package bbgo import ( "context" "strings" "time" "github.com/jmoiron/sqlx" "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/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 = &ExchangeSession{ Name: name, Exchange: exchange, Subscriptions: make(map[types.Subscription]types.Subscription), Markets: make(map[string]types.Market), Trades: make(map[string][]types.Trade), LastPrices: make(map[string]float64), } environ.sessions[name] = session return session } func (environ *Environment) Init(ctx context.Context) (err error) { startTime := time.Now().AddDate(0, 0, -7) // sync from 7 days ago 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 for symbol := range loadedSymbols { 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 } logrus.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 } balances, err := session.Exchange.QueryAccountBalances(ctx) if err != nil { return err } stream := session.Exchange.NewStream() session.Stream = stream session.Account = &Account{balances: balances} session.Account.BindStream(session.Stream) marketDataStore := NewMarketDataStore() marketDataStore.BindStream(session.Stream) // update last prices session.Stream.OnKLineClosed(func(kline types.KLine) { session.LastPrices[kline.Symbol] = kline.Close }) 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 { logrus.WithError(err).Errorf("trade insert error: %+v", *trade) } }) } return nil } func (environ *Environment) Connect(ctx context.Context) error { for _, session := range environ.sessions { for _, s := range session.Subscriptions { logrus.Infof("subscribing %s %s %v", s.Symbol, s.Channel, s.Options) session.Stream.Subscribe(s.Channel, s.Symbol, s.Options) } if err := session.Stream.Connect(ctx); err != nil { return err } } return nil }