mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-10 09:11:55 +00:00
103 lines
2.4 KiB
Go
103 lines
2.4 KiB
Go
package cmd
|
|
|
|
import (
|
|
"context"
|
|
"syscall"
|
|
|
|
"github.com/pkg/errors"
|
|
"github.com/sirupsen/logrus"
|
|
"github.com/spf13/cobra"
|
|
"github.com/spf13/viper"
|
|
|
|
"github.com/c9s/bbgo/pkg/bbgo"
|
|
"github.com/c9s/bbgo/pkg/cmd/cmdutil"
|
|
"github.com/c9s/bbgo/pkg/config"
|
|
"github.com/c9s/bbgo/pkg/notifier/slacknotifier"
|
|
"github.com/c9s/bbgo/pkg/slack/slacklog"
|
|
)
|
|
|
|
var errSlackTokenUndefined = errors.New("slack token is not defined.")
|
|
|
|
func init() {
|
|
RunCmd.Flags().String("config", "config/bbgo.yaml", "strategy config file")
|
|
RunCmd.Flags().String("since", "", "pnl since time")
|
|
RootCmd.AddCommand(RunCmd)
|
|
}
|
|
|
|
var RunCmd = &cobra.Command{
|
|
Use: "run",
|
|
Short: "run strategies",
|
|
|
|
// SilenceUsage is an option to silence usage when an error occurs.
|
|
SilenceUsage: true,
|
|
|
|
RunE: func(cmd *cobra.Command, args []string) error {
|
|
configFile, err := cmd.Flags().GetString("config")
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
if len(configFile) == 0 {
|
|
return errors.New("--config option is not given")
|
|
}
|
|
|
|
userConfig, err := config.Load(configFile)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
ctx, cancel := context.WithCancel(context.Background())
|
|
defer cancel()
|
|
|
|
slackToken := viper.GetString("slack-token")
|
|
if len(slackToken) == 0 {
|
|
return errSlackTokenUndefined
|
|
}
|
|
|
|
logrus.AddHook(slacklog.NewLogHook(slackToken, viper.GetString("slack-error-channel")))
|
|
|
|
var notifier = slacknotifier.New(slackToken, viper.GetString("slack-channel"))
|
|
|
|
db, err := cmdutil.ConnectMySQL()
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
environ := bbgo.NewDefaultEnvironment(db)
|
|
environ.ReportTrade(notifier)
|
|
|
|
trader := bbgo.NewTrader(environ)
|
|
|
|
for _, entry := range userConfig.ExchangeStrategies {
|
|
for _, mount := range entry.Mounts {
|
|
logrus.Infof("attaching strategy %T on %s...", entry.Strategy, mount)
|
|
trader.AttachStrategyOn(mount, entry.Strategy)
|
|
}
|
|
}
|
|
|
|
for _, strategy := range userConfig.CrossExchangeStrategies {
|
|
logrus.Infof("attaching strategy %T", strategy)
|
|
trader.AttachCrossExchangeStrategy(strategy)
|
|
}
|
|
|
|
for _, report := range userConfig.PnLReporters {
|
|
if len(report.AverageCostBySymbols) > 0 {
|
|
trader.ReportPnL(notifier).
|
|
AverageCostBySymbols(report.AverageCostBySymbols...).
|
|
Of(report.Of...).
|
|
When(report.When...)
|
|
} else {
|
|
return errors.Errorf("unsupported PnL reporter: %+v", report)
|
|
}
|
|
}
|
|
|
|
err = trader.Run(ctx)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
cmdutil.WaitForSignal(ctx, syscall.SIGINT, syscall.SIGTERM)
|
|
return err
|
|
},
|
|
}
|