move Cmd to the strategy package

pkg/bbgo/trader.go

@@ -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,
+		Name:          name,
-		Exchange:   exchange,
+		Exchange:      exchange,
 		Subscriptions: make(map[types.Subscription]types.Subscription),
-		Markets:    make(map[string]types.Market),
+		Markets:       make(map[string]types.Market),
-		Trades:     make(map[string][]types.Trade),
+		Trades:        make(map[string][]types.Trade),
-		LastPrices: make(map[string]float64),
+		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

pkg/strategy/buyandhold/cmd.go

@@ -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
+	},
+}

strategies/buyandhold/main.go

@@ -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")
+	// persistent flags for trading environment
-	rootCmd.PersistentFlags().String("binance-api-secret", "", "binance api secret")
+	bbgo.PersistentFlags(buyandhold.Cmd.PersistentFlags())
-	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
-	},
 }
 
 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")
 	}
 }