bbgo_origin/pkg/server/routes.go
2021-02-15 16:21:47 +08:00

607 lines
15 KiB
Go

package server
import (
"context"
"fmt"
"io/ioutil"
"math/rand"
"net"
"net/http"
"os"
"regexp"
"strconv"
"time"
"github.com/gin-contrib/cors"
"github.com/gin-gonic/gin"
"github.com/joho/godotenv"
"github.com/sirupsen/logrus"
"github.com/c9s/bbgo/pkg/bbgo"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/service"
"github.com/c9s/bbgo/pkg/types"
)
const DefaultBindAddress = "localhost:8080"
type Setup struct {
// Context is the trader context
Context context.Context
// Cancel is the trader context cancel function you want to cancel
Cancel context.CancelFunc
// Token is used for setup api authentication
Token string
BeforeRestart func()
}
type Server struct {
Config *bbgo.Config
Environ *bbgo.Environment
Trader *bbgo.Trader
Setup *Setup
OpenInBrowser bool
srv *http.Server
}
func (s *Server) newEngine() *gin.Engine {
r := gin.Default()
r.Use(cors.New(cors.Config{
AllowOrigins: []string{"*"},
AllowHeaders: []string{"Origin", "Content-Type"},
ExposeHeaders: []string{"Content-Length"},
AllowMethods: []string{"GET", "POST", "PUT", "DELETE"},
AllowWebSockets: true,
AllowCredentials: true,
MaxAge: 12 * time.Hour,
}))
r.GET("/api/ping", s.ping)
if s.Setup != nil {
r.POST("/api/setup/test-db", s.setupTestDB)
r.POST("/api/setup/configure-db", s.setupConfigureDB)
r.POST("/api/setup/strategy/single/:id/session/:session", s.setupAddStrategy)
r.POST("/api/setup/save", s.setupSaveConfig)
r.POST("/api/setup/restart", s.setupRestart)
}
r.GET("/api/trades", func(c *gin.Context) {
if s.Environ.TradeService == nil {
c.JSON(http.StatusInternalServerError, gin.H{"error": "database is not configured"})
return
}
exchange := c.Query("exchange")
symbol := c.Query("symbol")
gidStr := c.DefaultQuery("gid", "0")
lastGID, err := strconv.ParseInt(gidStr, 10, 64)
if err != nil {
logrus.WithError(err).Error("last gid parse error")
c.Status(http.StatusBadRequest)
return
}
trades, err := s.Environ.TradeService.Query(service.QueryTradesOptions{
Exchange: types.ExchangeName(exchange),
Symbol: symbol,
LastGID: lastGID,
Ordering: "DESC",
})
if err != nil {
c.Status(http.StatusBadRequest)
logrus.WithError(err).Error("order query error")
return
}
c.JSON(http.StatusOK, gin.H{
"trades": trades,
})
})
r.GET("/api/orders/closed", s.listClosedOrders)
r.GET("/api/trading-volume", s.tradingVolume)
r.POST("/api/sessions/test", func(c *gin.Context) {
var sessionConfig bbgo.ExchangeSession
if err := c.BindJSON(&sessionConfig); err != nil {
c.JSON(http.StatusInternalServerError, gin.H{
"error": err.Error(),
})
return
}
session, err := bbgo.NewExchangeSessionFromConfig(sessionConfig.ExchangeName, &sessionConfig)
if err != nil {
c.JSON(http.StatusInternalServerError, gin.H{
"error": err.Error(),
})
return
}
var anyErr error
_, openOrdersErr := session.Exchange.QueryOpenOrders(c, "BTCUSDT")
if openOrdersErr != nil {
anyErr = openOrdersErr
}
_, balanceErr := session.Exchange.QueryAccountBalances(c)
if balanceErr != nil {
anyErr = balanceErr
}
c.JSON(http.StatusOK, gin.H{
"success": anyErr == nil,
"error": anyErr,
"balance": balanceErr == nil,
"openOrders": openOrdersErr == nil,
})
})
r.GET("/api/sessions", func(c *gin.Context) {
var sessions []*bbgo.ExchangeSession
for _, session := range s.Environ.Sessions() {
sessions = append(sessions, session)
}
if len(sessions) == 0 {
c.JSON(http.StatusOK, gin.H{"sessions": []int{}})
}
c.JSON(http.StatusOK, gin.H{"sessions": sessions})
})
r.POST("/api/sessions", func(c *gin.Context) {
var sessionConfig bbgo.ExchangeSession
if err := c.BindJSON(&sessionConfig); err != nil {
c.JSON(http.StatusInternalServerError, gin.H{
"error": err.Error(),
})
return
}
session, err := bbgo.NewExchangeSessionFromConfig(sessionConfig.ExchangeName, &sessionConfig)
if err != nil {
c.JSON(http.StatusInternalServerError, gin.H{
"error": err.Error(),
})
return
}
if s.Config.Sessions == nil {
s.Config.Sessions = make(map[string]*bbgo.ExchangeSession)
}
s.Config.Sessions[sessionConfig.Name] = session
s.Environ.AddExchangeSession(sessionConfig.Name, session)
if err := session.Init(c, s.Environ); err != nil {
c.JSON(http.StatusInternalServerError, gin.H{
"error": err.Error(),
})
return
}
c.JSON(http.StatusOK, gin.H{"success": true})
})
r.GET("/api/assets", s.listAssets)
r.GET("/api/sessions/:session", s.listSessions)
r.GET("/api/sessions/:session/trades", s.listSessionTrades)
r.GET("/api/sessions/:session/open-orders", s.listSessionOpenOrders)
r.GET("/api/sessions/:session/account", s.getSessionAccount)
r.GET("/api/sessions/:session/account/balances", s.getSessionAccountBalance)
r.GET("/api/sessions/:session/symbols", s.listSessionSymbols)
r.GET("/api/sessions/:session/pnl", func(c *gin.Context) {
c.JSON(200, gin.H{"message": "pong"})
})
r.GET("/api/sessions/:session/market/:symbol/open-orders", func(c *gin.Context) {
c.JSON(200, gin.H{"message": "pong"})
})
r.GET("/api/sessions/:session/market/:symbol/trades", func(c *gin.Context) {
c.JSON(200, gin.H{"message": "pong"})
})
r.GET("/api/sessions/:session/market/:symbol/pnl", func(c *gin.Context) {
c.JSON(200, gin.H{"message": "pong"})
})
r.GET("/api/strategies/single", s.listStrategies)
r.NoRoute(s.assetsHandler)
return r
}
func (s *Server) RunWithListener(ctx context.Context, l net.Listener) error {
r := s.newEngine()
bind := l.Addr().String()
if s.OpenInBrowser {
openBrowser(ctx, bind)
}
s.srv = newServer(r, bind)
return serve(s.srv, l)
}
func (s *Server) Run(ctx context.Context, bindArgs ...string) error {
r := s.newEngine()
bind := resolveBind(bindArgs)
if s.OpenInBrowser {
openBrowser(ctx, bind)
}
s.srv = newServer(r, bind)
return listenAndServe(s.srv)
}
func (s *Server) ping(c *gin.Context) {
c.JSON(http.StatusOK, gin.H{"message": "pong"})
}
func (s *Server) listClosedOrders(c *gin.Context) {
if s.Environ.OrderService == nil {
c.JSON(http.StatusInternalServerError, gin.H{"error": "database is not configured"})
return
}
exchange := c.Query("exchange")
symbol := c.Query("symbol")
gidStr := c.DefaultQuery("gid", "0")
lastGID, err := strconv.ParseInt(gidStr, 10, 64)
if err != nil {
logrus.WithError(err).Error("last gid parse error")
c.Status(http.StatusBadRequest)
return
}
orders, err := s.Environ.OrderService.Query(service.QueryOrdersOptions{
Exchange: types.ExchangeName(exchange),
Symbol: symbol,
LastGID: lastGID,
Ordering: "DESC",
})
if err != nil {
c.Status(http.StatusBadRequest)
logrus.WithError(err).Error("order query error")
return
}
c.JSON(http.StatusOK, gin.H{
"orders": orders,
})
}
func (s *Server) listStrategies(c *gin.Context) {
var stashes []map[string]interface{}
for _, mount := range s.Config.ExchangeStrategies {
stash, err := mount.Map()
if err != nil {
c.JSON(http.StatusInternalServerError, gin.H{"error": err.Error()})
return
}
stash["strategy"] = mount.Strategy.ID()
stashes = append(stashes, stash)
}
if len(stashes) == 0 {
c.JSON(http.StatusOK, gin.H{"strategies": []int{}})
}
c.JSON(http.StatusOK, gin.H{"strategies": stashes})
}
func (s *Server) listSessions(c *gin.Context) {
sessionName := c.Param("session")
session, ok := s.Environ.Session(sessionName)
if !ok {
c.JSON(http.StatusNotFound, gin.H{"error": fmt.Sprintf("session %s not found", sessionName)})
return
}
c.JSON(http.StatusOK, gin.H{"session": session})
}
func (s *Server) listSessionSymbols(c *gin.Context) {
sessionName := c.Param("session")
session, ok := s.Environ.Session(sessionName)
if !ok {
c.JSON(http.StatusNotFound, gin.H{"error": fmt.Sprintf("session %s not found", sessionName)})
return
}
var symbols []string
for symbol := range session.Markets() {
symbols = append(symbols, symbol)
}
c.JSON(http.StatusOK, gin.H{"symbols": symbols})
}
func (s *Server) listSessionTrades(c *gin.Context) {
sessionName := c.Param("session")
session, ok := s.Environ.Session(sessionName)
if !ok {
c.JSON(http.StatusNotFound, gin.H{"error": fmt.Sprintf("session %s not found", sessionName)})
return
}
c.JSON(http.StatusOK, gin.H{"trades": session.Trades})
}
func (s *Server) getSessionAccount(c *gin.Context) {
sessionName := c.Param("session")
session, ok := s.Environ.Session(sessionName)
if !ok {
c.JSON(http.StatusNotFound, gin.H{"error": fmt.Sprintf("session %s not found", sessionName)})
return
}
c.JSON(http.StatusOK, gin.H{"account": session.Account})
}
func (s *Server) getSessionAccountBalance(c *gin.Context) {
sessionName := c.Param("session")
session, ok := s.Environ.Session(sessionName)
if !ok {
c.JSON(http.StatusNotFound, gin.H{"error": fmt.Sprintf("session %s not found", sessionName)})
return
}
if session.Account == nil {
c.JSON(http.StatusNotFound, gin.H{"error": fmt.Sprintf("the account of session %s is nil", sessionName)})
return
}
c.JSON(http.StatusOK, gin.H{"balances": session.Account.Balances()})
}
func (s *Server) listSessionOpenOrders(c *gin.Context) {
sessionName := c.Param("session")
session, ok := s.Environ.Session(sessionName)
if !ok {
c.JSON(http.StatusNotFound, gin.H{"error": fmt.Sprintf("session %s not found", sessionName)})
return
}
marketOrders := make(map[string][]types.Order)
for symbol, orderStore := range session.OrderStores() {
marketOrders[symbol] = orderStore.Orders()
}
c.JSON(http.StatusOK, gin.H{"orders": marketOrders})
}
func genFakeAssets() types.AssetMap {
totalAssets := types.AssetMap{}
balances := types.BalanceMap{
"BTC": types.Balance{Currency: "BTC", Available: fixedpoint.NewFromFloat(10.0 * rand.Float64())},
"BCH": types.Balance{Currency: "BCH", Available: fixedpoint.NewFromFloat(0.01 * rand.Float64())},
"LTC": types.Balance{Currency: "LTC", Available: fixedpoint.NewFromFloat(200.0 * rand.Float64())},
"ETH": types.Balance{Currency: "ETH", Available: fixedpoint.NewFromFloat(50.0 * rand.Float64())},
"SAND": types.Balance{Currency: "SAND", Available: fixedpoint.NewFromFloat(11500.0 * rand.Float64())},
"BNB": types.Balance{Currency: "BNB", Available: fixedpoint.NewFromFloat(1000.0 * rand.Float64())},
"GRT": types.Balance{Currency: "GRT", Available: fixedpoint.NewFromFloat(1000.0 * rand.Float64())},
"MAX": types.Balance{Currency: "MAX", Available: fixedpoint.NewFromFloat(200000.0 * rand.Float64())},
"COMP": types.Balance{Currency: "COMP", Available: fixedpoint.NewFromFloat(100.0 * rand.Float64())},
}
assets := balances.Assets(map[string]float64{
"BTCUSDT": 38000.0,
"BCHUSDT": 478.0,
"LTCUSDT": 150.0,
"COMPUSDT": 450.0,
"ETHUSDT": 1700.0,
"BNBUSDT": 70.0,
"GRTUSDT": 0.89,
"DOTUSDT": 20.0,
"SANDUSDT": 0.13,
"MAXUSDT": 0.122,
})
for currency, asset := range assets {
totalAssets[currency] = asset
}
return totalAssets
}
func (s *Server) listAssets(c *gin.Context) {
if ok, err := strconv.ParseBool(os.Getenv("USE_FAKE_ASSETS")); err == nil && ok {
c.JSON(http.StatusOK, gin.H{"assets": genFakeAssets()})
return
}
totalAssets := types.AssetMap{}
for _, session := range s.Environ.Sessions() {
balances := session.Account.Balances()
if err := session.UpdatePrices(c); err != nil {
logrus.WithError(err).Error("price update failed")
c.Status(http.StatusInternalServerError)
return
}
assets := balances.Assets(session.LastPrices())
for currency, asset := range assets {
totalAssets[currency] = asset
}
}
c.JSON(http.StatusOK, gin.H{"assets": totalAssets})
}
func (s *Server) setupSaveConfig(c *gin.Context) {
if len(s.Config.Sessions) == 0 {
c.JSON(http.StatusBadRequest, gin.H{"error": "session is not configured"})
return
}
envVars, err := collectSessionEnvVars(s.Config.Sessions)
if err != nil {
c.JSON(http.StatusInternalServerError, gin.H{"error": err.Error()})
return
}
if s.Environ.DatabaseService != nil {
envVars["DB_DRIVER"] = s.Environ.DatabaseService.Driver
envVars["DB_DSN"] = s.Environ.DatabaseService.DSN
}
dotenvFile := ".env.local"
if err := moveFileToBackup(dotenvFile); err != nil {
c.JSON(http.StatusInternalServerError, gin.H{"error": err.Error()})
return
}
if err := godotenv.Write(envVars, dotenvFile); err != nil {
c.JSON(http.StatusInternalServerError, gin.H{"error": err.Error()})
return
}
out, err := s.Config.YAML()
if err != nil {
c.JSON(http.StatusInternalServerError, gin.H{"error": err.Error()})
return
}
fmt.Println("config file")
fmt.Println("=================================================")
fmt.Println(string(out))
fmt.Println("=================================================")
filename := "bbgo.yaml"
if err := moveFileToBackup(filename); err != nil {
c.JSON(http.StatusInternalServerError, gin.H{"error": err.Error()})
return
}
if err := ioutil.WriteFile(filename, out, 0666); err != nil {
c.JSON(http.StatusInternalServerError, gin.H{"error": err.Error()})
return
}
c.JSON(http.StatusOK, gin.H{"success": true})
}
var pageRoutePattern = regexp.MustCompile("/[a-z]+$")
func moveFileToBackup(filename string) error {
stat, err := os.Stat(filename)
if err == nil && stat != nil {
err := os.Rename(filename, filename+"."+time.Now().Format("20060102_150405_07_00"))
if err != nil {
return err
}
}
return nil
}
func (s *Server) tradingVolume(c *gin.Context) {
if s.Environ.TradeService == nil {
c.JSON(http.StatusInternalServerError, gin.H{"error": "database is not configured"})
return
}
period := c.DefaultQuery("period", "day")
segment := c.DefaultQuery("segment", "exchange")
startTimeStr := c.Query("start-time")
var startTime time.Time
if startTimeStr != "" {
v, err := time.Parse(time.RFC3339, startTimeStr)
if err != nil {
c.Status(http.StatusBadRequest)
logrus.WithError(err).Error("start-time format incorrect")
return
}
startTime = v
} else {
switch period {
case "day":
startTime = time.Now().AddDate(0, 0, -30)
case "month":
startTime = time.Now().AddDate(0, -6, 0)
case "year":
startTime = time.Now().AddDate(-2, 0, 0)
default:
startTime = time.Now().AddDate(0, 0, -7)
}
}
rows, err := s.Environ.TradeService.QueryTradingVolume(startTime, service.TradingVolumeQueryOptions{
SegmentBy: segment,
GroupByPeriod: period,
})
if err != nil {
logrus.WithError(err).Error("trading volume query error")
c.Status(http.StatusInternalServerError)
return
}
c.JSON(http.StatusOK, gin.H{"tradingVolumes": rows})
return
}
func newServer(r http.Handler, bind string) *http.Server {
return &http.Server{
Addr: bind,
Handler: r,
}
}
func serve(srv *http.Server, l net.Listener) (err error) {
defer func() {
if err != nil && err != http.ErrServerClosed {
logrus.WithError(err).Error("unexpected http server error")
}
}()
err = srv.Serve(l)
if err != http.ErrServerClosed {
return err
}
return nil
}
func listenAndServe(srv *http.Server) error {
var err error
defer func() {
if err != nil && err != http.ErrServerClosed {
logrus.WithError(err).Error("unexpected http server error")
}
}()
err = srv.ListenAndServe()
if err != http.ErrServerClosed {
return err
}
return nil
}