Add pricealert strategy for demonstrating notification

config/bbgo.yaml

@@ -6,7 +6,7 @@ imports:
 notifications:
   slack:
     defaultChannel: "#dev-bbgo"
-    errorChannel: "#error"
+    errorChannel: "#bbgo-error"
 
   # if you want to route channel by symbol
   symbolChannels:

config/pricealert.yaml

@@ -0,0 +1,29 @@
+---
+notifications:
+  slack:
+    defaultChannel: "#dev-bbgo"
+    errorChannel: "#bbgo-error"
+
+  # if you want to route channel by symbol
+  symbolChannels:
+    "^BTC": "#btc"
+    "^ETH": "#eth"
+
+  # object routing rules
+  routing:
+    trade: "$symbol"
+    order: "$symbol"
+    submitOrder: "$session" # not supported yet
+    pnL: "#bbgo-pnl"
+
+sessions:
+  binance:
+    exchange: binance
+    envVarPrefix: binance
+
+exchangeStrategies:
+- on: binance
+  pricealert:
+    symbol: "BTCUSDT"
+    interval: "1m"
+    minChange: 0.01

pkg/bbgo/reporter.go

@@ -97,12 +97,14 @@ func NewPatternChannelRouter(routes map[string]string) *PatternChannelRouter {
 	return router
 }
 
-func (router *PatternChannelRouter) AddRoute(routes map[string]string) *PatternChannelRouter {
+func (router *PatternChannelRouter) AddRoute(routes map[string]string) {
+	if routes == nil {
+		return
+	}
+
 	for pattern, channel := range routes {
 		router.routes[regexp.MustCompile(pattern)] = channel
 	}
-
-	return router
 }
 
 func (router *PatternChannelRouter) Route(text string) (channel string, ok bool) {
@@ -126,9 +128,8 @@ func NewObjectChannelRouter() *ObjectChannelRouter {
 	return &ObjectChannelRouter{}
 }
 
-func (router *ObjectChannelRouter) AddRoute(f ObjectChannelHandler) *ObjectChannelRouter {
+func (router *ObjectChannelRouter) AddRoute(f ObjectChannelHandler) {
 	router.routes = append(router.routes, f)
-	return router
 }
 
 func (router *ObjectChannelRouter) Route(obj interface{}) (channel string, ok bool) {

pkg/bbgo/trader.go

@@ -2,6 +2,7 @@ package bbgo
 
 import (
 	"context"
+	"reflect"
 
 	log "github.com/sirupsen/logrus"
 
@@ -57,7 +58,6 @@ func (trader *Trader) ReportTrade() *TradeReporter {
 	return trader.tradeReporter
 }
 
-
 // AttachStrategyOn attaches the single exchange strategy on an exchange session.
 // Single exchange strategy is the default behavior.
 func (trader *Trader) AttachStrategyOn(session string, strategies ...SingleExchangeStrategy) *Trader {
@@ -113,7 +113,7 @@ func (trader *Trader) Run(ctx context.Context) error {
 		var orderExecutor OrderExecutor = baseOrderExecutor
 
 		// Since the risk controls are loaded from the config file
-		if riskControls := trader.riskControls ; riskControls != nil {
+		if riskControls := trader.riskControls; riskControls != nil {
 			if trader.riskControls.SessionBasedRiskControl != nil {
 				control, ok := trader.riskControls.SessionBasedRiskControl[sessionName]
 				if ok {
@@ -128,6 +128,19 @@ func (trader *Trader) Run(ctx context.Context) error {
 		}
 
 		for _, strategy := range strategies {
+			rs := reflect.ValueOf(strategy)
+			if rs.Elem().Kind() == reflect.Struct {
+				rs = rs.Elem()
+				field := rs.FieldByName("Notifiability")
+				if field.IsValid() {
+					log.Infof("found Notifiability in strategy %T, configuring...", strategy)
+					if !field.CanSet() {
+						log.Panicf("strategy %T field Notifiability can not be set", strategy)
+					}
+					field.Set(reflect.ValueOf(trader.Notifiability))
+				}
+			}
+
 			err := strategy.Run(ctx, orderExecutor, session)
 			if err != nil {
 				return err
@@ -262,8 +275,8 @@ func (trader *Trader) reportPnL() {
 */
 
 // ReportPnL configure and set the PnLReporter with the given notifier
-func (trader *Trader) ReportPnL(notifier Notifier) *PnLReporterManager {
+func (trader *Trader) ReportPnL() *PnLReporterManager {
-	return NewPnLReporter(notifier)
+	return NewPnLReporter(&trader.Notifiability)
 }
 
 type OrderExecutor interface {

pkg/cmd/run.go

@@ -27,6 +27,7 @@ import (
 
 	// import built-in strategies
 	_ "github.com/c9s/bbgo/pkg/strategy/buyandhold"
+	_ "github.com/c9s/bbgo/pkg/strategy/pricealert"
 	_ "github.com/c9s/bbgo/pkg/strategy/xpuremaker"
 )
 
@@ -105,7 +106,7 @@ func runConfig(ctx context.Context, userConfig *bbgo.Config) error {
 	trader := bbgo.NewTrader(environ)
 
 	// configure notifiers
-	notifierSet := &bbgo.Notifiability{
+	trader.Notifiability = bbgo.Notifiability{
 		SymbolChannelRouter:  bbgo.NewPatternChannelRouter(nil),
 		SessionChannelRouter: bbgo.NewPatternChannelRouter(nil),
 		ObjectChannelRouter:  bbgo.NewObjectChannelRouter(),
@@ -122,7 +123,7 @@ func runConfig(ctx context.Context, userConfig *bbgo.Config) error {
 
 			log.Infof("adding slack notifier...")
 			var notifier = slacknotifier.New(slackToken, conf.DefaultChannel)
-			notifierSet.AddNotifier(notifier)
+			trader.AddNotifier(notifier)
 		}
 	}
 
@@ -130,50 +131,48 @@ func runConfig(ctx context.Context, userConfig *bbgo.Config) error {
 	if conf := userConfig.Notifications; conf != nil {
 		// configure routing here
 		if conf.SymbolChannels != nil {
-			notifierSet.SymbolChannelRouter.AddRoute(conf.SymbolChannels)
+			trader.SymbolChannelRouter.AddRoute(conf.SymbolChannels)
 		}
 		if conf.SessionChannels != nil {
-			notifierSet.SessionChannelRouter.AddRoute(conf.SessionChannels)
+			trader.SessionChannelRouter.AddRoute(conf.SessionChannels)
 		}
 
 		if conf.Routing != nil {
 			if conf.Routing.Trade == "$symbol" {
-				notifierSet.ObjectChannelRouter.Route(func(obj interface{}) (channel string, ok bool) {
+				trader.ObjectChannelRouter.Route(func(obj interface{}) (channel string, ok bool) {
 					trade, matched := obj.(*types.Trade)
 					if !matched {
 						return
 					}
-					channel, ok = notifierSet.SymbolChannelRouter.Route(trade.Symbol)
+					channel, ok = trader.SymbolChannelRouter.Route(trade.Symbol)
 					return
 				})
 			}
 
 			if conf.Routing.Order == "$symbol" {
-				notifierSet.ObjectChannelRouter.Route(func(obj interface{}) (channel string, ok bool) {
+				trader.ObjectChannelRouter.Route(func(obj interface{}) (channel string, ok bool) {
 					order, matched := obj.(*types.Order)
 					if !matched {
 						return
 					}
-					channel, ok = notifierSet.SymbolChannelRouter.Route(order.Symbol)
+					channel, ok = trader.SymbolChannelRouter.Route(order.Symbol)
 					return
 				})
 			}
 
 			if conf.Routing.PnL == "$symbol" {
-				notifierSet.ObjectChannelRouter.Route(func(obj interface{}) (channel string, ok bool) {
+				trader.ObjectChannelRouter.Route(func(obj interface{}) (channel string, ok bool) {
 					report, matched := obj.(*pnl.AverageCostPnlReport)
 					if !matched {
 						return
 					}
-					channel, ok = notifierSet.SymbolChannelRouter.Route(report.Symbol)
+					channel, ok = trader.SymbolChannelRouter.Route(report.Symbol)
 					return
 				})
 			}
 		}
 	}
 
-	trader.AddNotifier(notifierSet)
-
 	trader.ReportTrade()
 
 	if userConfig.RiskControls != nil {
@@ -196,7 +195,7 @@ func runConfig(ctx context.Context, userConfig *bbgo.Config) error {
 		if len(report.AverageCostBySymbols) > 0 {
 
 			log.Infof("setting up average cost pnl reporter on symbols: %v", report.AverageCostBySymbols)
-			trader.ReportPnL(notifierSet).
+			trader.ReportPnL().
 				AverageCostBySymbols(report.AverageCostBySymbols...).
 				Of(report.Of...).
 				When(report.When...)

pkg/strategy/pricealert/strategy.go

@@ -0,0 +1,40 @@
+package pricealert
+
+import (
+	"context"
+	"math"
+
+	"github.com/c9s/bbgo/pkg/bbgo"
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+func init() {
+	bbgo.RegisterExchangeStrategy("pricealert", &Strategy{})
+}
+
+type Strategy struct {
+	bbgo.Notifiability
+
+	Symbol    string `json:"symbol"`
+	Interval  string `json:"interval"`
+	MinChange float64 `json:"minChange"`
+}
+
+func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
+	session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.Interval})
+	session.Stream.OnKLine(func(kline types.KLine) {
+		market, ok := session.Market(kline.Symbol)
+		if !ok {
+			return
+		}
+
+		if math.Abs(kline.GetChange()) > s.MinChange {
+			if channel, ok := s.RouteSymbol(s.Symbol); ok {
+				_ = s.NotifyTo(channel, "%s hit price %s, change %f", s.Symbol, market.FormatPrice(kline.Close), kline.GetChange())
+			} else {
+				_ = s.Notify("%s hit price %s, change %f", s.Symbol, market.FormatPrice(kline.Close), kline.GetChange())
+			}
+		}
+	})
+	return nil
+}

pkg/strategy/skeleton/strategy.go

@@ -17,12 +17,6 @@ type Strategy struct {
 	Symbol string `json:"symbol"`
 }
 
-func New(symbol string) *Strategy {
-	return &Strategy{
-		Symbol: symbol,
-	}
-}
-
 func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
 	session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: "1m"})
 	session.Stream.OnKLineClosed(func(kline types.KLine) {