mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-23 23:35:14 +00:00
367 lines
8.7 KiB
Go
367 lines
8.7 KiB
Go
package cmd
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import (
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"context"
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"io/ioutil"
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"os"
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"os/exec"
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"path/filepath"
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"runtime/pprof"
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"syscall"
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"time"
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"github.com/pkg/errors"
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log "github.com/sirupsen/logrus"
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"github.com/spf13/cobra"
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flag "github.com/spf13/pflag"
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"github.com/c9s/bbgo/pkg/bbgo"
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"github.com/c9s/bbgo/pkg/cmd/cmdutil"
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"github.com/c9s/bbgo/pkg/grpc"
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"github.com/c9s/bbgo/pkg/server"
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)
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func init() {
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RunCmd.Flags().Bool("no-compile", false, "do not compile wrapper binary")
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RunCmd.Flags().Bool("no-sync", false, "do not sync on startup")
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RunCmd.Flags().String("totp-key-url", "", "time-based one-time password key URL, if defined, it will be used for restoring the otp key")
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RunCmd.Flags().String("totp-issuer", "", "")
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RunCmd.Flags().String("totp-account-name", "", "")
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RunCmd.Flags().Bool("enable-webserver", false, "enable webserver")
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RunCmd.Flags().Bool("enable-web-server", false, "legacy option, this is renamed to --enable-webserver")
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RunCmd.Flags().String("webserver-bind", ":8080", "webserver binding")
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RunCmd.Flags().Bool("enable-grpc", false, "enable grpc server")
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RunCmd.Flags().String("grpc-bind", ":6688", "grpc server binding")
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RunCmd.Flags().String("cpu-profile", "", "cpu profile")
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RunCmd.Flags().Bool("setup", false, "use setup mode")
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RootCmd.AddCommand(RunCmd)
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}
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var RunCmd = &cobra.Command{
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Use: "run",
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Short: "run strategies from config file",
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// SilenceUsage is an option to silence usage when an error occurs.
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SilenceUsage: true,
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RunE: run,
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}
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func runSetup(baseCtx context.Context, userConfig *bbgo.Config, enableApiServer bool) error {
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ctx, cancelTrading := context.WithCancel(baseCtx)
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defer cancelTrading()
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environ := bbgo.NewEnvironment()
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trader := bbgo.NewTrader(environ)
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if enableApiServer {
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go func() {
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s := &server.Server{
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Config: userConfig,
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Environ: environ,
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Trader: trader,
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OpenInBrowser: true,
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Setup: &server.Setup{
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Context: ctx,
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Cancel: cancelTrading,
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Token: "",
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},
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}
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if err := s.Run(ctx); err != nil {
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log.WithError(err).Errorf("server error")
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}
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}()
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}
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cmdutil.WaitForSignal(ctx, syscall.SIGINT, syscall.SIGTERM)
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cancelTrading()
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// graceful period = 15 second
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shutdownCtx, cancelShutdown := context.WithDeadline(ctx, time.Now().Add(15*time.Second))
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log.Infof("shutting down...")
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trader.Graceful.Shutdown(shutdownCtx)
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cancelShutdown()
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return nil
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}
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func BootstrapBacktestEnvironment(ctx context.Context, environ *bbgo.Environment, userConfig *bbgo.Config) error {
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if err := environ.ConfigureDatabase(ctx); err != nil {
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return err
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}
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environ.Notifiability = bbgo.Notifiability{
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SymbolChannelRouter: bbgo.NewPatternChannelRouter(nil),
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SessionChannelRouter: bbgo.NewPatternChannelRouter(nil),
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ObjectChannelRouter: bbgo.NewObjectChannelRouter(),
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}
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return nil
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}
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func BootstrapEnvironment(ctx context.Context, environ *bbgo.Environment, userConfig *bbgo.Config) error {
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if err := environ.ConfigureDatabase(ctx); err != nil {
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return err
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}
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if err := environ.ConfigureExchangeSessions(userConfig); err != nil {
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return errors.Wrap(err, "exchange session configure error")
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}
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if userConfig.Persistence != nil {
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if err := environ.ConfigurePersistence(userConfig.Persistence); err != nil {
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return errors.Wrap(err, "persistence configure error")
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}
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}
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if err := environ.ConfigureNotificationSystem(userConfig); err != nil {
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return errors.Wrap(err, "notification configure error")
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}
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return nil
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}
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func runConfig(basectx context.Context, cmd *cobra.Command, userConfig *bbgo.Config) error {
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noSync, err := cmd.Flags().GetBool("no-sync")
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if err != nil {
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return err
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}
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enableWebServer, err := cmd.Flags().GetBool("enable-webserver")
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if err != nil {
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return err
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}
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webServerBind, err := cmd.Flags().GetString("webserver-bind")
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if err != nil {
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return err
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}
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enableWebServerLegacy, err := cmd.Flags().GetBool("enable-web-server")
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if err != nil {
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return err
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}
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if enableWebServerLegacy {
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log.Warn("command option --enable-web-server is renamed to --enable-webserver")
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enableWebServer = true
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}
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enableGrpc, err := cmd.Flags().GetBool("enable-grpc")
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if err != nil {
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return err
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}
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grpcBind, err := cmd.Flags().GetString("grpc-bind")
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if err != nil {
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return err
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}
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_ = grpcBind
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_ = enableGrpc
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ctx, cancelTrading := context.WithCancel(basectx)
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defer cancelTrading()
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environ := bbgo.NewEnvironment()
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if err := BootstrapEnvironment(ctx, environ, userConfig); err != nil {
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return err
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}
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if err := environ.Init(ctx); err != nil {
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return err
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}
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if !noSync {
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if err := environ.Sync(ctx, userConfig); err != nil {
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return err
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}
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if userConfig.Sync != nil {
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environ.BindSync(userConfig.Sync)
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}
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}
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trader := bbgo.NewTrader(environ)
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if err := trader.Configure(userConfig); err != nil {
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return err
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}
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if err := trader.Run(ctx); err != nil {
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return err
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}
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if enableWebServer {
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go func() {
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s := &server.Server{
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Config: userConfig,
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Environ: environ,
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Trader: trader,
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}
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if err := s.Run(ctx, webServerBind); err != nil {
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log.WithError(err).Errorf("http server bind error")
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}
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}()
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}
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if enableGrpc {
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go func() {
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s := &grpc.Server{
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Config: userConfig,
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Environ: environ,
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Trader: trader,
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}
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if err := s.Run(grpcBind); err != nil {
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log.WithError(err).Errorf("grpc server bind error")
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}
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}()
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}
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cmdutil.WaitForSignal(ctx, syscall.SIGINT, syscall.SIGTERM)
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cancelTrading()
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log.Infof("shutting down...")
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shutdownCtx, cancelShutdown := context.WithDeadline(ctx, time.Now().Add(30*time.Second))
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trader.Graceful.Shutdown(shutdownCtx)
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cancelShutdown()
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for _, session := range environ.Sessions() {
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if err := session.MarketDataStream.Close(); err != nil {
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log.WithError(err).Errorf("[%s] market data stream close error", session.Name)
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}
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if err := session.UserDataStream.Close(); err != nil {
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log.WithError(err).Errorf("[%s] user data stream close error", session.Name)
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}
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}
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return nil
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}
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func run(cmd *cobra.Command, args []string) error {
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setup, err := cmd.Flags().GetBool("setup")
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if err != nil {
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return err
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}
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noCompile, err := cmd.Flags().GetBool("no-compile")
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if err != nil {
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return err
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}
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configFile, err := cmd.Flags().GetString("config")
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if err != nil {
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return err
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}
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cpuProfile, err := cmd.Flags().GetString("cpu-profile")
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if err != nil {
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return err
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}
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if !setup {
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// if it's not setup, then the config file option is required.
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if len(configFile) == 0 {
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return errors.New("--config option is required")
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}
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if _, err := os.Stat(configFile); err != nil {
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return err
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}
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}
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ctx, cancel := context.WithCancel(context.Background())
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defer cancel()
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// for wrapper binary, we can just run the strategies
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if bbgo.IsWrapperBinary || (userConfig.Build != nil && len(userConfig.Build.Imports) == 0) || noCompile {
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if bbgo.IsWrapperBinary {
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log.Infof("running wrapper binary...")
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}
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if setup {
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return runSetup(ctx, userConfig, true)
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}
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// default setting is false, here load as true
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userConfig, err = bbgo.Load(configFile, true)
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if err != nil {
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return err
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}
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if cpuProfile != "" {
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f, err := os.Create(cpuProfile)
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if err != nil {
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log.Fatal("could not create CPU profile: ", err)
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}
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defer f.Close() // error handling omitted for example
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if err := pprof.StartCPUProfile(f); err != nil {
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log.Fatal("could not start CPU profile: ", err)
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}
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defer pprof.StopCPUProfile()
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}
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return runConfig(ctx, cmd, userConfig)
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}
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return runWrapperBinary(ctx, cmd, userConfig, args)
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}
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func runWrapperBinary(ctx context.Context, cmd *cobra.Command, userConfig *bbgo.Config, args []string) error {
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var runArgs = []string{"run"}
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cmd.Flags().Visit(func(flag *flag.Flag) {
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runArgs = append(runArgs, "--"+flag.Name, flag.Value.String())
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})
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runArgs = append(runArgs, args...)
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runCmd, err := buildAndRun(ctx, userConfig, runArgs...)
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if err != nil {
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return err
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}
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if sig := cmdutil.WaitForSignal(ctx, syscall.SIGTERM, syscall.SIGINT); sig != nil {
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log.Infof("sending signal to the child process...")
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if err := runCmd.Process.Signal(sig); err != nil {
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return err
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}
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if err := runCmd.Wait(); 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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// buildAndRun builds the package natively and run the binary with the given args
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func buildAndRun(ctx context.Context, userConfig *bbgo.Config, args ...string) (*exec.Cmd, error) {
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packageDir, err := ioutil.TempDir("build", "bbgow")
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if err != nil {
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return nil, err
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}
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defer os.RemoveAll(packageDir)
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targetConfig := bbgo.GetNativeBuildTargetConfig()
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binary, err := bbgo.Build(ctx, userConfig, targetConfig)
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if err != nil {
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return nil, err
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}
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cwd, err := os.Getwd()
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if err != nil {
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return nil, err
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}
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executePath := filepath.Join(cwd, binary)
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runCmd := exec.Command(executePath, args...)
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runCmd.Stdout = os.Stdout
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runCmd.Stderr = os.Stderr
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return runCmd, runCmd.Start()
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}
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