mirror of
https://github.com/c9s/bbgo.git
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407 lines
11 KiB
Go
407 lines
11 KiB
Go
package xbalance
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import (
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"context"
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"encoding/json"
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"fmt"
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"sync"
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"time"
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"github.com/pkg/errors"
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log "github.com/sirupsen/logrus"
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"github.com/slack-go/slack"
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"github.com/c9s/bbgo/pkg/bbgo"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/service"
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"github.com/c9s/bbgo/pkg/types"
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"github.com/c9s/bbgo/pkg/util"
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)
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const ID = "xbalance"
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const stateKey = "state-v1"
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var priceFixer = fixedpoint.NewFromFloat(0.99)
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func init() {
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bbgo.RegisterStrategy(ID, &Strategy{})
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}
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type State struct {
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Asset string `json:"asset"`
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DailyNumberOfTransfers int `json:"dailyNumberOfTransfers,omitempty"`
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DailyAmountOfTransfers fixedpoint.Value `json:"dailyAmountOfTransfers,omitempty"`
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Since int64 `json:"since"`
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}
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func (s *State) IsOver24Hours() bool {
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return time.Now().Sub(time.Unix(s.Since, 0)) >= 24*time.Hour
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}
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func (s *State) PlainText() string {
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return util.Render(`{{ .Asset }} transfer stats:
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daily number of transfers: {{ .DailyNumberOfTransfers }}
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daily amount of transfers {{ .DailyAmountOfTransfers.Float64 }}`, s)
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}
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func (s *State) SlackAttachment() slack.Attachment {
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return slack.Attachment{
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// Pretext: "",
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// Text: text,
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Title: s.Asset + " Transfer States",
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Fields: []slack.AttachmentField{
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{Title: "Total Number of Transfers", Value: fmt.Sprintf("%d", s.DailyNumberOfTransfers), Short: true},
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{Title: "Total Amount of Transfers", Value: util.FormatFloat(s.DailyAmountOfTransfers.Float64(), 4), Short: true},
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},
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Footer: util.Render("Since {{ . }}", time.Unix(s.Since, 0).Format(time.RFC822)),
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}
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}
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func (s *State) Reset() {
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var beginningOfTheDay = util.BeginningOfTheDay(time.Now().Local())
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*s = State{
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DailyNumberOfTransfers: 0,
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DailyAmountOfTransfers: fixedpoint.Zero,
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Since: beginningOfTheDay.Unix(),
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}
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}
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type WithdrawalRequest struct {
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FromSession string `json:"fromSession"`
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ToSession string `json:"toSession"`
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Asset string `json:"asset"`
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Amount fixedpoint.Value `json:"amount"`
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}
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func (r *WithdrawalRequest) String() string {
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return fmt.Sprintf("WITHDRAWAL REQUEST: sending %s %s from %s -> %s",
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r.Amount.FormatString(4),
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r.Asset,
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r.FromSession,
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r.ToSession,
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)
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}
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func (r *WithdrawalRequest) PlainText() string {
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return fmt.Sprintf("Withdrawal request: sending %s %s from %s -> %s",
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r.Amount.FormatString(4),
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r.Asset,
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r.FromSession,
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r.ToSession,
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)
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}
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func (r *WithdrawalRequest) SlackAttachment() slack.Attachment {
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var color = "#DC143C"
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title := util.Render(`Withdrawal Request {{ .Asset }}`, r)
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return slack.Attachment{
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// Pretext: "",
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// Text: text,
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Title: title,
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Color: color,
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Fields: []slack.AttachmentField{
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{Title: "Asset", Value: r.Asset, Short: true},
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{Title: "Amount", Value: r.Amount.FormatString(4), Short: true},
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{Title: "From", Value: r.FromSession},
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{Title: "To", Value: r.ToSession},
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},
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Footer: util.Render("Time {{ . }}", time.Now().Format(time.RFC822)),
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// FooterIcon: "",
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}
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}
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type Address struct {
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Address string `json:"address"`
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AddressTag string `json:"addressTag"`
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Network string `json:"network"`
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ForeignFee fixedpoint.Value `json:"foreignFee"`
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}
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func (a *Address) UnmarshalJSON(body []byte) error {
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var arg interface{}
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err := json.Unmarshal(body, &arg)
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if err != nil {
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return err
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}
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switch argT := arg.(type) {
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case string:
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a.Address = argT
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return nil
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}
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type addressTemplate Address
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return json.Unmarshal(body, (*addressTemplate)(a))
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}
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type Strategy struct {
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Notifiability *bbgo.Notifiability
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*bbgo.Graceful
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*bbgo.Persistence
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Interval types.Duration `json:"interval"`
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Addresses map[string]Address `json:"addresses"`
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MaxDailyNumberOfTransfer int `json:"maxDailyNumberOfTransfer"`
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MaxDailyAmountOfTransfer fixedpoint.Value `json:"maxDailyAmountOfTransfer"`
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CheckOnStart bool `json:"checkOnStart"`
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Asset string `json:"asset"`
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// Low is the low balance level for triggering transfer
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Low fixedpoint.Value `json:"low"`
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// Middle is the middle balance level used for re-fill asset
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Middle fixedpoint.Value `json:"middle"`
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Verbose bool `json:"verbose"`
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state *State
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}
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func (s *Strategy) ID() string {
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return ID
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}
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func (s *Strategy) CrossSubscribe(sessions map[string]*bbgo.ExchangeSession) {}
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func (s *Strategy) checkBalance(ctx context.Context, sessions map[string]*bbgo.ExchangeSession) {
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if s.Verbose {
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s.Notifiability.Notify("📝 Checking %s low balance level exchange session...", s.Asset)
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}
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var total fixedpoint.Value
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for _, session := range sessions {
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if b, ok := session.GetAccount().Balance(s.Asset); ok {
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total = total.Add(b.Total())
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}
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}
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lowLevelSession, lowLevelBalance, err := s.findLowBalanceLevelSession(sessions)
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if err != nil {
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s.Notifiability.Notify("Can not find low balance level session: %s", err.Error())
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log.WithError(err).Errorf("Can not find low balance level session")
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return
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}
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if lowLevelSession == nil {
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if s.Verbose {
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s.Notifiability.Notify("✅ All %s balances are looking good, total value: %v", s.Asset, total)
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}
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return
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}
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s.Notifiability.Notify("⚠️ Found low level %s balance from session %s: %v", s.Asset, lowLevelSession.Name, lowLevelBalance)
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middle := s.Middle
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if middle.IsZero() {
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middle = total.Div(fixedpoint.NewFromInt(int64(len(sessions)))).Mul(priceFixer)
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s.Notifiability.Notify("Total value %v %s, setting middle to %v", total, s.Asset, middle)
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}
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requiredAmount := middle.Sub(lowLevelBalance.Available)
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s.Notifiability.Notify("Need %v %s to satisfy the middle balance level %v", requiredAmount, s.Asset, middle)
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fromSession, _, err := s.findHighestBalanceLevelSession(sessions, requiredAmount)
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if err != nil || fromSession == nil {
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s.Notifiability.Notify("Can not find session with enough balance")
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log.WithError(err).Errorf("can not find session with enough balance")
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return
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}
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withdrawalService, ok := fromSession.Exchange.(types.ExchangeWithdrawalService)
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if !ok {
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log.Errorf("exchange %s does not implement withdrawal service, we can not withdrawal", fromSession.ExchangeName)
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return
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}
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if !fromSession.Withdrawal {
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s.Notifiability.Notify("The withdrawal function exchange session %s is not enabled", fromSession.Name)
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log.Errorf("The withdrawal function of exchange session %s is not enabled", fromSession.Name)
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return
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}
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toAddress, ok := s.Addresses[lowLevelSession.Name]
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if !ok {
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log.Errorf("%s address of session %s not found", s.Asset, lowLevelSession.Name)
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s.Notifiability.Notify("%s address of session %s not found", s.Asset, lowLevelSession.Name)
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return
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}
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if toAddress.ForeignFee.Sign() > 0 {
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requiredAmount = requiredAmount.Add(toAddress.ForeignFee)
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}
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if s.state != nil {
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if s.MaxDailyNumberOfTransfer > 0 {
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if s.state.DailyNumberOfTransfers >= s.MaxDailyNumberOfTransfer {
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s.Notifiability.Notify("⚠️ Exceeded %s max daily number of transfers %d (current %d), skipping transfer...",
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s.Asset,
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s.MaxDailyNumberOfTransfer,
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s.state.DailyNumberOfTransfers)
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return
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}
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}
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if s.MaxDailyAmountOfTransfer.Sign() > 0 {
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if s.state.DailyAmountOfTransfers.Compare(s.MaxDailyAmountOfTransfer) >= 0 {
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s.Notifiability.Notify("⚠️ Exceeded %s max daily amount of transfers %v (current %v), skipping transfer...",
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s.Asset,
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s.MaxDailyAmountOfTransfer,
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s.state.DailyAmountOfTransfers)
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return
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}
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}
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}
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s.Notifiability.Notify(&WithdrawalRequest{
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FromSession: fromSession.Name,
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ToSession: lowLevelSession.Name,
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Asset: s.Asset,
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Amount: requiredAmount,
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})
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if err := withdrawalService.Withdrawal(ctx, s.Asset, requiredAmount, toAddress.Address, &types.WithdrawalOptions{
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Network: toAddress.Network,
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AddressTag: toAddress.AddressTag,
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}); err != nil {
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log.WithError(err).Errorf("withdrawal failed")
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s.Notifiability.Notify("withdrawal request failed, error: %v", err)
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return
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}
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s.Notifiability.Notify("%s withdrawal request sent", s.Asset)
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if s.state != nil {
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if s.state.IsOver24Hours() {
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s.state.Reset()
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}
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s.state.DailyNumberOfTransfers += 1
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s.state.DailyAmountOfTransfers = s.state.DailyAmountOfTransfers.Add(requiredAmount)
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s.SaveState()
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}
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}
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func (s *Strategy) findHighestBalanceLevelSession(sessions map[string]*bbgo.ExchangeSession, requiredAmount fixedpoint.Value) (*bbgo.ExchangeSession, types.Balance, error) {
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var balance types.Balance
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var maxBalanceLevel = fixedpoint.Zero
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var maxBalanceSession *bbgo.ExchangeSession = nil
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for sessionID := range s.Addresses {
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session, ok := sessions[sessionID]
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if !ok {
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return nil, balance, fmt.Errorf("session %s does not exist", sessionID)
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}
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if b, ok := session.GetAccount().Balance(s.Asset); ok {
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if b.Available.Sub(requiredAmount).Compare(s.Low) > 0 && b.Available.Compare(maxBalanceLevel) > 0 {
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maxBalanceLevel = b.Available
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maxBalanceSession = session
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balance = b
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}
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}
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}
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return maxBalanceSession, balance, nil
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}
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func (s *Strategy) findLowBalanceLevelSession(sessions map[string]*bbgo.ExchangeSession) (*bbgo.ExchangeSession, types.Balance, error) {
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var balance types.Balance
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for sessionID := range s.Addresses {
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session, ok := sessions[sessionID]
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if !ok {
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return nil, balance, fmt.Errorf("session %s does not exist", sessionID)
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}
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balance, ok = session.GetAccount().Balance(s.Asset)
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if ok {
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if balance.Available.Compare(s.Low) <= 0 {
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return session, balance, nil
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}
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}
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}
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return nil, balance, nil
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}
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func (s *Strategy) SaveState() {
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if err := s.Persistence.Save(s.state, ID, s.Asset, stateKey); err != nil {
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log.WithError(err).Errorf("can not save state: %+v", s.state)
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} else {
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log.Infof("%s %s state is saved: %+v", ID, s.Asset, s.state)
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s.Notifiability.Notify("%s %s state is saved", ID, s.Asset, s.state)
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}
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}
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func (s *Strategy) newDefaultState() *State {
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return &State{
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Asset: s.Asset,
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DailyNumberOfTransfers: 0,
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DailyAmountOfTransfers: fixedpoint.Zero,
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}
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}
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func (s *Strategy) LoadState() error {
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var state State
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if err := s.Persistence.Load(&state, ID, s.Asset, stateKey); err != nil {
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if err != service.ErrPersistenceNotExists {
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return err
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}
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s.state = s.newDefaultState()
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s.state.Reset()
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} else {
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// we loaded it successfully
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s.state = &state
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// update Asset name for legacy caches
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s.state.Asset = s.Asset
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log.Infof("%s %s state is restored: %+v", ID, s.Asset, s.state)
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s.Notifiability.Notify("%s %s state is restored", ID, s.Asset, s.state)
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}
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return nil
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}
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func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, sessions map[string]*bbgo.ExchangeSession) error {
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if s.Interval == 0 {
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return errors.New("interval can not be zero")
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}
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if err := s.LoadState(); err != nil {
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return err
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}
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s.Graceful.OnShutdown(func(ctx context.Context, wg *sync.WaitGroup) {
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defer wg.Done()
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s.SaveState()
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})
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if s.CheckOnStart {
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s.checkBalance(ctx, sessions)
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}
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go func() {
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ticker := time.NewTicker(util.MillisecondsJitter(s.Interval.Duration(), 1000))
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defer ticker.Stop()
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for {
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select {
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case <-ctx.Done():
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return
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case <-ticker.C:
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s.checkBalance(ctx, sessions)
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}
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}
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}()
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return nil
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}
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