Files
gocryptotrader/main.go
Scott 017cdf1384 Backtester: Live trading upgrades (#1023)
* Modifications for a smoother live run

* Fixes data appending

* Successfully allows multi-currency live trading. Adds multiple currencies to live DCA strategy

* Attempting to get cash and carry working

* Poor attempts at sorting out data and appending it properly with USD in mind

* =designs new live data handler

* Updates cash and carry strat to work

* adds test coverage. begins closeallpositions function

* Updates cash and carry to work live

* New kline.Event type. Cancels orders on close. Rn types

* =Fixes USD funding issue

* =fixes tests

* fixes tests AGAIN

* adds coverage to close all orders

* crummy tests, should override

* more tests

* more tests

* more coverage

* removes scourge of currency.Pair maps. More tests

* missed currency stuff

* Fixes USD data issue & collateral issue. Needs to close ALL orders

* Now triggers updates on the very first data entry

* All my problems are solved now????

* fixes tests, extends coverage

* there is some really funky candle stuff going on

* my brain is melting

* better shutdown management, fixes freezing bug

* fixes data duplication issues, adds retries to requests

* reduces logging, adds verbose options

* expands coverage over all new functionality

* fixes fun bug from curr == curr to curr.Equal(curr)

* fixes setup issues and tests

* starts adding external wallet amounts for funding

* more setup for assets

* setup live fund calcs and placing orders

* successfully performs automated cash and carry

* merge fixes

* funding properly set at all times

* fixes some bugs, need to address currencystatistics still

* adds 'appeneded' trait, attempts to fix some stats

* fixes stat bugs, adds cool new fetchfees feature

* fixes terrible processing bugs

* tightens realorder stats, sadly loses some live stats

* this actually sets everything correctly for bothcd ..cd ..cd ..cd ..cd ..!

* fix tests

* coverage

* beautiful new test coverage

* docs

* adds new fee getter delayer

* commits from the correct directory

* Lint

* adds verbose to fund manager

* Fix bug in t2b2 strat. Update dca live config. Docs

* go mod tidy

* update buf

* buf + test improvement

* Post merge fixes

* fixes surprise offset bug

* fix sizing restrictions for cash and carry

* fix server lints

* merge fixes

* test fixesss

* lintle fixles

* slowloris

* rn run to task, bug fixes, close all on close

* rpc lint and fixes

* bugfix: order manager not processing orders properly

* somewhat addresses nits

* absolutely broken end of day commit

* absolutely massive knockon effects from nits

* massive knockon effects continue

* fixes things

* address remaining nits

* jk now fixes things

* addresses the easier nits

* more nit fixers

* more niterinos addressederinos

* refactors holdings and does some nits

* so buf

* addresses some nits, fixes holdings bugs

* cleanup

* attempts to fix alert chans to prevent many chans waiting?

* terrible code, will revert

* to be reviewed in detail tomorrow

* Fixes up channel system

* smashes those nits

* fixes extra candles, fixes collateral bug, tests

* fixes data races, introduces reflection

* more checks n tests

* Fixes cash and carry issues. Fixes more cool bugs

* fixes ~typer~ typo

* replace spot strats from ftx to binance

* fixes all the tests I just destroyed

* removes example path, rm verbose

* 1) what 2) removes FTX references from the Backtester

* renamed, non-working strategies

* Removes FTX references almost as fast as sbf removes funds

* regen docs, add contrib names,sort contrib names

* fixes merge renamings

* Addresses nits. Fixes setting API credentials. Fixes Binance limit retrieval

* Fixes live order bugs with real orders and without

* Apply suggestions from code review

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* Update backtester/engine/live.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* Update backtester/engine/live.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* Update backtester/config/strategyconfigbuilder/main.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* updates docs

* even better docs

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2023-01-05 13:03:17 +11:00

161 lines
10 KiB
Go

package main
import (
"flag"
"fmt"
"log"
"os"
"runtime"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/core"
"github.com/thrasher-corp/gocryptotrader/dispatch"
"github.com/thrasher-corp/gocryptotrader/engine"
"github.com/thrasher-corp/gocryptotrader/exchanges/alert"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
"github.com/thrasher-corp/gocryptotrader/gctscript"
gctscriptVM "github.com/thrasher-corp/gocryptotrader/gctscript/vm"
gctlog "github.com/thrasher-corp/gocryptotrader/log"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
"github.com/thrasher-corp/gocryptotrader/signaler"
)
func main() {
// Handle flags
var settings engine.Settings
versionFlag := flag.Bool("version", false, "retrieves current GoCryptoTrader version")
// Core settings
flag.StringVar(&settings.ConfigFile, "config", config.DefaultFilePath(), "config file to load")
flag.StringVar(&settings.DataDir, "datadir", common.GetDefaultDataDir(runtime.GOOS), "default data directory for GoCryptoTrader files")
flag.IntVar(&settings.GoMaxProcs, "gomaxprocs", runtime.GOMAXPROCS(-1), "sets the runtime GOMAXPROCS value")
flag.BoolVar(&settings.EnableDryRun, "dryrun", false, "dry runs bot, doesn't save config file")
flag.BoolVar(&settings.EnableAllExchanges, "enableallexchanges", false, "enables all exchanges")
flag.BoolVar(&settings.EnableAllPairs, "enableallpairs", false, "enables all pairs for enabled exchanges")
flag.BoolVar(&settings.EnablePortfolioManager, "portfoliomanager", true, "enables the portfolio manager")
flag.BoolVar(&settings.EnableDataHistoryManager, "datahistorymanager", false, "enables the data history manager")
flag.DurationVar(&settings.PortfolioManagerDelay, "portfoliomanagerdelay", 0, "sets the portfolio managers sleep delay between updates")
flag.BoolVar(&settings.EnableGRPC, "grpc", true, "enables the grpc server")
flag.BoolVar(&settings.EnableGRPCProxy, "grpcproxy", false, "enables the grpc proxy server")
flag.BoolVar(&settings.EnableGRPCShutdown, "grpcshutdown", false, "enables gRPC bot instance shutdown functionality")
flag.BoolVar(&settings.EnableWebsocketRPC, "websocketrpc", true, "enables the websocket RPC server")
flag.BoolVar(&settings.EnableDeprecatedRPC, "deprecatedrpc", true, "enables the deprecated RPC server")
flag.BoolVar(&settings.EnableCommsRelayer, "enablecommsrelayer", true, "enables available communications relayer")
flag.BoolVar(&settings.Verbose, "verbose", false, "increases logging verbosity for GoCryptoTrader")
flag.BoolVar(&settings.EnableFuturesTracking, "enablefuturestracking", true, "tracks futures orders PNL is supported by the exchange")
flag.BoolVar(&settings.EnableExchangeSyncManager, "syncmanager", true, "enables to exchange sync manager")
flag.BoolVar(&settings.EnableWebsocketRoutine, "websocketroutine", true, "enables the websocket routine for all loaded exchanges")
flag.BoolVar(&settings.EnableCoinmarketcapAnalysis, "coinmarketcap", false, "overrides config and runs currency analysis")
flag.BoolVar(&settings.EnableEventManager, "eventmanager", true, "enables the event manager")
flag.BoolVar(&settings.EnableOrderManager, "ordermanager", true, "enables the order manager")
flag.BoolVar(&settings.EnableDepositAddressManager, "depositaddressmanager", true, "enables the deposit address manager")
flag.BoolVar(&settings.EnableConnectivityMonitor, "connectivitymonitor", true, "enables the connectivity monitor")
flag.BoolVar(&settings.EnableDatabaseManager, "databasemanager", true, "enables database manager")
flag.BoolVar(&settings.EnableGCTScriptManager, "gctscriptmanager", true, "enables gctscript manager")
flag.DurationVar(&settings.EventManagerDelay, "eventmanagerdelay", 0, "sets the event managers sleep delay between event checking")
flag.BoolVar(&settings.EnableNTPClient, "ntpclient", true, "enables the NTP client to check system clock drift")
flag.BoolVar(&settings.EnableDispatcher, "dispatch", true, "enables the dispatch system")
flag.BoolVar(&settings.EnableCurrencyStateManager, "currencystatemanager", true, "enables the currency state manager")
flag.IntVar(&settings.DispatchMaxWorkerAmount, "dispatchworkers", dispatch.DefaultMaxWorkers, "sets the dispatch package max worker generation limit")
flag.IntVar(&settings.DispatchJobsLimit, "dispatchjobslimit", dispatch.DefaultJobsLimit, "sets the dispatch package max jobs limit")
// Exchange syncer settings
flag.BoolVar(&settings.EnableTickerSyncing, "tickersync", true, "enables ticker syncing for all enabled exchanges")
flag.BoolVar(&settings.EnableOrderbookSyncing, "orderbooksync", true, "enables orderbook syncing for all enabled exchanges")
flag.BoolVar(&settings.EnableTradeSyncing, "tradesync", false, "enables trade syncing for all enabled exchanges")
flag.IntVar(&settings.SyncWorkersCount, "syncworkers", engine.DefaultSyncerWorkers, "the amount of workers (goroutines) to use for syncing exchange data")
flag.BoolVar(&settings.SyncContinuously, "synccontinuously", true, "whether to sync exchange data continuously (ticker, orderbook and trade history info")
flag.DurationVar(&settings.SyncTimeoutREST, "synctimeoutrest", engine.DefaultSyncerTimeoutREST,
"the amount of time before the syncer will switch from rest protocol to the streaming protocol (e.g. from REST to websocket)")
flag.DurationVar(&settings.SyncTimeoutWebsocket, "synctimeoutwebsocket", engine.DefaultSyncerTimeoutWebsocket,
"the amount of time before the syncer will switch from the websocket protocol to REST protocol (e.g. from websocket to REST)")
// Forex provider settings
flag.BoolVar(&settings.EnableCurrencyConverter, "currencyconverter", false, "overrides config and sets up foreign exchange Currency Converter")
flag.BoolVar(&settings.EnableCurrencyLayer, "currencylayer", false, "overrides config and sets up foreign exchange Currency Layer")
flag.BoolVar(&settings.EnableExchangeRates, "exchangerates", false, "overrides config and sets up foreign exchange exchangeratesapi.io")
flag.BoolVar(&settings.EnableFixer, "fixer", false, "overrides config and sets up foreign exchange Fixer.io")
flag.BoolVar(&settings.EnableOpenExchangeRates, "openexchangerates", false, "overrides config and sets up foreign exchange Open Exchange Rates")
flag.BoolVar(&settings.EnableExchangeRateHost, "exchangeratehost", false, "overrides config and sets up foreign exchange ExchangeRate.host")
// Exchange tuning settings
flag.BoolVar(&settings.EnableExchangeAutoPairUpdates, "exchangeautopairupdates", false, "enables automatic available currency pair updates for supported exchanges")
flag.BoolVar(&settings.DisableExchangeAutoPairUpdates, "exchangedisableautopairupdates", false, "disables exchange auto pair updates")
flag.BoolVar(&settings.EnableExchangeWebsocketSupport, "exchangewebsocketsupport", false, "enables Websocket support for exchanges")
flag.BoolVar(&settings.EnableExchangeRESTSupport, "exchangerestsupport", true, "enables REST support for exchanges")
flag.BoolVar(&settings.EnableExchangeVerbose, "exchangeverbose", false, "increases exchange logging verbosity")
flag.BoolVar(&settings.ExchangePurgeCredentials, "exchangepurgecredentials", false, "purges the stored exchange API credentials")
flag.BoolVar(&settings.EnableExchangeHTTPRateLimiter, "ratelimiter", true, "enables the rate limiter for HTTP requests")
flag.IntVar(&settings.MaxHTTPRequestJobsLimit, "requestjobslimit", int(request.DefaultMaxRequestJobs), "sets the max amount of jobs the HTTP request package stores")
flag.IntVar(&settings.RequestMaxRetryAttempts, "httpmaxretryattempts", request.DefaultMaxRetryAttempts, "sets the number of retry attempts after a retryable HTTP failure")
flag.DurationVar(&settings.HTTPTimeout, "httptimeout", 0, "sets the HTTP timeout value for HTTP requests")
flag.StringVar(&settings.HTTPUserAgent, "httpuseragent", "", "sets the HTTP user agent")
flag.StringVar(&settings.HTTPProxy, "httpproxy", "", "sets the HTTP proxy server")
flag.BoolVar(&settings.EnableExchangeHTTPDebugging, "exchangehttpdebugging", false, "sets the exchanges HTTP debugging")
flag.DurationVar(&settings.TradeBufferProcessingInterval, "tradeprocessinginterval", trade.DefaultProcessorIntervalTime, "sets the interval to save trade buffer data to the database")
flag.IntVar(&settings.AlertSystemPreAllocationCommsBuffer, "alertbuffer", alert.PreAllocCommsDefaultBuffer, "sets the size of the pre-allocation communications buffer")
// Common tuning settings
flag.DurationVar(&settings.GlobalHTTPTimeout, "globalhttptimeout", 0, "sets common HTTP timeout value for HTTP requests")
flag.StringVar(&settings.GlobalHTTPUserAgent, "globalhttpuseragent", "", "sets the common HTTP client's user agent")
flag.StringVar(&settings.GlobalHTTPProxy, "globalhttpproxy", "", "sets the common HTTP client's proxy server")
// GCTScript tuning settings
flag.UintVar(&settings.MaxVirtualMachines, "maxvirtualmachines", uint(gctscriptVM.DefaultMaxVirtualMachines), "set max virtual machines that can load")
// Withdraw Cache tuning settings
flag.Uint64Var(&settings.WithdrawCacheSize, "withdrawcachesize", withdraw.CacheSize, "set cache size for withdrawal requests")
flag.Parse()
if *versionFlag {
fmt.Print(core.Version(true))
os.Exit(0)
}
fmt.Print(core.Banner)
fmt.Println(core.Version(false))
var err error
settings.CheckParamInteraction = true
// collect flags
flagSet := make(map[string]bool)
// Stores the set flags
flag.Visit(func(f *flag.Flag) { flagSet[f.Name] = true })
if !flagSet["config"] {
// If config file is not explicitly set, fall back to default path resolution
settings.ConfigFile = ""
}
settings.Shutdown = make(chan struct{})
engine.Bot, err = engine.NewFromSettings(&settings, flagSet)
if engine.Bot == nil || err != nil {
log.Fatalf("Unable to initialise bot engine. Error: %s\n", err)
}
config.Cfg = *engine.Bot.Config
gctscript.Setup()
engine.PrintSettings(&engine.Bot.Settings)
if err = engine.Bot.Start(); err != nil {
errClose := gctlog.CloseLogger()
if errClose != nil {
log.Printf("Unable to close logger. Error: %s\n", errClose)
}
log.Fatalf("Unable to start bot engine. Error: %s\n", err)
}
go waitForInterrupt(settings.Shutdown)
<-settings.Shutdown
engine.Bot.Stop()
}
func waitForInterrupt(waiter chan<- struct{}) {
interrupt := signaler.WaitForInterrupt()
gctlog.Infof(gctlog.Global, "Captured %v, shutdown requested.\n", interrupt)
waiter <- struct{}{}
}