{-# LANGUAGE DeriveGeneric #-} {-# LANGUAGE DuplicateRecordFields #-} {-# LANGUAGE FlexibleContexts #-} {-# LANGUAGE FlexibleInstances #-} {-# LANGUAGE GeneralizedNewtypeDeriving #-} {-# LANGUAGE MultiParamTypeClasses #-} {-# LANGUAGE OverloadedStrings #-} module ATrade.Driver.Junction ( junctionMain ) where import ATrade.Broker.Client (BrokerClientHandle, startBrokerClient, stopBrokerClient) import ATrade.Broker.Protocol (Notification (OrderNotification, TradeNotification), NotificationSqnum (unNotificationSqnum), getNotificationSqnum) import ATrade.Driver.Junction.BrokerService (BrokerService, getNotifications, mkBrokerService) import ATrade.Driver.Junction.ProgramConfiguration (ProgramConfiguration (..), ProgramOptions (ProgramOptions, configPath)) import ATrade.Driver.Junction.QuoteStream (QuoteStream (addSubscription, removeSubscription), QuoteSubscription (QuoteSubscription), SubscriptionId (SubscriptionId)) import ATrade.Driver.Junction.QuoteThread (DownloaderEnv (DownloaderEnv), QuoteThreadHandle, withQThread) import qualified ATrade.Driver.Junction.QuoteThread as QT import ATrade.Driver.Junction.RobotDriverThread (RobotDriverHandle, RobotEnv (RobotEnv), RobotM (..), createRobotDriverThread, onStrategyInstance, postNotificationEvent) import ATrade.Driver.Junction.Types (StrategyDescriptorE (StrategyDescriptorE), StrategyInstance (strategyInstanceId), StrategyInstanceDescriptor (..), confStrategy, confTickers, strategyState, strategyTimers, tickerId, timeframe) import ATrade.Logging (Message, Severity (Debug, Error, Info, Trace, Warning), fmtMessage, logWarning, logWith) import ATrade.Quotes.QHP (mkQHPHandle) import ATrade.RoboCom.ConfigStorage (ConfigStorage (loadConfig)) import ATrade.RoboCom.Monad (StrategyEnvironment (..)) import ATrade.RoboCom.Persistence (MonadPersistence (loadState, saveState)) import ATrade.RoboCom.Types (BarSeriesId (BarSeriesId), Bars) import ATrade.Types (ClientSecurityParams (ClientSecurityParams), OrderId, Trade (tradeOrderId)) import Colog (HasLog (getLogAction, setLogAction), LogAction, logTextStdout, (>$<)) import Colog.Actions (logTextHandle) import Control.Concurrent (threadDelay) import Control.Exception.Safe (MonadThrow, bracket) import Control.Monad (forM_, forever) import Control.Monad.Extra (whenM) import Control.Monad.IO.Class (MonadIO (liftIO)) import Control.Monad.Reader (MonadReader, ReaderT (runReaderT), asks) import Data.Aeson (eitherDecode, encode) import qualified Data.ByteString.Lazy as BL import Data.Default (Default (def)) import Data.Foldable (traverse_) import Data.IORef (IORef, atomicModifyIORef', newIORef, readIORef) import Data.List.NonEmpty (NonEmpty ((:|))) import qualified Data.Map.Strict as M import Data.Set (notMember) import qualified Data.Set as S import qualified Data.Text as T import Data.Text.Encoding (encodeUtf8) import Data.Text.IO (readFile) import Data.Time (getCurrentTime) import Data.Time.Clock.POSIX (getPOSIXTime) import Database.Redis (ConnectInfo (..), Connection, PortID (UnixSocket), checkedConnect, defaultConnectInfo, get, mset, runRedis) import Dhall (auto, input) import Options.Applicative (Parser, execParser, fullDesc, header, help, helper, info, long, metavar, progDesc, short, strOption, (<**>)) import Prelude hiding (log, readFile) import System.IO (BufferMode (LineBuffering), Handle, IOMode (AppendMode), hSetBuffering, openFile, withFile) import System.ZMQ4 (withContext) import System.ZMQ4.ZAP (loadCertificateFromFile) data JunctionEnv = JunctionEnv { peRedisSocket :: Connection, peConfigPath :: FilePath, peQuoteThread :: QuoteThreadHandle, peBroker :: BrokerClientHandle, peRobots :: IORef (M.Map T.Text RobotDriverHandle), peLogAction :: LogAction JunctionM Message } newtype JunctionM a = JunctionM { unJunctionM :: ReaderT JunctionEnv IO a } deriving (Functor, Applicative, Monad, MonadReader JunctionEnv, MonadIO, MonadThrow) instance HasLog JunctionEnv Message JunctionM where getLogAction = peLogAction setLogAction a e = e { peLogAction = a } instance ConfigStorage JunctionM where loadConfig key = do basePath <- asks peConfigPath let path = basePath <> "/" <> T.unpack key -- TODO fix path construction liftIO $ readFile path >>= input auto instance MonadPersistence JunctionM where saveState newState key = do conn <- asks peRedisSocket now <- liftIO getPOSIXTime res <- liftIO $ runRedis conn $ mset [(encodeUtf8 key, BL.toStrict $ encode newState), (encodeUtf8 (key <> ":last_store") , encodeUtf8 . T.pack . show $ now)] case res of Left _ -> logWarning "Junction " "Unable to save state" Right _ -> return () loadState key = do conn <- asks peRedisSocket res <- liftIO $ runRedis conn $ get (encodeUtf8 key) -- TODO: just chain eithers case res of Left _ -> do logWarning "Junction" "Unable to load state" return def Right maybeRawState -> case maybeRawState of Just rawState -> case eitherDecode $ BL.fromStrict rawState of Left _ -> do logWarning "Junction" "Unable to decode state" return def Right decodedState -> return decodedState Nothing -> do logWarning "Junction" "Unable to decode state" return def instance QuoteStream JunctionM where addSubscription (QuoteSubscription ticker timeframe) chan = do qt <- asks peQuoteThread QT.addSubscription qt ticker timeframe chan return (SubscriptionId 0) -- TODO subscription Ids removeSubscription _ = undefined logger :: (MonadIO m) => Handle -> LogAction m Message logger h = fmtMessage >$< (logTextStdout <> logTextHandle h) junctionMain :: M.Map T.Text StrategyDescriptorE -> IO () junctionMain descriptors = do opts <- parseOptions let initialLogger = fmtMessage >$< logTextStdout logWith initialLogger Info "Junction" $ "Reading config from: " <> (T.pack . show) (configPath opts) cfg <- readFile (configPath opts) >>= input auto withFile (logBasePath cfg <> "/all.log") AppendMode $ \h -> do let log = logWith (logger h) barsMap <- newIORef M.empty log Info "Junction" $ "Connecting to redis: " <> redisSocket cfg redis <- checkedConnect (defaultConnectInfo { connectPort = UnixSocket (T.unpack $ redisSocket cfg) }) log Info "Junction" "redis: connected" withContext $ \ctx -> do log Debug "Junction" "0mq context created" let downloaderLogAction = logger h let downloaderEnv = DownloaderEnv (mkQHPHandle ctx (qhpEndpoint cfg)) ctx (qtisEndpoint cfg) downloaderLogAction robotsMap <- newIORef M.empty ordersMap <- newIORef M.empty handledNotifications <- newIORef S.empty withBroker cfg ctx robotsMap ordersMap handledNotifications (logger h) $ \bro -> withQThread downloaderEnv barsMap cfg ctx $ \qt -> do broService <- mkBrokerService bro ordersMap let junctionLogAction = logger h let env = JunctionEnv { peRedisSocket = redis, peConfigPath = robotsConfigsPath cfg, peQuoteThread = qt, peBroker = bro, peRobots = robotsMap, peLogAction = junctionLogAction } withJunction env $ do startRobots h cfg barsMap broService forever $ do notifications <- liftIO $ getNotifications broService forM_ notifications (liftIO . handleBrokerNotification robotsMap ordersMap handledNotifications (logger h)) saveRobots liftIO $ threadDelay 1000000 where saveRobots :: JunctionM () saveRobots = do robotsMap <- asks peRobots >>= (liftIO . readIORef) traverse_ saveRobotState robotsMap saveRobotState :: RobotDriverHandle -> JunctionM () saveRobotState handle = onStrategyInstance handle $ \inst -> do currentState <- liftIO $ readIORef (strategyState inst) saveState currentState (strategyInstanceId inst) currentTimers <- liftIO $ readIORef (strategyTimers inst) saveState currentTimers (strategyInstanceId inst <> ":timers") startRobots :: Handle -> ProgramConfiguration -> IORef Bars -> BrokerService -> JunctionM () startRobots logHandle cfg barsMap broService = forM_ (instances cfg) $ \inst -> do now <- liftIO getCurrentTime case M.lookup (strategyBaseName inst) descriptors of Just (StrategyDescriptorE desc) -> do bigConf <- loadConfig (configKey inst) case confTickers bigConf of (firstTicker:restTickers) -> do rConf <- liftIO $ newIORef (confStrategy bigConf) rState <- loadState (stateKey inst) >>= liftIO . newIORef rTimers <- loadState (stateKey inst <> ":timers") >>= liftIO . newIORef localH <- liftIO $ openFile (logBasePath cfg <> "/" <> T.unpack (strategyId inst) <> ".log") AppendMode liftIO $ hSetBuffering localH LineBuffering let robotLogAction = logger logHandle <> (fmtMessage >$< logTextHandle localH) stratEnv <- liftIO $ newIORef StrategyEnvironment { _seInstanceId = strategyId inst, _seAccount = "test", -- TODO configure _seVolume = 1, _seLastTimestamp = now } let robotEnv = RobotEnv rState rConf rTimers barsMap stratEnv robotLogAction broService (toBarSeriesId <$> (firstTicker :| restTickers)) robot <- createRobotDriverThread inst desc (flip runReaderT robotEnv . unRobotM) bigConf rConf rState rTimers robotsMap' <- asks peRobots liftIO $ atomicModifyIORef' robotsMap' (\s -> (M.insert (strategyId inst) robot s, ())) _ -> logWith (logger logHandle) Error (strategyId inst) $ "No tickers configured !!!" Nothing -> error "Unknown strategy" toBarSeriesId t = BarSeriesId (tickerId t) (timeframe t) withJunction :: JunctionEnv -> JunctionM () -> IO () withJunction env = (`runReaderT` env) . unJunctionM handleBrokerNotification :: IORef (M.Map T.Text RobotDriverHandle) -> IORef (M.Map OrderId T.Text) -> IORef (S.Set NotificationSqnum) -> LogAction IO Message -> Notification -> IO () handleBrokerNotification robotsRef ordersMapRef handled logger notification= do logWith logger Trace "Junction" $ "Incoming notification: " <> (T.pack . show . unNotificationSqnum . getNotificationSqnum) notification whenM (notMember (getNotificationSqnum notification) <$> readIORef handled) $ do robotsMap <- readIORef robotsRef ordersMap <- readIORef ordersMapRef case getNotificationTarget robotsMap ordersMap notification of Just robot -> postNotificationEvent robot notification Nothing -> do logWith logger Warning "Junction" $ "Unknown order: " <> (T.pack . show) (notificationOrderId notification) logWith logger Debug "Junction" $ "Ordermap: " <> (T.pack . show) (M.toList ordersMap) atomicModifyIORef' handled (\s -> (S.insert (getNotificationSqnum notification) s, ())) getNotificationTarget :: M.Map T.Text RobotDriverHandle -> M.Map OrderId T.Text -> Notification -> Maybe RobotDriverHandle getNotificationTarget robotsMap ordersMap notification = do robotId <- M.lookup (notificationOrderId notification) ordersMap M.lookup robotId robotsMap notificationOrderId (OrderNotification _ oid _) = oid notificationOrderId (TradeNotification _ trade) = tradeOrderId trade withBroker cfg ctx robotsMap ordersMap handled logger f = do securityParameters <- loadBrokerSecurityParameters cfg bracket (startBrokerClient "broker" ctx (brokerEndpoint cfg) (brokerNotificationEndpoint cfg) [handleBrokerNotification robotsMap ordersMap handled logger] securityParameters logger) stopBrokerClient f loadBrokerSecurityParameters cfg = case (brokerClientCert cfg, brokerServerCert cfg) of (Just clientCertPath, Just serverCertPath) -> do eClientCert <- loadCertificateFromFile clientCertPath eServerCert <- loadCertificateFromFile serverCertPath case (eClientCert, eServerCert) of (Right clientCert, Right serverCert) -> return $ ClientSecurityParams (Just clientCert) (Just serverCert) (_, _) -> return $ ClientSecurityParams Nothing Nothing _ -> return $ ClientSecurityParams Nothing Nothing parseOptions = execParser options options = info (optionsParser <**> helper) (fullDesc <> progDesc "Robocom-zero junction mode driver" <> header "robocom-zero-junction") optionsParser :: Parser ProgramOptions optionsParser = ProgramOptions <$> strOption (long "config" <> short 'c' <> metavar "FILENAME" <> help "Configuration file path")