mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-10 09:11:55 +00:00
move Cmd to the strategy package
This commit is contained in:
parent
5ca6637a93
commit
98192ae91f
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@ -8,13 +8,26 @@ import (
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"github.com/jmoiron/sqlx"
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"github.com/pkg/errors"
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log "github.com/sirupsen/logrus"
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"github.com/spf13/viper"
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"github.com/c9s/bbgo/cmd/cmdutil"
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"github.com/c9s/bbgo/pkg/service"
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"github.com/c9s/bbgo/pkg/types"
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_ "github.com/go-sql-driver/mysql"
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flag "github.com/spf13/pflag"
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)
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var SupportedExchanges = []types.ExchangeName{"binance", "max"}
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// PersistentFlags defines the flags for environments
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func PersistentFlags(flags *flag.FlagSet) {
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flags.String("binance-api-key", "", "binance api key")
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flags.String("binance-api-secret", "", "binance api secret")
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flags.String("max-api-key", "", "max api key")
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flags.String("max-api-secret", "", "max api secret")
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}
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// SingleExchangeStrategy represents the single Exchange strategy
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type SingleExchangeStrategy interface {
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Run(ctx context.Context, orderExecutor types.OrderExecutor, session *ExchangeSession) error
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@ -70,6 +83,23 @@ type Environment struct {
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sessions map[string]*ExchangeSession
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}
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func NewDefaultEnvironment(db *sqlx.DB) *Environment {
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environment := NewEnvironment(db)
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for _, n := range SupportedExchanges {
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if viper.IsSet(string(n) + "-api-key") {
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exchange, err := cmdutil.NewExchange(n)
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if err != nil {
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panic(err)
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}
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environment.AddExchange(string(n), exchange)
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}
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}
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return environment
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}
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func NewEnvironment(db *sqlx.DB) *Environment {
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tradeService := &service.TradeService{DB: db}
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return &Environment{
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@ -83,12 +113,12 @@ func NewEnvironment(db *sqlx.DB) *Environment {
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func (environ *Environment) AddExchange(name string, exchange types.Exchange) (session *ExchangeSession) {
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session = &ExchangeSession{
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Name: name,
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Exchange: exchange,
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Name: name,
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Exchange: exchange,
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Subscriptions: make(map[types.Subscription]types.Subscription),
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Markets: make(map[string]types.Market),
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Trades: make(map[string][]types.Trade),
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LastPrices: make(map[string]float64),
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Markets: make(map[string]types.Market),
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Trades: make(map[string][]types.Trade),
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LastPrices: make(map[string]float64),
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}
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environ.sessions[name] = session
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@ -188,9 +218,8 @@ func (environ *Environment) Connect(ctx context.Context) error {
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return nil
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}
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type Notifiability struct {
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notifiers []Notifier
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notifiers []Notifier
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}
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func (m *Notifiability) AddNotifier(notifier Notifier) {
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@ -203,7 +232,6 @@ func (m *Notifiability) Notify(msg string, args ...interface{}) {
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}
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}
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type Trader struct {
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Notifiability
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environment *Environment
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@ -263,7 +291,7 @@ func (trader *Trader) Run(ctx context.Context) error {
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router := &ExchangeOrderExecutionRouter{
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// copy the parent notifiers
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Notifiability: trader.Notifiability,
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sessions: trader.environment.sessions,
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sessions: trader.environment.sessions,
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}
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for _, strategy := range trader.crossExchangeStrategies {
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@ -384,7 +412,7 @@ func (trader *Trader) reportPnL() {
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report.Print()
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trader.NotifyPnL(report)
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}
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*/
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*/
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/*
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func (trader *Trader) NotifyPnL(report *accounting.ProfitAndLossReport) {
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@ -422,7 +450,6 @@ func (trader *Trader) SubmitOrder(ctx context.Context, order types.SubmitOrder)
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}
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}
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type ExchangeOrderExecutionRouter struct {
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Notifiability
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@ -442,7 +469,6 @@ func (e *ExchangeOrderExecutionRouter) SubmitOrderTo(ctx context.Context, sessio
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return es.Exchange.SubmitOrder(ctx, order)
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}
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// ExchangeOrderExecutor is an order executor wrapper for single exchange instance.
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type ExchangeOrderExecutor struct {
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Notifiability
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72
pkg/strategy/buyandhold/cmd.go
Normal file
72
pkg/strategy/buyandhold/cmd.go
Normal file
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@ -0,0 +1,72 @@
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package buyandhold
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import (
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"context"
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"syscall"
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"github.com/spf13/cobra"
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"github.com/c9s/bbgo/cmd/cmdutil"
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"github.com/c9s/bbgo/pkg/bbgo"
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"github.com/c9s/bbgo/pkg/types"
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)
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func init() {
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// flags for strategies
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Cmd.Flags().String("exchange", "binance", "target exchange")
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Cmd.Flags().String("symbol", "BTCUSDT", "trading symbol")
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Cmd.Flags().String("interval", "1h", "kline interval for price change detection")
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Cmd.Flags().Float64("base-quantity", 0.1, "base quantity of the order")
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}
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var Cmd = &cobra.Command{
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Use: "buyandhold",
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Short: "buy and hold",
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Long: "buy and hold strategy",
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// SilenceUsage is an option to silence usage when an error occurs.
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SilenceUsage: true,
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RunE: func(cmd *cobra.Command, args []string) error {
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ctx, cancel := context.WithCancel(context.Background())
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defer cancel()
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exchangeNameStr, err := cmd.Flags().GetString("exchange")
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if err != nil {
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return err
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}
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exchangeName, err := types.ValidExchangeName(exchangeNameStr)
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if err != nil {
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return err
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}
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symbol, err := cmd.Flags().GetString("symbol")
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if err != nil {
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return err
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}
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interval, err := cmd.Flags().GetString("interval")
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if err != nil {
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return err
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}
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baseQuantity, err := cmd.Flags().GetFloat64("base-quantity")
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if err != nil {
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return err
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}
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db, err := cmdutil.ConnectMySQL()
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if err != nil {
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return err
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}
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environ := bbgo.NewDefaultEnvironment(db)
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trader := bbgo.NewTrader(environ)
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trader.AttachStrategy(string(exchangeName), New(symbol, interval, baseQuantity))
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err = trader.Run(ctx)
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cmdutil.WaitForSignal(ctx, syscall.SIGINT, syscall.SIGTERM)
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return err
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},
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}
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@ -1,98 +1,29 @@
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package main
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import (
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"context"
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"strings"
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"syscall"
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log "github.com/sirupsen/logrus"
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"github.com/spf13/cobra"
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"github.com/spf13/viper"
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"github.com/c9s/bbgo/cmd/cmdutil"
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"github.com/c9s/bbgo/pkg/bbgo"
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"github.com/c9s/bbgo/pkg/strategy/buyandhold"
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"github.com/c9s/bbgo/pkg/types"
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)
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func init() {
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rootCmd.PersistentFlags().String("binance-api-key", "", "binance api key")
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rootCmd.PersistentFlags().String("binance-api-secret", "", "binance api secret")
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rootCmd.PersistentFlags().String("max-api-key", "", "max api key")
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rootCmd.PersistentFlags().String("max-api-secret", "", "max api secret")
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rootCmd.Flags().String("exchange", "binance", "target exchange")
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rootCmd.Flags().String("symbol", "BTCUSDT", "trading symbol")
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rootCmd.Flags().String("interval", "1h", "kline interval for price change detection")
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viper.SetEnvKeyReplacer(strings.NewReplacer("-", "_"))
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// Enable environment variable binding, the env vars are not overloaded yet.
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viper.AutomaticEnv()
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if err := viper.BindPFlags(rootCmd.PersistentFlags()); err != nil {
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log.WithError(err).Errorf("failed to bind persistent flags. please check the flag settings.")
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}
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}
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var rootCmd = &cobra.Command{
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Use: "buyandhold",
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Short: "buy and hold",
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Long: "hold trader",
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// SilenceUsage is an option to silence usage when an error occurs.
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SilenceUsage: true,
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RunE: func(cmd *cobra.Command, args []string) error {
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ctx, cancel := context.WithCancel(context.Background())
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defer cancel()
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exchangeNameStr, err := cmd.Flags().GetString("exchange")
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if err != nil {
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return err
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}
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exchangeName, err := types.ValidExchangeName(exchangeNameStr)
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if err != nil {
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return err
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}
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symbol, err := cmd.Flags().GetString("symbol")
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if err != nil {
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return err
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}
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interval, err := cmd.Flags().GetString("interval")
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if err != nil {
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return err
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}
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exchange, err := cmdutil.NewExchange(exchangeName)
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if err != nil {
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return err
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}
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db, err := cmdutil.ConnectMySQL()
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if err != nil {
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return err
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}
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sessionID := "main"
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environ := bbgo.NewEnvironment(db)
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environ.AddExchange(sessionID, exchange)
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trader := bbgo.NewTrader(environ)
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trader.AttachStrategy(sessionID, buyandhold.New(symbol, interval, 0.1))
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// trader.AttachCrossExchangeStrategy(...)
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err = trader.Run(ctx)
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cmdutil.WaitForSignal(ctx, syscall.SIGINT, syscall.SIGTERM)
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return err
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},
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// persistent flags for trading environment
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bbgo.PersistentFlags(buyandhold.Cmd.PersistentFlags())
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}
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func main() {
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if err := rootCmd.Execute(); err != nil {
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// general viper setup for trading environment
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viper.SetEnvKeyReplacer(strings.NewReplacer("-", "_"))
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viper.AutomaticEnv()
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if err := viper.BindPFlags(buyandhold.Cmd.PersistentFlags()); err != nil {
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log.WithError(err).Errorf("failed to bind persistent flags. please check the flag settings.")
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}
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if err := buyandhold.Cmd.Execute(); err != nil {
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log.WithError(err).Fatalf("cannot execute command")
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}
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}
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