mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-14 02:53:50 +00:00
757 lines
21 KiB
Go
757 lines
21 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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"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/accounting/pnl"
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"github.com/c9s/bbgo/pkg/cmd/cmdutil"
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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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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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// 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.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 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 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 InitExchangeSession(name string, session *ExchangeSession) error {
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exchangeName, err := types.ValidExchangeName(session.ExchangeName)
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if err != nil {
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return err
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}
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var exchange types.Exchange
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if session.Key != "" && session.Secret != "" {
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if !session.PublicOnly {
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if len(session.Key) == 0 || len(session.Secret) == 0 {
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return fmt.Errorf("can not create exchange %s: empty key or secret", exchangeName)
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}
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}
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exchange, err = cmdutil.NewExchangeStandard(exchangeName, session.Key, session.Secret, session.SubAccount)
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} else {
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exchange, err = cmdutil.NewExchangeWithEnvVarPrefix(exchangeName, session.EnvVarPrefix)
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}
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if err != nil {
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return err
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}
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// configure exchange
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if session.Margin {
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marginExchange, ok := exchange.(types.MarginExchange)
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if !ok {
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return fmt.Errorf("exchange %s does not support margin", exchangeName)
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}
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if session.IsolatedMargin {
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marginExchange.UseIsolatedMargin(session.IsolatedMarginSymbol)
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} else {
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marginExchange.UseMargin()
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}
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}
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session.Name = name
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session.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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session.Exchange = exchange
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session.Stream = exchange.NewStream()
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// pointer fields
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session.Subscriptions = make(map[types.Subscription]types.Subscription)
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session.Account = &types.Account{}
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session.Trades = make(map[string]*types.TradeSlice)
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session.markets = make(map[string]types.Market)
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session.lastPrices = make(map[string]float64)
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session.startPrices = make(map[string]float64)
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session.marketDataStores = make(map[string]*MarketDataStore)
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session.positions = make(map[string]*Position)
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session.standardIndicatorSets = make(map[string]*StandardIndicatorSet)
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session.orderStores = make(map[string]*OrderStore)
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session.orderExecutor = &ExchangeOrderExecutor{
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// copy the notification system so that we can route
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Notifiability: session.Notifiability,
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Session: session,
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}
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session.usedSymbols = make(map[string]struct{})
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session.initializedSymbols = make(map[string]struct{})
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session.logger = log.WithField("session", name)
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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 := InitExchangeSession(sessionName, session); 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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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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text := util.Render(TemplateTradeReport, trade)
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environ.Notify(text, &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.Stream.OnTradeUpdate(func(trade types.Trade) {
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text := util.Render(TemplateTradeReport, trade)
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environ.NotifyTo(channel, text, &trade)
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})
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} else {
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session.Stream.OnTradeUpdate(defaultTradeUpdateHandler)
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}
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}
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case "$symbol":
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// configure object routes for Trade
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environ.ObjectChannelRouter.Route(func(obj interface{}) (channel string, ok bool) {
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trade, matched := obj.(*types.Trade)
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if !matched {
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return
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}
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channel, ok = environ.SymbolChannelRouter.Route(trade.Symbol)
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return
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})
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// use same handler for each session
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handler := func(trade types.Trade) {
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text := util.Render(TemplateTradeReport, trade)
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channel, ok := environ.RouteObject(&trade)
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if ok {
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environ.NotifyTo(channel, text, &trade)
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} else {
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environ.Notify(text, &trade)
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}
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}
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for _, session := range environ.sessions {
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session.Stream.OnTradeUpdate(handler)
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}
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}
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switch conf.Routing.Order {
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case "$silent": // silent, do not setup notification
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case "$session":
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defaultOrderUpdateHandler := func(order types.Order) {
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text := util.Render(TemplateOrderReport, order)
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environ.Notify(text, &order)
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}
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for name := range environ.sessions {
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session := environ.sessions[name]
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// if we can route session name to channel successfully...
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channel, ok := environ.SessionChannelRouter.Route(name)
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if ok {
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session.Stream.OnOrderUpdate(func(order types.Order) {
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text := util.Render(TemplateOrderReport, order)
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environ.NotifyTo(channel, text, &order)
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})
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} else {
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session.Stream.OnOrderUpdate(defaultOrderUpdateHandler)
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}
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}
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case "$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.Stream.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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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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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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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, skipping", session.Name)
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continue
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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.Stream.Subscribe(s.Channel, s.Symbol, s.Options)
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}
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}
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logger.Infof("connecting session %s...", session.Name)
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if err := session.Stream.Connect(ctx); 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) 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)
|
|
|
|
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 {
|
|
if environ.SyncService == nil {
|
|
return nil
|
|
}
|
|
|
|
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 {
|
|
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
|
|
var qrcodeImagePath = fmt.Sprintf("otp-%s.png", telegramID)
|
|
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...")
|
|
|
|
key, err := setupNewOTPKey(qrcodeImagePath)
|
|
if err != nil {
|
|
return errors.Wrapf(err, "failed to setup totp (time-based one time password) key")
|
|
}
|
|
|
|
printTelegramOtpAuthGuide(qrcodeImagePath)
|
|
|
|
session = telegramnotifier.NewSession(key)
|
|
if err := sessionStore.Save(&session); err != nil {
|
|
return errors.Wrap(err, "failed to save session")
|
|
}
|
|
} else if session.OneTimePasswordKey != nil {
|
|
log.Infof("telegram session loaded: %+v", session)
|
|
|
|
printTelegramOtpAuthGuide(qrcodeImagePath)
|
|
}
|
|
|
|
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
|
|
}
|
|
|
|
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)
|
|
}
|