package bbgo import ( "bytes" "context" "fmt" "image/png" "io/ioutil" "os" "strings" "sync" "time" "github.com/codingconcepts/env" "github.com/pkg/errors" "github.com/pquerna/otp" log "github.com/sirupsen/logrus" "github.com/spf13/viper" "gopkg.in/tucnak/telebot.v2" "github.com/c9s/bbgo/pkg/cmd/cmdutil" "github.com/c9s/bbgo/pkg/notifier/slacknotifier" "github.com/c9s/bbgo/pkg/notifier/telegramnotifier" "github.com/c9s/bbgo/pkg/service" "github.com/c9s/bbgo/pkg/slack/slacklog" "github.com/c9s/bbgo/pkg/types" "github.com/c9s/bbgo/pkg/util" ) var LoadedExchangeStrategies = make(map[string]SingleExchangeStrategy) var LoadedCrossExchangeStrategies = make(map[string]CrossExchangeStrategy) func RegisterStrategy(key string, s interface{}) { loaded := 0 if d, ok := s.(SingleExchangeStrategy); ok { LoadedExchangeStrategies[key] = d loaded++ } if d, ok := s.(CrossExchangeStrategy); ok { LoadedCrossExchangeStrategies[key] = d loaded++ } if loaded == 0 { panic(fmt.Errorf("%T does not implement SingleExchangeStrategy or CrossExchangeStrategy", s)) } } var emptyTime time.Time type SyncStatus int const ( SyncNotStarted SyncStatus = iota Syncing SyncDone ) // Environment presents the real exchange data layer type Environment struct { // Notifiability here for environment is for the streaming data notification // note that, for back tests, we don't need notification. Notifiability PersistenceServiceFacade *service.PersistenceServiceFacade DatabaseService *service.DatabaseService OrderService *service.OrderService TradeService *service.TradeService BacktestService *service.BacktestService RewardService *service.RewardService SyncService *service.SyncService AccountService *service.AccountService // startTime is the time of start point (which is used in the backtest) startTime time.Time // syncStartTime is the time point we want to start the sync (for trades and orders) syncStartTime time.Time syncMutex sync.Mutex syncStatusMutex sync.Mutex syncStatus SyncStatus sessions map[string]*ExchangeSession } func NewEnvironment() *Environment { return &Environment{ // default trade scan time syncStartTime: time.Now().AddDate(-1, 0, 0), // defaults to sync from 1 year ago sessions: make(map[string]*ExchangeSession), startTime: time.Now(), syncStatus: SyncNotStarted, PersistenceServiceFacade: &service.PersistenceServiceFacade{ Memory: service.NewMemoryService(), }, } } func (environ *Environment) Session(name string) (*ExchangeSession, bool) { s, ok := environ.sessions[name] return s, ok } func (environ *Environment) Sessions() map[string]*ExchangeSession { return environ.sessions } func (environ *Environment) SelectSessions(names ...string) map[string]*ExchangeSession { if len(names) == 0 { return environ.sessions } sessions := make(map[string]*ExchangeSession) for _, name := range names { if s, ok := environ.Session(name); ok { sessions[name] = s } } return sessions } func (environ *Environment) ConfigureDatabase(ctx context.Context) error { // configureDB configures the database service based on the environment variable if driver, ok := os.LookupEnv("DB_DRIVER"); ok { if dsn, ok := os.LookupEnv("DB_DSN"); ok { return environ.ConfigureDatabaseDriver(ctx, driver, dsn) } } else if dsn, ok := os.LookupEnv("SQLITE3_DSN"); ok { return environ.ConfigureDatabaseDriver(ctx, "sqlite3", dsn) } else if dsn, ok := os.LookupEnv("MYSQL_URL"); ok { return environ.ConfigureDatabaseDriver(ctx, "mysql", dsn) } return nil } func (environ *Environment) ConfigureDatabaseDriver(ctx context.Context, driver string, dsn string) error { environ.DatabaseService = service.NewDatabaseService(driver, dsn) err := environ.DatabaseService.Connect() if err != nil { return err } if err := environ.DatabaseService.Upgrade(ctx); err != nil { return err } // get the db connection pool object to create other services db := environ.DatabaseService.DB environ.OrderService = &service.OrderService{DB: db} environ.TradeService = &service.TradeService{DB: db} environ.RewardService = &service.RewardService{DB: db} environ.AccountService = &service.AccountService{DB: db} environ.SyncService = &service.SyncService{ TradeService: environ.TradeService, OrderService: environ.OrderService, RewardService: environ.RewardService, WithdrawService: &service.WithdrawService{DB: db}, DepositService: &service.DepositService{DB: db}, } return nil } // AddExchangeSession adds the existing exchange session or pre-created exchange session func (environ *Environment) AddExchangeSession(name string, session *ExchangeSession) *ExchangeSession { // update Notifiability from the environment session.Notifiability = environ.Notifiability environ.sessions[name] = session return session } // AddExchange adds the given exchange with the session name, this is the default func (environ *Environment) AddExchange(name string, exchange types.Exchange) (session *ExchangeSession) { session = NewExchangeSession(name, exchange) return environ.AddExchangeSession(name, session) } func (environ *Environment) ConfigureExchangeSessions(userConfig *Config) error { // if sessions are not defined, we detect the sessions automatically if len(userConfig.Sessions) == 0 { return environ.AddExchangesByViperKeys() } return environ.AddExchangesFromSessionConfig(userConfig.Sessions) } func (environ *Environment) AddExchangesByViperKeys() error { for _, n := range types.SupportedExchanges { if viper.IsSet(string(n) + "-api-key") { exchange, err := cmdutil.NewExchangeWithEnvVarPrefix(n, "") if err != nil { return err } environ.AddExchange(n.String(), exchange) } } return nil } func (environ *Environment) AddExchangesFromSessionConfig(sessions map[string]*ExchangeSession) error { for sessionName, session := range sessions { if err := session.InitExchange(sessionName, nil); err != nil { return err } environ.AddExchangeSession(sessionName, session) } return nil } // Init prepares the data that will be used by the strategies func (environ *Environment) Init(ctx context.Context) (err error) { for n := range environ.sessions { var session = environ.sessions[n] if err = session.Init(ctx, environ); err != nil { // we can skip initialized sessions if err != ErrSessionAlreadyInitialized { return err } } } return } func (environ *Environment) Start(ctx context.Context) (err error) { for n := range environ.sessions { var session = environ.sessions[n] if err = session.InitSymbols(ctx, environ); err != nil { return err } } return } func (environ *Environment) ConfigurePersistence(conf *PersistenceConfig) error { if conf.Redis != nil { if err := env.Set(conf.Redis); err != nil { return err } environ.PersistenceServiceFacade.Redis = service.NewRedisPersistenceService(conf.Redis) } if conf.Json != nil { if _, err := os.Stat(conf.Json.Directory); os.IsNotExist(err) { if err2 := os.MkdirAll(conf.Json.Directory, 0777); err2 != nil { log.WithError(err2).Errorf("can not create directory: %s", conf.Json.Directory) return err2 } } environ.PersistenceServiceFacade.Json = &service.JsonPersistenceService{Directory: conf.Json.Directory} } return nil } // ConfigureNotificationRouting configures the notification rules // for symbol-based routes, we should register the same symbol rules for each session. // for session-based routes, we should set the fixed callbacks for each session func (environ *Environment) ConfigureNotificationRouting(conf *NotificationConfig) error { // configure routing here if conf.SymbolChannels != nil { environ.SymbolChannelRouter.AddRoute(conf.SymbolChannels) } if conf.SessionChannels != nil { environ.SessionChannelRouter.AddRoute(conf.SessionChannels) } if conf.Routing != nil { // configure passive object notification routing switch conf.Routing.Trade { case "$silent": // silent, do not setup notification case "$session": defaultTradeUpdateHandler := func(trade types.Trade) { environ.Notify(&trade) } for name := range environ.sessions { session := environ.sessions[name] // if we can route session name to channel successfully... channel, ok := environ.SessionChannelRouter.Route(name) if ok { session.UserDataStream.OnTradeUpdate(func(trade types.Trade) { environ.NotifyTo(channel, &trade) }) } else { session.UserDataStream.OnTradeUpdate(defaultTradeUpdateHandler) } } case "$symbol": // configure object routes for Trade environ.ObjectChannelRouter.Route(func(obj interface{}) (channel string, ok bool) { trade, matched := obj.(*types.Trade) if !matched { return } channel, ok = environ.SymbolChannelRouter.Route(trade.Symbol) return }) // use same handler for each session handler := func(trade types.Trade) { channel, ok := environ.RouteObject(&trade) if ok { environ.NotifyTo(channel, &trade) } else { environ.Notify(&trade) } } for _, session := range environ.sessions { session.UserDataStream.OnTradeUpdate(handler) } } switch conf.Routing.Order { case "$silent": // silent, do not setup notification case "$session": defaultOrderUpdateHandler := func(order types.Order) { text := util.Render(TemplateOrderReport, order) environ.Notify(text, &order) } for name := range environ.sessions { session := environ.sessions[name] // if we can route session name to channel successfully... channel, ok := environ.SessionChannelRouter.Route(name) if ok { session.UserDataStream.OnOrderUpdate(func(order types.Order) { text := util.Render(TemplateOrderReport, order) environ.NotifyTo(channel, text, &order) }) } else { session.UserDataStream.OnOrderUpdate(defaultOrderUpdateHandler) } } case "$symbol": // add object route environ.ObjectChannelRouter.Route(func(obj interface{}) (channel string, ok bool) { order, matched := obj.(*types.Order) if !matched { return } channel, ok = environ.SymbolChannelRouter.Route(order.Symbol) return }) // use same handler for each session handler := func(order types.Order) { text := util.Render(TemplateOrderReport, order) channel, ok := environ.RouteObject(&order) if ok { environ.NotifyTo(channel, text, &order) } else { environ.Notify(text, &order) } } for _, session := range environ.sessions { session.UserDataStream.OnOrderUpdate(handler) } } switch conf.Routing.SubmitOrder { case "$silent": // silent, do not setup notification case "$symbol": // add object route environ.ObjectChannelRouter.Route(func(obj interface{}) (channel string, ok bool) { order, matched := obj.(*types.SubmitOrder) if !matched { return } channel, ok = environ.SymbolChannelRouter.Route(order.Symbol) return }) } // currently, not used // FIXME: this is causing cyclic import /* switch conf.Routing.PnL { case "$symbol": environ.ObjectChannelRouter.Route(func(obj interface{}) (channel string, ok bool) { report, matched := obj.(*pnl.AverageCostPnlReport) if !matched { return } channel, ok = environ.SymbolChannelRouter.Route(report.Symbol) return }) } */ } return nil } func (environ *Environment) SetStartTime(t time.Time) *Environment { environ.startTime = t return environ } // SetSyncStartTime overrides the default trade scan time (-7 days) func (environ *Environment) SetSyncStartTime(t time.Time) *Environment { environ.syncStartTime = t return environ } func (environ *Environment) Connect(ctx context.Context) error { for n := range environ.sessions { // avoid using the placeholder variable for the session because we use that in the callbacks var session = environ.sessions[n] var logger = log.WithField("session", n) if len(session.Subscriptions) == 0 { logger.Warnf("exchange session %s has no subscriptions", session.Name) } else { // add the subscribe requests to the stream for _, s := range session.Subscriptions { logger.Infof("subscribing %s %s %v", s.Symbol, s.Channel, s.Options) session.MarketDataStream.Subscribe(s.Channel, s.Symbol, s.Options) } } logger.Infof("connecting %s market data stream...", session.Name) if err := session.MarketDataStream.Connect(ctx); err != nil { return err } if !session.PublicOnly { logger.Infof("connecting %s user data stream...", session.Name) if err := session.UserDataStream.Connect(ctx); err != nil { return err } } } return nil } func (environ *Environment) IsSyncing() (status SyncStatus) { environ.syncStatusMutex.Lock() status = environ.syncStatus environ.syncStatusMutex.Unlock() return status } func (environ *Environment) setSyncing(status SyncStatus) { environ.syncStatusMutex.Lock() environ.syncStatus = status environ.syncStatusMutex.Unlock() } // Sync syncs all registered exchange sessions func (environ *Environment) Sync(ctx context.Context) error { if environ.SyncService == nil { return nil } environ.syncMutex.Lock() defer environ.syncMutex.Unlock() environ.setSyncing(Syncing) defer environ.setSyncing(SyncDone) for _, session := range environ.sessions { if err := environ.syncSession(ctx, session); err != nil { return err } } return nil } func (environ *Environment) SyncSession(ctx context.Context, session *ExchangeSession, defaultSymbols ...string) error { if environ.SyncService == nil { return nil } environ.syncMutex.Lock() defer environ.syncMutex.Unlock() environ.setSyncing(Syncing) defer environ.setSyncing(SyncDone) return environ.syncSession(ctx, session, defaultSymbols...) } func (environ *Environment) syncSession(ctx context.Context, session *ExchangeSession, defaultSymbols ...string) error { symbols, err := getSessionSymbols(session, defaultSymbols...) if err != nil { return err } log.Infof("syncing symbols %v from session %s", symbols, session.Name) return environ.SyncService.SyncSessionSymbols(ctx, session.Exchange, environ.syncStartTime, symbols...) } func getSessionSymbols(session *ExchangeSession, defaultSymbols ...string) ([]string, error) { if session.IsolatedMargin { return []string{session.IsolatedMarginSymbol}, nil } if len(defaultSymbols) > 0 { return defaultSymbols, nil } return session.FindPossibleSymbols() } func (environ *Environment) ConfigureNotificationSystem(userConfig *Config) error { environ.Notifiability = Notifiability{ SymbolChannelRouter: NewPatternChannelRouter(nil), SessionChannelRouter: NewPatternChannelRouter(nil), ObjectChannelRouter: NewObjectChannelRouter(), } slackToken := viper.GetString("slack-token") if len(slackToken) > 0 && userConfig.Notifications != nil { if conf := userConfig.Notifications.Slack; conf != nil { if conf.ErrorChannel != "" { log.Debugf("found slack configured, setting up log hook...") log.AddHook(slacklog.NewLogHook(slackToken, conf.ErrorChannel)) } log.Debugf("adding slack notifier with default channel: %s", conf.DefaultChannel) var notifier = slacknotifier.New(slackToken, conf.DefaultChannel) environ.AddNotifier(notifier) } } persistence := environ.PersistenceServiceFacade.Get() telegramBotToken := viper.GetString("telegram-bot-token") if len(telegramBotToken) > 0 { tt := strings.Split(telegramBotToken, ":") telegramID := tt[0] bot, err := telebot.NewBot(telebot.Settings{ // You can also set custom API URL. // If field is empty it equals to "https://api.telegram.org". // URL: "http://195.129.111.17:8012", Token: telegramBotToken, Poller: &telebot.LongPoller{Timeout: 10 * time.Second}, }) if err != nil { return err } // allocate a store, so that we can save the chatID for the owner var sessionStore = persistence.NewStore("bbgo", "telegram", telegramID) var interaction = telegramnotifier.NewInteraction(bot, sessionStore) authToken := viper.GetString("telegram-bot-auth-token") if len(authToken) > 0 { interaction.SetAuthToken(authToken) log.Debugf("telegram bot auth token is set, using fixed token for authorization...") printTelegramAuthTokenGuide(authToken) } var session telegramnotifier.Session var qrcodeImagePath = fmt.Sprintf("otp-%s.png", telegramID) if err := sessionStore.Load(&session); err != nil || session.Owner == nil { log.Warnf("telegram session not found, generating new one-time password key for new telegram session...") key, err := setupNewOTPKey(qrcodeImagePath) if err != nil { return errors.Wrapf(err, "failed to setup totp (time-based one time password) key") } printTelegramOtpAuthGuide(qrcodeImagePath) session = telegramnotifier.NewSession(key) if err := sessionStore.Save(&session); err != nil { return errors.Wrap(err, "failed to save session") } } else if session.OneTimePasswordKey != nil { log.Infof("telegram session loaded: %+v", session) printTelegramOtpAuthGuide(qrcodeImagePath) } go interaction.Start(session) var opts []telegramnotifier.Option if userConfig.Notifications != nil && userConfig.Notifications.Telegram != nil { log.Infof("telegram broadcast is enabled") opts = append(opts, telegramnotifier.UseBroadcast()) } var notifier = telegramnotifier.New(interaction, opts...) environ.Notifiability.AddNotifier(notifier) } if userConfig.Notifications == nil { userConfig.Notifications = &NotificationConfig{ Routing : &SlackNotificationRouting{ Trade: "$session", Order: "$session", }, } } if userConfig.Notifications != nil { if err := environ.ConfigureNotificationRouting(userConfig.Notifications); err != nil { return err } } return nil } func writeOTPKeyAsQRCodePNG(key *otp.Key, imagePath string) error { // Convert TOTP key into a PNG var buf bytes.Buffer img, err := key.Image(512, 512) if err != nil { return err } if err := png.Encode(&buf, img); err != nil { return err } if err := ioutil.WriteFile(imagePath, buf.Bytes(), 0644); err != nil { return err } return nil } // setupNewOTPKey generates a new otp key and save the secret as a qrcode image func setupNewOTPKey(qrcodeImagePath string) (*otp.Key, error) { key, err := service.NewDefaultTotpKey() if err != nil { return nil, errors.Wrapf(err, "failed to setup totp (time-based one time password) key") } printOtpKey(key) if err := writeOTPKeyAsQRCodePNG(key, qrcodeImagePath); err != nil { return nil, err } return key, nil } func printOtpKey(key *otp.Key) { fmt.Println("") fmt.Println("====================PLEASE STORE YOUR OTP KEY=======================") fmt.Println("") fmt.Printf("Issuer: %s\n", key.Issuer()) fmt.Printf("AccountName: %s\n", key.AccountName()) fmt.Printf("Secret: %s\n", key.Secret()) fmt.Printf("Key URL: %s\n", key.URL()) fmt.Println("") fmt.Println("====================================================================") fmt.Println("") } func printTelegramOtpAuthGuide(qrcodeImagePath string) { fmt.Printf(` To scan your OTP QR code, please run the following command: open %s send the auth command with the generated one-time password to the bbo bot you created to enable the notification: /auth {code} `, qrcodeImagePath) } func printTelegramAuthTokenGuide(token string) { fmt.Printf(` send the following command to the bbgo bot you created to enable the notification: /auth %s `, token) }