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Code Issues Actions 2 Packages Projects Releases Wiki Activity

move Cmd to the strategy package

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This commit is contained in:
c9s 2020-10-16 10:09:30 +08:00
parent 5ca6637a93
commit 98192ae91f
3 changed files with 120 additions and 91 deletions
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50
pkg/bbgo/trader.go
View File

@ -8,13 +8,26 @@ import (
"github.com/jmoiron/sqlx"
"github.com/pkg/errors"
log "github.com/sirupsen/logrus"
"github.com/spf13/viper"
"github.com/c9s/bbgo/cmd/cmdutil"
"github.com/c9s/bbgo/pkg/service"
"github.com/c9s/bbgo/pkg/types"
_ "github.com/go-sql-driver/mysql"
flag "github.com/spf13/pflag"
)
var SupportedExchanges = []types.ExchangeName{"binance", "max"}
// PersistentFlags defines the flags for environments
func PersistentFlags(flags *flag.FlagSet) {
flags.String("binance-api-key", "", "binance api key")
flags.String("binance-api-secret", "", "binance api secret")
flags.String("max-api-key", "", "max api key")
flags.String("max-api-secret", "", "max api secret")
}
// SingleExchangeStrategy represents the single Exchange strategy
type SingleExchangeStrategy interface {
Run(ctx context.Context, orderExecutor types.OrderExecutor, session *ExchangeSession) error
@ -70,6 +83,23 @@ type Environment struct {
sessions map[string]*ExchangeSession
}
func NewDefaultEnvironment(db *sqlx.DB) *Environment {
environment := NewEnvironment(db)
for _, n := range SupportedExchanges {
if viper.IsSet(string(n) + "-api-key") {
exchange, err := cmdutil.NewExchange(n)
if err != nil {
panic(err)
}
environment.AddExchange(string(n), exchange)
}
}
return environment
}
func NewEnvironment(db *sqlx.DB) *Environment {
tradeService := &service.TradeService{DB: db}
return &Environment{
@ -83,12 +113,12 @@ func NewEnvironment(db *sqlx.DB) *Environment {
func (environ *Environment) AddExchange(name string, exchange types.Exchange) (session *ExchangeSession) {
session = &ExchangeSession{
Name: name,
Exchange: exchange,
Name: name,
Exchange: exchange,
Subscriptions: make(map[types.Subscription]types.Subscription),
Markets: make(map[string]types.Market),
Trades: make(map[string][]types.Trade),
LastPrices: make(map[string]float64),
Markets: make(map[string]types.Market),
Trades: make(map[string][]types.Trade),
LastPrices: make(map[string]float64),
}
environ.sessions[name] = session
@ -188,9 +218,8 @@ func (environ *Environment) Connect(ctx context.Context) error {
return nil
}
type Notifiability struct {
notifiers []Notifier
notifiers []Notifier
}
func (m *Notifiability) AddNotifier(notifier Notifier) {
@ -203,7 +232,6 @@ func (m *Notifiability) Notify(msg string, args ...interface{}) {
}
}
type Trader struct {
Notifiability
environment *Environment
@ -263,7 +291,7 @@ func (trader *Trader) Run(ctx context.Context) error {
router := &ExchangeOrderExecutionRouter{
// copy the parent notifiers
Notifiability: trader.Notifiability,
sessions: trader.environment.sessions,
sessions: trader.environment.sessions,
}
for _, strategy := range trader.crossExchangeStrategies {
@ -384,7 +412,7 @@ func (trader *Trader) reportPnL() {
report.Print()
trader.NotifyPnL(report)
}
*/
*/
/*
func (trader *Trader) NotifyPnL(report *accounting.ProfitAndLossReport) {
@ -422,7 +450,6 @@ func (trader *Trader) SubmitOrder(ctx context.Context, order types.SubmitOrder)
}
}
type ExchangeOrderExecutionRouter struct {
Notifiability
@ -442,7 +469,6 @@ func (e *ExchangeOrderExecutionRouter) SubmitOrderTo(ctx context.Context, sessio
return es.Exchange.SubmitOrder(ctx, order)
}
// ExchangeOrderExecutor is an order executor wrapper for single exchange instance.
type ExchangeOrderExecutor struct {
Notifiability

72
pkg/strategy/buyandhold/cmd.go Normal file
View File

@ -0,0 +1,72 @@
package buyandhold
import (
"context"
"syscall"
"github.com/spf13/cobra"
"github.com/c9s/bbgo/cmd/cmdutil"
"github.com/c9s/bbgo/pkg/bbgo"
"github.com/c9s/bbgo/pkg/types"
)
func init() {
// flags for strategies
Cmd.Flags().String("exchange", "binance", "target exchange")
Cmd.Flags().String("symbol", "BTCUSDT", "trading symbol")
Cmd.Flags().String("interval", "1h", "kline interval for price change detection")
Cmd.Flags().Float64("base-quantity", 0.1, "base quantity of the order")
}
var Cmd = &cobra.Command{
Use: "buyandhold",
Short: "buy and hold",
Long: "buy and hold strategy",
// SilenceUsage is an option to silence usage when an error occurs.
SilenceUsage: true,
RunE: func(cmd *cobra.Command, args []string) error {
ctx, cancel := context.WithCancel(context.Background())
defer cancel()
exchangeNameStr, err := cmd.Flags().GetString("exchange")
if err != nil {
return err
}
exchangeName, err := types.ValidExchangeName(exchangeNameStr)
if err != nil {
return err
}
symbol, err := cmd.Flags().GetString("symbol")
if err != nil {
return err
}
interval, err := cmd.Flags().GetString("interval")
if err != nil {
return err
}
baseQuantity, err := cmd.Flags().GetFloat64("base-quantity")
if err != nil {
return err
}
db, err := cmdutil.ConnectMySQL()
if err != nil {
return err
}
environ := bbgo.NewDefaultEnvironment(db)
trader := bbgo.NewTrader(environ)
trader.AttachStrategy(string(exchangeName), New(symbol, interval, baseQuantity))
err = trader.Run(ctx)
cmdutil.WaitForSignal(ctx, syscall.SIGINT, syscall.SIGTERM)
return err
},
}

89
strategies/buyandhold/main.go
View File

@ -1,98 +1,29 @@
package main
import (
"context"
"strings"
"syscall"
log "github.com/sirupsen/logrus"
"github.com/spf13/cobra"
"github.com/spf13/viper"
"github.com/c9s/bbgo/cmd/cmdutil"
"github.com/c9s/bbgo/pkg/bbgo"
"github.com/c9s/bbgo/pkg/strategy/buyandhold"
"github.com/c9s/bbgo/pkg/types"
)
func init() {
rootCmd.PersistentFlags().String("binance-api-key", "", "binance api key")
rootCmd.PersistentFlags().String("binance-api-secret", "", "binance api secret")
rootCmd.PersistentFlags().String("max-api-key", "", "max api key")
rootCmd.PersistentFlags().String("max-api-secret", "", "max api secret")
rootCmd.Flags().String("exchange", "binance", "target exchange")
rootCmd.Flags().String("symbol", "BTCUSDT", "trading symbol")
rootCmd.Flags().String("interval", "1h", "kline interval for price change detection")
viper.SetEnvKeyReplacer(strings.NewReplacer("-", "_"))
// Enable environment variable binding, the env vars are not overloaded yet.
viper.AutomaticEnv()
if err := viper.BindPFlags(rootCmd.PersistentFlags()); err != nil {
log.WithError(err).Errorf("failed to bind persistent flags. please check the flag settings.")
}
}
var rootCmd = &cobra.Command{
Use: "buyandhold",
Short: "buy and hold",
Long: "hold trader",
// SilenceUsage is an option to silence usage when an error occurs.
SilenceUsage: true,
RunE: func(cmd *cobra.Command, args []string) error {
ctx, cancel := context.WithCancel(context.Background())
defer cancel()
exchangeNameStr, err := cmd.Flags().GetString("exchange")
if err != nil {
return err
}
exchangeName, err := types.ValidExchangeName(exchangeNameStr)
if err != nil {
return err
}
symbol, err := cmd.Flags().GetString("symbol")
if err != nil {
return err
}
interval, err := cmd.Flags().GetString("interval")
if err != nil {
return err
}
exchange, err := cmdutil.NewExchange(exchangeName)
if err != nil {
return err
}
db, err := cmdutil.ConnectMySQL()
if err != nil {
return err
}
sessionID := "main"
environ := bbgo.NewEnvironment(db)
environ.AddExchange(sessionID, exchange)
trader := bbgo.NewTrader(environ)
trader.AttachStrategy(sessionID, buyandhold.New(symbol, interval, 0.1))
// trader.AttachCrossExchangeStrategy(...)
err = trader.Run(ctx)
cmdutil.WaitForSignal(ctx, syscall.SIGINT, syscall.SIGTERM)
return err
},
// persistent flags for trading environment
bbgo.PersistentFlags(buyandhold.Cmd.PersistentFlags())
}
func main() {
if err := rootCmd.Execute(); err != nil {
// general viper setup for trading environment
viper.SetEnvKeyReplacer(strings.NewReplacer("-", "_"))
viper.AutomaticEnv()
if err := viper.BindPFlags(buyandhold.Cmd.PersistentFlags()); err != nil {
log.WithError(err).Errorf("failed to bind persistent flags. please check the flag settings.")
}
if err := buyandhold.Cmd.Execute(); err != nil {
log.WithError(err).Fatalf("cannot execute command")
}
}