bbgo_origin/pkg/bbgo/environment.go
2021-02-28 15:05:49 +08:00

719 lines
20 KiB
Go

package bbgo
import (
"bytes"
"context"
"fmt"
"image/png"
"io/ioutil"
"os"
"strings"
"sync"
"time"
"github.com/codingconcepts/env"
"github.com/pkg/errors"
"github.com/pquerna/otp"
log "github.com/sirupsen/logrus"
"github.com/spf13/viper"
"gopkg.in/tucnak/telebot.v2"
"github.com/c9s/bbgo/pkg/accounting/pnl"
"github.com/c9s/bbgo/pkg/cmd/cmdutil"
"github.com/c9s/bbgo/pkg/notifier/slacknotifier"
"github.com/c9s/bbgo/pkg/notifier/telegramnotifier"
"github.com/c9s/bbgo/pkg/service"
"github.com/c9s/bbgo/pkg/slack/slacklog"
"github.com/c9s/bbgo/pkg/types"
"github.com/c9s/bbgo/pkg/util"
)
var LoadedExchangeStrategies = make(map[string]SingleExchangeStrategy)
var LoadedCrossExchangeStrategies = make(map[string]CrossExchangeStrategy)
func RegisterStrategy(key string, s interface{}) {
loaded := 0
if d, ok := s.(SingleExchangeStrategy); ok {
LoadedExchangeStrategies[key] = d
loaded++
}
if d, ok := s.(CrossExchangeStrategy); ok {
LoadedCrossExchangeStrategies[key] = d
loaded++
}
if loaded == 0 {
panic(fmt.Errorf("%T does not implement SingleExchangeStrategy or CrossExchangeStrategy", s))
}
}
var emptyTime time.Time
type SyncStatus int
const (
SyncNotStarted SyncStatus = iota
Syncing
SyncDone
)
// Environment presents the real exchange data layer
type Environment struct {
// Notifiability here for environment is for the streaming data notification
// note that, for back tests, we don't need notification.
Notifiability
PersistenceServiceFacade *service.PersistenceServiceFacade
DatabaseService *service.DatabaseService
OrderService *service.OrderService
TradeService *service.TradeService
RewardService *service.RewardService
SyncService *service.SyncService
// startTime is the time of start point (which is used in the backtest)
startTime time.Time
// syncStartTime is the time point we want to start the sync (for trades and orders)
syncStartTime time.Time
syncMutex sync.Mutex
syncStatusMutex sync.Mutex
syncStatus SyncStatus
sessions map[string]*ExchangeSession
}
func NewEnvironment() *Environment {
return &Environment{
// default trade scan time
syncStartTime: time.Now().AddDate(-1, 0, 0), // defaults to sync from 1 year ago
sessions: make(map[string]*ExchangeSession),
startTime: time.Now(),
syncStatus: SyncNotStarted,
PersistenceServiceFacade: &service.PersistenceServiceFacade{
Memory: service.NewMemoryService(),
},
}
}
func (environ *Environment) Session(name string) (*ExchangeSession, bool) {
s, ok := environ.sessions[name]
return s, ok
}
func (environ *Environment) Sessions() map[string]*ExchangeSession {
return environ.sessions
}
func (environ *Environment) SelectSessions(names ...string) map[string]*ExchangeSession {
if len(names) == 0 {
return environ.sessions
}
sessions := make(map[string]*ExchangeSession)
for _, name := range names {
if s, ok := environ.Session(name); ok {
sessions[name] = s
}
}
return sessions
}
func (environ *Environment) ConfigureDatabase(ctx context.Context) error {
// configureDB configures the database service based on the environment variable
if driver, ok := os.LookupEnv("DB_DRIVER"); ok {
if dsn, ok := os.LookupEnv("DB_DSN"); ok {
return environ.ConfigureDatabaseDriver(ctx, driver, dsn)
}
} else if dsn, ok := os.LookupEnv("SQLITE3_DSN"); ok {
return environ.ConfigureDatabaseDriver(ctx, "sqlite3", dsn)
} else if dsn, ok := os.LookupEnv("MYSQL_URL"); ok {
return environ.ConfigureDatabaseDriver(ctx, "mysql", dsn)
}
return nil
}
func (environ *Environment) ConfigureDatabaseDriver(ctx context.Context, driver string, dsn string) error {
environ.DatabaseService = service.NewDatabaseService(driver, dsn)
err := environ.DatabaseService.Connect()
if err != nil {
return err
}
if err := environ.DatabaseService.Upgrade(ctx); err != nil {
return err
}
// get the db connection pool object to create other services
db := environ.DatabaseService.DB
environ.OrderService = &service.OrderService{DB: db}
environ.TradeService = &service.TradeService{DB: db}
environ.RewardService = &service.RewardService{DB: db}
environ.SyncService = &service.SyncService{
TradeService: environ.TradeService,
OrderService: environ.OrderService,
RewardService: environ.RewardService,
}
return nil
}
// AddExchangeSession adds the existing exchange session or pre-created exchange session
func (environ *Environment) AddExchangeSession(name string, session *ExchangeSession) *ExchangeSession {
// update Notifiability from the environment
session.Notifiability = environ.Notifiability
environ.sessions[name] = session
return session
}
// AddExchange adds the given exchange with the session name, this is the default
func (environ *Environment) AddExchange(name string, exchange types.Exchange) (session *ExchangeSession) {
session = NewExchangeSession(name, exchange)
return environ.AddExchangeSession(name, session)
}
func (environ *Environment) ConfigureExchangeSessions(userConfig *Config) error {
if len(userConfig.Sessions) == 0 {
return environ.AddExchangesByViperKeys()
}
return environ.AddExchangesFromSessionConfig(userConfig.Sessions)
}
func (environ *Environment) AddExchangesByViperKeys() error {
for _, n := range SupportedExchanges {
if viper.IsSet(string(n) + "-api-key") {
exchange, err := cmdutil.NewExchangeWithEnvVarPrefix(n, "")
if err != nil {
return err
}
environ.AddExchange(n.String(), exchange)
}
}
return nil
}
func NewExchangeSessionFromConfig(name string, sessionConfig *ExchangeSession) (*ExchangeSession, error) {
exchangeName, err := types.ValidExchangeName(sessionConfig.ExchangeName)
if err != nil {
return nil, err
}
var exchange types.Exchange
if sessionConfig.Key != "" && sessionConfig.Secret != "" {
exchange, err = cmdutil.NewExchangeStandard(exchangeName, sessionConfig.Key, sessionConfig.Secret)
} else {
exchange, err = cmdutil.NewExchangeWithEnvVarPrefix(exchangeName, sessionConfig.EnvVarPrefix)
}
if err != nil {
return nil, err
}
// configure exchange
if sessionConfig.Margin {
marginExchange, ok := exchange.(types.MarginExchange)
if !ok {
return nil, fmt.Errorf("exchange %s does not support margin", exchangeName)
}
if sessionConfig.IsolatedMargin {
marginExchange.UseIsolatedMargin(sessionConfig.IsolatedMarginSymbol)
} else {
marginExchange.UseMargin()
}
}
session := NewExchangeSession(name, exchange)
session.ExchangeName = sessionConfig.ExchangeName
session.EnvVarPrefix = sessionConfig.EnvVarPrefix
session.Key = sessionConfig.Key
session.Secret = sessionConfig.Secret
session.PublicOnly = sessionConfig.PublicOnly
session.Margin = sessionConfig.Margin
session.IsolatedMargin = sessionConfig.IsolatedMargin
session.IsolatedMarginSymbol = sessionConfig.IsolatedMarginSymbol
return session, nil
}
func (environ *Environment) AddExchangesFromSessionConfig(sessions map[string]*ExchangeSession) error {
for sessionName, sessionConfig := range sessions {
session, err := NewExchangeSessionFromConfig(sessionName, sessionConfig)
if err != nil {
return err
}
environ.AddExchangeSession(sessionName, session)
}
return nil
}
// Init prepares the data that will be used by the strategies
func (environ *Environment) Init(ctx context.Context) (err error) {
for n := range environ.sessions {
var session = environ.sessions[n]
if err := session.Init(ctx, environ); err != nil {
// we can skip initialized sessions
if err != ErrSessionAlreadyInitialized {
return err
}
}
if err := session.InitSymbols(ctx, environ); err != nil {
return err
}
}
return nil
}
func (environ *Environment) ConfigurePersistence(conf *PersistenceConfig) error {
if conf.Redis != nil {
if err := env.Set(conf.Redis); err != nil {
return err
}
environ.PersistenceServiceFacade.Redis = service.NewRedisPersistenceService(conf.Redis)
}
if conf.Json != nil {
if _, err := os.Stat(conf.Json.Directory); os.IsNotExist(err) {
if err2 := os.MkdirAll(conf.Json.Directory, 0777); err2 != nil {
log.WithError(err2).Errorf("can not create directory: %s", conf.Json.Directory)
return err2
}
}
environ.PersistenceServiceFacade.Json = &service.JsonPersistenceService{Directory: conf.Json.Directory}
}
return nil
}
// configure notification rules
// for symbol-based routes, we should register the same symbol rules for each session.
// for session-based routes, we should set the fixed callbacks for each session
func (environ *Environment) ConfigureNotificationRouting(conf *NotificationConfig) error {
// configure routing here
if conf.SymbolChannels != nil {
environ.SymbolChannelRouter.AddRoute(conf.SymbolChannels)
}
if conf.SessionChannels != nil {
environ.SessionChannelRouter.AddRoute(conf.SessionChannels)
}
if conf.Routing != nil {
// configure passive object notification routing
switch conf.Routing.Trade {
case "$silent": // silent, do not setup notification
case "$session":
defaultTradeUpdateHandler := func(trade types.Trade) {
text := util.Render(TemplateTradeReport, trade)
environ.Notify(text, &trade)
}
for name := range environ.sessions {
session := environ.sessions[name]
// if we can route session name to channel successfully...
channel, ok := environ.SessionChannelRouter.Route(name)
if ok {
session.Stream.OnTradeUpdate(func(trade types.Trade) {
text := util.Render(TemplateTradeReport, trade)
environ.NotifyTo(channel, text, &trade)
})
} else {
session.Stream.OnTradeUpdate(defaultTradeUpdateHandler)
}
}
case "$symbol":
// configure object routes for Trade
environ.ObjectChannelRouter.Route(func(obj interface{}) (channel string, ok bool) {
trade, matched := obj.(*types.Trade)
if !matched {
return
}
channel, ok = environ.SymbolChannelRouter.Route(trade.Symbol)
return
})
// use same handler for each session
handler := func(trade types.Trade) {
text := util.Render(TemplateTradeReport, trade)
channel, ok := environ.RouteObject(&trade)
if ok {
environ.NotifyTo(channel, text, &trade)
} else {
environ.Notify(text, &trade)
}
}
for _, session := range environ.sessions {
session.Stream.OnTradeUpdate(handler)
}
}
switch conf.Routing.Order {
case "$silent": // silent, do not setup notification
case "$session":
defaultOrderUpdateHandler := func(order types.Order) {
text := util.Render(TemplateOrderReport, order)
environ.Notify(text, &order)
}
for name := range environ.sessions {
session := environ.sessions[name]
// if we can route session name to channel successfully...
channel, ok := environ.SessionChannelRouter.Route(name)
if ok {
session.Stream.OnOrderUpdate(func(order types.Order) {
text := util.Render(TemplateOrderReport, order)
environ.NotifyTo(channel, text, &order)
})
} else {
session.Stream.OnOrderUpdate(defaultOrderUpdateHandler)
}
}
case "$symbol":
// add object route
environ.ObjectChannelRouter.Route(func(obj interface{}) (channel string, ok bool) {
order, matched := obj.(*types.Order)
if !matched {
return
}
channel, ok = environ.SymbolChannelRouter.Route(order.Symbol)
return
})
// use same handler for each session
handler := func(order types.Order) {
text := util.Render(TemplateOrderReport, order)
channel, ok := environ.RouteObject(&order)
if ok {
environ.NotifyTo(channel, text, &order)
} else {
environ.Notify(text, &order)
}
}
for _, session := range environ.sessions {
session.Stream.OnOrderUpdate(handler)
}
}
switch conf.Routing.SubmitOrder {
case "$silent": // silent, do not setup notification
case "$symbol":
// add object route
environ.ObjectChannelRouter.Route(func(obj interface{}) (channel string, ok bool) {
order, matched := obj.(*types.SubmitOrder)
if !matched {
return
}
channel, ok = environ.SymbolChannelRouter.Route(order.Symbol)
return
})
}
// currently not used
switch conf.Routing.PnL {
case "$symbol":
environ.ObjectChannelRouter.Route(func(obj interface{}) (channel string, ok bool) {
report, matched := obj.(*pnl.AverageCostPnlReport)
if !matched {
return
}
channel, ok = environ.SymbolChannelRouter.Route(report.Symbol)
return
})
}
}
return nil
}
func (environ *Environment) SetStartTime(t time.Time) *Environment {
environ.startTime = t
return environ
}
// SetSyncStartTime overrides the default trade scan time (-7 days)
func (environ *Environment) SetSyncStartTime(t time.Time) *Environment {
environ.syncStartTime = t
return environ
}
func (environ *Environment) Connect(ctx context.Context) 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 logger = log.WithField("session", n)
if len(session.Subscriptions) == 0 {
logger.Warnf("exchange session %s has no subscriptions", session.Name)
} else {
// add the subscribe requests to the stream
for _, s := range session.Subscriptions {
logger.Infof("subscribing %s %s %v", s.Symbol, s.Channel, s.Options)
session.Stream.Subscribe(s.Channel, s.Symbol, s.Options)
}
}
logger.Infof("connecting session %s...", session.Name)
if err := session.Stream.Connect(ctx); err != nil {
return err
}
}
return nil
}
func (environ *Environment) IsSyncing() (status SyncStatus) {
environ.syncStatusMutex.Lock()
status = environ.syncStatus
environ.syncStatusMutex.Unlock()
return status
}
func (environ *Environment) setSyncing(status SyncStatus) {
environ.syncStatusMutex.Lock()
environ.syncStatus = status
environ.syncStatusMutex.Unlock()
}
// Sync syncs all registered exchange sessions
func (environ *Environment) Sync(ctx context.Context) error {
if environ.SyncService == nil {
return nil
}
environ.syncMutex.Lock()
defer environ.syncMutex.Unlock()
environ.setSyncing(Syncing)
defer environ.setSyncing(SyncDone)
for _, session := range environ.sessions {
if err := environ.syncSession(ctx, session); err != nil {
return err
}
}
return nil
}
func (environ *Environment) SyncSession(ctx context.Context, session *ExchangeSession, defaultSymbols ...string) error {
environ.syncMutex.Lock()
defer environ.syncMutex.Unlock()
environ.setSyncing(Syncing)
defer environ.setSyncing(SyncDone)
return environ.syncSession(ctx, session, defaultSymbols...)
}
func (environ *Environment) syncSession(ctx context.Context, session *ExchangeSession, defaultSymbols ...string) error {
if err := session.Init(ctx, environ); err != nil {
return err
}
symbols, err := getSessionSymbols(session, defaultSymbols...)
if err != nil {
return err
}
log.Infof("syncing symbols %v from session %s", symbols, session.Name)
return environ.SyncService.SyncSessionSymbols(ctx, session.Exchange, environ.syncStartTime, symbols...)
}
func getSessionSymbols(session *ExchangeSession, defaultSymbols ...string) ([]string, error) {
if session.IsolatedMargin {
return []string{session.IsolatedMarginSymbol}, nil
}
if len(defaultSymbols) > 0 {
return defaultSymbols, nil
}
return session.FindPossibleSymbols()
}
func (environ *Environment) ConfigureNotificationSystem(userConfig *Config) error {
environ.Notifiability = Notifiability{
SymbolChannelRouter: NewPatternChannelRouter(nil),
SessionChannelRouter: NewPatternChannelRouter(nil),
ObjectChannelRouter: NewObjectChannelRouter(),
}
slackToken := viper.GetString("slack-token")
if len(slackToken) > 0 && userConfig.Notifications != nil {
if conf := userConfig.Notifications.Slack; conf != nil {
if conf.ErrorChannel != "" {
log.Debugf("found slack configured, setting up log hook...")
log.AddHook(slacklog.NewLogHook(slackToken, conf.ErrorChannel))
}
log.Debugf("adding slack notifier with default channel: %s", conf.DefaultChannel)
var notifier = slacknotifier.New(slackToken, conf.DefaultChannel)
environ.AddNotifier(notifier)
}
}
persistence := environ.PersistenceServiceFacade.Get()
telegramBotToken := viper.GetString("telegram-bot-token")
if len(telegramBotToken) > 0 {
tt := strings.Split(telegramBotToken, ":")
telegramID := tt[0]
bot, err := telebot.NewBot(telebot.Settings{
// You can also set custom API URL.
// If field is empty it equals to "https://api.telegram.org".
// URL: "http://195.129.111.17:8012",
Token: telegramBotToken,
Poller: &telebot.LongPoller{Timeout: 10 * time.Second},
})
if err != nil {
return err
}
// allocate a store, so that we can save the chatID for the owner
var sessionStore = persistence.NewStore("bbgo", "telegram", telegramID)
var interaction = telegramnotifier.NewInteraction(bot, sessionStore)
authToken := viper.GetString("telegram-bot-auth-token")
if len(authToken) > 0 {
interaction.SetAuthToken(authToken)
log.Debugf("telegram bot auth token is set, using fixed token for authorization...")
printTelegramAuthTokenGuide(authToken)
}
var session telegramnotifier.Session
if err := sessionStore.Load(&session); err != nil || session.Owner == nil {
log.Warnf("telegram session not found, generating new one-time password key for new telegram session...")
qrcodeImagePath := fmt.Sprintf("otp-%s.png", telegramID)
key, err := setupNewOTPKey(qrcodeImagePath)
if err != nil {
return errors.Wrapf(err, "failed to setup totp (time-based one time password) key")
}
session = telegramnotifier.NewSession(key)
if err := sessionStore.Save(&session); err != nil {
return errors.Wrap(err, "failed to save session")
}
}
go interaction.Start(session)
var notifier = telegramnotifier.New(interaction)
environ.Notifiability.AddNotifier(notifier)
}
if userConfig.Notifications != nil {
if err := environ.ConfigureNotificationRouting(userConfig.Notifications); err != nil {
return err
}
}
return nil
}
func writeOTPKeyAsQRCodePNG(key *otp.Key, imagePath string) error {
// Convert TOTP key into a PNG
var buf bytes.Buffer
img, err := key.Image(512, 512)
if err != nil {
return err
}
if err := png.Encode(&buf, img); err != nil {
return err
}
if err := ioutil.WriteFile(imagePath, buf.Bytes(), 0644); err != nil {
return err
}
return nil
}
// setupNewOTPKey generates a new otp key and save the secret as a qrcode image
func setupNewOTPKey(qrcodeImagePath string) (*otp.Key, error) {
key, err := service.NewDefaultTotpKey()
if err != nil {
return nil, errors.Wrapf(err, "failed to setup totp (time-based one time password) key")
}
printOtpKey(key)
if err := writeOTPKeyAsQRCodePNG(key, qrcodeImagePath); err != nil {
return nil, err
}
printTelegramOtpAuthGuide(qrcodeImagePath)
return key, nil
}
func printOtpKey(key *otp.Key) {
fmt.Println("")
fmt.Println("====================PLEASE STORE YOUR OTP KEY=======================")
fmt.Println("")
fmt.Printf("Issuer: %s\n", key.Issuer())
fmt.Printf("AccountName: %s\n", key.AccountName())
fmt.Printf("Secret: %s\n", key.Secret())
fmt.Printf("Key URL: %s\n", key.URL())
fmt.Println("")
fmt.Println("====================================================================")
fmt.Println("")
}
func printTelegramOtpAuthGuide(qrcodeImagePath string) {
fmt.Printf(`
To scan your OTP QR code, please run the following command:
open %s
send the auth command with the generated one-time password to the bbgo bot you created to enable the notification:
/auth {code}
`, qrcodeImagePath)
}
func printTelegramAuthTokenGuide(token string) {
fmt.Printf(`
send the following command to the bbgo bot you created to enable the notification:
/auth %s
`, token)
}