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core被单独抽离出来做独立模块了

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This commit is contained in:
zhangkun 2024-12-12 09:53:43 +08:00
parent 0932c04a66
commit 7297621f3d
11 changed files with 8 additions and 1242 deletions
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1
.gitignore vendored
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@ -1,2 +1,3 @@
vendor/
tunas
texus

470
core/candle.go
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@ -1,470 +0,0 @@
package core
import (
"crypto/sha256"
"encoding/hex"
"encoding/json"
"errors"
"fmt"
"math/rand"
"os"
"strconv"
"strings"
"time"
// "v5sdk_go/rest"
simple "github.com/bitly/go-simplejson"
"github.com/go-redis/redis"
"github.com/phyer/texus/utils"
)
type Candle struct {
Id string `json:"_id"`
core *Core
InstId string
Period string
Data []interface{}
From string
Timestamp time.Time
Open float64
High float64
Low float64
Close float64
VolCcy float64
Confirm bool
}
type MaX struct {
Core *Core
InstId string
Period string
KeyName string
Count int
Ts int64
Value float64
Data []interface{}
From string
}
type MatchCheck struct {
Minutes int64
Matched bool
}
func (mc *MatchCheck) SetMatched(value bool) {
mc.Matched = value
}
func (core *Core) GetCandlesWithRest(instId string, kidx int, dura time.Duration, maxCandles int) error {
ary := []string{}
wsary := core.Cfg.CandleDimentions
for k, v := range wsary {
matched := false
// 这个算法的目的是：越靠后的candles维度，被命中的概率越低，第一个百分之百命中，后面开始越来越低, 每分钟都会发生这样的计算，
// 因为维度多了的话，照顾不过来
rand.New(rand.NewSource(time.Now().UnixNano()))
rand.Seed(time.Now().UnixNano())
n := (k*2 + 2) * 3
if n < 1 {
n = 1
}
b := rand.Intn(n)
if b < 8 {
matched = true
}
if matched {
ary = append(ary, v)
}
}
mdura := dura/(time.Duration(len(ary)+1)) - 50*time.Millisecond
// fmt.Println("loop4 Ticker Start instId, dura: ", instId, dura, dura/10, mdura, len(ary), " idx: ", kidx)
// time.Duration(len(ary)+1)
ticker := time.NewTicker(mdura)
done := make(chan bool)
idx := 0
go func(i int) {
for {
select {
case <-ticker.C:
if i >= (len(ary)) {
done <- true
break
}
rand.Seed(time.Now().UnixNano())
b := rand.Intn(2)
maxCandles = maxCandles * (i + b) * 2
if maxCandles < 3 {
maxCandles = 3
}
if maxCandles > 30 {
maxCandles = 30
}
mx := strconv.Itoa(maxCandles)
// fmt.Println("loop4 getCandlesWithRest, instId, period,limit,dura, t: ", instId, ary[i], mx, mdura)
go func(ii int) {
restQ := RestQueue{
InstId: instId,
Bar: ary[ii],
Limit: mx,
Duration: mdura,
WithWs: true,
}
js, _ := json.Marshal(restQ)
core.RedisCli.LPush("restQueue", js)
}(i)
i++
}
}
}(idx)
time.Sleep(dura - 10*time.Millisecond)
ticker.Stop()
// fmt.Println("loop4 Ticker stopped instId, dura: ", instId, dura, mdura)
done <- true
return nil
}
// 当前的时间毫秒数 对于某个时间段，比如3分钟，10分钟，是否可以被整除，
func IsModOf(curInt int64, duration time.Duration) bool {
vol := int64(0)
if duration < 24*time.Hour {
// 小于1天
vol = (curInt + 28800000)
} else if duration >= 24*time.Hour && duration < 48*time.Hour {
// 1天
vol = curInt - 1633881600000
} else if duration >= 48*time.Hour && duration < 72*time.Hour {
// 2天
vol = curInt - 1633795200000
} else if duration >= 72*time.Hour && duration < 120*time.Hour {
// 3天
vol = curInt - 1633708800000
} else if duration >= 120*time.Hour {
// 5天
vol = curInt - 1633795200000
} else {
// fmt.Println("noMatched:", curInt)
}
mody := vol % duration.Milliseconds()
if mody == 0 {
return true
}
return false
}
func (core *Core) SaveCandle(instId string, period string, rsp *CandleData, dura time.Duration, withWs bool) {
leng := len(rsp.Data)
for _, v := range rsp.Data {
candle := Candle{
InstId: instId,
Period: period,
Data: v,
From: "rest",
}
//存到elasticSearch
candle.PushToWriteLogChan(core)
//保存rest得到的candle
// 发布到allCandles|publish, 给外部订阅者用于setToKey
arys := []string{ALLCANDLES_PUBLISH}
if withWs {
arys = append(arys, ALLCANDLES_INNER_PUBLISH)
}
// 如果candle都不需要存到redis，那么AddToGeneralCandleChnl也没有意义
saveCandle := os.Getenv("TEXUS_SAVECANDLE")
if saveCandle == "true" {
candle.SetToKey(core)
core.AddToGeneralCandleChnl(&candle, arys)
time.Sleep(dura / time.Duration(leng))
}
}
}
func (candle *Candle) PushToWriteLogChan(cr *Core) error {
did := candle.InstId + candle.Period + candle.Data[0].(string)
candle.Id = HashString(did)
ncd, _ := candle.ToStruct(cr)
fmt.Println("ncd: ", ncd)
cd, _ := json.Marshal(ncd)
wg := WriteLog{
Content: cd,
Tag: "sardine.log.candle." + candle.Period,
Id: candle.Id,
}
cr.WriteLogChan <- &wg
return nil
}
func Daoxu(arr []interface{}) {
var temp interface{}
length := len(arr)
for i := 0; i < length/2; i++ {
temp = arr[i]
arr[i] = arr[length-1-i]
arr[length-1-i] = temp
}
}
func HashString(input string) string {
// 计算SHA-256哈希值
hash := sha256.Sum256([]byte(input))
// 转换为十六进制字符串
hashHex := hex.EncodeToString(hash[:])
// 返回前20位
return hashHex[:23]
}
func (cl *Candle) ToStruct(core *Core) (*Candle, error) {
// cl.Timestamp
ncd := Candle{}
ncd.Id = cl.Id
ncd.Period = cl.Period
ncd.InstId = cl.InstId
ncd.From = cl.From
// 将字符串转换为 int64 类型的时间戳
ts, err := strconv.ParseInt(cl.Data[0].(string), 10, 64)
if err != nil {
fmt.Println("Error parsing timestamp:", err)
return nil, err
}
ncd.Timestamp = time.Unix(ts/1000, (ts%1000)*1000000) // 纳秒级别
op, err := strconv.ParseFloat(cl.Data[1].(string), 64)
if err != nil {
fmt.Println("Error parsing string to float64:", err)
return nil, err
}
ncd.Open = op
hi, err := strconv.ParseFloat(cl.Data[2].(string), 64)
if err != nil {
fmt.Println("Error parsing string to float64:", err)
return nil, err
}
ncd.High = hi
lo, err := strconv.ParseFloat(cl.Data[3].(string), 64)
if err != nil {
fmt.Println("Error parsing string to float64:", err)
return nil, err
}
ncd.Low = lo
clse, err := strconv.ParseFloat(cl.Data[4].(string), 64)
if err != nil {
fmt.Println("Error parsing string to float64:", err)
return nil, err
}
ncd.Close = clse
ncd.VolCcy, err = strconv.ParseFloat(cl.Data[6].(string), 64)
if err != nil {
fmt.Println("Error parsing string to float64:", err)
return nil, err
}
if cl.Data[6].(string) == "1" {
ncd.Confirm = true
} else {
ncd.Confirm = false
}
return &ncd, nil
}
func (mx *MaX) SetToKey() ([]interface{}, error) {
cstr := strconv.Itoa(mx.Count)
tss := strconv.FormatInt(mx.Ts, 10)
keyName := "ma" + cstr + "|candle" + mx.Period + "|" + mx.InstId + "|ts:" + tss
//过期时间：根号(当前candle的周期/1分钟)*10000
dt := []interface{}{}
dt = append(dt, mx.Ts)
dt = append(dt, mx.Value)
dj, _ := json.Marshal(dt)
exp := mx.Core.PeriodToMinutes(mx.Period)
expf := utils.Sqrt(float64(exp)) * 100
extt := time.Duration(expf) * time.Minute
// loc, _ := time.LoadLocation("Asia/Shanghai")
// tm := time.UnixMilli(mx.Ts).In(loc).Format("2006-01-02 15:04")
// fmt.Println("setToKey:", keyName, "ts:", tm, string(dj), "from: ", mx.From)
_, err := mx.Core.RedisCli.GetSet(keyName, dj).Result()
mx.Core.RedisCli.Expire(keyName, extt)
return dt, err
}
// 保证同一个 period, keyName ，在一个周期里，SaveToSortSet只会被执行一次
func (core *Core) SaveUniKey(period string, keyName string, extt time.Duration, tsi int64, cl *Candle) {
refName := keyName + "|refer"
refRes, _ := core.RedisCli.GetSet(refName, 1).Result()
core.RedisCli.Expire(refName, extt)
// 为保证唯一性机制，防止SaveToSortSet 被重复执行
if len(refRes) != 0 {
fmt.Println("refName exist: ", refName)
return
}
core.SaveToSortSet(period, keyName, extt, tsi)
}
// tsi: 上报时间timeStamp millinSecond
func (core *Core) SaveToSortSet(period string, keyName string, extt time.Duration, tsi int64) {
ary := strings.Split(keyName, "ts:")
setName := ary[0] + "sortedSet"
z := redis.Z{
Score: float64(tsi),
Member: keyName,
}
rs, err := core.RedisCli.ZAdd(setName, z).Result()
if err != nil {
fmt.Println("err of ma7|ma30 add to redis:", err)
} else {
fmt.Println("sortedSet added to redis:", rs, keyName)
}
}
func (cr *Core) PeriodToMinutes(period string) int64 {
ary := strings.Split(period, "")
beiStr := "1"
danwei := ""
if len(ary) == 3 {
beiStr = ary[0] + ary[1]
danwei = ary[2]
} else {
beiStr = ary[0]
danwei = ary[1]
}
cheng := 1
bei, _ := strconv.Atoi(beiStr)
switch danwei {
case "m":
{
cheng = bei
break
}
case "H":
{
cheng = bei * 60
break
}
case "D":
{
cheng = bei * 60 * 24
break
}
case "W":
{
cheng = bei * 60 * 24 * 7
break
}
case "M":
{
cheng = bei * 60 * 24 * 30
break
}
case "Y":
{
cheng = bei * 60 * 24 * 365
break
}
default:
{
fmt.Println("notmatch:", danwei)
}
}
return int64(cheng)
}
// type ScanCmd struct {
// baseCmd
//
// page []string
// cursor uint64
//
// process func(cmd Cmder) error
// }
func (core *Core) GetRangeKeyList(pattern string, from time.Time) ([]*simple.Json, error) {
// 比如，用来计算ma30或ma7，倒推多少时间范围，
redisCli := core.RedisCli
cursor := uint64(0)
n := 0
allTs := []int64{}
var keys []string
for {
var err error
keys, cursor, _ = redisCli.Scan(cursor, pattern+"*", 2000).Result()
if err != nil {
panic(err)
}
n += len(keys)
if n == 0 {
break
}
}
// keys, _ := redisCli.Keys(pattern + "*").Result()
for _, key := range keys {
keyAry := strings.Split(key, ":")
key = keyAry[1]
keyi64, _ := strconv.ParseInt(key, 10, 64)
allTs = append(allTs, keyi64)
}
nary := utils.RecursiveBubble(allTs, len(allTs))
tt := from.UnixMilli()
ff := tt - tt%60000
fi := int64(ff)
mary := []int64{}
for _, v := range nary {
if v < fi {
break
}
mary = append(mary, v)
}
res := []*simple.Json{}
for _, v := range mary {
// if k > 1 {
// break
// }
nv := pattern + strconv.FormatInt(v, 10)
str, err := redisCli.Get(nv).Result()
if err != nil {
fmt.Println("err of redis get key:", nv, err)
}
cur, err := simple.NewJson([]byte(str))
if err != nil {
fmt.Println("err of create newJson:", str, err)
}
res = append(res, cur)
}
return res, nil
}
func (cl *Candle) SetToKey(core *Core) ([]interface{}, error) {
data := cl.Data
tsi, err := strconv.ParseInt(data[0].(string), 10, 64)
tss := strconv.FormatInt(tsi, 10)
keyName := "candle" + cl.Period + "|" + cl.InstId + "|ts:" + tss
//过期时间：根号(当前candle的周期/1分钟)*10000
dt, err := json.Marshal(cl.Data)
exp := core.PeriodToMinutes(cl.Period)
// expf := float64(exp) * 60
expf := utils.Sqrt(float64(exp)) * 100
extt := time.Duration(expf) * time.Minute
curVolstr, _ := data[5].(string)
curVol, err := strconv.ParseFloat(curVolstr, 64)
if err != nil {
fmt.Println("err of convert ts:", err)
}
curVolCcystr, _ := data[6].(string)
curVolCcy, err := strconv.ParseFloat(curVolCcystr, 64)
curPrice := curVolCcy / curVol
if curPrice <= 0 {
fmt.Println("price有问题", curPrice, "dt: ", string(dt), "from:", cl.From)
err = errors.New("price有问题")
return cl.Data, err
}
redisCli := core.RedisCli
// tm := time.UnixMilli(tsi).Format("2006-01-02 15:04")
fmt.Println("setToKey:", keyName, "ts: ", "price: ", curPrice, "from:", cl.From)
redisCli.Set(keyName, dt, extt).Result()
core.SaveUniKey(cl.Period, keyName, extt, tsi, cl)
return cl.Data, err
}

122
core/config.go
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@ -1,122 +0,0 @@
package core
import (
"fmt"
"io/ioutil"
"log"
"os"
"strings"
simple "github.com/bitly/go-simplejson"
)
type MyConfig struct {
Env string `json:"env", string`
Config *simple.Json
CandleDimentions []string `json:"candleDimentions"`
RedisConf *RedisConfig `json:"redis"`
CredentialReadOnlyConf *CredentialConfig `json:"credential"`
CredentialMutableConf *CredentialConfig `json:"credential"`
ConnectConf *ConnectConfig `json:"connect"`
// ThreadsConf *ThreadsConfig `json:"threads"`
}
type RedisConfig struct {
Url string `json:"url", string`
Password string `json:"password", string`
Index int `json:"index", string`
}
type CredentialConfig struct {
SecretKey string `json:"secretKey", string`
BaseUrl string `json:"baseUrl", string`
OkAccessKey string `json:"okAccessKey", string`
OkAccessPassphrase string `json:"okAccessPassphrase", string`
}
type ConnectConfig struct {
LoginSubUrl string `json:"loginSubUrl", string`
WsPrivateBaseUrl string `json:"wsPrivateBaseUrl", string`
WsPublicBaseUrl string `json:"wsPublicBaseUrl", string`
RestBaseUrl string `json:"restBaseUrl", string`
}
type ThreadsConfig struct {
MaxLenTickerStream int `json:"maxLenTickerStream", int`
MaxCandles int `json:"maxCandles", string`
AsyncChannels int `json:"asyncChannels", int`
MaxTickers int `json:"maxTickers", int`
RestPeriod int `json:"restPeriod", int`
WaitWs int `json:"waitWs", int`
}
func (cfg MyConfig) Init() (MyConfig, error) {
env := os.Getenv("GO_ENV")
arystr := os.Getenv("TUNAS_CANDLESDIMENTIONS")
ary := strings.Split(arystr, "|")
cfg.CandleDimentions = ary
jsonStr, err := ioutil.ReadFile("/go/json/basicConfig.json")
if err != nil {
jsonStr, err = ioutil.ReadFile("configs/basicConfig.json")
if err != nil {
fmt.Println("err2:", err.Error())
return cfg, err
}
cfg.Config, err = simple.NewJson([]byte(jsonStr))
if err != nil {
fmt.Println("err2:", err.Error())
return cfg, err
}
cfg.Env = env
}
cfg.Config = cfg.Config.Get(env)
ru, err := cfg.Config.Get("redis").Get("url").String()
rp, _ := cfg.Config.Get("redis").Get("password").String()
ri, _ := cfg.Config.Get("redis").Get("index").Int()
redisConf := RedisConfig{
Url: ru,
Password: rp,
Index: ri,
}
// fmt.Println("cfg: ", cfg)
cfg.RedisConf = &redisConf
ls, _ := cfg.Config.Get("connect").Get("loginSubUrl").String()
wsPub, _ := cfg.Config.Get("connect").Get("wsPrivateBaseUrl").String()
wsPri, _ := cfg.Config.Get("connect").Get("wsPublicBaseUrl").String()
restBu, _ := cfg.Config.Get("connect").Get("restBaseUrl").String()
connectConfig := ConnectConfig{
LoginSubUrl: ls,
WsPublicBaseUrl: wsPub,
WsPrivateBaseUrl: wsPri,
RestBaseUrl: restBu,
}
cfg.ConnectConf = &connectConfig
return cfg, nil
}
func (cfg *MyConfig) GetConfigJson(arr []string) *simple.Json {
env := os.Getenv("GO_ENV")
fmt.Println("env: ", env)
cfg.Env = env
json, err := ioutil.ReadFile("/go/json/basicConfig.json")
if err != nil {
json, err = ioutil.ReadFile("configs/basicConfig.json")
if err != nil {
log.Panic("read config error: ", err.Error())
}
}
if err != nil {
fmt.Println("read file err: ", err)
}
rjson, err := simple.NewJson(json)
if err != nil {
fmt.Println("newJson err: ", err)
}
for _, s := range arr {
rjson = rjson.Get(s)
// fmt.Println(s, ": ", rjson)
}
return rjson
}

12
core/const.go
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@ -1,12 +0,0 @@
package core
const MAIN_ALLCOINS_PERIOD_MINUTES = 1
const MAIN_ALLCOINS_ONCE_COUNTS = 3
const MAIN_ALLCOINS_BAR_PERIOD = "3m"
const ALLCANDLES_PUBLISH = "allCandles|publish"
const ALLCANDLES_INNER_PUBLISH = "allCandlesInner|publish"
const ORDER_PUBLISH = "private|order|publish"
const TICKERINFO_PUBLISH = "tickerInfo|publish"
const CCYPOSISTIONS_PUBLISH = "ccyPositions|publish"
const SUBACTIONS_PUBLISH = "subActions|publish"
const ORDER_RESP_PUBLISH = "private|actionResp|publish"

532
core/core.go
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@ -1,532 +0,0 @@
package core
import (
"context"
"encoding/json"
// "errors"
"fmt"
// "math/rand"
"io/ioutil"
"net/http"
"os"
"strconv"
"strings"
"sync"
"time"
"v5sdk_go/rest"
"v5sdk_go/ws"
// "v5sdk_go/ws/wImpl"
simple "github.com/bitly/go-simplejson"
"github.com/go-redis/redis"
"github.com/phyer/texus/private"
"github.com/phyer/texus/utils"
)
type Core struct {
Env string
Cfg *MyConfig
RedisCli *redis.Client
RedisCli2 *redis.Client
FluentBitUrl string
Wg sync.WaitGroup
RestQueueChan chan *RestQueue
OrderChan chan *private.Order
WriteLogChan chan *WriteLog
}
type RestQueue struct {
InstId string
Bar string
After int64
Before int64
Limit string
Duration time.Duration
WithWs bool
}
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
}
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)
rsp, err := cr.v5PublicInvoke(link)
if err != nil {
fmt.Println("cr.v5PublicInvoke err:", err)
} else {
fmt.Println("cr.v5PublicInvoke result count:", len(rsp.Data))
}
cr.SaveCandle(rst.InstId, rst.Bar, rsp, rst.Duration, rst.WithWs)
}
func WriteLogProcess(cr *Core) {
for {
wg := <-cr.WriteLogChan
go func(wg *WriteLog) {
fmt.Println("start writelog: " + wg.Tag + " " + wg.Id)
wg.Process(cr)
}(wg)
time.Sleep(50 * time.Millisecond)
}
}
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)
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
}
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
}
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
curList, err := redisCli.ZRange("tickersList|sortedSet", 0, int64(count-1)).Result()
if err != nil {
fmt.Println("zrevrange err:", err)
}
fmt.Println("curList: ", curList)
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
}
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)
}
}
}

70
core/ticker.go
View File

@ -1,70 +0,0 @@
package core
import (
"fmt"
"reflect"
"strconv"
)
type TickerInfo struct {
Id string `json:"_id"`
InstId string `json:"instId"`
Last float64 `json:"last"`
InstType string `json:"instType"`
VolCcy24h float64 `json:"volCcy24h"`
Ts int64 `json:"ts"`
}
type TickerInfoResp struct {
InstId string `json:"instId"`
Last string `json:"last"`
InstType string `json:"instType"`
VolCcy24h string `json:"volCcy24h"`
Ts string `json:"ts"`
}
func (tir *TickerInfoResp) Convert() TickerInfo {
ti := TickerInfo{
Id: HashString(tir.InstId + tir.Ts),
InstId: tir.InstId,
InstType: tir.InstType,
Last: ToFloat64(tir.Last),
VolCcy24h: ToFloat64(tir.VolCcy24h),
Ts: ToInt64(tir.Ts),
}
return ti
}
func ToString(val interface{}) string {
valstr := ""
if reflect.TypeOf(val).Name() == "string" {
valstr = val.(string)
} else if reflect.TypeOf(val).Name() == "float64" {
valstr = fmt.Sprintf("%f", val)
} else if reflect.TypeOf(val).Name() == "int64" {
valstr = strconv.FormatInt(val.(int64), 16)
}
return valstr
}
func ToInt64(val interface{}) int64 {
vali := int64(0)
if reflect.TypeOf(val).Name() == "string" {
vali, _ = strconv.ParseInt(val.(string), 10, 64)
} else if reflect.TypeOf(val).Name() == "float64" {
vali = int64(val.(float64))
}
return vali
}
func ToFloat64(val interface{}) float64 {
valf := float64(0)
if reflect.TypeOf(val).Name() == "string" {
valf, _ = strconv.ParseFloat(val.(string), 64)
} else if reflect.TypeOf(val).Name() == "float64" {
valf = val.(float64)
} else if reflect.TypeOf(val).Name() == "int64" {
valf = float64(val.(int64))
}
return valf
}

32
core/writeLog.go
View File

@ -1,32 +0,0 @@
package core
import (
"bytes"
"fmt"
"net/http"
"os"
logrus "github.com/sirupsen/logrus"
)
type WriteLog struct {
Content []byte
Tag string
Id string
}
func (wg *WriteLog) Process(cr *Core) error {
go func() {
reqBody := bytes.NewBuffer(wg.Content)
cr.Env = os.Getenv("GO_ENV")
cr.FluentBitUrl = os.Getenv("TEXUS_FluentBitUrl")
fullUrl := "http://" + cr.FluentBitUrl + "/" + wg.Tag
res, err := http.Post(fullUrl, "application/json", reqBody)
fmt.Println("requested, response:", fullUrl, string(wg.Content), res)
if err != nil {
logrus.Error(err)
}
}()
return nil
}

7
go.mod
View File

@ -11,20 +11,21 @@ go 1.21
require (
github.com/bitly/go-simplejson v0.5.0
github.com/go-redis/redis v6.15.9+incompatible
github.com/sirupsen/logrus v1.9.3
github.com/phyer/core v0.0.0-20241212012123-7c451a49d860
v5sdk_go/rest v0.0.0-00010101000000-000000000000
v5sdk_go/ws v0.0.0-00010101000000-000000000000
)
require (
github.com/bmizerany/assert v0.0.0-20160611221934-b7ed37b82869 // indirect
github.com/go-redis/redis v6.15.9+incompatible // indirect
github.com/gorilla/websocket v1.5.1 // indirect
github.com/kr/pretty v0.3.0 // indirect
github.com/onsi/ginkgo v1.16.4 // indirect
github.com/onsi/gomega v1.16.0 // indirect
github.com/sirupsen/logrus v1.9.3 // indirect
golang.org/x/net v0.17.0 // indirect
golang.org/x/sys v0.13.0 // indirect
v5sdk_go/config v0.0.0-00010101000000-000000000000 // indirect
v5sdk_go/utils v0.0.0-00010101000000-000000000000 // indirect
v5sdk_go/ws v0.0.0-00010101000000-000000000000 // indirect
)

2
go.sum
View File

@ -46,6 +46,8 @@ github.com/onsi/gomega v1.7.1/go.mod h1:XdKZgCCFLUoM/7CFJVPcG8C1xQ1AJ0vpAezJrB7J
github.com/onsi/gomega v1.10.1/go.mod h1:iN09h71vgCQne3DLsj+A5owkum+a2tYe+TOCB1ybHNo=
github.com/onsi/gomega v1.16.0 h1:6gjqkI8iiRHMvdccRJM8rVKjCWk6ZIm6FTm3ddIe4/c=
github.com/onsi/gomega v1.16.0/go.mod h1:HnhC7FXeEQY45zxNK3PPoIUhzk/80Xly9PcubAlGdZY=
github.com/phyer/core v0.0.0-20241212012123-7c451a49d860 h1:BZvZ7g/dPudXwCB9QNq9vPZb2xDbfTPWHVqyDGXSNBk=
github.com/phyer/core v0.0.0-20241212012123-7c451a49d860/go.mod h1:LyfJrdqSlm2MTOx0M3pnDntpwa64XD5nf0xYxvZ4El4=
github.com/pmezard/go-difflib v1.0.0 h1:4DBwDE0NGyQoBHbLQYPwSUPoCMWR5BEzIk/f1lZbAQM=
github.com/pmezard/go-difflib v1.0.0/go.mod h1:iKH77koFhYxTK1pcRnkKkqfTogsbg7gZNVY4sRDYZ/4=
github.com/rogpeppe/go-internal v1.6.1 h1:/FiVV8dS/e+YqF2JvO3yXRFbBLTIuSDkuC7aBOAvL+k=

2
main.go
View File

@ -13,7 +13,7 @@ import (
simple "github.com/bitly/go-simplejson"
// "github.com/go-redis/redis"
"github.com/phyer/texus/core"
"github.com/phyer/core"
// "github.com/phyer/texus/private"
"github.com/phyer/texus/utils"
)

BIN
texus
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