texus/core/core.go

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package core
import (
"context"
"encoding/json"
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// "errors"
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"fmt"
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// "math/rand"
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"io/ioutil"
"net/http"
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"os"
"strconv"
"strings"
"sync"
"time"
"v5sdk_go/rest"
"v5sdk_go/ws"
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// "v5sdk_go/ws/wImpl"
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simple "github.com/bitly/go-simplejson"
"github.com/go-redis/redis"
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"github.com/phyer/texus/private"
"github.com/phyer/texus/utils"
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)
type Core struct {
Env string
Cfg *MyConfig
RedisCli *redis.Client
RedisCli2 *redis.Client
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FluentBitUrl string
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Wg sync.WaitGroup
RestQueueChan chan *RestQueue
OrderChan chan *private.Order
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WriteLogChan chan *WriteLog
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}
type RestQueue struct {
InstId string
Bar string
After int64
Before int64
Limit string
Duration time.Duration
WithWs bool
}
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type CandleData struct {
Code string `json:"code"`
Msg string `json:"msg"`
Data [][]interface{} `json:"data"` // 用二维数组来接收 candles 数据
}
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type SubAction struct {
ActionName string
ForAll bool
MetaInfo map[string]interface{}
}
func (rst *RestQueue) Show(cr *Core) {
fmt.Println("restQueue:", rst.InstId, rst.Bar, rst.Limit)
}
func (rst *RestQueue) Save(cr *Core) {
afterSec := ""
if rst.After > 0 {
afterSec = fmt.Sprint("&after=", rst.After)
}
beforeSec := ""
if rst.Before > 0 {
beforeSec = fmt.Sprint("&before=", rst.Before)
}
limitSec := ""
if len(rst.Limit) > 0 {
limitSec = fmt.Sprint("&limit=", rst.Limit)
}
link := "/api/v5/market/candles?instId=" + rst.InstId + "&bar=" + rst.Bar + limitSec + afterSec + beforeSec
fmt.Println("restLink: ", link)
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rsp, err := cr.v5PublicInvoke(link)
if err != nil {
fmt.Println("cr.v5PublicInvoke err:", err)
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} else {
fmt.Println("cr.v5PublicInvoke result count:", len(rsp.Data))
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}
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cr.SaveCandle(rst.InstId, rst.Bar, rsp, rst.Duration, rst.WithWs)
}
func WriteLogProcess(cr *Core) {
for {
wg := <-cr.WriteLogChan
go func(wg *WriteLog) {
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fmt.Println("start writelog: " + wg.Tag + " " + wg.Id)
wg.Process(cr)
}(wg)
time.Sleep(50 * time.Millisecond)
}
}
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func (cr *Core) ShowSysTime() {
rsp, _ := cr.RestInvoke("/api/v5/public/time", rest.GET)
fmt.Println("serverSystem time:", rsp)
}
func (core *Core) Init() {
core.Env = os.Getenv("GO_ENV")
gitBranch := os.Getenv("gitBranchName")
commitID := os.Getenv("gitCommitID")
fmt.Println("当前环境: ", core.Env)
fmt.Println("gitBranch: ", gitBranch)
fmt.Println("gitCommitID: ", commitID)
cfg := MyConfig{}
cfg, _ = cfg.Init()
core.Cfg = &cfg
cli, err := core.GetRedisCli()
core.RedisCli = cli
core.RestQueueChan = make(chan *RestQueue)
core.WriteLogChan = make(chan *WriteLog)
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core.OrderChan = make(chan *private.Order)
if err != nil {
fmt.Println("init redis client err: ", err)
}
}
func (core *Core) GetRedisCli() (*redis.Client, error) {
ru := core.Cfg.RedisConf.Url
rp := core.Cfg.RedisConf.Password
ri := core.Cfg.RedisConf.Index
re := os.Getenv("REDIS_URL")
if len(re) > 0 {
ru = re
}
client := redis.NewClient(&redis.Options{
Addr: ru,
Password: rp, //默认空密码
DB: ri, //使用默认数据库
})
pong, err := client.Ping().Result()
if pong == "PONG" && err == nil {
return client, err
} else {
fmt.Println("redis状态不可用:", ru, rp, ri, err)
}
return client, nil
}
func (core *Core) GetAllTickerInfo() (*rest.RESTAPIResult, error) {
// GET / 获取所有产品行情信息
rsp, err := core.RestInvoke("/api/v5/market/tickers?instType=SPOT", rest.GET)
return rsp, err
}
func (core *Core) GetBalances() (*rest.RESTAPIResult, error) {
// TODO 临时用了两个实现restInvoke复用原来的会有bug不知道是谁的bug
rsp, err := core.RestInvoke2("/api/v5/account/balance", rest.GET, nil)
return rsp, err
}
func (core *Core) GetLivingOrderList() ([]*private.Order, error) {
// TODO 临时用了两个实现restInvoke复用原来的会有bug不知道是谁的bug
params := make(map[string]interface{})
data, err := core.RestInvoke2("/api/v5/trade/orders-pending", rest.GET, &params)
odrsp := private.OrderResp{}
err = json.Unmarshal([]byte(data.Body), &odrsp)
str, _ := json.Marshal(odrsp)
fmt.Println("convert: err:", err, " body: ", data.Body, odrsp, " string:", string(str))
list, err := odrsp.Convert()
fmt.Println("loopLivingOrder response data:", str)
fmt.Println(utils.GetFuncName(), " 当前数据是 ", data.V5Response.Code, " list len:", len(list))
return list, err
}
func (core *Core) LoopInstrumentList() error {
for {
time.Sleep(3 * time.Second)
ctype := ws.SPOT
redisCli := core.RedisCli
counts, err := redisCli.HLen("instruments|" + ctype + "|hash").Result()
if err != nil {
fmt.Println("err of hset to redis:", err)
}
if counts == 0 {
continue
}
break
}
return nil
}
func (core *Core) SubscribeTicker(op string) error {
mp := make(map[string]string)
redisCli := core.RedisCli
ctype := ws.SPOT
mp, err := redisCli.HGetAll("instruments|" + ctype + "|hash").Result()
b, err := json.Marshal(mp)
js, err := simple.NewJson(b)
if err != nil {
fmt.Println("err of unMarshalJson3:", js)
}
// fmt.Println("ticker js: ", js)
instAry := js.MustMap()
for k, v := range instAry {
b = []byte(v.(string))
_, err := simple.NewJson(b)
if err != nil {
fmt.Println("err of unMarshalJson4:", js)
}
time.Sleep(5 * time.Second)
go func(instId string, op string) {
redisCli := core.RedisCli
_, err = redisCli.SAdd("tickers|"+op+"|set", instId).Result()
if err != nil {
fmt.Println("err of unMarshalJson5:", js)
}
}(k, op)
}
return nil
}
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func (core *Core) v5PublicInvoke(subUrl string) (*CandleData, error) {
restUrl, _ := core.Cfg.Config.Get("connect").Get("restBaseUrl").String()
url := restUrl + subUrl
resp, err := http.Get(url)
if err != nil {
return nil, err
}
defer resp.Body.Close()
body, err := ioutil.ReadAll(resp.Body)
var result CandleData
if err := json.Unmarshal(body, &result); err != nil {
return nil, err
}
return &result, nil
}
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func (core *Core) RestInvoke(subUrl string, method string) (*rest.RESTAPIResult, error) {
restUrl, _ := core.Cfg.Config.Get("connect").Get("restBaseUrl").String()
//ep, method, uri string, param *map[string]interface{}
rest := rest.NewRESTAPI(restUrl, method, subUrl, nil)
key, _ := core.Cfg.Config.Get("credentialReadOnly").Get("okAccessKey").String()
secure, _ := core.Cfg.Config.Get("credentialReadOnly").Get("secretKey").String()
pass, _ := core.Cfg.Config.Get("credentialReadOnly").Get("okAccessPassphrase").String()
isDemo := false
if core.Env == "demoEnv" {
isDemo = true
}
rest.SetSimulate(isDemo).SetAPIKey(key, secure, pass)
response, err := rest.Run(context.Background())
if err != nil {
fmt.Println("restInvoke1 err:", subUrl, err)
}
return response, err
}
func (core *Core) RestInvoke2(subUrl string, method string, param *map[string]interface{}) (*rest.RESTAPIResult, error) {
key, err1 := core.Cfg.Config.Get("credentialReadOnly").Get("okAccessKey").String()
secret, err2 := core.Cfg.Config.Get("credentialReadOnly").Get("secretKey").String()
pass, err3 := core.Cfg.Config.Get("credentialReadOnly").Get("okAccessPassphrase").String()
userId, err4 := core.Cfg.Config.Get("connect").Get("userId").String()
restUrl, err5 := core.Cfg.Config.Get("connect").Get("restBaseUrl").String()
if err1 != nil || err2 != nil || err3 != nil || err4 != nil || err5 != nil {
fmt.Println(err1, err2, err3, err4, err5)
} else {
fmt.Println("key:", key, secret, pass, "userId:", userId, "restUrl: ", restUrl)
}
// reqParam := make(map[string]interface{})
// if param != nil {
// reqParam = *param
// }
// rs := rest.NewRESTAPI(restUrl, method, subUrl, &reqParam)
isDemo := false
if core.Env == "demoEnv" {
isDemo = true
}
// rs.SetSimulate(isDemo).SetAPIKey(key, secret, pass).SetUserId(userId)
// response, err := rs.Run(context.Background())
// if err != nil {
// fmt.Println("restInvoke2 err:", subUrl, err)
// }
apikey := rest.APIKeyInfo{
ApiKey: key,
SecKey: secret,
PassPhrase: pass,
}
cli := rest.NewRESTClient(restUrl, &apikey, isDemo)
rsp, err := cli.Get(context.Background(), subUrl, param)
if err != nil {
return rsp, err
}
fmt.Println("response:", rsp, err)
return rsp, err
}
func (core *Core) RestPost(subUrl string, param *map[string]interface{}) (*rest.RESTAPIResult, error) {
key, err1 := core.Cfg.Config.Get("credentialMutable").Get("okAccessKey").String()
secret, err2 := core.Cfg.Config.Get("credentialMutable").Get("secretKey").String()
pass, err3 := core.Cfg.Config.Get("credentialMutable").Get("okAccessPassphrase").String()
userId, err4 := core.Cfg.Config.Get("connect").Get("userId").String()
restUrl, err5 := core.Cfg.Config.Get("connect").Get("restBaseUrl").String()
if err1 != nil || err2 != nil || err3 != nil || err4 != nil || err5 != nil {
fmt.Println(err1, err2, err3, err4, err5)
} else {
fmt.Println("key:", key, secret, pass, "userId:", userId, "restUrl: ", restUrl)
}
// 请求的另一种方式
apikey := rest.APIKeyInfo{
ApiKey: key,
SecKey: secret,
PassPhrase: pass,
}
isDemo := false
if core.Env == "demoEnv" {
isDemo = true
}
cli := rest.NewRESTClient(restUrl, &apikey, isDemo)
rsp, err := cli.Post(context.Background(), subUrl, param)
if err != nil {
return rsp, err
}
return rsp, err
}
// 我当前持有的币,每分钟刷新
func (core *Core) GetMyFavorList() []string {
redisCli := core.RedisCli
opt := redis.ZRangeBy{
Min: "10",
Max: "100000000000",
}
cary, _ := redisCli.ZRevRangeByScore("private|positions|sortedSet", opt).Result()
cl := []string{}
for _, v := range cary {
cry := strings.Split(v, "|")[0] + "-USDT"
cl = append(cl, cry)
}
return cary
}
// 得到交易量排行榜,订阅其中前N名的各维度k线,并merge进来我已经购买的币列表这个列表是动态更新的
// 改了,不需要交易排行榜,我手动指定一个排行即可, tickersVol|sortedSet 改成 tickersList|sortedSet
func (core *Core) GetScoreList(count int) []string {
redisCli := core.RedisCli
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curList, err := redisCli.ZRange("tickersList|sortedSet", 0, int64(count-1)).Result()
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if err != nil {
fmt.Println("zrevrange err:", err)
}
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fmt.Println("curList: ", curList)
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return curList
}
func LoopBalances(cr *Core, mdura time.Duration) {
//协程动态维护topScore
ticker := time.NewTicker(mdura)
for {
select {
case <-ticker.C:
//协程循环执行rest请求candle
fmt.Println("loopBalance: receive ccyChannel start")
RestBalances(cr)
}
}
}
func LoopLivingOrders(cr *Core, mdura time.Duration) {
//协程动态维护topScore
ticker := time.NewTicker(mdura)
for {
select {
case <-ticker.C:
//协程循环执行rest请求candle
fmt.Println("loopLivingOrder: receive ccyChannel start")
RestLivingOrder(cr)
}
}
}
func RestBalances(cr *Core) ([]*private.Ccy, error) {
// fmt.Println("restBalance loopBalance loop start")
ccyList := []*private.Ccy{}
rsp, err := cr.GetBalances()
if err != nil {
fmt.Println("loopBalance err00: ", err)
}
fmt.Println("loopBalance balance rsp: ", rsp)
if err != nil {
fmt.Println("loopBalance err01: ", err)
return ccyList, err
}
if len(rsp.Body) == 0 {
fmt.Println("loopBalance err03: rsp body is null")
return ccyList, err
}
js1, err := simple.NewJson([]byte(rsp.Body))
if err != nil {
fmt.Println("loopBalance err1: ", err)
}
itemList := js1.Get("data").GetIndex(0).Get("details").MustArray()
// maxTickers是重点关注的topScore的coins的数量
cli := cr.RedisCli
for _, v := range itemList {
js, _ := json.Marshal(v)
ccyResp := private.CcyResp{}
err := json.Unmarshal(js, &ccyResp)
if err != nil {
fmt.Println("loopBalance err2: ", err)
}
ccy, err := ccyResp.Convert()
ccyList = append(ccyList, ccy)
if err != nil {
fmt.Println("loopBalance err2: ", err)
}
z := redis.Z{
Score: ccy.EqUsd,
Member: ccy.Ccy + "|position|key",
}
res, err := cli.ZAdd("private|positions|sortedSet", z).Result()
if err != nil {
fmt.Println("loopBalance err3: ", res, err)
}
res1, err := cli.Set(ccy.Ccy+"|position|key", js, 0).Result()
if err != nil {
fmt.Println("loopBalance err4: ", res1, err)
}
bjs, _ := json.Marshal(ccy)
tsi := time.Now().Unix()
tsii := tsi - tsi%600
tss := strconv.FormatInt(tsii, 10)
cli.Set(CCYPOSISTIONS_PUBLISH+"|ts:"+tss, 1, 10*time.Minute).Result()
fmt.Println("ccy published: ", string(bjs))
//TODO FIXME 50毫秒每分钟上限是1200个订单超过就无法遍历完成
time.Sleep(50 * time.Millisecond)
suffix := ""
if cr.Env == "demoEnv" {
suffix = "-demoEnv"
}
// TODO FIXME cli2
cli.Publish(CCYPOSISTIONS_PUBLISH+suffix, string(bjs)).Result()
}
return ccyList, nil
}
func RestLivingOrder(cr *Core) ([]*private.Order, error) {
// fmt.Println("restOrder loopOrder loop start")
orderList := []*private.Order{}
list, err := cr.GetLivingOrderList()
if err != nil {
fmt.Println("loopLivingOrder err00: ", err)
}
fmt.Println("loopLivingOrder response:", list)
go func() {
for _, v := range list {
fmt.Println("order orderV:", v)
time.Sleep(30 * time.Millisecond)
cr.OrderChan <- v
}
}()
return orderList, nil
}
func (cr *Core) ProcessOrder(od *private.Order) error {
// publish
go func() {
suffix := ""
if cr.Env == "demoEnv" {
suffix = "-demoEnv"
}
cn := ORDER_PUBLISH + suffix
bj, _ := json.Marshal(od)
// TODO FIXME cli2
res, _ := cr.RedisCli.Publish(cn, string(bj)).Result()
fmt.Println("order publish res: ", res, " content: ", string(bj))
rsch := ORDER_RESP_PUBLISH + suffix
bj1, _ := json.Marshal(res)
// TODO FIXME cli2
res, _ = cr.RedisCli.Publish(rsch, string(bj1)).Result()
}()
return nil
}
func (cr *Core) DispatchSubAction(action *SubAction) error {
go func() {
suffix := ""
if cr.Env == "demoEnv" {
suffix = "-demoEnv"
}
fmt.Println("action: ", action.ActionName, action.MetaInfo)
res, err := cr.RestPostWrapper("/api/v5/trade/"+action.ActionName, action.MetaInfo)
if err != nil {
fmt.Println(utils.GetFuncName(), " actionRes 1:", err)
}
rsch := ORDER_RESP_PUBLISH + suffix
bj1, _ := json.Marshal(res)
// TODO FIXME cli2
rs, _ := cr.RedisCli.Publish(rsch, string(bj1)).Result()
fmt.Println("action rs: ", rs)
}()
return nil
}
func (cr *Core) RestPostWrapper(url string, param map[string]interface{}) (rest.Okexv5APIResponse, error) {
suffix := ""
if cr.Env == "demoEnv" {
suffix = "-demoEnv"
}
res, err := cr.RestPost(url, &param)
fmt.Println("actionRes 2:", res.V5Response.Msg, res.V5Response.Data, err)
bj, _ := json.Marshal(res)
// TODO FIXME cli2
cr.RedisCli.Publish(ORDER_RESP_PUBLISH+suffix, string(bj))
return res.V5Response, nil
}
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func (cr *Core) AddToGeneralCandleChnl(candle *Candle, channels []string) {
redisCli := cr.RedisCli
ab, _ := json.Marshal(candle)
for _, v := range channels {
suffix := ""
env := os.Getenv("GO_ENV")
if env == "demoEnv" {
suffix = "-demoEnv"
}
vd := v + suffix
_, err := redisCli.Publish(vd, string(ab)).Result()
if err != nil {
fmt.Println("err of ma7|ma30 add to redis2:", err, candle.From)
}
}
}