package xbalance import ( "context" "fmt" "math/rand" "sync" "time" "github.com/c9s/bbgo/pkg/bbgo" "github.com/c9s/bbgo/pkg/fixedpoint" "github.com/c9s/bbgo/pkg/service" "github.com/c9s/bbgo/pkg/types" "github.com/c9s/bbgo/pkg/util" "github.com/pkg/errors" log "github.com/sirupsen/logrus" "github.com/slack-go/slack" ) const ID = "xbalance" const stateKey = "state-v1" func init() { bbgo.RegisterStrategy(ID, &Strategy{}) } type State struct { Asset string `json:"asset"` DailyNumberOfTransfers int `json:"dailyNumberOfTransfers,omitempty"` DailyAmountOfTransfers fixedpoint.Value `json:"dailyAmountOfTransfers,omitempty"` Since int64 `json:"since"` } func (s *State) IsOver24Hours() bool { return time.Now().Sub(time.Unix(s.Since, 0)) >= 24*time.Hour } func (s *State) PlainText() string { return util.Render(`{{ .Asset }} transfer stats: daily number of transfers: {{ .DailyNumberOfTransfers }} daily amount of transfers {{ .DailyAmountOfTransfers.Float64 }}`, s) } func (s *State) SlackAttachment() slack.Attachment { return slack.Attachment{ // Pretext: "", // Text: text, Title: s.Asset + " Transfer States", Fields: []slack.AttachmentField{ {Title: "Total Number of Transfers", Value: fmt.Sprintf("%d", s.DailyNumberOfTransfers), Short: true}, {Title: "Total Amount of Transfers", Value: util.FormatFloat(s.DailyAmountOfTransfers.Float64(), 4), Short: true}, }, Footer: util.Render("Since {{ . }}", time.Unix(s.Since, 0).Format(time.RFC822)), } } func (s *State) Reset() { var beginningOfTheDay = Bod(time.Now()) *s = State{ DailyNumberOfTransfers: 0, DailyAmountOfTransfers: 0, Since: beginningOfTheDay.Unix(), } } type WithdrawalRequest struct { FromSession string `json:"fromSession"` ToSession string `json:"toSession"` Asset string `json:"asset"` Amount fixedpoint.Value `json:"amount"` } func (r *WithdrawalRequest) String() string { return fmt.Sprintf("WITHDRAWAL REQUEST: sending %s %s from %s -> %s", util.FormatFloat(r.Amount.Float64(), 4), r.Asset, r.FromSession, r.ToSession, ) } func (r *WithdrawalRequest) PlainText() string { return fmt.Sprintf("Withdrawal request: sending %s %s from %s -> %s", util.FormatFloat(r.Amount.Float64(), 4), r.Asset, r.FromSession, r.ToSession, ) } func (r *WithdrawalRequest) SlackAttachment() slack.Attachment { var color = "#DC143C" title := util.Render(`Withdrawal Request {{ .Asset }}`, r) return slack.Attachment{ // Pretext: "", // Text: text, Title: title, Color: color, Fields: []slack.AttachmentField{ {Title: "Asset", Value: r.Asset, Short: true}, {Title: "Amount", Value: util.FormatFloat(r.Amount.Float64(), 4), Short: true}, {Title: "From", Value: r.FromSession}, {Title: "To", Value: r.ToSession}, }, Footer: util.Render("Time {{ . }}", time.Now().Format(time.RFC822)), // FooterIcon: "", } } type Strategy struct { Notifiability *bbgo.Notifiability *bbgo.Graceful *bbgo.Persistence Interval types.Duration `json:"interval"` Addresses map[string]string `json:"addresses"` MaxDailyNumberOfTransfer int `json:"maxDailyNumberOfTransfer"` MaxDailyAmountOfTransfer fixedpoint.Value `json:"maxDailyAmountOfTransfer"` CheckOnStart bool `json:"checkOnStart"` Asset string `json:"asset"` // Low is the low balance level for triggering transfer Low fixedpoint.Value `json:"low"` // Middle is the middle balance level used for re-fill asset Middle fixedpoint.Value `json:"middle"` state *State } func (s *Strategy) ID() string { return ID } func (s *Strategy) CrossSubscribe(sessions map[string]*bbgo.ExchangeSession) {} func (s *Strategy) checkBalance(ctx context.Context, sessions map[string]*bbgo.ExchangeSession) { s.Notifiability.Notify("📝 Checking %s low balance level exchange session...", s.Asset) lowLevelSession, lowLevelBalance, err := s.findLowBalanceLevelSession(sessions) if err != nil { log.WithError(err).Errorf("can not find low balance level session") return } if lowLevelSession == nil { s.Notifiability.Notify("✅ All %s balances are looking good", s.Asset) return } s.Notifiability.Notify("⚠️ Found low level %s balance from session %s: %s", s.Asset, lowLevelSession.Name, lowLevelBalance.String()) requiredAmount := s.Middle - lowLevelBalance.Available s.Notifiability.Notify("Need %f %s to satisfy the middle balance level %f", requiredAmount.Float64(), s.Asset, s.Middle.Float64()) fromSession, _, err := s.findHighestBalanceLevelSession(sessions, requiredAmount) if err != nil || fromSession == nil { log.WithError(err).Errorf("can not find session with enough balance") return } withdrawalService, ok := fromSession.Exchange.(types.ExchangeWithdrawalService) if !ok { log.Errorf("exchange %s does not implement withdrawal service, we can not withdrawal", fromSession.ExchangeName) return } if !fromSession.Withdrawal { s.Notifiability.Notify("The withdrawal function exchange session %s is not enabled", fromSession.Name) log.Errorf("The withdrawal function of exchange session %s is not enabled", fromSession.Name) return } toAddress, ok := s.Addresses[lowLevelSession.Name] if !ok { log.Errorf("%s address of session %s not found", s.Asset, lowLevelSession.Name) return } if s.state != nil { if s.MaxDailyNumberOfTransfer > 0 { if s.state.DailyNumberOfTransfers >= s.MaxDailyNumberOfTransfer { s.Notifiability.Notify("⚠️ Exceeded %s max daily number of transfers %d (current %d), skipping transfer...", s.Asset, s.MaxDailyNumberOfTransfer, s.state.DailyNumberOfTransfers) return } } if s.MaxDailyAmountOfTransfer > 0 { if s.state.DailyAmountOfTransfers >= s.MaxDailyAmountOfTransfer { s.Notifiability.Notify("⚠️ Exceeded %s max daily amount of transfers %f (current %f), skipping transfer...", s.Asset, s.MaxDailyAmountOfTransfer.Float64(), s.state.DailyAmountOfTransfers.Float64()) return } } } s.Notifiability.Notify(&WithdrawalRequest{ FromSession: fromSession.Name, ToSession: lowLevelSession.Name, Asset: s.Asset, Amount: requiredAmount, }) if err := withdrawalService.Withdrawal(ctx, s.Asset, requiredAmount, toAddress); err != nil { log.WithError(err).Errorf("withdrawal failed") s.Notifiability.Notify("withdrawal request failed, error: %v", err) return } s.Notifiability.Notify("%s withdrawal request sent", s.Asset) if s.state != nil { if s.state.IsOver24Hours() { s.state.Reset() } s.state.DailyNumberOfTransfers += 1 s.state.DailyAmountOfTransfers += requiredAmount s.SaveState() } } func (s *Strategy) findHighestBalanceLevelSession(sessions map[string]*bbgo.ExchangeSession, requiredAmount fixedpoint.Value) (*bbgo.ExchangeSession, types.Balance, error) { var balance types.Balance var maxBalanceLevel fixedpoint.Value = 0 var maxBalanceSession *bbgo.ExchangeSession = nil for sessionID := range s.Addresses { session, ok := sessions[sessionID] if !ok { return nil, balance, fmt.Errorf("session %s does not exist", sessionID) } if b, ok := session.Account.Balance(s.Asset); ok { if b.Available-requiredAmount > s.Low && b.Available > maxBalanceLevel { maxBalanceLevel = b.Available maxBalanceSession = session balance = b } } } return maxBalanceSession, balance, nil } func (s *Strategy) findLowBalanceLevelSession(sessions map[string]*bbgo.ExchangeSession) (*bbgo.ExchangeSession, types.Balance, error) { var balance types.Balance for sessionID := range s.Addresses { session, ok := sessions[sessionID] if !ok { return nil, balance, fmt.Errorf("session %s does not exist", sessionID) } balance, ok = session.Account.Balance(s.Asset) if ok { if balance.Available <= s.Low { return session, balance, nil } } } return nil, balance, nil } func Bod(t time.Time) time.Time { year, month, day := t.Date() return time.Date(year, month, day, 0, 0, 0, 0, t.Location()) } func (s *Strategy) SaveState() { if err := s.Persistence.Save(s.state, ID, s.Asset, stateKey); err != nil { log.WithError(err).Errorf("can not save state: %+v", s.state) } else { log.Infof("%s %s state is saved: %+v", ID, s.Asset, s.state) s.Notifiability.Notify("%s %s state is saved", ID, s.Asset, s.state) } } func (s *Strategy) newDefaultState() *State { return &State{ Asset: s.Asset, DailyNumberOfTransfers: 0, DailyAmountOfTransfers: 0, } } func (s *Strategy) LoadState() error { var state State if err := s.Persistence.Load(&state, ID, s.Asset, stateKey); err != nil { if err != service.ErrPersistenceNotExists { return err } s.state = s.newDefaultState() s.state.Reset() } else { // we loaded it successfully s.state = &state // update Asset name for legacy caches s.state.Asset = s.Asset log.Infof("%s %s state is restored: %+v", ID, s.Asset, s.state) s.Notifiability.Notify("%s %s state is restored", ID, s.Asset, s.state) } return nil } func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, sessions map[string]*bbgo.ExchangeSession) error { if s.Interval == 0 { return errors.New("interval can not be zero") } if err := s.LoadState(); err != nil { return err } s.Graceful.OnShutdown(func(ctx context.Context, wg *sync.WaitGroup) { defer wg.Done() s.SaveState() }) if s.CheckOnStart { s.checkBalance(ctx, sessions) } go func() { ticker := time.NewTimer(durationJitter(s.Interval.Duration(), 1000)) defer ticker.Stop() for { select { case <-ctx.Done(): return case <-ticker.C: s.checkBalance(ctx, sessions) } } }() return nil } func durationJitter(d time.Duration, jitterInMilliseconds int) time.Duration { n := rand.Intn(jitterInMilliseconds) return d + time.Duration(n)*time.Millisecond }