mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-25 16:25:16 +00:00
462 lines
13 KiB
Go
462 lines
13 KiB
Go
package bbgo
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import (
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"context"
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"fmt"
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"path"
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"reflect"
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"strconv"
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"strings"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/interact"
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"github.com/c9s/bbgo/pkg/types"
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)
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type PositionCloser interface {
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ClosePosition(ctx context.Context, percentage fixedpoint.Value) error
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}
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type PositionReader interface {
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CurrentPosition() *types.Position
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}
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type StrategyStatusProvider interface {
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GetStatus() types.StrategyStatus
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}
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type Suspender interface {
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Suspend(ctx context.Context) error
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Resume(ctx context.Context) error
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}
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type StrategyController interface {
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StrategyStatusProvider
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Suspender
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}
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type EmergencyStopper interface {
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EmergencyStop(ctx context.Context) error
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}
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type closePositionContext struct {
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signature string
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closer PositionCloser
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percentage fixedpoint.Value
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}
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type CoreInteraction struct {
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environment *Environment
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trader *Trader
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exchangeStrategies map[string]SingleExchangeStrategy
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closePositionContext closePositionContext
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}
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func NewCoreInteraction(environment *Environment, trader *Trader) *CoreInteraction {
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return &CoreInteraction{
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environment: environment,
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trader: trader,
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exchangeStrategies: make(map[string]SingleExchangeStrategy),
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}
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}
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func (it *CoreInteraction) FilterStrategyByInterface(checkInterface interface{}) (strategies []string, found bool) {
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found = false
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rt := reflect.TypeOf(checkInterface).Elem()
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for signature, strategy := range it.exchangeStrategies {
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if ok := reflect.TypeOf(strategy).Implements(rt); ok {
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strategies = append(strategies, signature)
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found = true
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}
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}
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return strategies, found
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}
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func GenerateStrategyButtonsForm(strategies []string) [][3]string {
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var buttonsForm [][3]string
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for _, strategy := range strategies {
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buttonsForm = append(buttonsForm, [3]string{strategy, "strategy", strategy})
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}
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return buttonsForm
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}
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func (it *CoreInteraction) Commands(i *interact.Interact) {
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i.PrivateCommand("/sessions", "List Exchange Sessions", func(reply interact.Reply) error {
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switch r := reply.(type) {
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case *interact.SlackReply:
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// call slack specific api to build the reply object
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_ = r
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}
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message := "Your connected sessions:\n"
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for name, session := range it.environment.Sessions() {
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message += "- " + name + " (" + session.ExchangeName.String() + ")\n"
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}
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reply.Message(message)
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return nil
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})
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i.PrivateCommand("/balances", "Show balances", func(reply interact.Reply) error {
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reply.Message("Please select an exchange session")
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for name := range it.environment.Sessions() {
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reply.AddButton(name, "session", name)
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}
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return nil
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}).Next(func(sessionName string, reply interact.Reply) error {
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session, ok := it.environment.Session(sessionName)
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if !ok {
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reply.Message(fmt.Sprintf("Session %s not found", sessionName))
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return fmt.Errorf("session %s not found", sessionName)
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}
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message := "Your balances\n"
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balances := session.Account.Balances()
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for _, balance := range balances {
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if balance.Total().IsZero() {
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continue
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}
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message += "- " + balance.String() + "\n"
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}
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reply.Message(message)
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return nil
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})
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i.PrivateCommand("/position", "Show Position", func(reply interact.Reply) error {
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// it.trader.exchangeStrategies
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// send symbol options
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if strategies, found := it.FilterStrategyByInterface((*PositionReader)(nil)); found {
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reply.AddMultipleButtons(GenerateStrategyButtonsForm(strategies))
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reply.Message("Please choose one strategy")
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} else {
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reply.Message("No any strategy supports PositionReader")
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}
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return nil
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}).Cycle(func(signature string, reply interact.Reply) error {
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strategy, ok := it.exchangeStrategies[signature]
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if !ok {
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reply.Message("Strategy not found")
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return fmt.Errorf("strategy %s not found", signature)
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}
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reader, implemented := strategy.(PositionReader)
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if !implemented {
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reply.Message(fmt.Sprintf("Strategy %s does not support position close", signature))
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return fmt.Errorf("strategy %s does not implement PositionCloser interface", signature)
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}
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position := reader.CurrentPosition()
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if position != nil {
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reply.Send("Your current position:")
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reply.Send(position.PlainText())
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if position.Base.IsZero() {
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reply.Message(fmt.Sprintf("Strategy %q has no opened position", signature))
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return fmt.Errorf("strategy %T has no opened position", strategy)
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}
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}
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if kc, ok := reply.(interact.KeyboardController); ok {
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kc.RemoveKeyboard()
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}
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return nil
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})
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i.PrivateCommand("/closeposition", "Close position", func(reply interact.Reply) error {
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// it.trader.exchangeStrategies
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// send symbol options
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if strategies, found := it.FilterStrategyByInterface((*PositionCloser)(nil)); found {
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reply.AddMultipleButtons(GenerateStrategyButtonsForm(strategies))
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reply.Message("Please choose one strategy")
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} else {
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reply.Message("No any strategy supports PositionCloser")
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}
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return nil
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}).Next(func(signature string, reply interact.Reply) error {
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strategy, ok := it.exchangeStrategies[signature]
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if !ok {
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reply.Message("Strategy not found")
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return fmt.Errorf("strategy %s not found", signature)
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}
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closer, implemented := strategy.(PositionCloser)
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if !implemented {
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reply.Message(fmt.Sprintf("Strategy %s does not support position close", signature))
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return fmt.Errorf("strategy %s does not implement PositionCloser interface", signature)
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}
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it.closePositionContext.closer = closer
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it.closePositionContext.signature = signature
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if reader, implemented := strategy.(PositionReader); implemented {
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position := reader.CurrentPosition()
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if position != nil {
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reply.Send("Your current position:")
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reply.Send(position.PlainText())
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if position.Base.IsZero() {
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reply.Message("No opened position")
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if kc, ok := reply.(interact.KeyboardController); ok {
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kc.RemoveKeyboard()
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}
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return fmt.Errorf("no opened position")
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}
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}
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}
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reply.Message("Choose or enter the percentage to close")
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for _, p := range []string{"5%", "25%", "50%", "80%", "100%"} {
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reply.AddButton(p, "percentage", p)
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}
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return nil
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}).Next(func(percentageStr string, reply interact.Reply) error {
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percentage, err := fixedpoint.NewFromString(percentageStr)
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if err != nil {
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reply.Message(fmt.Sprintf("%q is not a valid percentage string", percentageStr))
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return err
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}
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if kc, ok := reply.(interact.KeyboardController); ok {
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kc.RemoveKeyboard()
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}
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err = it.closePositionContext.closer.ClosePosition(context.Background(), percentage)
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if err != nil {
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reply.Message(fmt.Sprintf("Failed to close the position, %s", err.Error()))
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return err
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}
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reply.Message("Done")
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return nil
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})
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i.PrivateCommand("/status", "Strategy Status", func(reply interact.Reply) error {
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// it.trader.exchangeStrategies
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// send symbol options
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if strategies, found := it.FilterStrategyByInterface((*StrategyStatusProvider)(nil)); found {
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reply.AddMultipleButtons(GenerateStrategyButtonsForm(strategies))
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reply.Message("Please choose one strategy")
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} else {
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reply.Message("No any strategy supports StrategyStatusProvider")
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}
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return nil
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}).Next(func(signature string, reply interact.Reply) error {
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strategy, ok := it.exchangeStrategies[signature]
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if !ok {
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reply.Message("Strategy not found")
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return fmt.Errorf("strategy %s not found", signature)
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}
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controller, implemented := strategy.(StrategyStatusProvider)
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if !implemented {
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reply.Message(fmt.Sprintf("Strategy %s does not support strategy status provider", signature))
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return fmt.Errorf("strategy %s does not implement StrategyStatusProvider interface", signature)
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}
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status := controller.GetStatus()
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if kc, ok := reply.(interact.KeyboardController); ok {
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kc.RemoveKeyboard()
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}
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if status == types.StrategyStatusRunning {
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reply.Message(fmt.Sprintf("Strategy %s is running.", signature))
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} else if status == types.StrategyStatusStopped {
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reply.Message(fmt.Sprintf("Strategy %s is not running.", signature))
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}
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return nil
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})
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i.PrivateCommand("/suspend", "Suspend Strategy", func(reply interact.Reply) error {
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// it.trader.exchangeStrategies
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// send symbol options
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if strategies, found := it.FilterStrategyByInterface((*StrategyController)(nil)); found {
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reply.AddMultipleButtons(GenerateStrategyButtonsForm(strategies))
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reply.Message("Please choose one strategy")
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} else {
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reply.Message("No any strategy supports StrategyController")
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}
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return nil
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}).Next(func(signature string, reply interact.Reply) error {
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strategy, ok := it.exchangeStrategies[signature]
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if !ok {
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reply.Message("Strategy not found")
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return fmt.Errorf("strategy %s not found", signature)
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}
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controller, implemented := strategy.(StrategyController)
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if !implemented {
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reply.Message(fmt.Sprintf("Strategy %s does not support strategy suspend", signature))
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return fmt.Errorf("strategy %s does not implement StrategyController interface", signature)
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}
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// Check strategy status before suspend
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status := controller.GetStatus()
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if status != types.StrategyStatusRunning {
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reply.Message(fmt.Sprintf("Strategy %s is not running.", signature))
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return nil
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}
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err := controller.Suspend(context.Background())
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if kc, ok := reply.(interact.KeyboardController); ok {
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kc.RemoveKeyboard()
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}
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if err != nil {
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reply.Message(fmt.Sprintf("Failed to suspend the strategy, %s", err.Error()))
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return err
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}
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reply.Message(fmt.Sprintf("Strategy %s suspended.", signature))
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return nil
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})
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i.PrivateCommand("/resume", "Resume Strategy", func(reply interact.Reply) error {
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// it.trader.exchangeStrategies
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// send symbol options
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if strategies, found := it.FilterStrategyByInterface((*StrategyController)(nil)); found {
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reply.AddMultipleButtons(GenerateStrategyButtonsForm(strategies))
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reply.Message("Please choose one strategy")
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} else {
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reply.Message("No any strategy supports StrategyController")
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}
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return nil
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}).Next(func(signature string, reply interact.Reply) error {
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strategy, ok := it.exchangeStrategies[signature]
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if !ok {
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reply.Message("Strategy not found")
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return fmt.Errorf("strategy %s not found", signature)
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}
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controller, implemented := strategy.(StrategyController)
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if !implemented {
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reply.Message(fmt.Sprintf("Strategy %s does not support strategy resume", signature))
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return fmt.Errorf("strategy %s does not implement StrategyController interface", signature)
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}
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// Check strategy status before resume
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status := controller.GetStatus()
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if status != types.StrategyStatusStopped {
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reply.Message(fmt.Sprintf("Strategy %s is running.", signature))
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return nil
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}
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err := controller.Resume(context.Background())
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if kc, ok := reply.(interact.KeyboardController); ok {
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kc.RemoveKeyboard()
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}
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if err != nil {
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reply.Message(fmt.Sprintf("Failed to resume the strategy, %s", err.Error()))
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return err
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}
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reply.Message(fmt.Sprintf("Strategy %s resumed.", signature))
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return nil
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})
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i.PrivateCommand("/emergencystop", "Emergency Stop", func(reply interact.Reply) error {
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// it.trader.exchangeStrategies
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// send symbol options
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if strategies, found := it.FilterStrategyByInterface((*EmergencyStopper)(nil)); found {
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reply.AddMultipleButtons(GenerateStrategyButtonsForm(strategies))
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reply.Message("Please choose one strategy")
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} else {
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reply.Message("No any strategy supports EmergencyStopper")
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}
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return nil
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}).Next(func(signature string, reply interact.Reply) error {
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strategy, ok := it.exchangeStrategies[signature]
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if !ok {
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reply.Message("Strategy not found")
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return fmt.Errorf("strategy %s not found", signature)
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}
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controller, implemented := strategy.(EmergencyStopper)
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if !implemented {
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reply.Message(fmt.Sprintf("Strategy %s does not support emergency stop", signature))
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return fmt.Errorf("strategy %s does not implement EmergencyStopper interface", signature)
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}
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err := controller.EmergencyStop(context.Background())
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if kc, ok := reply.(interact.KeyboardController); ok {
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kc.RemoveKeyboard()
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}
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if err != nil {
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reply.Message(fmt.Sprintf("Failed to stop the strategy, %s", err.Error()))
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return err
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}
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reply.Message(fmt.Sprintf("Strategy %s stopped and the position closed.", signature))
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return nil
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})
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}
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func (it *CoreInteraction) Initialize() error {
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// re-map exchange strategies into the signature-object map
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for sessionID, strategies := range it.trader.exchangeStrategies {
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for _, strategy := range strategies {
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signature, err := getStrategySignature(strategy)
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if err != nil {
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return err
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}
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key := sessionID + "." + signature
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it.exchangeStrategies[key] = strategy
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}
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}
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return nil
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}
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func getStrategySignature(strategy SingleExchangeStrategy) (string, error) {
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rv := reflect.ValueOf(strategy).Elem()
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if rv.Kind() != reflect.Struct {
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return "", fmt.Errorf("strategy %T instance is not a struct", strategy)
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}
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var signature = path.Base(rv.Type().PkgPath())
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var id = strategy.ID()
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if !strings.EqualFold(id, signature) {
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signature += "." + strings.ToLower(id)
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}
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for i := 0; i < rv.NumField(); i++ {
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field := rv.Field(i)
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if field.Kind() == reflect.String {
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str := field.String()
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if len(str) > 0 {
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signature += "." + field.String()
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}
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}
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}
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return signature, nil
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}
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func parseFloatPercent(s string, bitSize int) (f float64, err error) {
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i := strings.Index(s, "%")
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if i < 0 {
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return strconv.ParseFloat(s, bitSize)
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}
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f, err = strconv.ParseFloat(s[:i], bitSize)
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if err != nil {
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return 0, err
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}
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return f / 100.0, nil
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}
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