Files
gocryptotrader/engine/events.go
Adrian Gallagher 63191ce3ec Engine QA (#381)
* 1) Update Dockerfile/docker-compose.yml
2) Remove inline strings for buy/sell/test pairs
3) Remove dangerous order submission values
4) Fix consistency with audit_events (all other spec files use
CamelCase)
5) Update web websocket endpoint
6) Fix main param set (and induce dryrun mode on specific command line
params)

* Engine QA

Link up exchange syncer to cmd params, disarm market selling bombs and fix OKEX endpoints

* Fix linter issue after merge

* Engine QA changes

Template updates
Wrapper code cleanup
Disarmed order bombs
Documentation updates

* Daily engine QA

Bitstamp improvements
Spelling mistakes
Add Coinbene exchange to support list
Protect API authenticated calls for Coinbene/LBank

* Engine QA changes

Fix exchange_wrapper_coverage tool
Add SupportsAsset to exchange interface
Fix inline string usage and add BCH withdrawal support

* Engine QA

Fix Bitstamp types
Inform user of errors when parsing time accross the codebase
Change time parsing warnings to errors (as they are)
Update markdown docs [with linter fixes]

* Engine QA changes

1) Add test for dryrunParamInteraction
2) Disarm OKCoin/OKEX bombs if someone accidently sets canManipulateRealOrders to true and runs all package tests
3) Actually check exchange setup errors for BTSE and Coinbene, plus address this in the wrapper template
4) Hardcode missing/non-retrievable contributors and bump the contributors
5) Convert numbers/strings to meaningful types in Bitstamp and OKEX
6) If WS is supported for the exchange wrapper template, preset authWebsocketSupport var

* Fix the shadow people

* Link the SyncContinuously paramerino

* Also show SyncContinuously in engine.PrintSettings

* Address nitterinos and use correct filepath for logs

* Bitstamp: Extract ALL THE APM

* Fix additional nitterinos

* Fix time parsing error for Bittrex
2019-11-22 16:07:30 +11:00

350 lines
8.5 KiB
Go

package engine
import (
"errors"
"fmt"
"strings"
"time"
"github.com/thrasher-corp/gocryptotrader/communications/base"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
log "github.com/thrasher-corp/gocryptotrader/logger"
)
// TO-DO MAKE THIS A SERVICE SUBSYSTEM
// Event const vars
const (
ItemPrice = "PRICE"
ItemOrderbook = "ORDERBOOK"
ConditionGreaterThan = ">"
ConditionGreaterThanOrEqual = ">="
ConditionLessThan = "<"
ConditionLessThanOrEqual = "<="
ConditionIsEqual = "=="
ActionSMSNotify = "SMS"
ActionConsolePrint = "CONSOLE_PRINT"
ActionTest = "ACTION_TEST"
defaultSleepDelay = time.Millisecond * 500
)
// vars related to events package
var (
errInvalidItem = errors.New("invalid item")
errInvalidCondition = errors.New("invalid conditional option")
errInvalidAction = errors.New("invalid action")
errExchangeDisabled = errors.New("desired exchange is disabled")
EventSleepDelay = defaultSleepDelay
)
// EventConditionParams holds the event condition variables
type EventConditionParams struct {
Condition string
Price float64
CheckBids bool
CheckBidsAndAsks bool
OrderbookAmount float64
}
// Event struct holds the event variables
type Event struct {
ID int64
Exchange string
Item string
Condition EventConditionParams
Pair currency.Pair
Asset asset.Item
Action string
Executed bool
}
// Events variable is a pointer array to the event structures that will be
// appended
var Events []*Event
// Add adds an event to the Events chain and returns an index/eventID
// and an error
func Add(exchange, item string, condition EventConditionParams, currencyPair currency.Pair, asset asset.Item, action string) (int64, error) {
err := IsValidEvent(exchange, item, condition, action)
if err != nil {
return 0, err
}
evt := &Event{}
if len(Events) == 0 {
evt.ID = 0
} else {
evt.ID = int64(len(Events) + 1)
}
evt.Exchange = exchange
evt.Item = item
evt.Condition = condition
evt.Pair = currencyPair
evt.Asset = asset
evt.Action = action
evt.Executed = false
Events = append(Events, evt)
return evt.ID, nil
}
// Remove deletes and event by its ID
func Remove(eventID int64) bool {
for i, x := range Events {
if x.ID == eventID {
Events = append(Events[:i], Events[i+1:]...)
return true
}
}
return false
}
// GetEventCounter displays the emount of total events on the chain and the
// events that have been executed.
func GetEventCounter() (total, executed int) {
total = len(Events)
for _, x := range Events {
if x.Executed {
executed++
}
}
return total, executed
}
// ExecuteAction will execute the action pending on the chain
func (e *Event) ExecuteAction() bool {
if strings.Contains(e.Action, ",") {
action := strings.Split(e.Action, ",")
if action[0] == ActionSMSNotify {
message := fmt.Sprintf("Event triggered: %s\n", e.String())
if action[1] == "ALL" {
Bot.CommsManager.PushEvent(base.Event{
Type: "event",
Message: message,
})
}
}
} else {
log.Debugf(log.EventMgr, "Event triggered: %s\n", e.String())
}
return true
}
// String turns the structure event into a string
func (e *Event) String() string {
return fmt.Sprintf(
"If the %s [%s] %s on %s meets the following %v then %s.", e.Pair.String(),
strings.ToUpper(e.Asset.String()), e.Item, e.Exchange, e.Condition, e.Action,
)
}
func (e *Event) processTicker() bool {
t, err := ticker.GetTicker(e.Exchange, e.Pair, e.Asset)
if err != nil {
if Bot.Settings.Verbose {
log.Debugf(log.EventMgr, "Events: failed to get ticker. Err: %s\n", err)
}
return false
}
if t.Last == 0 {
if Bot.Settings.Verbose {
log.Debugln(log.EventMgr, "Events: ticker last price is 0")
}
return false
}
return e.processCondition(t.Last, e.Condition.Price)
}
func (e *Event) processCondition(actual, threshold float64) bool {
switch e.Condition.Condition {
case ConditionGreaterThan:
if actual > threshold {
return e.ExecuteAction()
}
case ConditionGreaterThanOrEqual:
if actual >= threshold {
return e.ExecuteAction()
}
case ConditionLessThan:
if actual < threshold {
return e.ExecuteAction()
}
case ConditionLessThanOrEqual:
if actual <= threshold {
return e.ExecuteAction()
}
case ConditionIsEqual:
if actual == threshold {
return e.ExecuteAction()
}
}
return false
}
func (e *Event) processOrderbook() bool {
ob, err := orderbook.Get(e.Exchange, e.Pair, e.Asset)
if err != nil {
if Bot.Settings.Verbose {
log.Debugf(log.EventMgr, "Events: Failed to get orderbook. Err: %s\n", err)
}
return false
}
success := false
if e.Condition.CheckBids || e.Condition.CheckBidsAndAsks {
for x := range ob.Bids {
subtotal := ob.Bids[x].Amount * ob.Bids[x].Price
result := e.processCondition(subtotal, e.Condition.OrderbookAmount)
if result {
success = true
log.Debugf(log.EventMgr, "Events: Bid Amount: %f Price: %v Subtotal: %v\n", ob.Bids[x].Amount, ob.Bids[x].Price, subtotal)
}
}
}
if !e.Condition.CheckBids || e.Condition.CheckBidsAndAsks {
for x := range ob.Asks {
subtotal := ob.Asks[x].Amount * ob.Asks[x].Price
result := e.processCondition(subtotal, e.Condition.OrderbookAmount)
if result {
success = true
log.Debugf(log.EventMgr, "Events: Ask Amount: %f Price: %v Subtotal: %v\n", ob.Asks[x].Amount, ob.Asks[x].Price, subtotal)
}
}
}
return success
}
// CheckEventCondition will check the event structure to see if there is a condition
// met
func (e *Event) CheckEventCondition() bool {
if e.Item == ItemPrice {
return e.processTicker()
}
return e.processOrderbook()
}
// IsValidEvent checks the actions to be taken and returns an error if incorrect
func IsValidEvent(exchange, item string, condition EventConditionParams, action string) error {
exchange = strings.ToUpper(exchange)
item = strings.ToUpper(item)
action = strings.ToUpper(action)
if !IsValidExchange(exchange) {
return errExchangeDisabled
}
if !IsValidItem(item) {
return errInvalidItem
}
if !IsValidCondition(condition.Condition) {
return errInvalidCondition
}
if item == ItemPrice {
if condition.Price <= 0 {
return errInvalidCondition
}
}
if item == ItemOrderbook {
if condition.OrderbookAmount <= 0 {
return errInvalidCondition
}
}
if strings.Contains(action, ",") {
a := strings.Split(action, ",")
if a[0] != ActionSMSNotify {
return errInvalidAction
}
} else if action != ActionConsolePrint && action != ActionTest {
return errInvalidAction
}
return nil
}
// EventManger is the overarching routine that will iterate through the Events
// chain
func EventManger() {
log.Debugf(log.EventMgr, "EventManager started. SleepDelay: %v\n", EventSleepDelay.String())
for {
total, executed := GetEventCounter()
if total > 0 && executed != total {
for _, event := range Events {
if !event.Executed {
if Bot.Settings.Verbose {
log.Debugf(log.EventMgr, "Events: Processing event %s.\n", event.String())
}
success := event.CheckEventCondition()
if success {
msg := fmt.Sprintf(
"Events: ID: %d triggered on %s successfully [%v]\n", event.ID,
event.Exchange, event.String(),
)
log.Infoln(log.EventMgr, msg)
Bot.CommsManager.PushEvent(base.Event{Type: "event", Message: msg})
event.Executed = true
}
}
}
}
time.Sleep(EventSleepDelay)
}
}
// IsValidExchange validates the exchange
func IsValidExchange(exchangeName string) bool {
cfg := config.GetConfig()
for x := range cfg.Exchanges {
if strings.EqualFold(cfg.Exchanges[x].Name, exchangeName) && cfg.Exchanges[x].Enabled {
return true
}
}
return false
}
// IsValidCondition validates passed in condition
func IsValidCondition(condition string) bool {
switch condition {
case ConditionGreaterThan, ConditionGreaterThanOrEqual, ConditionLessThan, ConditionLessThanOrEqual, ConditionIsEqual:
return true
}
return false
}
// IsValidAction validates passed in action
func IsValidAction(action string) bool {
action = strings.ToUpper(action)
switch action {
case ActionSMSNotify, ActionConsolePrint, ActionTest:
return true
}
return false
}
// IsValidItem validates passed in Item
func IsValidItem(item string) bool {
item = strings.ToUpper(item)
switch item {
case ItemPrice, ItemOrderbook:
return true
}
return false
}