package bbgo import ( "context" "fmt" "regexp" "strings" "time" "github.com/jmoiron/sqlx" "github.com/pkg/errors" log "github.com/sirupsen/logrus" "github.com/spf13/viper" "github.com/c9s/bbgo/pkg/cmd/cmdutil" "github.com/c9s/bbgo/pkg/service" "github.com/c9s/bbgo/pkg/store" "github.com/c9s/bbgo/pkg/types" "github.com/c9s/bbgo/pkg/util" ) var LoadedExchangeStrategies = make(map[string]SingleExchangeStrategy) func RegisterExchangeStrategy(key string, configmap SingleExchangeStrategy) { LoadedExchangeStrategies[key] = configmap } var LoadedCrossExchangeStrategies = make(map[string]CrossExchangeStrategy) func RegisterCrossExchangeStrategy(key string, configmap CrossExchangeStrategy) { LoadedCrossExchangeStrategies[key] = configmap } type TradeReporter struct { notifier Notifier channel string channelRoutes map[*regexp.Regexp]string } func NewTradeReporter(notifier Notifier) *TradeReporter { return &TradeReporter{ notifier: notifier, channelRoutes: make(map[*regexp.Regexp]string), } } func (reporter *TradeReporter) Channel(channel string) *TradeReporter { reporter.channel = channel return reporter } func (reporter *TradeReporter) ChannelBySymbol(routes map[string]string) *TradeReporter { for pattern, channel := range routes { reporter.channelRoutes[regexp.MustCompile(pattern)] = channel } return reporter } func (reporter *TradeReporter) getChannel(symbol string) string { for pattern, channel := range reporter.channelRoutes { if pattern.MatchString(symbol) { return channel } } return reporter.channel } func (reporter *TradeReporter) Report(trade types.Trade) { var channel = reporter.getChannel(trade.Symbol) var text = util.Render(`:handshake: {{ .Symbol }} {{ .Side }} Trade Execution @ {{ .Price }}`, trade) if err := reporter.notifier.NotifyTo(channel, text, trade); err != nil { log.WithError(err).Errorf("notifier error, channel=%s", channel) } } // Environment presents the real exchange data layer type Environment struct { TradeService *service.TradeService TradeSync *service.TradeSync tradeScanTime time.Time sessions map[string]*ExchangeSession tradeReporter *TradeReporter } // NewDefaultEnvironment prepares the exchange sessions from the viper settings. func NewDefaultEnvironment() *Environment { environment := NewEnvironment() 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() *Environment { return &Environment{ // default trade scan time tradeScanTime: time.Now().AddDate(0, 0, -7), // sync from 7 days ago sessions: make(map[string]*ExchangeSession), } } func (environ *Environment) SyncTrades(db *sqlx.DB) *Environment { environ.TradeService = &service.TradeService{DB: db} environ.TradeSync = &service.TradeSync{ Service: environ.TradeService, } return environ } func (environ *Environment) AddExchange(name string, exchange types.Exchange) (session *ExchangeSession) { session = NewExchangeSession(name, exchange) environ.sessions[name] = session return session } func (environ *Environment) ReportTrade(notifier Notifier) *TradeReporter { environ.tradeReporter = NewTradeReporter(notifier) return environ.tradeReporter } func (environ *Environment) Init(ctx context.Context) (err error) { for _, session := range environ.sessions { var markets types.MarketMap err = WithCache(fmt.Sprintf("%s-markets", session.Exchange.Name()), &markets, func() (interface{}, error) { return session.Exchange.QueryMarkets(ctx) }) if err != nil { return err } if len(markets) == 0 { return errors.Errorf("market config should not be empty") } session.markets = markets if session.tradeReporter != nil { session.Stream.OnTrade(func(trade types.Trade) { session.tradeReporter.Report(trade) }) } else if environ.tradeReporter != nil { session.Stream.OnTrade(func(trade types.Trade) { environ.tradeReporter.Report(trade) }) } } return nil } // SyncTradesFrom overrides the default trade scan time (-7 days) func (environ *Environment) SyncTradesFrom(t time.Time) *Environment { environ.tradeScanTime = t return environ } func (environ *Environment) Connect(ctx context.Context) error { var err 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 log = log.WithField("session", 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 { var trades []types.Trade if environ.TradeSync != nil { log.Infof("syncing trades from %s for symbol %s...", session.Exchange.Name(), symbol) if err := environ.TradeSync.Sync(ctx, session.Exchange, symbol, environ.tradeScanTime); err != nil { return err } 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("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) } }) if len(session.Subscriptions) == 0 { log.Warnf("no subscriptions, exchange session %s will not be connected", session.Name) continue } log.Infof("connecting session %s...", session.Name) if err := session.Stream.Connect(ctx); err != nil { return err } } return nil }