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REFACTOR: [max] generate privatechannel map with mapgen #1843

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Nov 29, 2024
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6 changes: 3 additions & 3 deletions pkg/backtest/matching.go
Original file line number Diff line number Diff line change
Expand Up @@ -9,9 +9,9 @@ import (
"github.com/pkg/errors"
"github.com/sirupsen/logrus"

"github.com/c9s/bbgo/pkg/envvar"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types"
"github.com/c9s/bbgo/pkg/util"
)

var orderID uint64 = 1
Expand All @@ -35,14 +35,14 @@ var useFeeToken = true

func init() {
logger := logrus.New()
if v, ok := util.GetEnvVarBool("DEBUG_MATCHING"); ok && v {
if v, ok := envvar.Bool("DEBUG_MATCHING"); ok && v {
logger.SetLevel(logrus.DebugLevel)
} else {
logger.SetLevel(logrus.ErrorLevel)
}
klineMatchingLogger = logger.WithField("backtest", "klineEngine")

if v, ok := util.GetEnvVarBool("BACKTEST_USE_FEE_TOKEN"); ok {
if v, ok := envvar.Bool("BACKTEST_USE_FEE_TOKEN"); ok {
useFeeToken = v
}
}
Expand Down
5 changes: 3 additions & 2 deletions pkg/bbgo/environment.go
Original file line number Diff line number Diff line change
Expand Up @@ -19,6 +19,7 @@ import (
"github.com/spf13/viper"
"gopkg.in/tucnak/telebot.v2"

"github.com/c9s/bbgo/pkg/envvar"
"github.com/c9s/bbgo/pkg/exchange"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/interact"
Expand Down Expand Up @@ -745,7 +746,7 @@ func (environ *Environment) setupInteraction(persistence service.PersistenceServ
var keyURL string
var authStore = environ.getAuthStore(persistence)

if v, ok := util.GetEnvVarBool("FLUSH_OTP_KEY"); v && ok {
if v, ok := envvar.Bool("FLUSH_OTP_KEY"); v && ok {
log.Warnf("flushing otp key...")
if err := authStore.Reset(); err != nil {
return err
Expand Down Expand Up @@ -857,7 +858,7 @@ func (environ *Environment) setupSlack(userConfig *Config, slackToken string, pe
slackOpts = append(slackOpts, slack.OptionAppLevelToken(slackAppToken))
}

if b, ok := util.GetEnvVarBool("DEBUG_SLACK"); ok {
if b, ok := envvar.Bool("DEBUG_SLACK"); ok {
slackOpts = append(slackOpts, slack.OptionDebug(b))
}

Expand Down
4 changes: 2 additions & 2 deletions pkg/bbgo/exit.go
Original file line number Diff line number Diff line change
Expand Up @@ -8,13 +8,13 @@ import (
"github.com/pkg/errors"

"github.com/c9s/bbgo/pkg/dynamic"
"github.com/c9s/bbgo/pkg/util"
"github.com/c9s/bbgo/pkg/envvar"
)

var enableMarketTradeStop = true

func init() {
if v, defined := util.GetEnvVarBool("DISABLE_MARKET_TRADE_STOP"); defined && v {
if v, defined := envvar.Bool("DISABLE_MARKET_TRADE_STOP"); defined && v {
enableMarketTradeStop = false
}
}
Expand Down
4 changes: 2 additions & 2 deletions pkg/bbgo/order_execution.go
Original file line number Diff line number Diff line change
Expand Up @@ -11,15 +11,15 @@ import (
"go.uber.org/multierr"

"github.com/c9s/bbgo/pkg/core"
"github.com/c9s/bbgo/pkg/envvar"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types"
"github.com/c9s/bbgo/pkg/util"
)

var DefaultSubmitOrderRetryTimeout = 5 * time.Minute

func init() {
if du, ok := util.GetEnvVarDuration("BBGO_SUBMIT_ORDER_RETRY_TIMEOUT"); ok && du > 0 {
if du, ok := envvar.Duration("BBGO_SUBMIT_ORDER_RETRY_TIMEOUT", 5*time.Minute); ok && du > 0 {
DefaultSubmitOrderRetryTimeout = du
}
}
Expand Down
3 changes: 2 additions & 1 deletion pkg/bbgo/session.go
Original file line number Diff line number Diff line change
Expand Up @@ -14,6 +14,7 @@ import (
"github.com/spf13/viper"

"github.com/c9s/bbgo/pkg/cache"
"github.com/c9s/bbgo/pkg/envvar"
"github.com/c9s/bbgo/pkg/exchange/retry"
"github.com/c9s/bbgo/pkg/util/templateutil"

Expand Down Expand Up @@ -237,7 +238,7 @@ func (session *ExchangeSession) Init(ctx context.Context, environ *Environment)
var disableMarketsCache = false
var markets types.MarketMap
var err error
if util.SetEnvVarBool("DISABLE_MARKETS_CACHE", &disableMarketsCache); disableMarketsCache {
if envvar.SetBool("DISABLE_MARKETS_CACHE", &disableMarketsCache); disableMarketsCache {
markets, err = session.Exchange.QueryMarkets(ctx)
if err != nil {
return err
Expand Down
4 changes: 2 additions & 2 deletions pkg/bbgo/standard_indicator_set.go
Original file line number Diff line number Diff line change
Expand Up @@ -3,9 +3,9 @@ package bbgo
import (
"github.com/sirupsen/logrus"

"github.com/c9s/bbgo/pkg/envvar"
"github.com/c9s/bbgo/pkg/indicator"
"github.com/c9s/bbgo/pkg/types"
"github.com/c9s/bbgo/pkg/util"
)

var (
Expand All @@ -15,7 +15,7 @@ var (
func init() {
// when using --dotenv option, the dotenv is loaded from command.PersistentPreRunE, not init.
// hence here the env var won't enable the debug flag
util.SetEnvVarBool("DEBUG_BOLL", &debugBOLL)
envvar.SetBool("DEBUG_BOLL", &debugBOLL)
}

type MACDConfig struct {
Expand Down
4 changes: 2 additions & 2 deletions pkg/cache/cache.go
Original file line number Diff line number Diff line change
Expand Up @@ -13,8 +13,8 @@ import (
"github.com/pkg/errors"
log "github.com/sirupsen/logrus"

"github.com/c9s/bbgo/pkg/envvar"
"github.com/c9s/bbgo/pkg/types"
"github.com/c9s/bbgo/pkg/util"
"github.com/c9s/bbgo/pkg/util/backoff"
)

Expand Down Expand Up @@ -126,7 +126,7 @@ func WithCache(key string, obj interface{}, fetcher DataFetcher) error {
}

func LoadExchangeMarketsWithCache(ctx context.Context, ex types.ExchangePublic) (markets types.MarketMap, err error) {
inMem, ok := util.GetEnvVarBool("USE_MARKETS_CACHE_IN_MEMORY")
inMem, ok := envvar.Bool("USE_MARKETS_CACHE_IN_MEMORY")
if ok && inMem {
return loadMarketsFromMem(ctx, ex)
}
Expand Down
113 changes: 113 additions & 0 deletions pkg/envvar/getter.go
Original file line number Diff line number Diff line change
@@ -0,0 +1,113 @@
package envvar

import (
"os"
"strconv"
"time"

"github.com/sirupsen/logrus"
)

func String(n string, args ...string) (string, bool) {
defaultValue := ""
if len(args) > 0 {
defaultValue = args[0]
}

str, ok := os.LookupEnv(n)
if !ok {
return defaultValue, false
}

return str, true
}

func Duration(n string, args ...time.Duration) (time.Duration, bool) {
defaultValue := time.Duration(0)
if len(args) > 0 {
defaultValue = args[0]
}

str, ok := os.LookupEnv(n)
if !ok {
return defaultValue, false
}

du, err := time.ParseDuration(str)
if err != nil {
logrus.WithError(err).Errorf("can not parse env var %q as time.Duration, incorrect format", str)
return defaultValue, false
}

return du, true
}

// Int64 returns the int64 value of the environment variable named n.
func Int64(n string, args ...int64) (int64, bool) {
defaultValue := int64(0)
if len(args) > 0 {
defaultValue = args[0]
}

str, ok := os.LookupEnv(n)
if !ok {
return defaultValue, false
}

num, err := strconv.ParseInt(str, 10, 64)
if err != nil {
logrus.WithError(err).Errorf("can not parse env var %q as int, incorrect format", str)
return defaultValue, false
}

return num, true
}

func Int(n string, args ...int) (int, bool) {
defaultValue := 0
if len(args) > 0 {
defaultValue = args[0]
}

str, ok := os.LookupEnv(n)
if !ok {
return defaultValue, false
}

num, err := strconv.Atoi(str)
if err != nil {
logrus.WithError(err).Errorf("can not parse env var %q as int, incorrect format", str)
return defaultValue, false
}

return num, true
}

func SetBool(n string, v *bool) bool {
b, ok := Bool(n)
if ok {
*v = b
}

return ok
}

func Bool(n string, args ...bool) (bool, bool) {
defaultValue := false
if len(args) > 0 {
defaultValue = args[0]
}

str, ok := os.LookupEnv(n)
if !ok {
return defaultValue, false
}

num, err := strconv.ParseBool(str)
if err != nil {
logrus.WithError(err).Errorf("can not parse env var %q as bool, incorrect format", str)
return defaultValue, false
}

return num, true
}
7 changes: 4 additions & 3 deletions pkg/exchange/binance/exchange.go
Original file line number Diff line number Diff line change
Expand Up @@ -21,6 +21,7 @@ import (
"github.com/pkg/errors"
"github.com/sirupsen/logrus"

"github.com/c9s/bbgo/pkg/envvar"
"github.com/c9s/bbgo/pkg/exchange/binance/binanceapi"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types"
Expand Down Expand Up @@ -56,17 +57,17 @@ func init() {
_ = types.MarginExchange(&Exchange{})
_ = types.FuturesExchange(&Exchange{})

if n, ok := util.GetEnvVarInt("BINANCE_ORDER_RATE_LIMITER"); ok {
if n, ok := envvar.Int("BINANCE_ORDER_RATE_LIMITER"); ok {
orderLimiter = rate.NewLimiter(rate.Every(time.Duration(n)*time.Minute), 2)
}

if n, ok := util.GetEnvVarInt("BINANCE_QUERY_TRADES_RATE_LIMITER"); ok {
if n, ok := envvar.Int("BINANCE_QUERY_TRADES_RATE_LIMITER"); ok {
queryTradeLimiter = rate.NewLimiter(rate.Every(time.Duration(n)*time.Minute), 2)
}
}

func isBinanceUs() bool {
v, ok := util.GetEnvVarBool("BINANCE_US")
v, ok := envvar.Bool("BINANCE_US")
return ok && v
}

Expand Down
6 changes: 4 additions & 2 deletions pkg/exchange/bitget/debug.go
Original file line number Diff line number Diff line change
@@ -1,13 +1,15 @@
package bitget

import "github.com/c9s/bbgo/pkg/util"
import (
"github.com/c9s/bbgo/pkg/envvar"
)

type LogFunction func(msg string, args ...interface{})

var debugf LogFunction

func getDebugFunction() LogFunction {
if v, ok := util.GetEnvVarBool("DEBUG_BITGET"); ok && v {
if v, ok := envvar.Bool("DEBUG_BITGET"); ok && v {
return log.Infof
}

Expand Down
10 changes: 5 additions & 5 deletions pkg/exchange/max/maxapi/restapi.go
Original file line number Diff line number Diff line change
Expand Up @@ -23,7 +23,7 @@ import (
"github.com/pkg/errors"
log "github.com/sirupsen/logrus"

"github.com/c9s/bbgo/pkg/util"
"github.com/c9s/bbgo/pkg/envvar"
"github.com/c9s/bbgo/pkg/util/backoff"
"github.com/c9s/bbgo/pkg/version"
)
Expand All @@ -49,19 +49,19 @@ var disableUserAgentHeader = false

func init() {

if val, ok := util.GetEnvVarInt("HTTP_TRANSPORT_MAX_IDLE_CONNS_PER_HOST"); ok {
if val, ok := envvar.Int("HTTP_TRANSPORT_MAX_IDLE_CONNS_PER_HOST"); ok {
httpTransportMaxIdleConnsPerHost = val
}

if val, ok := util.GetEnvVarInt("HTTP_TRANSPORT_MAX_IDLE_CONNS"); ok {
if val, ok := envvar.Int("HTTP_TRANSPORT_MAX_IDLE_CONNS"); ok {
httpTransportMaxIdleConns = val
}

if val, ok := util.GetEnvVarDuration("HTTP_TRANSPORT_IDLE_CONN_TIMEOUT"); ok {
if val, ok := envvar.Duration("HTTP_TRANSPORT_IDLE_CONN_TIMEOUT"); ok {
httpTransportIdleConnTimeout = val
}

if val, ok := util.GetEnvVarBool("DISABLE_MAX_USER_AGENT_HEADER"); ok {
if val, ok := envvar.Bool("DISABLE_MAX_USER_AGENT_HEADER"); ok {
disableUserAgentHeader = val
}
}
Expand Down
4 changes: 3 additions & 1 deletion pkg/exchange/max/maxapi/userdata.go
Original file line number Diff line number Diff line change
Expand Up @@ -227,7 +227,9 @@ func ParseUserEvent(v *fastjson.Value) (interface{}, error) {
case "trade_snapshot", "mwallet_trade_snapshot":
return parseTradeSnapshotEvent(v)

case "trade_update", "trade_fast_update", "mwallet_trade_update", "mwallet_trade_fast_update":
// trade_fast_update and mwallet_trade_fast_update are deprecated
case "trade_update", "fast_trade_update", "trade_fast_update",
"mwallet_trade_update", "mwallet_trade_fast_update", "mwallet_fast_trade_update":
return parseTradeUpdateEvent(v)

case "ad_ratio_snapshot", "ad_ratio_update":
Expand Down
43 changes: 43 additions & 0 deletions pkg/exchange/max/privatechannel.go
Original file line number Diff line number Diff line change
@@ -0,0 +1,43 @@
package max

//go:generate mapgen -type PrivateChannel
type PrivateChannel string

const (
PrivateChannelOrder PrivateChannel = "order"
PrivateChannelOrderUpdate PrivateChannel = "order_update"
PrivateChannelTrade PrivateChannel = "trade"
PrivateChannelTradeUpdate PrivateChannel = "trade_update"
PrivateChannelFastTradeUpdate PrivateChannel = "fast_trade_update"
PrivateChannelAccount PrivateChannel = "account"
PrivateChannelAccountUpdate PrivateChannel = "account_update"

// @group Misc
PrivateChannelAveragePrice PrivateChannel = "average_price"
PrivateChannelFavoriteMarket PrivateChannel = "favorite_market"

// @group Margin
PrivateChannelMWalletOrder PrivateChannel = "mwallet_order"
PrivateChannelMWalletTrade PrivateChannel = "mwallet_trade"
PrivateChannelMWalletFastTradeUpdate PrivateChannel = "mwallet_fast_trade_update"
PrivateChannelMWalletAccount PrivateChannel = "mwallet_account"
PrivateChannelMWalletAveragePrice PrivateChannel = "mwallet_average_price"
PrivateChannelBorrowing PrivateChannel = "borrowing"
PrivateChannelAdRatio PrivateChannel = "ad_ratio"
PrivateChannelPoolQuota PrivateChannel = "borrowing_pool_quota"
)

var defaultMarginPrivateChannels = []PrivateChannel{
PrivateChannelMWalletOrder,
PrivateChannelMWalletTrade,
PrivateChannelMWalletAccount,
PrivateChannelBorrowing,
PrivateChannelAdRatio,
PrivateChannelPoolQuota,
}

var defaultSpotPrivateChannels = []PrivateChannel{
PrivateChannelOrder,
PrivateChannelTrade,
PrivateChannelAccount,
}
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