ATrade-QUIK connector
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{-# LANGUAGE OverloadedStrings, OverloadedLabels #-}
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module Main where
import System.IO
import QuoteSource.DataImport
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import Control.Concurrent hiding (readChan, writeChan)
import Control.Monad
import Control.Exception
import Control.Error.Util
import Control.Monad.IO.Class
import Data.IORef
import qualified GI.Gtk as Gtk
import Data.GI.Base
import Control.Concurrent.BoundedChan
import ATrade.Types
import QuoteSource.TableParsers.AllParamsTableParser
import QuoteSource.TableParser
import ATrade.QuoteSource.Server
import ATrade.Broker.TradeSinks.ZMQTradeSink
import ATrade.Broker.TradeSinks.TelegramTradeSink
import ATrade.Broker.Server
import ATrade.Broker.Protocol
import Broker.PaperBroker
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import Broker.QuikBroker
import System.Directory
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import System.Timeout
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import System.Log.Logger
import System.Log.Handler.Simple
import System.Log.Handler (setFormatter)
import System.Log.Formatter
import System.ZMQ4
import System.ZMQ4.ZAP
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import Data.Aeson
import Data.Aeson.Types
import qualified Data.ByteString.Lazy as BL
import qualified Data.HashMap.Strict as HM
import qualified Data.Vector as V
import qualified Data.Text as T
import Data.Maybe
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import Control.Monad.Trans.Except
import Broker.QuikBroker.Trans2QuikApi
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import Network.Telegram
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import Network.Connection
import Network.HTTP.Client
import Network.HTTP.Client.TLS
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data TableConfig = TableConfig {
parserId :: String,
tableName :: String,
tableParams :: Value
} deriving (Show)
data Config = Config {
quotesourceEndpoint :: String,
brokerserverEndpoint :: String,
whitelist :: [T.Text],
blacklist :: [T.Text],
brokerServerCertPath :: Maybe FilePath,
brokerClientCertificateDir :: Maybe FilePath,
tables :: [TableConfig],
quikPath :: String,
dllPath :: String,
quikAccounts :: [T.Text],
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tradeSink :: T.Text,
telegramToken :: T.Text,
telegramChatId :: T.Text
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} deriving (Show)
readConfig :: String -> IO Config
readConfig fname = do
content <- BL.readFile fname
case decode content >>= parseMaybe parseConfig of
Just config -> return config
Nothing -> error "Unable to load config"
parseConfig :: Value -> Parser Config
parseConfig = withObject "object" $ \obj -> do
qse <- obj .: "quotesource-endpoint"
bse <- obj .: "brokerserver-endpoint"
whitelist' <- obj .:? "whitelist" .!= []
blacklist' <- obj .:? "blacklist" .!= []
serverCert <- obj .:? "broker_server_certificate"
clientCerts <- obj .:? "broker_client_certificates"
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rt <- case HM.lookup "tables" obj of
Just v -> parseTables v
Nothing -> fail "Expected tables array"
qp <- obj .: "quik-path"
dp <- obj .: "dll-path"
trsink <- obj .: "trade-sink"
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tgToken <- obj .: "telegram-token"
tgChatId <- obj .: "telegram-chatid"
accs <- V.toList <$> obj .: "accounts"
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return Config { quotesourceEndpoint = qse,
brokerserverEndpoint = bse,
whitelist = whitelist',
blacklist = blacklist',
brokerServerCertPath = serverCert,
brokerClientCertificateDir = clientCerts,
tables = rt,
quikPath = qp,
dllPath = dp,
quikAccounts = fmap T.pack accs,
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tradeSink = trsink,
telegramToken = tgToken,
telegramChatId = tgChatId }
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where
parseTables :: Value -> Parser [TableConfig]
parseTables = withArray "array" $ \arr -> mapM parseTableConfig (V.toList arr)
parseTableConfig :: Value -> Parser TableConfig
parseTableConfig = withObject "object" $ \obj -> do
pid <- obj .: "parser-id"
tn <- obj .: "table-name"
params <- case HM.lookup "params" obj of
Just x -> return x
Nothing -> return $ Object HM.empty
return TableConfig {
parserId = pid,
tableName = tn,
tableParams = params }
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forkBoundedChan :: Int -> BoundedChan Tick -> IO (ThreadId, BoundedChan Tick, BoundedChan QuoteSourceServerData)
forkBoundedChan size source = do
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sink <- newBoundedChan size
sinkQss <- newBoundedChan size
tid <- forkIO $ forever $ do
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v <- readChan source
writeChan sink v
writeChan sinkQss (QSSTick v)
return (tid, sink, sinkQss)
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initLogging = do
handler <- streamHandler stderr DEBUG >>=
(\x -> return $
setFormatter x (simpleLogFormatter "$utcTime\t {$loggername} <$prio> -> $msg"))
hSetBuffering stderr LineBuffering
updateGlobalLogger rootLoggerName (setLevel DEBUG)
updateGlobalLogger rootLoggerName (setHandlers [handler])
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main :: IO ()
main = do
initLogging
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infoM "main" "Loading config"
config <- readConfig "quik-connector.config.json"
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infoM "main" "Config loaded"
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chan <- newBoundedChan 10000
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infoM "main" "Starting data import server"
dis <- initDataImportServer [MkTableParser $ mkAllParamsTableParser "allparams"] chan "atrade"
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(forkId, c1, c2) <- forkBoundedChan 10000 chan
broker <- mkPaperBroker c1 1000000 ["demo"]
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man <- newManager (mkManagerSettings (TLSSettingsSimple { settingDisableCertificateValidation = True, settingDisableSession = False, settingUseServerName = False }) Nothing)
infoM "main" "Http manager created"
eitherBrokerQ <- runExceptT $ mkQuikBroker man (dllPath config) (quikPath config) (quikAccounts config)
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case eitherBrokerQ of
Left errmsg -> warningM "main" $ "Can't load quik broker: " ++ T.unpack errmsg
Right brokerQ ->
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withContext (\ctx -> do
withZapHandler ctx (\zap -> do
zapSetWhitelist zap $ whitelist config
zapSetBlacklist zap $ blacklist config
case brokerClientCertificateDir config of
Just path -> do
certs <- loadCertificatesFromDirectory path
forM_ certs (\cert -> zapAddClientCertificate zap cert)
Nothing -> return ()
serverCert <- case brokerServerCertPath config of
Just certFile -> do
eitherCert <- loadCertificateFromFile certFile
case eitherCert of
Left err -> do
warningM "main" $ "Unable to load server certificate: " ++ err
return Nothing
Right cert -> return $ Just cert
Nothing -> return Nothing
let serverParams = defaultServerSecurityParams { sspDomain = Just "global",
sspCertificate = serverCert }
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withZMQTradeSink ctx (tradeSink config) (\zmqTradeSink -> do
withTelegramTradeSink (telegramToken config) (telegramChatId config) (\telegramTradeSink -> do
bracket (startQuoteSourceServer c2 ctx (T.pack $ quotesourceEndpoint config)) stopQuoteSourceServer (\qsServer -> do
bracket (startBrokerServer [broker, brokerQ] ctx (T.pack $ brokerserverEndpoint config) [telegramTradeSink, zmqTradeSink] serverParams) stopBrokerServer (\broServer -> do
Gtk.init Nothing
window <- new Gtk.Window [ #title := "Quik connector" ]
on window #destroy Gtk.mainQuit
#showAll window
Gtk.main)
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infoM "main" "BRS down")
debugM "main" "QS done")
debugM "main" "TGTS done")
debugM "main" "ZMQTS done")
debugM "main" "ZAP done")
timeout 1000000 $ killThread forkId
infoM "main" "Main thread done"
loadCertificatesFromDirectory path = do
files <- listDirectory path
catMaybes <$> forM files (\file -> hush <$> loadCertificateFromFile file)