implement position closer interaction

go.mod

@@ -30,6 +30,7 @@ require (
 	github.com/lestrrat-go/strftime v1.0.0 // indirect
 	github.com/magiconair/properties v1.8.4 // indirect
 	github.com/mattn/go-colorable v0.1.7 // indirect
+	github.com/mattn/go-shellwords v1.0.12 // indirect
 	github.com/mattn/go-sqlite3 v1.14.10 // indirect
 	github.com/mitchellh/mapstructure v1.4.1 // indirect
 	github.com/pelletier/go-toml v1.8.1 // indirect

go.sum

@@ -313,6 +313,8 @@ github.com/mattn/go-isatty v0.0.3/go.mod h1:M+lRXTBqGeGNdLjl/ufCoiOlB5xdOkqRJdNx
 github.com/mattn/go-isatty v0.0.9/go.mod h1:YNRxwqDuOph6SZLI9vUUz6OYw3QyUt7WiY2yME+cCiQ=
 github.com/mattn/go-isatty v0.0.12 h1:wuysRhFDzyxgEmMf5xjvJ2M9dZoWAXNNr5LSBS7uHXY=
 github.com/mattn/go-isatty v0.0.12/go.mod h1:cbi8OIDigv2wuxKPP5vlRcQ1OAZbq2CE4Kysco4FUpU=
+github.com/mattn/go-shellwords v1.0.12 h1:M2zGm7EW6UQJvDeQxo4T51eKPurbeFbe8WtebGE2xrk=
+github.com/mattn/go-shellwords v1.0.12/go.mod h1:EZzvwXDESEeg03EKmM+RmDnNOPKG4lLtQsUlTZDWQ8Y=
 github.com/mattn/go-sqlite3 v1.14.6/go.mod h1:NyWgC/yNuGj7Q9rpYnZvas74GogHl5/Z4A/KQRfk6bU=
 github.com/mattn/go-sqlite3 v1.14.9 h1:10HX2Td0ocZpYEjhilsuo6WWtUqttj2Kb0KtD86/KYA=
 github.com/mattn/go-sqlite3 v1.14.9/go.mod h1:NyWgC/yNuGj7Q9rpYnZvas74GogHl5/Z4A/KQRfk6bU=

pkg/bbgo/environment.go

@@ -716,6 +716,10 @@ func (environ *Environment) setupTelegram(userConfig *Config, telegramBotToken s
 
 		// you must restore the session after the notifier updates
 		messenger.RestoreSession(session)
+
+		// right now it's only for telegram, should we share the session (?)
+		interact.Default().SetOriginState(interact.StateAuthenticated)
+		interact.Default().SetState(interact.StateAuthenticated)
 	}
 
 	messenger.OnAuthorized(func(a *interact.TelegramAuthorizer) {

pkg/bbgo/interact.go

@@ -0,0 +1,172 @@
+package bbgo
+
+import (
+	"context"
+	"fmt"
+	"path"
+	"reflect"
+	"strconv"
+	"strings"
+
+	"github.com/c9s/bbgo/pkg/interact"
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+type PositionCloser interface {
+	ClosePosition(ctx context.Context, percentage float64) error
+}
+
+type PositionReader interface {
+	CurrentPosition() *types.Position
+}
+
+type closePositionContext struct {
+	signature  string
+	closer     PositionCloser
+	percentage float64
+}
+
+type CoreInteraction struct {
+	environment *Environment
+	trader      *Trader
+
+	exchangeStrategies   map[string]SingleExchangeStrategy
+	closePositionContext closePositionContext
+}
+
+func NewCoreInteraction(environment *Environment, trader *Trader) *CoreInteraction {
+	return &CoreInteraction{
+		environment:        environment,
+		trader:             trader,
+		exchangeStrategies: make(map[string]SingleExchangeStrategy),
+	}
+}
+
+func (it *CoreInteraction) Commands(i *interact.Interact) {
+	i.PrivateCommand("/closeposition", "close the position of a strategy", func(reply interact.Reply) error {
+		// it.trader.exchangeStrategies
+		// send symbol options
+		found := false
+		for signature, strategy := range it.exchangeStrategies {
+			if _, ok := strategy.(PositionCloser); ok {
+				reply.AddButton(signature)
+				found = true
+			}
+		}
+
+		if found {
+			reply.Message("Please choose your position from the current running strategies")
+		} else {
+			reply.Message("No any strategy supports PositionCloser")
+		}
+		return nil
+	}).Next(func(signature string, reply interact.Reply) error {
+		strategy, ok := it.exchangeStrategies[signature]
+		if !ok {
+			reply.Message("Strategy not found")
+			return fmt.Errorf("strategy %s not found", signature)
+		}
+
+		closer, implemented := strategy.(PositionCloser)
+		if !implemented {
+			reply.Message(fmt.Sprintf("Strategy %s does not support position close", signature))
+			return fmt.Errorf("strategy %s does not implement PositionCloser interface", signature)
+		}
+
+		it.closePositionContext.closer = closer
+		it.closePositionContext.signature = signature
+
+		if reader, implemented := strategy.(PositionReader); implemented {
+			position := reader.CurrentPosition()
+			if position != nil {
+				reply.Send("Your current position:")
+				reply.Send(position.String())
+
+				if position.Base == 0 {
+					reply.Message("No opened position")
+					reply.RemoveKeyboard()
+					return fmt.Errorf("no opened position")
+				}
+			}
+		}
+
+		reply.Message("Choose or enter the percentage to close")
+		for _, symbol := range []string{"5%", "25%", "50%", "80%", "100%"} {
+			reply.AddButton(symbol)
+		}
+
+		return nil
+	}).Next(func(percentageStr string, reply interact.Reply) error {
+		percentage, err := parseFloatPercent(percentageStr, 64)
+		if err != nil {
+			reply.Message(fmt.Sprintf("%q is not a valid percentage string", percentageStr))
+			return err
+		}
+
+		reply.RemoveKeyboard()
+
+		err = it.closePositionContext.closer.ClosePosition(context.Background(), percentage)
+		if err != nil {
+			reply.Message(fmt.Sprintf("Failed to close the position, %s", err.Error()))
+			return err
+		}
+
+		return nil
+	})
+}
+
+func (it *CoreInteraction) Initialize() error {
+	// re-map exchange strategies into the signature-object map
+	for sessionID, strategies := range it.trader.exchangeStrategies {
+		for _, strategy := range strategies {
+			signature, err := getStrategySignature(strategy)
+			if err != nil {
+				return err
+			}
+
+			key := sessionID + "." + signature
+			it.exchangeStrategies[key] = strategy
+		}
+	}
+	return nil
+}
+
+func getStrategySignature(strategy SingleExchangeStrategy) (string, error) {
+	rv := reflect.ValueOf(strategy).Elem()
+	if rv.Kind() != reflect.Struct {
+		return "", fmt.Errorf("strategy %T instance is not a struct", strategy)
+	}
+
+	var signature = path.Base(rv.Type().PkgPath())
+
+	var id = strategy.ID()
+
+	if !strings.EqualFold(id, signature) {
+		signature += "." + strings.ToLower(id)
+	}
+
+	for i := 0; i < rv.NumField(); i++ {
+		field := rv.Field(i)
+		if field.Kind() == reflect.String {
+			str := field.String()
+			if len(str) > 0 {
+				signature += "." + field.String()
+			}
+		}
+	}
+
+	return signature, nil
+}
+
+func parseFloatPercent(s string, bitSize int) (f float64, err error) {
+	i := strings.Index(s, "%")
+	if i < 0 {
+		return strconv.ParseFloat(s, bitSize)
+	}
+
+	f, err = strconv.ParseFloat(s[:i], bitSize)
+	if err != nil {
+		return 0, err
+	}
+	return f / 100.0, nil
+}

pkg/bbgo/interact_test.go

@@ -0,0 +1,28 @@
+package bbgo
+
+import (
+	"context"
+	"testing"
+
+	"github.com/stretchr/testify/assert"
+)
+
+type myStrategy struct {
+	Symbol string `json:"symbol"`
+}
+
+func (m myStrategy) ID() string {
+	return "mystrategy"
+}
+
+func (m *myStrategy) Run(ctx context.Context, orderExecutor OrderExecutor, session *ExchangeSession) error {
+	return nil
+}
+
+func Test_getStrategySignature(t *testing.T) {
+	signature, err := getStrategySignature(&myStrategy{
+		Symbol: "BTCUSDT",
+	})
+	assert.NoError(t, err)
+	assert.Equal(t, "bbgo.mystrategy.BTCUSDT", signature)
+}

pkg/bbgo/trader.go

@@ -10,6 +10,8 @@ import (
 	log "github.com/sirupsen/logrus"
 
 	_ "github.com/go-sql-driver/mysql"
+
+	"github.com/c9s/bbgo/pkg/interact"
 )
 
 // SingleExchangeStrategy represents the single Exchange strategy
@@ -291,6 +293,11 @@ func (trader *Trader) RunAllSingleExchangeStrategy(ctx context.Context) error {
 }
 
 func (trader *Trader) Run(ctx context.Context) error {
+	// before we start the interaction,
+	// register the core interaction, because we can only get the strategies in this scope
+	// trader.environment.Connect will call interact.Start
+	interact.AddCustomInteraction(NewCoreInteraction(trader.environment, trader))
+
 	trader.Subscribe()
 
 	if err := trader.environment.Start(ctx); err != nil {

pkg/interact/default.go

@@ -13,7 +13,7 @@ func SetMessenger(messenger Messenger) {
 }
 
 func AddCustomInteraction(custom CustomInteraction) {
-	custom.Commands(defaultInteraction)
+	defaultInteraction.AddCustomInteraction(custom)
 }
 
 func Start(ctx context.Context) error {

pkg/interact/interact.go

@@ -12,6 +12,10 @@ type CustomInteraction interface {
 	Commands(interact *Interact)
 }
 
+type Initializer interface {
+	Initialize() error
+}
+
 type Messenger interface {
 	TextMessageResponder
 	CommandResponder
@@ -33,6 +37,8 @@ type Interact struct {
 
 	originState, currentState State
 
+	customInteractions []CustomInteraction
+
 	messenger Messenger
 }
 
@@ -40,6 +46,7 @@ func New() *Interact {
 	return &Interact{
 		startTime:       time.Now(),
 		commands:        make(map[string]*Command),
+		privateCommands: make(map[string]*Command),
 		originState:     StatePublic,
 		currentState:    StatePublic,
 		states:          make(map[State]State),
@@ -53,10 +60,11 @@ func (it *Interact) SetOriginState(s State) {
 
 func (it *Interact) AddCustomInteraction(custom CustomInteraction) {
 	custom.Commands(it)
+	it.customInteractions = append(it.customInteractions, custom)
 }
 
-func (it *Interact) PrivateCommand(command string, f interface{}) *Command {
+func (it *Interact) PrivateCommand(command, desc string, f interface{}) *Command {
-	cmd := NewCommand(command, "", f)
+	cmd := NewCommand(command, desc, f)
 	it.privateCommands[command] = cmd
 	return cmd
 }
@@ -84,7 +92,7 @@ func (it *Interact) getNextState(currentState State) (nextState State, final boo
 	return it.originState, final
 }
 
-func (it *Interact) setState(s State) {
+func (it *Interact) SetState(s State) {
 	log.Infof("[interact] transiting state from %s -> %s", it.currentState, s)
 	it.currentState = s
 }
@@ -111,11 +119,11 @@ func (it *Interact) handleResponse(text string, ctxObjects ...interface{}) error
 
 	nextState, end := it.getNextState(it.currentState)
 	if end {
-		it.setState(it.originState)
+		it.SetState(it.originState)
 		return nil
 	}
 
-	it.setState(nextState)
+	it.SetState(nextState)
 	return nil
 }
 
@@ -146,7 +154,7 @@ func (it *Interact) runCommand(command string, args []string, ctxObjects ...inte
 		return err
 	}
 
-	it.setState(cmd.initState)
+	it.SetState(cmd.initState)
 	if _, err := parseFuncArgsAndCall(cmd.F, args, ctxObjects...); err != nil {
 		return err
 	}
@@ -154,11 +162,11 @@ func (it *Interact) runCommand(command string, args []string, ctxObjects ...inte
 	// if we can successfully execute the command, then we can go to the next state.
 	nextState, end := it.getNextState(it.currentState)
 	if end {
-		it.setState(it.originState)
+		it.SetState(it.originState)
 		return nil
 	}
 
-	it.setState(nextState)
+	it.SetState(nextState)
 	return nil
 }
 
@@ -186,7 +194,19 @@ func (it *Interact) init() error {
 		return err
 	}
 
-	for n, cmd := range it.commands {
+	if err := it.registerCommands(it.commands); err != nil {
+		return err
+	}
+
+	if err := it.registerCommands(it.privateCommands); err != nil {
+		return err
+	}
+
+	return nil
+}
+
+func (it *Interact) registerCommands(commands map[string]*Command) error {
+	for n, cmd := range commands {
 		for s1, s2 := range cmd.states {
 			if _, exist := it.states[s1]; exist {
 				return fmt.Errorf("state %s already exists", s1)
@@ -209,7 +229,6 @@ func (it *Interact) init() error {
 			return it.runCommand(commandName, args, append(ctxObjects, reply)...)
 		})
 	}
-
 	return nil
 }
 
@@ -218,6 +237,16 @@ func (it *Interact) Start(ctx context.Context) error {
 		return err
 	}
 
+	for _, custom := range it.customInteractions {
+		log.Infof("checking %T custom interaction...", custom)
+		if initializer, ok := custom.(Initializer); ok {
+			log.Infof("initializing %T custom interaction...", custom)
+			if err := initializer.Initialize(); err != nil {
+				return err
+			}
+		}
+	}
+
 	// TODO: use go routine and context
 	it.messenger.Start(ctx)
 	return nil

pkg/interact/parse.go

@@ -6,6 +6,8 @@ import (
 	"strconv"
 	"strings"
 	"text/scanner"
+
+	"github.com/mattn/go-shellwords"
 )
 
 func parseFuncArgsAndCall(f interface{}, args []string, objects ...interface{}) (State, error) {
@@ -112,6 +114,13 @@ func parseFuncArgsAndCall(f interface{}, args []string, objects ...interface{})
 }
 
 func parseCommand(src string) (args []string) {
+	var err error
+	args, err = shellwords.Parse(src)
+	if err == nil {
+		return args
+	}
+
+	// fallback to go text/scanner
 	var s scanner.Scanner
 	s.Init(strings.NewReader(src))
 	s.Filename = "command"
@@ -125,4 +134,3 @@ func parseCommand(src string) (args []string) {
 
 	return args
 }
-

pkg/interact/reply.go

@@ -1,6 +1,7 @@
 package interact
 
 type Reply interface {
+	Send(message string)
 	Message(message string)
 	AddButton(text string)
 	RemoveKeyboard()

pkg/interact/telegram.go

@@ -12,12 +12,18 @@ import (
 
 type TelegramReply struct {
 	bot  *telebot.Bot
+	chat *telebot.Chat
+
 	message string
 	menu    *telebot.ReplyMarkup
 	buttons [][]telebot.Btn
 	set     bool
 }
 
+func (r *TelegramReply) Send(message string) {
+	checkSendErr(r.bot.Send(r.chat, message))
+}
+
 func (r *TelegramReply) Message(message string) {
 	r.message = message
 	r.set = true
@@ -115,7 +121,7 @@ func (tm *Telegram) Start(context.Context) {
 		}
 
 		authorizer := tm.newAuthorizer(m)
-		reply := tm.newReply()
+		reply := tm.newReply(m)
 		if tm.textMessageResponder != nil {
 			if err := tm.textMessageResponder(m.Text, reply, authorizer); err != nil {
 				log.WithError(err).Errorf("[telegram] response handling error")
@@ -148,30 +154,35 @@ func (tm *Telegram) Start(context.Context) {
 	go tm.Bot.Start()
 }
 
+func checkSendErr(m *telebot.Message, err error) {
+	if err != nil {
+		log.WithError(err).Errorf("[telegram] message send error")
+	}
+}
+
 func (tm *Telegram) AddCommand(cmd *Command, responder Responder) {
 	tm.commands = append(tm.commands, cmd)
 	tm.Bot.Handle(cmd.Name, func(m *telebot.Message) {
 		authorizer := tm.newAuthorizer(m)
-		reply := tm.newReply()
+		reply := tm.newReply(m)
 		if err := responder(m.Payload, reply, authorizer); err != nil {
 			log.WithError(err).Errorf("[telegram] responder error")
-			tm.Bot.Send(m.Sender, fmt.Sprintf("error: %v", err))
+			checkSendErr(tm.Bot.Send(m.Sender, fmt.Sprintf("error: %v", err)))
 			return
 		}
 
 		// build up the response objects
 		if reply.set {
 			reply.build()
-			if _, err := tm.Bot.Send(m.Sender, reply.message, reply.menu); err != nil {
+			checkSendErr(tm.Bot.Send(m.Sender, reply.message, reply.menu))
-				log.WithError(err).Errorf("[telegram] message send error")
-			}
 		}
 	})
 }
 
-func (tm *Telegram) newReply() *TelegramReply {
+func (tm *Telegram) newReply(m *telebot.Message) *TelegramReply {
 	return &TelegramReply{
 		bot:  tm.Bot,
+		chat: m.Chat,
 		menu: &telebot.ReplyMarkup{ResizeReplyKeyboard: true},
 	}
 }

pkg/strategy/bollmaker/strategy.go

@@ -166,6 +166,47 @@ func (s *Strategy) Validate() error {
 	return nil
 }
 
+func (s *Strategy) CurrentPosition() *types.Position {
+	return s.state.Position
+}
+
+func (s *Strategy) ClosePosition(ctx context.Context, percentage float64) error {
+	base := s.state.Position.GetBase()
+	if base == 0 {
+		return fmt.Errorf("no opened %s position", s.state.Position.Symbol)
+	}
+
+	// make it negative
+	quantity := base.MulFloat64(percentage).Abs()
+	side := types.SideTypeBuy
+	if base > 0 {
+		side = types.SideTypeSell
+	}
+
+	if quantity.Float64() < s.market.MinQuantity {
+		return fmt.Errorf("order quantity %f is too small, less than %f", quantity.Float64(), s.market.MinQuantity)
+	}
+
+	submitOrder := types.SubmitOrder{
+		Symbol:   s.Symbol,
+		Side:     side,
+		Type:     types.OrderTypeMarket,
+		Quantity: quantity.Float64(),
+		Market:   s.market,
+	}
+
+	s.Notify("Submitting %s %s order to close position by %f", s.Symbol, side.String(), percentage, submitOrder)
+
+	createdOrders, err := s.session.Exchange.SubmitOrders(ctx, submitOrder)
+	if err != nil {
+		log.WithError(err).Errorf("can not place position close order")
+	}
+
+	s.orderStore.Add(createdOrders...)
+	s.activeMakerOrders.Add(createdOrders...)
+	return err
+}
+
 func (s *Strategy) SaveState() error {
 	if err := s.Persistence.Save(s.state, ID, s.Symbol, stateKey); err != nil {
 		return err