS=($GIT_TAGS)
+LATEST_TAG=${TAGS[0]}
+PREVIOUS_TAG=${TAGS[1]}
+
+# If you want to specify your own two tags to compare, uncomment and enter them below
+# LATEST_TAG=v0.23.1
+# PREVIOUS_TAG=v0.22.0
+
+# Get a log of commits that occured between two tags
+# We only get the commit hash so we don't have to deal with a bunch of ugly parsing
+# See Pretty format placeholders at https://git-scm.com/docs/pretty-formats
+COMMITS=$(git log $PREVIOUS_TAG..$LATEST_TAG --pretty=format:"%H")
+
+# Store our changelog in a variable to be saved to a file at the end
+MARKDOWN="[Full Changelog]($REPOSITORY_URL/compare/$PREVIOUS_TAG...$LATEST_TAG)"
+MARKDOWN+='\n'
+
+# Loop over each commit and look for merged pull requests
+for COMMIT in $COMMITS; do
+	# Get the subject of the current commit
+	SUBJECT=$(git log -1 ${COMMIT} --pretty=format:"%s")
+
+	# If the subject contains "Merge pull request #xxxxx" then it is deemed a pull request
+	PULL_REQUEST=$( grep -Eo "Merge pull request #[[:digit:]]+" <<< "$SUBJECT" )
+	if [[ $PULL_REQUEST ]]; then
+		# Perform a substring operation so we're left with just the digits of the pull request
+		PULL_NUM=${PULL_REQUEST#"Merge pull request #"}
+		# AUTHOR_NAME=$(git log -1 ${COMMIT} --pretty=format:"%an")
+		# AUTHOR_EMAIL=$(git log -1 ${COMMIT} --pretty=format:"%ae")
+
+		# Get the body of the commit
+		BODY=$(git log -1 ${COMMIT} --pretty=format:"%b")
+		MARKDOWN+='\n'
+		MARKDOWN+=" - [#$PULL_NUM]($REPOSITORY_URL/pull/$PULL_NUM): $BODY"
+	fi
+done
+
+# Save our markdown to a file
+echo -e $MARKDOWN