package bbgo import ( "context" "strings" "time" "github.com/jmoiron/sqlx" 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/store" "github.com/c9s/bbgo/pkg/types" ) // Environment presents the real exchange data layer type Environment struct { TradeService *service.TradeService TradeSync *service.TradeSync 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{ TradeService: tradeService, TradeSync: &service.TradeSync{ Service: tradeService, }, sessions: make(map[string]*ExchangeSession), } } func (environ *Environment) AddExchange(name string, exchange types.Exchange) (session *ExchangeSession) { session = NewExchangeSession(name, exchange) environ.sessions[name] = session return session } func (environ *Environment) Init(ctx context.Context) (err error) { for _, session := range environ.sessions { loadedSymbols := make(map[string]struct{}) for _, sub := range session.Subscriptions { loadedSymbols[sub.Symbol] = struct{}{} } markets, err := session.Exchange.QueryMarkets(ctx) if err != nil { return err } session.markets = markets session.Account = &types.Account{} session.Stream = session.Exchange.NewStream() } return nil } func (environ *Environment) Connect(ctx context.Context) error { var err error var startTime = time.Now().AddDate(0, 0, -7) // sync from 7 days ago 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] loadedSymbols := make(map[string]struct{}) for _, s := range session.Subscriptions { symbol := strings.ToUpper(s.Symbol) loadedSymbols[symbol] = struct{}{} log.Infof("subscribing %s %s %v", s.Symbol, s.Channel, s.Options) session.Stream.Subscribe(s.Channel, s.Symbol, s.Options) } // trade sync and market data store depends on subscribed symbols so we have to do this here. for symbol := range loadedSymbols { log.Infof("syncing trades from %s for symbol %s...", session.Exchange.Name(), symbol) if err := environ.TradeSync.Sync(ctx, session.Exchange, symbol, startTime); err != nil { return err } var trades []types.Trade tradingFeeCurrency := session.Exchange.PlatformFeeCurrency() if strings.HasPrefix(symbol, tradingFeeCurrency) { trades, err = environ.TradeService.QueryForTradingFeeCurrency(symbol, tradingFeeCurrency) } else { trades, err = environ.TradeService.Query(symbol) } if err != nil { return err } log.Infof("symbol %s: %d trades loaded", symbol, len(trades)) session.Trades[symbol] = trades currentPrice, err := session.Exchange.QueryAveragePrice(ctx, symbol) if err != nil { return err } session.lastPrices[symbol] = currentPrice marketDataStore := store.NewMarketDataStore(symbol) marketDataStore.BindStream(session.Stream) session.marketDataStores[symbol] = marketDataStore } log.Infof("loaded symbol: %+v", loadedSymbols) log.Infof("querying balances...") balances, err := session.Exchange.QueryAccountBalances(ctx) if err != nil { return err } session.Account.UpdateBalances(balances) session.Account.BindStream(session.Stream) // update last prices session.Stream.OnKLineClosed(func(kline types.KLine) { log.Infof("kline closed: %+v", kline) session.lastPrices[kline.Symbol] = kline.Close session.marketDataStores[kline.Symbol].AddKLine(kline) }) session.Stream.OnTrade(func(trade *types.Trade) { // append trades session.Trades[trade.Symbol] = append(session.Trades[trade.Symbol], *trade) if err := environ.TradeService.Insert(*trade); err != nil { log.WithError(err).Errorf("trade insert error: %+v", *trade) } }) log.Infof("connecting session %s...", session.Name) if err := session.Stream.Connect(ctx); err != nil { return err } } return nil }