mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-10 09:11:55 +00:00
add graceful shutdown
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parent
de2a8d6adc
commit
fc9409673f
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@ -30,7 +30,7 @@ riskControls:
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# This is the session-based risk controller, which let you configure different risk controller by session.
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sessionBased:
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# "binance" is the session name that you want to configure the risk control
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binance:
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max:
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# orderExecutor is one of the risk control
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orderExecutor:
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# symbol-routed order executor
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@ -59,7 +59,7 @@ backtest:
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USDT: 10000.0
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exchangeStrategies:
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- on: binance
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- on: max
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bollgrid:
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symbol: BTCUSDT
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interval: 5m
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18
pkg/bbgo/graceful_callbacks.go
Normal file
18
pkg/bbgo/graceful_callbacks.go
Normal file
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@ -0,0 +1,18 @@
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// Code generated by "callbackgen -type Graceful"; DO NOT EDIT.
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package bbgo
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import (
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"context"
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"sync"
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)
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func (g *Graceful) OnShutdown(cb func(ctx context.Context, wg *sync.WaitGroup)) {
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g.shutdownCallbacks = append(g.shutdownCallbacks, cb)
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}
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func (g *Graceful) EmitShutdown(ctx context.Context, wg *sync.WaitGroup) {
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for _, cb := range g.shutdownCallbacks {
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cb(ctx, wg)
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}
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}
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@ -3,6 +3,7 @@ package bbgo
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import (
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"context"
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"reflect"
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"sync"
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log "github.com/sirupsen/logrus"
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@ -26,6 +27,19 @@ type CrossExchangeStrategy interface {
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Run(ctx context.Context, orderExecutionRouter OrderExecutionRouter, sessions map[string]*ExchangeSession) error
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}
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//go:generate callbackgen -type Graceful
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type Graceful struct {
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shutdownCallbacks []func(ctx context.Context, wg *sync.WaitGroup)
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}
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func (g *Graceful) Shutdown(ctx context.Context) {
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var wg sync.WaitGroup
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g.EmitShutdown(ctx, &wg)
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wg.Wait()
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}
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type Logging interface {
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EnableLogging()
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DisableLogging()
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@ -52,6 +66,8 @@ type Trader struct {
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exchangeStrategies map[string][]SingleExchangeStrategy
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logger Logger
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Graceful Graceful
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}
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func NewTrader(environ *Environment) *Trader {
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@ -97,7 +113,6 @@ func (trader *Trader) SetRiskControls(riskControls *RiskControls) {
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}
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func (trader *Trader) Run(ctx context.Context) error {
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// pre-subscribe the data
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for sessionName, strategies := range trader.exchangeStrategies {
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session := trader.environment.sessions[sessionName]
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@ -147,6 +162,10 @@ func (trader *Trader) Run(ctx context.Context) error {
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// get the struct element
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rs = rs.Elem()
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if err := injectField(rs, "Graceful", &trader.Graceful, true) ; err != nil {
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log.WithError(err).Errorf("strategy Graceful injection failed")
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}
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if err := injectField(rs, "Logger", &trader.logger, false); err != nil {
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log.WithError(err).Errorf("strategy Logger injection failed")
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}
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@ -219,6 +219,11 @@ var BacktestCmd = &cobra.Command{
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<-backtestExchange.Done()
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log.Infof("shutting down trader...")
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shutdownCtx, cancel := context.WithDeadline(ctx, time.Now().Add(10*time.Second))
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trader.Graceful.Shutdown(shutdownCtx)
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cancel()
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// put the logger back to print the pnl
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log.SetLevel(log.InfoLevel)
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for _, session := range environ.Sessions() {
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@ -11,6 +11,7 @@ import (
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"runtime"
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"syscall"
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"text/template"
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"time"
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"github.com/pkg/errors"
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log "github.com/sirupsen/logrus"
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@ -25,8 +26,6 @@ import (
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"github.com/c9s/bbgo/pkg/types"
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)
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var errSlackTokenUndefined = errors.New("slack token is not defined.")
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func init() {
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RunCmd.Flags().Bool("no-compile", false, "do not compile wrapper binary")
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RunCmd.Flags().String("os", runtime.GOOS, "GOOS")
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@ -158,7 +157,17 @@ func runConfig(ctx context.Context, userConfig *bbgo.Config) error {
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}
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}
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return trader.Run(ctx)
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if err := trader.Run(ctx); err != nil {
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return err
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}
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cmdutil.WaitForSignal(ctx, syscall.SIGINT, syscall.SIGTERM)
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shutdownCtx, cancel := context.WithDeadline(ctx, time.Now().Add(30*time.Second))
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defer cancel()
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trader.Graceful.Shutdown(shutdownCtx)
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return nil
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}
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var RunCmd = &cobra.Command{
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@ -196,7 +205,7 @@ var RunCmd = &cobra.Command{
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if err := runConfig(ctx, userConfig); err != nil {
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return err
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}
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cmdutil.WaitForSignal(ctx, syscall.SIGINT, syscall.SIGTERM)
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return nil
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}
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@ -2,6 +2,7 @@ package bollgrid
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import (
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"context"
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"sync"
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"github.com/sirupsen/logrus"
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@ -41,6 +42,9 @@ type Strategy struct {
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// This field will be injected automatically since we defined the Symbol field.
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*bbgo.StandardIndicatorSet
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// Graceful let you define the graceful shutdown handler
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*bbgo.Graceful
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// Market stores the configuration of the market, for example, VolumePrecision, PricePrecision, MinLotSize... etc
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// This field will be injected automatically since we defined the Symbol field.
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types.Market
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@ -315,6 +319,14 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
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s.submitReverseOrder(o)
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})
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s.Graceful.OnShutdown(func(ctx context.Context, wg *sync.WaitGroup) {
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log.Infof("canceling active orders...")
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if err := session.Exchange.CancelOrders(ctx, s.activeOrders.Orders()...); err != nil {
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log.WithError(err).Errorf("cancel order error")
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}
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})
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// avoid using time ticker since we will need back testing here
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session.Stream.OnKLineClosed(func(kline types.KLine) {
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// skip kline events that does not belong to this symbol
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@ -4,6 +4,7 @@ package flashcrash
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import (
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"context"
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"sync"
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log "github.com/sirupsen/logrus"
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@ -44,6 +45,9 @@ type Strategy struct {
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// StandardIndicatorSet contains the standard indicators of a market (symbol)
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// This field will be injected automatically since we defined the Symbol field.
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*bbgo.StandardIndicatorSet
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// Graceful shutdown function
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*bbgo.Graceful
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// --------------------------
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// ewma is the exponential weighted moving average indicator
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@ -94,26 +98,6 @@ func (s *Strategy) updateBidOrders(orderExecutor bbgo.OrderExecutor, session *bb
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s.activeOrders.Add(orders...)
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}
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func (s *Strategy) orderUpdateHandler(order types.Order) {
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if order.Symbol != s.Symbol {
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return
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}
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log.Infof("received order update: %+v", order)
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switch order.Status {
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case types.OrderStatusFilled:
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s.activeOrders.Remove(order)
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case types.OrderStatusCanceled, types.OrderStatusRejected:
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log.Infof("order status %s, removing %d from the active order pool...", order.Status, order.OrderID)
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s.activeOrders.Remove(order)
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case types.OrderStatusPartiallyFilled:
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s.activeOrders.Add(order)
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}
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}
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func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
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session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: string(s.Interval)})
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}
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@ -121,12 +105,21 @@ func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
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func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
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// we don't persist orders so that we can not clear the previous orders for now. just need time to support this.
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s.activeOrders = bbgo.NewLocalActiveOrderBook()
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s.activeOrders.BindStream(session.Stream)
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s.Graceful.OnShutdown(func(ctx context.Context, wg *sync.WaitGroup) {
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log.Infof("canceling active orders...")
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if err := session.Exchange.CancelOrders(ctx, s.activeOrders.Orders()...); err != nil {
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log.WithError(err).Errorf("cancel order error")
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}
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})
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s.ewma = s.StandardIndicatorSet.GetEWMA(types.IntervalWindow{
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Interval: s.Interval,
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Window: 25,
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})
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session.Stream.OnOrderUpdate(s.orderUpdateHandler)
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session.Stream.OnKLineClosed(func(kline types.KLine) {
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s.updateOrders(orderExecutor, session)
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})
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@ -2,6 +2,7 @@ package grid
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import (
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"context"
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"sync"
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"sync/atomic"
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"github.com/sirupsen/logrus"
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@ -27,6 +28,8 @@ type Strategy struct {
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// This field will be injected automatically since it's a single exchange strategy.
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*bbgo.Notifiability
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*bbgo.Graceful
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// OrderExecutor is an interface for submitting order.
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// This field will be injected automatically since it's a single exchange strategy.
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bbgo.OrderExecutor
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@ -193,6 +196,14 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
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// we don't persist orders so that we can not clear the previous orders for now. just need time to support this.
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s.activeOrders = bbgo.NewLocalActiveOrderBook()
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s.Graceful.OnShutdown(func(ctx context.Context, wg *sync.WaitGroup) {
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log.Infof("canceling active orders...")
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if err := session.Exchange.CancelOrders(ctx, s.activeOrders.Orders()...); err != nil {
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log.WithError(err).Errorf("cancel order error")
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}
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})
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session.Stream.OnOrderUpdate(s.orderUpdateHandler)
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session.Stream.OnTradeUpdate(s.tradeUpdateHandler)
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session.Stream.OnConnect(func() {
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