Files
gocryptotrader/backtester/btcli/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

138 lines
3.2 KiB
Go

package main
import (
"context"
"encoding/json"
"fmt"
"log"
"os"
"path/filepath"
"runtime"
"strings"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/core"
"github.com/thrasher-corp/gocryptotrader/gctrpc/auth"
"github.com/thrasher-corp/gocryptotrader/signaler"
"github.com/urfave/cli/v2"
"google.golang.org/grpc"
"google.golang.org/grpc/credentials"
)
const (
defaultUsername = "rpcuser"
defaultPassword = "helloImTheDefaultPassword"
)
var (
host string
username string
password string
pairDelimiter string
certPath string
timeout time.Duration
)
const defaultTimeout = time.Second * 30
func jsonOutput(in interface{}) {
j, err := json.MarshalIndent(in, "", " ")
if err != nil {
return
}
fmt.Print(string(j))
}
func setupClient(c *cli.Context) (*grpc.ClientConn, context.CancelFunc, error) {
creds, err := credentials.NewClientTLSFromFile(certPath, "")
if err != nil {
return nil, nil, err
}
opts := []grpc.DialOption{grpc.WithTransportCredentials(creds),
grpc.WithPerRPCCredentials(auth.BasicAuth{
Username: username,
Password: password,
}),
}
var cancel context.CancelFunc
c.Context, cancel = context.WithTimeout(c.Context, timeout)
conn, err := grpc.DialContext(c.Context, host, opts...)
return conn, cancel, err
}
func main() {
version := core.Version(true)
version = strings.Replace(version, "GoCryptoTrader", "GoCryptoTrader Backtester", 1)
app := cli.NewApp()
app.Name = "btcli"
app.Version = version
app.EnableBashCompletion = true
app.Usage = "command line interface for managing the backtester daemon"
app.Flags = []cli.Flag{
&cli.StringFlag{
Name: "rpchost",
Value: "localhost:9054",
Usage: "the gRPC host to connect to",
Destination: &host,
},
&cli.StringFlag{
Name: "rpcuser",
Value: defaultUsername,
Usage: "the gRPC username",
Destination: &username,
},
&cli.StringFlag{
Name: "rpcpassword",
Value: defaultPassword,
Usage: "the gRPC password",
Destination: &password,
},
&cli.StringFlag{
Name: "delimiter",
Value: "-",
Usage: "the default currency pair delimiter used to standardise currency pair input",
Destination: &pairDelimiter,
},
&cli.StringFlag{
Name: "cert",
Value: filepath.Join(common.GetDefaultDataDir(runtime.GOOS), "backtester", "tls", "cert.pem"),
Usage: "the path to TLS cert of the gRPC server",
Destination: &certPath,
},
&cli.DurationFlag{
Name: "timeout",
Value: defaultTimeout,
Usage: "the default context timeout value for requests",
Destination: &timeout,
},
}
app.Commands = []*cli.Command{
executeStrategyFromFileCommand,
executeStrategyFromConfigCommand,
listAllTasksCommand,
startTaskCommand,
startAllTasksCommand,
stopTaskCommand,
stopAllTasksCommand,
clearTaskCommand,
clearAllTasksCommand,
}
ctx, cancel := context.WithCancel(context.Background())
go func() {
// Capture cancel for interrupt
signaler.WaitForInterrupt()
cancel()
fmt.Println("rpc process interrupted")
os.Exit(1)
}()
err := app.RunContext(ctx, os.Args)
if err != nil {
log.Fatal(err)
}
}