mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-14 02:53:50 +00:00
624 lines
16 KiB
Go
624 lines
16 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/environment/syncing", func(c *gin.Context) {
|
|
c.JSON(http.StatusOK, gin.H{
|
|
"syncing": s.Environ.IsSyncing(),
|
|
})
|
|
})
|
|
|
|
r.POST("/api/environment/sync", func(c *gin.Context) {
|
|
go func() {
|
|
if err := s.Environ.Sync(context.Background()); err != nil {
|
|
logrus.WithError(err).Error("sync error")
|
|
}
|
|
}()
|
|
|
|
c.JSON(http.StatusOK, gin.H{
|
|
"success": true,
|
|
})
|
|
})
|
|
|
|
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 session bbgo.ExchangeSession
|
|
if err := c.BindJSON(&session); err != nil {
|
|
c.JSON(http.StatusInternalServerError, gin.H{
|
|
"error": err.Error(),
|
|
})
|
|
return
|
|
}
|
|
|
|
err := session.InitExchange(session.ExchangeName.String(), nil)
|
|
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 session bbgo.ExchangeSession
|
|
if err := c.BindJSON(&session); err != nil {
|
|
c.JSON(http.StatusInternalServerError, gin.H{
|
|
"error": err.Error(),
|
|
})
|
|
return
|
|
}
|
|
|
|
if err := session.InitExchange(session.ExchangeName.String(), nil); 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[session.Name] = &session
|
|
|
|
s.Environ.AddExchangeSession(session.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]fixedpoint.Value{
|
|
"BTCUSDT": fixedpoint.NewFromFloat(38000.0),
|
|
"BCHUSDT": fixedpoint.NewFromFloat(478.0),
|
|
"LTCUSDT": fixedpoint.NewFromFloat(150.0),
|
|
"COMPUSDT": fixedpoint.NewFromFloat(450.0),
|
|
"ETHUSDT": fixedpoint.NewFromFloat(1700.0),
|
|
"BNBUSDT": fixedpoint.NewFromFloat(70.0),
|
|
"GRTUSDT": fixedpoint.NewFromFloat(0.89),
|
|
"DOTUSDT": fixedpoint.NewFromFloat(20.0),
|
|
"SANDUSDT": fixedpoint.NewFromFloat(0.13),
|
|
"MAXUSDT": fixedpoint.NewFromFloat(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
|
|
}
|