mirror of
https://github.com/c9s/bbgo.git
synced 2024-09-20 08:11:08 +00:00
812 lines
22 KiB
Go
812 lines
22 KiB
Go
package bbgo
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import (
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"bytes"
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"context"
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"fmt"
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"image/png"
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"io/ioutil"
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"math/rand"
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"os"
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"strings"
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"sync"
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"time"
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"github.com/codingconcepts/env"
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"github.com/pkg/errors"
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"github.com/pquerna/otp"
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log "github.com/sirupsen/logrus"
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"github.com/spf13/viper"
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"gopkg.in/tucnak/telebot.v2"
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"github.com/c9s/bbgo/pkg/cmd/cmdutil"
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"github.com/c9s/bbgo/pkg/interact"
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"github.com/c9s/bbgo/pkg/notifier/slacknotifier"
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"github.com/c9s/bbgo/pkg/notifier/telegramnotifier"
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"github.com/c9s/bbgo/pkg/service"
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"github.com/c9s/bbgo/pkg/slack/slacklog"
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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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func init() {
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// randomize pulling
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rand.Seed(time.Now().UnixNano())
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}
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var LoadedExchangeStrategies = make(map[string]SingleExchangeStrategy)
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var LoadedCrossExchangeStrategies = make(map[string]CrossExchangeStrategy)
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func RegisterStrategy(key string, s interface{}) {
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loaded := 0
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if d, ok := s.(SingleExchangeStrategy); ok {
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LoadedExchangeStrategies[key] = d
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loaded++
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}
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if d, ok := s.(CrossExchangeStrategy); ok {
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LoadedCrossExchangeStrategies[key] = d
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loaded++
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}
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if loaded == 0 {
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panic(fmt.Errorf("%T does not implement SingleExchangeStrategy or CrossExchangeStrategy", s))
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}
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}
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var emptyTime time.Time
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type SyncStatus int
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const (
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SyncNotStarted SyncStatus = iota
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Syncing
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SyncDone
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)
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// Environment presents the real exchange data layer
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type Environment struct {
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// Notifiability here for environment is for the streaming data notification
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// note that, for back tests, we don't need notification.
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Notifiability
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PersistenceServiceFacade *service.PersistenceServiceFacade
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DatabaseService *service.DatabaseService
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OrderService *service.OrderService
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TradeService *service.TradeService
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BacktestService *service.BacktestService
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RewardService *service.RewardService
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SyncService *service.SyncService
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AccountService *service.AccountService
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// startTime is the time of start point (which is used in the backtest)
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startTime time.Time
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// syncStartTime is the time point we want to start the sync (for trades and orders)
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syncStartTime time.Time
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syncMutex sync.Mutex
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syncStatusMutex sync.Mutex
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syncStatus SyncStatus
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sessions map[string]*ExchangeSession
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}
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func NewEnvironment() *Environment {
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return &Environment{
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// default trade scan time
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syncStartTime: time.Now().AddDate(-1, 0, 0), // defaults to sync from 1 year ago
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sessions: make(map[string]*ExchangeSession),
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startTime: time.Now(),
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syncStatus: SyncNotStarted,
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PersistenceServiceFacade: &service.PersistenceServiceFacade{
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Memory: service.NewMemoryService(),
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},
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}
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}
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func (environ *Environment) Session(name string) (*ExchangeSession, bool) {
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s, ok := environ.sessions[name]
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return s, ok
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}
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func (environ *Environment) Sessions() map[string]*ExchangeSession {
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return environ.sessions
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}
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func (environ *Environment) SelectSessions(names ...string) map[string]*ExchangeSession {
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if len(names) == 0 {
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return environ.sessions
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}
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sessions := make(map[string]*ExchangeSession)
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for _, name := range names {
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if s, ok := environ.Session(name); ok {
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sessions[name] = s
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}
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}
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return sessions
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}
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func (environ *Environment) ConfigureDatabase(ctx context.Context) error {
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// configureDB configures the database service based on the environment variable
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if driver, ok := os.LookupEnv("DB_DRIVER"); ok {
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if dsn, ok := os.LookupEnv("DB_DSN"); ok {
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return environ.ConfigureDatabaseDriver(ctx, driver, dsn)
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}
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} else if dsn, ok := os.LookupEnv("SQLITE3_DSN"); ok {
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return environ.ConfigureDatabaseDriver(ctx, "sqlite3", dsn)
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} else if dsn, ok := os.LookupEnv("MYSQL_URL"); ok {
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return environ.ConfigureDatabaseDriver(ctx, "mysql", dsn)
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}
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return nil
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}
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func (environ *Environment) ConfigureDatabaseDriver(ctx context.Context, driver string, dsn string) error {
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environ.DatabaseService = service.NewDatabaseService(driver, dsn)
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err := environ.DatabaseService.Connect()
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if err != nil {
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return err
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}
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if err := environ.DatabaseService.Upgrade(ctx); err != nil {
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return err
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}
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// get the db connection pool object to create other services
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db := environ.DatabaseService.DB
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environ.OrderService = &service.OrderService{DB: db}
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environ.TradeService = &service.TradeService{DB: db}
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environ.RewardService = &service.RewardService{DB: db}
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environ.AccountService = &service.AccountService{DB: db}
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environ.SyncService = &service.SyncService{
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TradeService: environ.TradeService,
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OrderService: environ.OrderService,
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RewardService: environ.RewardService,
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WithdrawService: &service.WithdrawService{DB: db},
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DepositService: &service.DepositService{DB: db},
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}
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return nil
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}
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// AddExchangeSession adds the existing exchange session or pre-created exchange session
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func (environ *Environment) AddExchangeSession(name string, session *ExchangeSession) *ExchangeSession {
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// update Notifiability from the environment
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session.Notifiability = environ.Notifiability
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environ.sessions[name] = session
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return session
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}
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// AddExchange adds the given exchange with the session name, this is the default
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func (environ *Environment) AddExchange(name string, exchange types.Exchange) (session *ExchangeSession) {
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session = NewExchangeSession(name, exchange)
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return environ.AddExchangeSession(name, session)
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}
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func (environ *Environment) ConfigureExchangeSessions(userConfig *Config) error {
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// if sessions are not defined, we detect the sessions automatically
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if len(userConfig.Sessions) == 0 {
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return environ.AddExchangesByViperKeys()
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}
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return environ.AddExchangesFromSessionConfig(userConfig.Sessions)
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}
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func (environ *Environment) AddExchangesByViperKeys() error {
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for _, n := range types.SupportedExchanges {
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if viper.IsSet(string(n) + "-api-key") {
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exchange, err := cmdutil.NewExchangeWithEnvVarPrefix(n, "")
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if err != nil {
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return err
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}
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environ.AddExchange(n.String(), exchange)
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}
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}
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return nil
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}
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func (environ *Environment) AddExchangesFromSessionConfig(sessions map[string]*ExchangeSession) error {
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for sessionName, session := range sessions {
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if err := session.InitExchange(sessionName, nil); err != nil {
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return err
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}
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environ.AddExchangeSession(sessionName, session)
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}
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return nil
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}
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// Init prepares the data that will be used by the strategies
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func (environ *Environment) Init(ctx context.Context) (err error) {
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for n := range environ.sessions {
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var session = environ.sessions[n]
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if err = session.Init(ctx, environ); err != nil {
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// we can skip initialized sessions
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if err != ErrSessionAlreadyInitialized {
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return err
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}
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}
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}
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return
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}
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// Start initializes the symbols data streams
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func (environ *Environment) Start(ctx context.Context) (err error) {
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for n := range environ.sessions {
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var session = environ.sessions[n]
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if err = session.InitSymbols(ctx, environ); err != nil {
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return err
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}
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}
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return
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}
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func (environ *Environment) ConfigurePersistence(conf *PersistenceConfig) error {
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if conf.Redis != nil {
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if err := env.Set(conf.Redis); err != nil {
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return err
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}
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environ.PersistenceServiceFacade.Redis = service.NewRedisPersistenceService(conf.Redis)
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}
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if conf.Json != nil {
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if _, err := os.Stat(conf.Json.Directory); os.IsNotExist(err) {
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if err2 := os.MkdirAll(conf.Json.Directory, 0777); err2 != nil {
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log.WithError(err2).Errorf("can not create directory: %s", conf.Json.Directory)
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return err2
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}
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}
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environ.PersistenceServiceFacade.Json = &service.JsonPersistenceService{Directory: conf.Json.Directory}
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}
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return nil
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}
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// ConfigureNotificationRouting configures the notification rules
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// for symbol-based routes, we should register the same symbol rules for each session.
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// for session-based routes, we should set the fixed callbacks for each session
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func (environ *Environment) ConfigureNotificationRouting(conf *NotificationConfig) error {
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// configure routing here
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if conf.SymbolChannels != nil {
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environ.SymbolChannelRouter.AddRoute(conf.SymbolChannels)
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}
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if conf.SessionChannels != nil {
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environ.SessionChannelRouter.AddRoute(conf.SessionChannels)
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}
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if conf.Routing != nil {
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// configure passive object notification routing
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switch conf.Routing.Trade {
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case "$silent": // silent, do not setup notification
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case "$session":
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defaultTradeUpdateHandler := func(trade types.Trade) {
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environ.Notify(&trade)
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}
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for name := range environ.sessions {
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session := environ.sessions[name]
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// if we can route session name to channel successfully...
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channel, ok := environ.SessionChannelRouter.Route(name)
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if ok {
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session.UserDataStream.OnTradeUpdate(func(trade types.Trade) {
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environ.NotifyTo(channel, &trade)
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})
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} else {
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session.UserDataStream.OnTradeUpdate(defaultTradeUpdateHandler)
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}
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}
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case "$symbol":
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// configure object routes for Trade
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environ.ObjectChannelRouter.Route(func(obj interface{}) (channel string, ok bool) {
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trade, matched := obj.(*types.Trade)
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if !matched {
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return
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}
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channel, ok = environ.SymbolChannelRouter.Route(trade.Symbol)
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return
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})
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// use same handler for each session
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handler := func(trade types.Trade) {
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channel, ok := environ.RouteObject(&trade)
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if ok {
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environ.NotifyTo(channel, &trade)
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} else {
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environ.Notify(&trade)
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}
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}
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for _, session := range environ.sessions {
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session.UserDataStream.OnTradeUpdate(handler)
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}
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}
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switch conf.Routing.Order {
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case "$silent": // silent, do not setup notification
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case "$session":
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defaultOrderUpdateHandler := func(order types.Order) {
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text := util.Render(TemplateOrderReport, order)
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environ.Notify(text, &order)
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}
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for name := range environ.sessions {
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session := environ.sessions[name]
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// if we can route session name to channel successfully...
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channel, ok := environ.SessionChannelRouter.Route(name)
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if ok {
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session.UserDataStream.OnOrderUpdate(func(order types.Order) {
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text := util.Render(TemplateOrderReport, order)
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environ.NotifyTo(channel, text, &order)
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})
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} else {
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session.UserDataStream.OnOrderUpdate(defaultOrderUpdateHandler)
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}
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}
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case "$symbol":
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// add object route
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environ.ObjectChannelRouter.Route(func(obj interface{}) (channel string, ok bool) {
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order, matched := obj.(*types.Order)
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if !matched {
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return
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}
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channel, ok = environ.SymbolChannelRouter.Route(order.Symbol)
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return
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})
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// use same handler for each session
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handler := func(order types.Order) {
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text := util.Render(TemplateOrderReport, order)
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channel, ok := environ.RouteObject(&order)
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if ok {
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environ.NotifyTo(channel, text, &order)
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} else {
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environ.Notify(text, &order)
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}
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}
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for _, session := range environ.sessions {
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session.UserDataStream.OnOrderUpdate(handler)
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}
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}
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switch conf.Routing.SubmitOrder {
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case "$silent": // silent, do not setup notification
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case "$symbol":
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// add object route
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environ.ObjectChannelRouter.Route(func(obj interface{}) (channel string, ok bool) {
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order, matched := obj.(*types.SubmitOrder)
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if !matched {
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return
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}
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channel, ok = environ.SymbolChannelRouter.Route(order.Symbol)
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return
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})
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}
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// currently, not used
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// FIXME: this is causing cyclic import
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/*
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switch conf.Routing.PnL {
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case "$symbol":
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environ.ObjectChannelRouter.Route(func(obj interface{}) (channel string, ok bool) {
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report, matched := obj.(*pnl.AverageCostPnlReport)
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if !matched {
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return
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}
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channel, ok = environ.SymbolChannelRouter.Route(report.Symbol)
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return
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})
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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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func (environ *Environment) SetStartTime(t time.Time) *Environment {
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environ.startTime = t
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return environ
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}
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// SetSyncStartTime overrides the default trade scan time (-7 days)
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func (environ *Environment) SetSyncStartTime(t time.Time) *Environment {
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environ.syncStartTime = t
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return environ
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}
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func (environ *Environment) Connect(ctx context.Context) error {
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log.Debugf("starting interaction...")
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if err := interact.Start(ctx); err != nil {
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return err
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}
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for n := range environ.sessions {
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// avoid using the placeholder variable for the session because we use that in the callbacks
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var session = environ.sessions[n]
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var logger = log.WithField("session", n)
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if len(session.Subscriptions) == 0 {
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logger.Warnf("exchange session %s has no subscriptions", session.Name)
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} else {
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// add the subscribe requests to the stream
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for _, s := range session.Subscriptions {
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logger.Infof("subscribing %s %s %v", s.Symbol, s.Channel, s.Options)
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session.MarketDataStream.Subscribe(s.Channel, s.Symbol, s.Options)
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}
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}
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logger.Infof("connecting %s market data stream...", session.Name)
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if err := session.MarketDataStream.Connect(ctx); err != nil {
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return err
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}
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if !session.PublicOnly {
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logger.Infof("connecting %s user data stream...", session.Name)
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if err := session.UserDataStream.Connect(ctx); err != nil {
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return err
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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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func (environ *Environment) IsSyncing() (status SyncStatus) {
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environ.syncStatusMutex.Lock()
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status = environ.syncStatus
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environ.syncStatusMutex.Unlock()
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return status
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}
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func (environ *Environment) setSyncing(status SyncStatus) {
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environ.syncStatusMutex.Lock()
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environ.syncStatus = status
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environ.syncStatusMutex.Unlock()
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}
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// Sync syncs all registered exchange sessions
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func (environ *Environment) Sync(ctx context.Context) error {
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if environ.SyncService == nil {
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return nil
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}
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environ.syncMutex.Lock()
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defer environ.syncMutex.Unlock()
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environ.setSyncing(Syncing)
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defer environ.setSyncing(SyncDone)
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for _, session := range environ.sessions {
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if err := environ.syncSession(ctx, session); err != nil {
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return err
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}
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}
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return nil
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}
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func (environ *Environment) SyncSession(ctx context.Context, session *ExchangeSession, defaultSymbols ...string) error {
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if environ.SyncService == nil {
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return nil
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}
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environ.syncMutex.Lock()
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defer environ.syncMutex.Unlock()
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environ.setSyncing(Syncing)
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defer environ.setSyncing(SyncDone)
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return environ.syncSession(ctx, session, defaultSymbols...)
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}
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func (environ *Environment) syncSession(ctx context.Context, session *ExchangeSession, defaultSymbols ...string) error {
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symbols, err := getSessionSymbols(session, defaultSymbols...)
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if err != nil {
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return err
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}
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log.Infof("syncing symbols %v from session %s", symbols, session.Name)
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return environ.SyncService.SyncSessionSymbols(ctx, session.Exchange, environ.syncStartTime, symbols...)
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}
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func getSessionSymbols(session *ExchangeSession, defaultSymbols ...string) ([]string, error) {
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if session.IsolatedMargin {
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return []string{session.IsolatedMarginSymbol}, nil
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}
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if len(defaultSymbols) > 0 {
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return defaultSymbols, nil
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}
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return session.FindPossibleSymbols()
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}
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func (environ *Environment) ConfigureNotificationSystem(userConfig *Config) error {
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environ.Notifiability = Notifiability{
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SymbolChannelRouter: NewPatternChannelRouter(nil),
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SessionChannelRouter: NewPatternChannelRouter(nil),
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ObjectChannelRouter: NewObjectChannelRouter(),
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}
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// setup default notification config
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if userConfig.Notifications == nil {
|
|
userConfig.Notifications = &NotificationConfig{
|
|
Routing: &SlackNotificationRouting{
|
|
Trade: "$session",
|
|
Order: "$silent",
|
|
SubmitOrder: "$silent",
|
|
},
|
|
}
|
|
}
|
|
|
|
var persistence = environ.PersistenceServiceFacade.Get()
|
|
|
|
err := environ.setupInteraction(persistence)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
// setup slack
|
|
slackToken := viper.GetString("slack-token")
|
|
if len(slackToken) > 0 && userConfig.Notifications != nil {
|
|
environ.setupSlack(userConfig, slackToken)
|
|
}
|
|
|
|
// check if telegram bot token is defined
|
|
telegramBotToken := viper.GetString("telegram-bot-token")
|
|
if len(telegramBotToken) > 0 {
|
|
if err := environ.setupTelegram(userConfig, telegramBotToken, persistence); err != nil {
|
|
return err
|
|
}
|
|
}
|
|
|
|
if userConfig.Notifications != nil {
|
|
if err := environ.ConfigureNotificationRouting(userConfig.Notifications); err != nil {
|
|
return err
|
|
}
|
|
}
|
|
|
|
return nil
|
|
}
|
|
|
|
func (environ *Environment) setupInteraction(persistence service.PersistenceService) error {
|
|
var otpQRCodeImagePath = fmt.Sprintf("otp.png")
|
|
var key *otp.Key
|
|
var keySecret string
|
|
var authStore = environ.getAuthStore(persistence)
|
|
if err := authStore.Load(&keySecret); err != nil {
|
|
log.Warnf("telegram session not found, generating new one-time password key for new telegram session...")
|
|
|
|
newKey, err := setupNewOTPKey(otpQRCodeImagePath)
|
|
if err != nil {
|
|
return errors.Wrapf(err, "failed to setup totp (time-based one time password) key")
|
|
}
|
|
|
|
key = newKey
|
|
keySecret = key.Secret()
|
|
if err := authStore.Save(keySecret); err != nil {
|
|
return err
|
|
}
|
|
|
|
printOtpAuthGuide(otpQRCodeImagePath)
|
|
|
|
} else if keySecret != "" {
|
|
key, err = otp.NewKeyFromURL(keySecret)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
log.Infof("otp key loaded: %+v", key)
|
|
printOtpAuthGuide(otpQRCodeImagePath)
|
|
}
|
|
|
|
authStrict := false
|
|
authMode := interact.AuthModeToken
|
|
authToken := viper.GetString("telegram-bot-auth-token")
|
|
|
|
if authToken != "" && key != nil {
|
|
authStrict = true
|
|
} else if authToken != "" {
|
|
authMode = interact.AuthModeToken
|
|
} else if key != nil {
|
|
authMode = interact.AuthModeOTP
|
|
}
|
|
|
|
if authMode == interact.AuthModeToken {
|
|
log.Debugf("found interaction auth token, using token mode for authorization...")
|
|
printAuthTokenGuide(authToken)
|
|
}
|
|
|
|
interact.AddCustomInteraction(&interact.AuthInteract{
|
|
Strict: authStrict,
|
|
Mode: authMode,
|
|
Token: authToken, // can be empty string here
|
|
OneTimePasswordKey: key, // can be nil here
|
|
})
|
|
return nil
|
|
}
|
|
|
|
func (environ *Environment) getAuthStore(persistence service.PersistenceService) service.Store {
|
|
return persistence.NewStore("bbgo", "auth")
|
|
}
|
|
|
|
func (environ *Environment) setupSlack(userConfig *Config, slackToken string) {
|
|
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)
|
|
}
|
|
}
|
|
|
|
func (environ *Environment) setupTelegram(userConfig *Config, telegramBotToken string, persistence service.PersistenceService) error {
|
|
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
|
|
}
|
|
|
|
var opts []telegramnotifier.Option
|
|
if userConfig.Notifications != nil && userConfig.Notifications.Telegram != nil {
|
|
log.Infof("telegram broadcast is enabled")
|
|
opts = append(opts, telegramnotifier.UseBroadcast())
|
|
}
|
|
|
|
var notifier = telegramnotifier.New(bot, opts...)
|
|
environ.Notifiability.AddNotifier(notifier)
|
|
|
|
// allocate a store, so that we can save the chatID for the owner
|
|
var messenger = &interact.Telegram{
|
|
Bot: bot,
|
|
Private: true,
|
|
}
|
|
|
|
var session = interact.NewTelegramSession()
|
|
var sessionStore = persistence.NewStore("bbgo", "telegram", telegramID)
|
|
if err := sessionStore.Load(session); err != nil {
|
|
log.WithError(err).Errorf("session load error")
|
|
|
|
if err := sessionStore.Save(session); err != nil {
|
|
return errors.Wrap(err, "failed to save session")
|
|
}
|
|
} else {
|
|
notifier.OwnerChat = session.OwnerChat
|
|
notifier.Owner = session.Owner
|
|
notifier.Subscribers = session.Subscribers
|
|
|
|
// you must restore the session after the notifier updates
|
|
messenger.RestoreSession(session)
|
|
|
|
// right now it's only for telegram, should we share the session (?)
|
|
interact.Default().SetOriginState(interact.StateAuthenticated)
|
|
interact.Default().SetState(interact.StateAuthenticated)
|
|
}
|
|
|
|
messenger.OnAuthorized(func(a *interact.TelegramAuthorizer) {
|
|
session.Owner = a.Telegram.Owner
|
|
session.OwnerChat = a.Telegram.OwnerChat
|
|
|
|
log.Infof("saving telegram session...")
|
|
if err := sessionStore.Save(session); err != nil {
|
|
log.WithError(err).Errorf("telegram session save error")
|
|
}
|
|
})
|
|
|
|
interact.SetMessenger(messenger)
|
|
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
|
|
}
|
|
|
|
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 printOtpAuthGuide(qrcodeImagePath string) {
|
|
fmt.Printf(`
|
|
To scan your OTP QR code, please run the following command:
|
|
|
|
open %s
|
|
|
|
For telegram, send the auth command with the generated one-time password to the bbo bot you created to enable the notification:
|
|
|
|
/auth
|
|
|
|
`, qrcodeImagePath)
|
|
}
|
|
|
|
func printAuthTokenGuide(token string) {
|
|
fmt.Printf(`
|
|
For telegram, send the following command to the bbgo bot you created to enable the notification:
|
|
|
|
/auth
|
|
|
|
And then enter your token
|
|
|
|
%s
|
|
|
|
`, token)
|
|
}
|