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