def application(argv):
fix_thread_set_name()
# init terminal displayer
Terminal()
options = {
'working-path': os.getcwd(),
'identity': 'real',
'config-path': './user/config',
'log-path': './user/log',
'reports-path': './user/reports',
'markets-path': './user/markets',
'log-name': 'siis.log',
}
# create initial siis data structure if necessary
install(options)
siis_log = SiisLog(options, Terminal().inst().style())
siis_logger = logging.getLogger('siis')
# parse process command line
if len(argv) > 1:
options['livemode'] = True
# utc or local datetime ?
for arg in argv:
if arg.startswith('--'):
if arg == '--paper-mode':
# livemode but in paper-mode
options['paper-mode'] = True
elif arg == '--fetch':
# use the fetcher
options['fetch'] = True
elif arg == '--binarize':
# use the binarizer
options['binarize'] = True
elif arg == '--optimize':
# use the optimizer
options['optimize'] = True
elif arg == '--sync':
# use the syncer
options['sync'] = True
elif arg == '--rebuild':
# use the rebuilder
options['rebuild'] = True
elif arg == '--install-market':
options['install-market'] = True
elif arg == '--initial-fetch':
# do the initial OHLC fetch for watchers
options['initial-fetch'] = True
elif arg == '--backtest':
# backtest mean always paper-mode
options['paper-mode'] = True
options['backtesting'] = True
elif arg.startswith('--timestep='):
# backesting timestep, default is 60 second
options['timestep'] = float(arg.split('=')[1])
elif arg.startswith('--time-factor='):
# backtesting time-factor
options['time-factor'] = float(arg.split('=')[1])
elif arg.startswith('--from='):
# if backtest from date (if ommited use whoole data) date format is "yyyy-mm-dd-hh:mm:ss", fetch, binarize, optimize to date
options['from'] = datetime.strptime(
arg.split('=')[1],
'%Y-%m-%dT%H:%M:%S').replace(tzinfo=UTC())
elif arg.startswith('--to='):
# if backtest to date (can be ommited), fetch, binarize, optimize to date
options['to'] = datetime.strptime(
arg.split('=')[1],
'%Y-%m-%dT%H:%M:%S').replace(tzinfo=UTC())
elif arg.startswith('--last='):
# fetch the last n data history
options['last'] = int(arg.split('=')[1])
elif arg.startswith('--market='):
# fetch, binarize, optimize the data history for this market
options['market'] = arg.split('=')[1]
elif arg.startswith('--spec='):
# fetcher data history option
options['option'] = arg.split('=')[1]
elif arg.startswith('--broker='):
# broker name for fetcher, watcher, optimize, binarize
options['broker'] = arg.split('=')[1]
elif arg.startswith('--timeframe='):
# fetch, binarize, optimize base timeframe
options['timeframe'] = arg.split('=')[1]
elif arg.startswith('--cascaded='):
# fetch cascaded ohlc generation
options['cascaded'] = arg.split('=')[1]
elif arg == '--watcher-only':
# feed only with live data (not compatible with --read-only)
options['watcher-only'] = True
elif arg == '--read-only':
# does not write to the database (not compatible with --watcher-only)
options['read-only'] = True
elif arg == '--check-data':
# check DB ohlc data (@todo)
options['check-data'] = True
elif arg.startswith('--profile='):
# appliances profile name
options['profile'] = arg.split('=')[1]
elif arg == '--version':
Terminal.inst().info('%s %s' % (APP_SHORT_NAME, '.'.join(
[str(x) for x in APP_VERSION])))
sys.exit(0)
elif arg == '--help' or '-h':
display_cli_help()
sys.exit(0)
else:
options['identity'] = argv[1]
# watcher-only read-only mutual exclusion
if options.get('watcher-only') and options.get('read-only'):
Terminal.inst().error(
"Options --watcher-only and --read-only are mutually exclusive !"
)
sys.exit(-1)
# backtesting
if options.get('backtesting', False):
if options.get('from') is None or options.get('to') is None:
del options['backtesting']
Terminal.inst().error(
"Backtesting need from= and to= date time")
sys.exit(-1)
if options['identity'].startswith('-'):
Terminal.inst().error("First option must be the identity name")
#
# binarizer mode
#
if options.get('binarize'):
if options.get('market') and options.get('from') and options.get(
'to') and options.get('broker'):
from tools.binarizer import do_binarizer
do_binarizer(options)
else:
display_cli_help()
sys.exit(0)
#
# fetcher mode
#
if options.get('fetch'):
if options.get('market') and options.get('broker'):
from tools.fetcher import do_fetcher
do_fetcher(options)
else:
display_cli_help()
sys.exit(0)
#
# optimizer mode
#
if options.get('optimize'):
if options.get('market') and options.get('from') and options.get(
'to') and options.get('broker'):
from tools.optimizer import do_optimizer
do_optimizer(options)
else:
display_cli_help()
sys.exit(0)
#
# sync mode
#
if options.get('sync'):
if options.get('market') and options.get('broker'):
from tools.syncer import do_syncer
do_syncer(options)
else:
display_cli_help()
sys.exit(0)
#
# rebuilder mode
#
if options.get('rebuild'):
if options.get('market') and options.get('from') and options.get(
'to') and options.get('broker') and options.get('timeframe'):
from tools.rebuilder import do_rebuilder
do_rebuilder(options)
else:
display_cli_help()
sys.exit(0)
#
# normal mode
#
Terminal.inst().info("Starting SIIS using %s identity..." %
options['identity'])
Terminal.inst().action("- (Press 'q' twice to terminate)")
Terminal.inst().action("- (Press 'h' for help)")
Terminal.inst().flush()
if options.get('backtesting'):
Terminal.inst().notice("Process a backtesting.")
if options.get('paper-mode'):
Terminal.inst().notice("- Using paper-mode trader.")
else:
Terminal.inst().notice("- Using live-mode trader.")
signal.signal(signal.SIGINT, signal_handler)
# monitoring service
Terminal.inst().info("Starting monitor service...")
monitor_service = MonitorService(options)
# desktop notifier
desktop_service = DesktopNotifier()
# discord_service = DiscordNotifier()
view_service = ViewService()
# database manager
Database.create(options)
Database.inst().setup(options)
# watcher service
Terminal.inst().info("Starting watcher's service...")
watcher_service = WatcherService(options)
watcher_service.start(options)
# trader service
Terminal.inst().info("Starting trader's service...")
trader_service = TraderService(watcher_service, monitor_service, options)
trader_service.start(options)
# want to display desktop notification and update views
watcher_service.add_listener(desktop_service)
watcher_service.add_listener(view_service)
# want to display desktop notification and update views
trader_service.add_listener(desktop_service)
trader_service.add_listener(view_service)
# trader service listen to watcher service and update views
watcher_service.add_listener(trader_service)
# strategy service
Terminal.inst().info("Starting strategy's service...")
strategy_service = StrategyService(watcher_service, trader_service,
monitor_service, options)
strategy_service.start(options)
# strategy service listen to watcher service
watcher_service.add_listener(strategy_service)
# strategy service listen to trader service
trader_service.add_listener(strategy_service)
# want to display desktop notification, update view and notify on discord
# strategy_service.add_listener(notifier_service)
# @todo add notifier service and replace desktop service as desktop notifier into this service same for discord...
strategy_service.add_listener(desktop_service)
strategy_service.add_listener(view_service)
# for display stats (@todo move to views)
desktop_service.strategy_service = strategy_service
desktop_service.trader_service = trader_service
# register terminal commands
commands_handler = CommandsHandler()
commands_handler.init(options)
# cli commands registration
register_general_commands(commands_handler)
register_trading_commands(commands_handler, trader_service,
strategy_service, monitor_service)
register_region_commands(commands_handler, strategy_service)
setup_views(siis_logger, view_service, watcher_service, trader_service,
strategy_service)
# setup and start the monitor service
monitor_service.setup(watcher_service, trader_service, strategy_service)
monitor_service.start()
Terminal.inst().message("Running main loop...")
Terminal.inst().upgrade()
Terminal.inst().message("Steady...", view='notice')
display_welcome()
LOOP_SLEEP = 0.016 # in second
MAX_CMD_ALIVE = 15 # in second
running = True
value = None
value_changed = False
command_timeout = 0
prev_timestamp = 0
try:
while running:
# keyboard input commands
try:
c = Terminal.inst().read()
key = Terminal.inst().key()
if c:
# split the commande line
args = [
arg
for arg in (value[1:].split(' ')
if value and value.startswith(':') else [])
if arg
]
if value and value[-1] == ' ':
args.append('')
# update the current type command
commands_handler.process_char(c, args)
if key:
if key == 'KEY_ESCAPE':
# cancel command
value = None
value_changed = True
command_timeout = 0
# use command mode
Terminal.inst().set_mode(Terminal.MODE_DEFAULT)
# split the commande line
args = [
arg
for arg in (value[1:].split(' ')
if value and value.startswith(':') else [])
if arg
]
if value and value[-1] == ' ':
args.append('')
# process on the arguments
args = commands_handler.process_key(
key, args,
Terminal.inst().mode == Terminal.MODE_COMMAND)
if args:
# regen the updated commande ligne
value = ":" + ' '.join(args)
value_changed = True
command_timeout = 0
desktop_service.on_key_pressed(key)
# @todo move the rest to command_handler
if c:
if value and value[0] == ':':
if c == '\b':
# backspace, erase last command char
value = value[:-1] if value else None
value_changed = True
command_timeout = time.time()
elif c != '\n':
# append to the advanced command value
value += c
value_changed = True
command_timeout = time.time()
elif c == '\n':
result = commands_handler.process_cli(value)
command_timeout = 0
if not result:
# maybe an application level command
if value == ':q' or value == ':quit':
running = False
elif value.startswith(':x '):
# manually exit position at market @todo move as command
target = value[2:]
if target == "all" or target == "ALL":
Terminal.inst().action(
"Send close to market command for any positions",
view='status')
trader_service.command(
Trader.COMMAND_CLOSE_ALL_MARKET,
{})
else:
Terminal.inst().action(
"Send close to market command for position %s"
% (target, ),
view='status')
trader_service.command(
Trader.COMMAND_CLOSE_MARKET,
{'key': target})
elif value.startswith(':d '):
# @deprecated manually duplicate a position entry or exit must be associated to social strategy
# @todo move as command
target = value[2:]
Terminal.inst().action(
"Send replicate to market command for position %s"
% (target, ),
view='status')
trader_service.command(
Trader.COMMAND_TRIGGER,
{'key': target})
# clear command value
value_changed = True
value = None
# use default mode
Terminal.inst().set_mode(Terminal.MODE_DEFAULT)
elif c != '\n':
# initial command value
value = "" + c
value_changed = True
command_timeout = time.time()
if value and value[0] == ':':
# use command mode
Terminal.inst().set_mode(Terminal.MODE_COMMAND)
if value and value[0] != ':':
# direct key
# use default mode
Terminal.inst().set_mode(Terminal.MODE_DEFAULT)
try:
result = commands_handler.process_accelerator(key)
# @todo convert to Command object accelerator
if not result:
result = True
# @todo might be replaced by views
if value == 'p':
trader_service.command(
Trader.COMMAND_LIST_POSITIONS, {})
elif value == 'o':
trader_service.command(
Trader.COMMAND_LIST_ORDERS, {})
elif value == 'g':
trader_service.command(
Trader.COMMAND_SHOW_PERFORMANCE, {})
# display views
elif value == 'C':
Terminal.inst().clear_content()
elif value == 'D':
Terminal.inst().switch_view('debug')
elif value == 'I':
Terminal.inst().switch_view('content')
elif value == 'F':
Terminal.inst().switch_view('strategy')
elif value == 'S':
Terminal.inst().switch_view('stats')
elif value == 'P':
Terminal.inst().switch_view('perf')
elif value == 'T':
Terminal.inst().switch_view('ticker')
elif value == 'A':
Terminal.inst().switch_view('account')
elif value == 'M':
Terminal.inst().switch_view('market')
elif value == 'Q':
Terminal.inst().switch_view('asset')
elif value == 'N':
Terminal.inst().switch_view('signal')
elif value == '?':
# ping services and workers
watcher_service.ping()
trader_service.ping()
strategy_service.ping()
monitor_service.ping()
elif value == ' ':
# a simple mark on the terminal
Terminal.inst().notice(
"Trading time %s" %
(datetime.fromtimestamp(
strategy_service.timestamp).
strftime('%Y-%m-%d %H:%M:%S')),
view='status')
elif value == 'a':
desktop_service.audible = not desktop_service.audible
Terminal.inst().action(
"Audible notification are now %s" %
("actives" if desktop_service.audible
else "disabled", ),
view='status')
elif value == 'n':
desktop_service.popups = not desktop_service.popups
Terminal.inst().action(
"Desktop notification are now %s" %
("actives" if desktop_service.popups
else "disabled", ),
view='status')
elif value == 'e':
desktop_service.discord = not desktop_service.discord
Terminal.inst().action(
"Discord notification are now %s" %
("actives" if desktop_service.discord
else "disabled", ),
view='status')
else:
result = False
if result:
value = None
value_changed = True
command_timeout = 0
except Exception as e:
has_exception(siis_logger, e)
except IOError:
pass
except Exception as e:
has_exception(siis_logger, e)
# display advanced command only
if value_changed:
if value and value.startswith(':'):
Terminal.inst().action("Command: %s" % value[1:],
view='command')
else:
Terminal.inst().message("", view='command')
# clear input if no char hit during the last MAX_CMD_ALIVE
if value and not value.startswith(':'):
if (command_timeout > 0) and (time.time() - command_timeout >=
MAX_CMD_ALIVE):
value = None
value_changed = True
Terminal.inst().info("Current typing canceled",
view='status')
try:
# display strategy tarding time (update max once per second)
if strategy_service.timestamp - prev_timestamp >= 1.0:
mode = "live"
if trader_service.backtesting:
mode = "backtesting"
elif trader_service.paper_mode:
mode = "paper-mode"
Terminal.inst().message(
"%s - %s" %
(mode,
datetime.fromtimestamp(strategy_service.timestamp).
strftime('%Y-%m-%d %H:%M:%S')),
view='notice')
prev_timestamp = strategy_service.timestamp
# synchronous operations here
watcher_service.sync()
trader_service.sync()
strategy_service.sync()
monitor_service.sync()
desktop_service.sync()
view_service.sync()
Terminal.inst().update()
except BaseException as e:
siis_logger.error(traceback.format_exc())
Terminal.inst().error(repr(e))
# don't waste CPU time on main thread
time.sleep(LOOP_SLEEP)
finally:
Terminal.inst().restore_term()
Terminal.inst().info("Terminate...")
Terminal.inst().flush()
commands_handler.terminate(options)
commands_handler = None
# service terminate
monitor_service.terminate()
strategy_service.terminate()
trader_service.terminate()
watcher_service.terminate()
desktop_service.terminate()
# discord_service.terminate()
view_service.terminate()
Terminal.inst().info("Saving database...")
Terminal.inst().flush()
Database.terminate()
Terminal.inst().info("Bye!")
Terminal.inst().flush()
Terminal.terminate()
def application(argv):
fix_thread_set_name()
# init terminal displayer
Terminal()
options = {'log-path': './user/log', 'log-name': 'client.log'}
# create initial siis data structure if necessary
install(options)
siis_log = SiisLog(options)
logger = logging.getLogger('siis.client')
stream = ""
rpc = ""
fifo = -1
fifo_rpc = -1
if len(sys.argv) > 1:
stream = sys.argv[1]
if len(sys.argv) > 2:
rpc = sys.argv[2]
if not stream:
Terminal.inst().error("- Missing stream url !")
if not rpc:
Terminal.inst().error("- Missing RPC url !")
try:
fifo = os.open(stream, os.O_NONBLOCK | posix.O_RDONLY)
except Exception as e:
Terminal.inst().error(repr(e))
if not fifo:
Terminal.inst().error("- Cannot open the stream !")
try:
fifo_rpc = os.open(rpc, os.O_NONBLOCK | posix.O_WRONLY)
except Exception as e:
Terminal.inst().error(repr(e))
if not fifo_rpc:
Terminal.inst().error("- Cannot open the RPC fifo !")
Terminal.inst().info("Starting SIIS simple chart client...")
Terminal.inst().flush()
try:
Charting.inst().start()
except Exception as e:
has_exception(e)
dispatcher = Dispatcher()
running = True
Terminal.inst().message("Running main loop...")
size = 32768
buf = []
content = ""
cur = bytearray()
if not Charting.inst().visible:
if not Charting.inst().running:
# charting service
try:
Charting.inst().start()
except Exception as e:
has_exception(e)
if Charting.inst().running:
Charting.inst().show()
Terminal.inst().action("Charting is now shown")
while running:
# read from fifo
try:
buf = os.read(fifo, size)
if buf:
for n in buf:
if n == 10: # new line as message termination
try:
msg = json.loads(cur.decode('utf8'))
dispatcher.on_message(msg)
except Exception as e:
logger.error(repr(e))
cur = bytearray()
else:
cur.append(n)
except (BrokenPipeError, IOError):
pass
if not Charting.inst().has_charts():
running = False
time.sleep(0.01)
# close message
messages = dispatcher.close()
if fifo:
os.close(fifo)
fifo = -1
if fifo_rpc:
for msg in messages:
try:
# write to fifo
posix.write(fifo_rpc, (json.dumps(msg) + '\n').encode('utf8'))
except (BrokenPipeError, IOError) as e:
logger.error(repr(e))
except (TypeError, ValueError) as e:
logger.error("Error sending message : %s" % repr(c))
fifo_rpc.flush()
# os.flush(fifo_rpc)
os.close(fifo_rpc)
fifo_rpc = -1
Terminal.inst().info("Terminate...")
Terminal.inst().flush()
# terminate charting singleton
Charting.terminate()
Terminal.inst().info("Bye!")
Terminal.inst().flush()
Terminal.terminate()
def application(argv):
fix_thread_set_name()
# init terminal displayer
Terminal()
options = {
'working-path': os.getcwd(),
'identity': 'real',
'config-path': './user/config',
'log-path': './user/log',
'reports-path': './user/reports',
'markets-path': './user/markets',
'log-name': 'siis.log',
}
# create initial siis data structure if necessary
install(options)
siis_log = SiisLog(options, Terminal().inst().style())
siis_logger = logging.getLogger('siis')
traceback_logger = logging.getLogger('siis.traceback')
# parse process command line
if len(argv) > 1:
options['livemode'] = True
# utc or local datetime ?
for arg in argv:
if arg.startswith('--'):
if arg == '--paper-mode':
# livemode but in paper-mode
options['paper-mode'] = True
elif arg == '--fetch':
# use the fetcher
options['tool'] = "fetcher"
elif arg == '--binarize':
# use the binarizer
options['tool'] = "binarize"
elif arg == '--optimizer':
# use the optimizer
options['tool'] = "optimizer"
elif arg == '--sync':
# use the syncer
options['tool'] = "syncer"
elif arg == '--rebuild':
# use the rebuilder
options['tool'] = "rebuilder"
elif arg == '--export':
# use the exporter
options['tool'] = "exporter"
elif arg == '--import':
# use the importer
options['tool'] = "importer"
elif arg == '--clean':
# use the cleaner
options['tool'] = "cleaner"
elif arg.startswith("--tool="):
# use a named tool
options['tool'] = arg.split('=')[1]
elif arg == '--no-conf':
options['no-conf'] = True
elif arg == '--zip':
options['zip'] = True
elif arg == '--install-market':
options['install-market'] = True
elif arg == '--initial-fetch':
# do the initial OHLC fetch for watchers
options['initial-fetch'] = True
elif arg == '--backtest':
# backtest mean always paper-mode
options['paper-mode'] = True
options['backtesting'] = True
elif arg.startswith('--timestep='):
# backesting timestep, default is 60 second
options['timestep'] = float(arg.split('=')[1])
elif arg.startswith('--time-factor='):
# backtesting time-factor
options['time-factor'] = float(arg.split('=')[1])
elif arg.startswith('--filename='):
# used with import or export
options['filename'] = arg.split('=')[1]
elif arg.startswith('--from='):
# if backtest from date and tools
options['from'] = parse_datetime(arg.split('=')[1])
if not options['from']:
Terminal.inst().error("Invalid 'from' datetime format")
sys.exit(-1)
elif arg.startswith('--to='):
# if backtest to date and tools
options['to'] = parse_datetime(arg.split('=')[1])
if not options['to']:
Terminal.inst().error("Invalid 'to' datetime format")
sys.exit(-1)
elif arg.startswith('--last='):
# fetch the last n data history
options['last'] = int(arg.split('=')[1])
if options['last'] <= 0:
Terminal.inst().error(
"Invalid 'last' value. Must be at least 1")
sys.exit(-1)
elif arg.startswith('--market='):
# fetch, binarize, optimize the data history for this market
options['market'] = arg.split('=')[1]
elif arg.startswith('--spec='):
# fetcher data history option
options['option'] = arg.split('=')[1]
elif arg.startswith('--broker='):
# broker name for fetcher, watcher, optimize, binarize
options['broker'] = arg.split('=')[1]
elif arg.startswith('--timeframe='):
# fetch, binarize, optimize base timeframe
options['timeframe'] = arg.split('=')[1]
elif arg.startswith('--cascaded='):
# fetch cascaded ohlc generation
options['cascaded'] = arg.split('=')[1]
elif arg.startswith('--target='):
# target ohlc generation
options['target'] = arg.split('=')[1]
elif arg == '--watcher-only':
# feed only with live data (not compatible with --read-only)
options['watcher-only'] = True
elif arg == '--read-only':
# does not write to the database (not compatible with --watcher-only)
options['read-only'] = True
elif arg.startswith('--profile='):
# appliances profile name
options['profile'] = arg.split('=')[1]
elif arg == '--version':
Terminal.inst().info('%s %s' % (APP_SHORT_NAME, '.'.join(
[str(x) for x in APP_VERSION])))
sys.exit(0)
elif arg == '--help' or '-h':
display_cli_help()
sys.exit(0)
else:
options['identity'] = argv[1]
# watcher-only read-only mutual exclusion
if options.get('watcher-only') and options.get('read-only'):
Terminal.inst().error(
"Options --watcher-only and --read-only are mutually exclusive !"
)
sys.exit(-1)
# backtesting
if options.get('backtesting', False):
if options.get('from') is None or options.get('to') is None:
del options['backtesting']
Terminal.inst().error(
"Backtesting need from= and to= date time")
sys.exit(-1)
#
# binarizer mode
#
if options.get('tool') == "binarizer":
if options.get('market') and options.get('from') and options.get(
'to') and options.get('broker'):
from tools.binarizer import do_binarizer
do_binarizer(options)
else:
display_cli_help()
sys.exit(0)
#
# fetcher mode
#
if options.get('tool') == "fetcher":
if options.get('market') and options.get('broker'):
from tools.fetcher import do_fetcher
do_fetcher(options)
else:
display_cli_help()
sys.exit(0)
#
# optimizer mode
#
if options.get('tool') == "optimizer":
if options.get('market') and options.get('from') and options.get(
'broker'):
from tools.optimizer import do_optimizer
do_optimizer(options)
else:
display_cli_help()
sys.exit(0)
#
# rebuilder mode
#
if options.get('tool') == "rebuilder":
if options.get('market') and options.get('from') and options.get(
'broker') and options.get('timeframe'):
from tools.rebuilder import do_rebuilder
do_rebuilder(options)
else:
display_cli_help()
sys.exit(0)
#
# exporter mode
#
if options.get('tool') == "exporter":
if options.get('market') and options.get('from') and options.get(
'broker') and options.get('filename'):
from tools.exporter import do_exporter
do_exporter(options)
else:
display_cli_help()
sys.exit(0)
#
# importer mode
#
if options.get('tool') == "importer":
if options.get('filename'):
from tools.importer import do_importer
do_importer(options)
else:
display_cli_help()
sys.exit(0)
#
# tool mode
#
if options.get('tool'):
ToolClazz = Tool.load_tool(options.get('tool'))
if ToolClazz:
if ToolClazz.need_identity():
if options['identity'].startswith('-'):
Terminal.inst().error(
"First option must be the identity name")
Terminal.inst().flush()
sys.exit(-1)
tool = ToolClazz(options)
if not tool.check_options(options):
display_cli_help()
sys.exit(-1)
if ToolClazz.need_identity():
Terminal.inst().info(
"Starting SIIS %s using %s identity..." %
(options.get('tool'), options['identity']))
else:
Terminal.inst().info("Starting SIIS %s..." %
options.get('tool'))
Terminal.inst().flush()
tool.execute(options)
Terminal.inst().info(
"%s done!" %
(ToolClazz.alias() or options.get('tool')).capitalize())
Terminal.inst().flush()
Terminal.terminate()
sys.exit(0)
else:
sys.exit(-1)
if options['identity'].startswith('-'):
Terminal.inst().error("First option must be the identity name")
#
# normal mode
#
Terminal.inst().info("Starting SIIS using %s identity..." %
options['identity'])
Terminal.inst().action("- type ':q<Enter> or :quit<Enter>' to terminate")
Terminal.inst().action(
"- type ':h<Enter> or :help<Enter>' to display help")
Terminal.inst().flush()
if options.get('backtesting'):
Terminal.inst().notice("Process a backtesting.")
if options.get('paper-mode'):
Terminal.inst().notice("- Using paper-mode trader.")
else:
Terminal.inst().notice("- Using live-mode trader.")
signal.signal(signal.SIGINT, signal_handler)
#
# application
#
watchdog_service = WatchdogService(options)
watchdog_service.start(options)
# application services
view_service = None
notifier_service = None
watcher_service = None
trader_service = None
strategy_service = None
# monitoring service
Terminal.inst().info("Starting monitor service...")
monitor_service = MonitorService(options)
# notifier service
try:
notifier_service = NotifierService(options)
notifier_service.start(options)
except Exception as e:
Terminal.inst().error(str(e))
terminate(watchdog_service, watcher_service, trader_service,
strategy_service, monitor_service, view_service,
notifier_service)
sys.exit(-1)
# view service
try:
view_service = ViewService(options)
watchdog_service.add_service(view_service)
except Exception as e:
Terminal.inst().error(str(e))
terminate(watchdog_service, watcher_service, trader_service,
strategy_service, monitor_service, view_service,
notifier_service)
sys.exit(-1)
# database manager
try:
Database.create(options)
Database.inst().setup(options)
except Exception as e:
Terminal.inst().error(str(e))
terminate(watchdog_service, watcher_service, trader_service,
strategy_service, monitor_service, view_service,
notifier_service)
sys.exit(-1)
# watcher service
Terminal.inst().info("Starting watcher's service...")
try:
watcher_service = WatcherService(options)
watcher_service.start(options)
watchdog_service.add_service(watcher_service)
except Exception as e:
Terminal.inst().error(str(e))
terminate(watchdog_service, watcher_service, trader_service,
strategy_service, monitor_service, view_service,
notifier_service)
sys.exit(-1)
# trader service
Terminal.inst().info("Starting trader's service...")
try:
trader_service = TraderService(watcher_service, monitor_service,
options)
trader_service.start(options)
watchdog_service.add_service(trader_service)
except Exception as e:
Terminal.inst().error(str(e))
terminate(watchdog_service, watcher_service, trader_service,
strategy_service, monitor_service, view_service,
notifier_service)
sys.exit(-1)
# want to display desktop notification and update views
watcher_service.add_listener(view_service)
# want to display desktop notification and update views
trader_service.add_listener(view_service)
# trader service listen to watcher service and update views
watcher_service.add_listener(trader_service)
# strategy service
Terminal.inst().info("Starting strategy's service...")
try:
strategy_service = StrategyService(watcher_service, trader_service,
monitor_service, options)
strategy_service.start(options)
watchdog_service.add_service(strategy_service)
except Exception as e:
Terminal.inst().error(str(e))
terminate(watchdog_service, watcher_service, trader_service,
strategy_service, monitor_service, view_service,
notifier_service)
sys.exit(-1)
# wan't to be notifier of system errors
watchdog_service.add_listener(notifier_service)
# strategy service listen to watcher service
watcher_service.add_listener(strategy_service)
# strategy service listen to trader service
trader_service.add_listener(strategy_service)
# want to display desktop notification, update view and notify on discord
strategy_service.add_listener(notifier_service)
strategy_service.add_listener(view_service)
# want signal and important notifications
notifier_service.set_strategy_service(strategy_service)
notifier_service.set_trader_service(trader_service)
# register terminal commands
commands_handler = CommandsHandler()
commands_handler.init(options)
# cli commands registration
register_general_commands(commands_handler)
register_trading_commands(commands_handler, trader_service,
strategy_service, monitor_service,
notifier_service)
register_region_commands(commands_handler, strategy_service)
# setup and start the monitor service
monitor_service.setup(watcher_service, trader_service, strategy_service)
try:
monitor_service.start()
watchdog_service.add_service(monitor_service)
except Exception as e:
Terminal.inst().error(str(e))
terminate(watchdog_service, watcher_service, trader_service,
strategy_service, monitor_service, view_service,
notifier_service)
sys.exit(-1)
Terminal.inst().message("Running main loop...")
Terminal.inst().upgrade()
Terminal.inst().message("Steady...", view='notice')
if view_service:
# setup the default views
try:
setup_default_views(view_service, watcher_service, trader_service,
strategy_service)
except Exception as e:
Terminal.inst().error(str(e))
terminate(watchdog_service, watcher_service, trader_service,
strategy_service, monitor_service, view_service,
notifier_service)
sys.exit(-1)
display_welcome()
LOOP_SLEEP = 0.016 # in second
MAX_CMD_ALIVE = 15 # in second
running = True
value = None
value_changed = False
command_timeout = 0
prev_timestamp = 0
try:
while running:
# keyboard input commands
try:
c = Terminal.inst().read()
key = Terminal.inst().key()
if c:
# split the commande line
args = [
arg
for arg in (value[1:].split(' ')
if value and value.startswith(':') else [])
if arg
]
if value and value[-1] == ' ':
args.append('')
# update the current type command
commands_handler.process_char(c, args)
if key:
if key == 'KEY_ESCAPE':
# cancel command
value = None
value_changed = True
command_timeout = 0
# split the commande line
args = [
arg
for arg in (value[1:].split(' ')
if value and value.startswith(':') else [])
if arg
]
if value and value[-1] == ' ':
args.append('')
# process on the arguments
args = commands_handler.process_key(
key, args,
Terminal.inst().mode == Terminal.MODE_COMMAND)
if args:
# regen the updated commande ligne
value = ":" + ' '.join(args)
value_changed = True
command_timeout = 0
view_service.on_key_pressed(key)
if key == 'KEY_ESCAPE':
# was in command me, now in default mode
Terminal.inst().set_mode(Terminal.MODE_DEFAULT)
# @todo move the rest to command_handler
if c:
if value and value[0] == ':':
if c == '\b':
# backspace, erase last command char
value = value[:-1] if value else None
value_changed = True
command_timeout = time.time()
elif c != '\n':
# append to the advanced command value
value += c
value_changed = True
command_timeout = time.time()
elif c == '\n':
result = commands_handler.process_cli(value)
command_timeout = 0
if not result:
# maybe an application level command
if value == ':q' or value == ':quit':
running = False
elif value.startswith(':x '):
# manually exit position at market
# @todo move as command
target = value[3:]
if target == "all" or target == "ALL":
Terminal.inst().action(
"Send close to market command for any positions",
view='status')
trader_service.command(
Trader.COMMAND_CLOSE_ALL_MARKET,
{})
else:
Terminal.inst().action(
"Send close to market command for position %s"
% (target, ),
view='status')
trader_service.command(
Trader.COMMAND_CLOSE_MARKET,
{'key': target})
# clear command value
value_changed = True
value = None
# use default mode
Terminal.inst().set_mode(Terminal.MODE_DEFAULT)
elif c != '\n':
# initial command value
value = "" + c
value_changed = True
command_timeout = time.time()
if value and value[0] == ':':
# use command mode
Terminal.inst().set_mode(Terminal.MODE_COMMAND)
if value and value[0] != ':':
# direct key
# use default mode
Terminal.inst().set_mode(Terminal.MODE_DEFAULT)
try:
result = commands_handler.process_accelerator(key)
# @todo convert to Command object accelerator
if not result:
result = True
# display views @todo must be managed by view_service
if value == 'C':
Terminal.inst().clear_content()
elif value == 'D':
Terminal.inst().switch_view('debug')
elif value == 'I':
Terminal.inst().switch_view('content')
elif value == 'F':
Terminal.inst().switch_view('strategy')
elif value == 'S':
Terminal.inst().switch_view('stats')
elif value == 'P':
Terminal.inst().switch_view('perf')
elif value == 'X':
Terminal.inst().switch_view('position')
elif value == 'O':
Terminal.inst().switch_view('order')
elif value == 'T':
Terminal.inst().switch_view('ticker')
elif value == 'A':
Terminal.inst().switch_view('account')
elif value == 'M':
Terminal.inst().switch_view('market')
elif value == 'Q':
Terminal.inst().switch_view('asset')
elif value == 'N':
Terminal.inst().switch_view('signal')
elif value == '?':
# ping services and workers
watchdog_service.ping(1.0)
elif value == ' ':
# a simple mark on the terminal
Terminal.inst().notice(
"Trading time %s" %
(datetime.fromtimestamp(
strategy_service.timestamp).
strftime('%Y-%m-%d %H:%M:%S')),
view='status')
elif value == 'a':
if notifier_service:
notifier_service.command(
Notifier.COMMAND_TOGGLE, {
'notifier': "desktop",
'value': "audible"
})
elif value == 'n':
if notifier_service:
notifier_service.command(
Notifier.COMMAND_TOGGLE, {
'notifier': "desktop",
'value': "popup"
})
elif value == '%':
if view_service:
view_service.toggle_percent()
elif value == ',':
if view_service:
view_service.toggle_group()
elif value == '!':
if view_service:
view_service.toggle_datetime_format()
else:
result = False
if result:
value = None
value_changed = True
command_timeout = 0
except Exception as e:
siis_logger.error(repr(e))
traceback_logger.error(traceback.format_exc())
except IOError:
pass
except Exception as e:
siis_logger.error(repr(e))
traceback_logger.error(traceback.format_exc())
# display advanced command only
if value_changed:
if value and value.startswith(':'):
Terminal.inst().message("Command: %s" % value[1:],
view='command')
else:
Terminal.inst().message("", view='command')
# clear input if no char hit during the last MAX_CMD_ALIVE
if value and not value.startswith(':'):
if (command_timeout > 0) and (time.time() - command_timeout >=
MAX_CMD_ALIVE):
value = None
value_changed = True
Terminal.inst().info("Current typing canceled",
view='status')
try:
# display strategy tarding time (update max once per second)
if strategy_service.timestamp - prev_timestamp >= 1.0:
mode = "live"
if trader_service.backtesting:
mode = "backtesting"
elif trader_service.paper_mode:
mode = "paper-mode"
Terminal.inst().message(
"%s - %s" %
(mode,
datetime.fromtimestamp(strategy_service.timestamp).
strftime('%Y-%m-%d %H:%M:%S')),
view='notice')
prev_timestamp = strategy_service.timestamp
# synchronous operations here
watcher_service.sync()
trader_service.sync()
strategy_service.sync()
if monitor_service:
monitor_service.sync()
if view_service:
view_service.sync()
if notifier_service:
notifier_service.sync()
Terminal.inst().update()
except BaseException as e:
siis_logger.error(repr(e))
traceback_logger.error(traceback.format_exc())
# don't waste CPU time on main thread
time.sleep(LOOP_SLEEP)
finally:
Terminal.inst().restore_term()
Terminal.inst().info("Terminate...")
Terminal.inst().flush()
commands_handler.terminate(options) if commands_handler else None
commands_handler = None
# service terminate
monitor_service.terminate() if monitor_service else None
strategy_service.terminate() if strategy_service else None
trader_service.terminate() if trader_service else None
watcher_service.terminate() if watcher_service else None
view_service.terminate() if view_service else None
notifier_service.terminate() if notifier_service else None
Terminal.inst().info("Saving database...")
Terminal.inst().flush()
Database.terminate()
watchdog_service.terminate() if watchdog_service else None
Terminal.inst().info("Bye!")
Terminal.inst().flush()
Terminal.terminate()
def application(argv):
fix_thread_set_name()
options = {
'identity': 'real',
'config-path': './user/config',
'connectors-path': './user/config/connectors',
'log-path': './user/log',
'reports-path': './user/reports',
'markets-path': './user/markets',
'log-name': 'connector.log',
'default': "connector.json",
'connector-config': "",
'database': {
'name': "siis",
'type': "pgsql",
'host': "127.0.0.1",
'port': 5432,
'user': "******",
'password': "******"
},
'cache': {
'name': "siis",
'type': "redis",
'host': "127.0.0.1",
'port': 6379,
'user': "******",
'password': "******"
},
'strategy': {
'protocol': "tcp",
'host': "127.0.0.1",
'port': 5600
},
'connector': {
'name': "",
'host': ""
},
'markets': {},
'connectors': {
'binance.com': {
'classpath': 'connectors.binance.connector.BinanceConnector',
},
'bitmex.com': {
'classpath': 'connectors.bitmex.connector.BitMexConnector',
},
'ig.com': {
'classpath': 'connectors.ig.connector.IGConnector',
},
}
}
# create initial siis data structure if necessary
install(options)
siis_log = SiisLog(options, "uterm")
siis_logger = logging.getLogger('siis.connector')
if len(argv) > 1:
# utc or local datetime ?
for n, arg in enumerate(argv):
if arg.startswith('-'):
if (arg == '--fetch' or arg == '-F'):
# use the fetcher
options['fetch'] = True
elif (arg == '--spec' or arg == '-S') and n + 1 < len(argv):
# fetcher data history option
options['option'] = argv[n + 1]
elif arg == '--binarize':
# use the binarizer
options['binarize'] = True
elif arg == '--sync':
# use the syncer
options['sync'] = True
elif (arg == '--connector'
or arg == '-c') and n + 1 < len(argv):
# connector conf filename
options['connector-config'] = argv[n + 1]
elif (arg == '--from' or arg == '-f') and n + 1 < len(argv):
# if backtest from date (if ommited use whoole data) date format is "yyyy-mm-dd-hh:mm:ss", fetch, binarize to date
options['from'] = datetime.datetime.strptime(
argv[n + 1], '%Y-%m-%dT%H:%M:%S').replace(tzinfo=UTC())
elif (arg == '--to' or arg == '-t') and n + 1 < len(argv):
# if backtest to date (can be ommited), fetch, binarize to date
options['to'] = datetime.datetime.strptime(
argv[n + 1], '%Y-%m-%dT%H:%M:%S').replace(tzinfo=UTC())
elif (arg == '--last' or arg == '-l') and n + 1 < len(argv):
# fetch the last n data history
options['last'] = int(argv[n + 1])
elif (arg == '--market' or arg == '-m') and n + 1 < len(argv):
# fetch, binarize the data history for this market
options['market'] = argv[n + 1]
elif (arg == '--timeframe'
or arg == '-s') and n + 1 < len(argv):
# fetch, binarize base timeframe
options['timeframe'] = argv[n + 1]
elif (arg == '--cascaded='
or arg == '-C') and n + 1 < len(argv):
# fetch cascaded ohlc generation
options['cascaded'] = argv[n + 1]
elif arg == '--read-only':
options['read-only'] = True
elif arg == '--check-data':
options['check-data'] = True
elif arg == '--version' or arg == '-v':
print('%s %s' % (APP_SHORT_NAME, '.'.join(
[str(x) for x in APP_VERSION])))
sys.exit(0)
elif arg == '--help' or arg == '-h':
display_cmd_line_help()
sys.exit(0)
# replay
if options.get('replay', False):
if options.get('from') is None or options.get('to') is None:
del options['replay']
print("Replay need from= and to= date time")
sys.exit(-1)
if not options['connector-config']:
print("Connector configuration filename must be specified")
sys.exit(-1)
#
# config
#
parse_config(siis_logger, options)
parse_connector_spec(siis_logger, options)
siis_log.upgrade(options)
#
# binarizer
#
if options.get('binarize'):
if options.get('market') and options.get('from') and options.get(
'to') and options.get('connector'):
do_binarizer(options, siis_logger)
else:
display_cmd_line_help()
sys.exit(0)
#
# fetcher mode
#
if options.get('fetch'):
if options.get('market') and options.get('connector') and options.get(
'timeframe'):
do_fetcher(options, siis_logger)
else:
display_cmd_line_help()
sys.exit(0)
#
# running mode
#
print("Starting SIIS simple runner using %s..." %
options['connector-config'])
print("Hit CTRL-C twice to terminate")
if options.get('replay'):
print("Process a replay.")
# monitoring service
# print("Starting monitor service...")
# monitor_service = MonitorService(options)
# monitor_service.start()
# database manager
Database.create(options)
Database.inst().setup(options)
print("Starting connector handler...")
handler = DefaultHandler(options)
handler.init(options)
handler.start()
run(siis_logger, handler)
print("Terminate...")
handler.stop()
handler.terminate()
handler = None
print("Saving database...")
Database.terminate()
print("Bye!")