bind market data store and query avg price before we start

cmd/buyandhold/main.go

@@ -0,0 +1,84 @@
+package buyandhold
+
+import (
+	"context"
+	"fmt"
+	"syscall"
+
+	"github.com/jmoiron/sqlx"
+	log "github.com/sirupsen/logrus"
+	"github.com/spf13/cobra"
+	"github.com/spf13/viper"
+
+	"github.com/c9s/bbgo/cmd/cmdutil"
+	"github.com/c9s/bbgo/pkg/bbgo"
+	"github.com/c9s/bbgo/pkg/strategy/buyandhold"
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+func init() {
+	rootCmd.Flags().String("exchange", "", "target exchange")
+	rootCmd.Flags().String("symbol", "", "trading symbol")
+}
+
+func connectMysql() (*sqlx.DB, error) {
+	mysqlURL := viper.GetString("mysql-url")
+	mysqlURL = fmt.Sprintf("%s?parseTime=true", mysqlURL)
+	return sqlx.Connect("mysql", mysqlURL)
+}
+
+var rootCmd = &cobra.Command{
+	Use:   "buyandhold",
+	Short: "buy and hold",
+	Long:  "hold trader",
+
+	// SilenceUsage is an option to silence usage when an error occurs.
+	SilenceUsage: true,
+
+	RunE: func(cmd *cobra.Command, args []string) error {
+		ctx, cancel := context.WithCancel(context.Background())
+		defer cancel()
+
+		exchangeNameStr, err := cmd.Flags().GetString("exchange")
+		if err != nil {
+			return err
+		}
+
+		exchangeName, err := types.ValidExchangeName(exchangeNameStr)
+		if err != nil {
+			return err
+		}
+
+		symbol, err := cmd.Flags().GetString("symbol")
+		if err != nil {
+			return err
+		}
+
+		exchange, err := cmdutil.NewExchange(exchangeName)
+		if err != nil {
+			return err
+		}
+
+		db, err := cmdutil.ConnectMySQL()
+		if err != nil {
+			return err
+		}
+
+		sessionID := "main"
+		environ := bbgo.NewEnvironment(db)
+		environ.AddExchange(sessionID, exchange).Subscribe(types.KLineChannel, symbol, types.SubscribeOptions{})
+
+		trader := bbgo.NewTrader(environ)
+		trader.AttachStrategy(sessionID, buyandhold.New(symbol))
+		trader.Run(ctx)
+
+		cmdutil.WaitForSignal(ctx, syscall.SIGINT, syscall.SIGTERM)
+		return nil
+	},
+}
+
+func main() {
+	if err := rootCmd.Execute(); err != nil {
+		log.WithError(err).Fatalf("cannot execute command")
+	}
+}

cmd/cmdutil/db.go

@@ -0,0 +1,14 @@
+package cmdutil
+
+import (
+	"fmt"
+
+	"github.com/jmoiron/sqlx"
+	"github.com/spf13/viper"
+)
+
+func ConnectMySQL() (*sqlx.DB, error) {
+	mysqlURL := viper.GetString("mysql-url")
+	mysqlURL = fmt.Sprintf("%s?parseTime=true", mysqlURL)
+	return sqlx.Connect("mysql", mysqlURL)
+}

cmd/cmdutil/exchange.go

@@ -0,0 +1,36 @@
+package cmdutil
+
+import (
+	"github.com/pkg/errors"
+	"github.com/spf13/viper"
+
+	"github.com/c9s/bbgo/pkg/exchange/binance"
+	"github.com/c9s/bbgo/pkg/exchange/max"
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+func NewExchange(n types.ExchangeName) (types.Exchange, error) {
+	switch n {
+
+	case types.ExchangeBinance:
+		key := viper.GetString("binance-api-key")
+		secret := viper.GetString("binance-api-secret")
+		if len(key) == 0 || len(secret) == 0 {
+			return nil, errors.New("empty key or secret")
+		}
+
+		return binance.New(key, secret), nil
+
+	case types.ExchangeMax:
+		key := viper.GetString("max-api-key")
+		secret := viper.GetString("max-api-secret")
+		if len(key) == 0 || len(secret) == 0 {
+			return nil, errors.New("empty key or secret")
+		}
+
+		return max.New(key, secret), nil
+
+	}
+
+	return nil, nil
+}

cmd/pnl.go

@@ -2,19 +2,15 @@ package cmd
 
 import (
 	"context"
-	"fmt"
 	"strings"
 	"time"
 
-	"github.com/jmoiron/sqlx"
 	log "github.com/sirupsen/logrus"
 	"github.com/spf13/cobra"
-	"github.com/spf13/viper"
 
+	"github.com/c9s/bbgo/cmd/cmdutil"
 	"github.com/c9s/bbgo/pkg/accounting"
 	"github.com/c9s/bbgo/pkg/bbgo"
-	"github.com/c9s/bbgo/pkg/exchange/binance"
-	"github.com/c9s/bbgo/pkg/exchange/max"
 	"github.com/c9s/bbgo/pkg/service"
 	"github.com/c9s/bbgo/pkg/types"
 )
@@ -26,30 +22,6 @@ func init() {
 	RootCmd.AddCommand(pnlCmd)
 }
 
-func connectMysql() (*sqlx.DB, error) {
-	mysqlURL := viper.GetString("mysql-url")
-	mysqlURL = fmt.Sprintf("%s?parseTime=true", mysqlURL)
-	return sqlx.Connect("mysql", mysqlURL)
-}
-
-func newExchange(n types.ExchangeName) types.Exchange {
-	switch n {
-
-	case types.ExchangeBinance:
-		key := viper.GetString("binance-api-key")
-		secret := viper.GetString("binance-api-secret")
-		return binance.New(key, secret)
-
-	case types.ExchangeMax:
-		key := viper.GetString("max-api-key")
-		secret := viper.GetString("max-api-secret")
-		return max.New(key, secret)
-
-	}
-
-	return nil
-}
-
 var pnlCmd = &cobra.Command{
 	Use:          "pnl",
 	Short:        "pnl calculator",
@@ -72,9 +44,12 @@ var pnlCmd = &cobra.Command{
 			return err
 		}
 
-		exchange := newExchange(exchangeName)
+		exchange, err := cmdutil.NewExchange(exchangeName)
+		if err != nil {
+			return err
+		}
 
-		db, err := connectMysql()
+		db, err := cmdutil.ConnectMySQL()
 		if err != nil {
 			return err
 		}

cmd/transfers.go

@@ -8,6 +8,7 @@ import (
 	log "github.com/sirupsen/logrus"
 	"github.com/spf13/cobra"
 
+	"github.com/c9s/bbgo/cmd/cmdutil"
 	"github.com/c9s/bbgo/pkg/types"
 )
 
@@ -83,7 +84,7 @@ var transferHistoryCmd = &cobra.Command{
 			}
 		}
 
-		exchange := newExchange(exchangeName)
+		exchange, _ := cmdutil.NewExchange(exchangeName)
 
 		var records timeSlice
 

pkg/bbgo/account.go

@@ -11,31 +11,37 @@ import (
 )
 
 type Account struct {
-	mu sync.Mutex
+	sync.Mutex
 
 	Balances map[string]types.Balance
 }
 
+// TODO: rewrite this as NewAccount(map balances)
 func LoadAccount(ctx context.Context, exchange types.Exchange) (*Account, error) {
 	balances, err := exchange.QueryAccountBalances(ctx)
 	return &Account{
 		Balances: balances,
 	}, err
 }
 
-func (a *Account) BindPrivateStream(stream types.Stream) {
-	stream.OnBalanceSnapshot(func(snapshot map[string]types.Balance) {
-		a.mu.Lock()
-		defer a.mu.Unlock()
+func (a *Account) handleBalanceUpdates(balances map[string]types.Balance) {
+	a.Lock()
+	defer a.Unlock()
 
-		for _, balance := range snapshot {
-			a.Balances[balance.Currency] = balance
-		}
-	})
+	for _, balance := range balances {
+		a.Balances[balance.Currency] = balance
+	}
+}
 
+func (a *Account) BindStream(stream types.Stream) {
+	stream.OnBalanceUpdate(a.handleBalanceUpdates)
+	stream.OnBalanceSnapshot(a.handleBalanceUpdates)
 }
 
 func (a *Account) Print() {
+	a.Lock()
+	defer a.Unlock()
+
 	for _, balance := range a.Balances {
 		if util.NotZero(balance.Available) {
 			log.Infof("[trader] balance %s %f", balance.Currency, balance.Available)

pkg/bbgo/kline_regression.go

@@ -37,7 +37,7 @@ func (trader *BackTestTrader) SubmitOrder(cxt context.Context, order *types.Subm
 	trader.pendingOrders = append(trader.pendingOrders, order)
 }
 
-func (trader *BackTestTrader) RunStrategy(ctx context.Context, strategy MarketStrategy) (chan struct{}, error) {
+func (trader *BackTestTrader) RunStrategy(ctx context.Context, strategy SingleExchangeStrategy) (chan struct{}, error) {
 	logrus.Infof("[regression] number of kline data: %d", len(trader.SourceKLines))
 
 	done := make(chan struct{})

pkg/bbgo/order_processor.go

@@ -2,13 +2,10 @@ package bbgo
 
 import (
 	"context"
-	"fmt"
-	"math"
 
 	"github.com/pkg/errors"
 
 	"github.com/c9s/bbgo/pkg/types"
-	"github.com/c9s/bbgo/pkg/util"
 )
 
 var (
@@ -41,6 +38,7 @@ type OrderProcessor struct {
 }
 
 func (p *OrderProcessor) Submit(ctx context.Context, order *types.SubmitOrder) error {
+	/*
 	tradingCtx := p.Trader.Context
 	currentPrice := tradingCtx.CurrentPrice
 	market := order.Market
@@ -126,6 +124,8 @@ func (p *OrderProcessor) Submit(ctx context.Context, order *types.SubmitOrder) e
 
 	order.Quantity = quantity
 	order.QuantityString = market.FormatVolume(quantity)
+	 */
+
 	return p.Exchange.SubmitOrder(ctx, order)
 }
 

pkg/bbgo/store.go

@@ -28,7 +28,7 @@ func NewMarketDataStore() *MarketDataStore {
 	}
 }
 
-func (store *MarketDataStore) BindPrivateStream(stream types.Stream) {
+func (store *MarketDataStore) BindStream(stream types.Stream) {
 	stream.OnKLineClosed(store.handleKLineClosed)
 }
 

pkg/bbgo/strategy_test.go

@@ -5,7 +5,7 @@ import (
 	"fmt"
 	"os"
 	"testing"
-	time "time"
+	"time"
 
 	"github.com/DATA-DOG/go-sqlmock"
 	"github.com/jmoiron/sqlx"
@@ -14,7 +14,6 @@ import (
 	"github.com/c9s/bbgo/pkg/exchange/binance"
 	"github.com/c9s/bbgo/pkg/service"
 	"github.com/c9s/bbgo/pkg/types"
-
 )
 
 func TestTradeService(t *testing.T) {
@@ -59,10 +58,11 @@ func TestEnvironment_Connect(t *testing.T) {
 
 	environment := NewEnvironment(xdb)
 	environment.AddExchange("binance", exchange).
-		Subscribe(types.KLineChannel,"BTCUSDT", types.SubscribeOptions{ })
+		Subscribe(types.KLineChannel,"BTCUSDT", types.SubscribeOptions{})
 
 	err = environment.Connect(ctx)
 	assert.NoError(t, err)
 
 	time.Sleep(5 * time.Second)
 }
+