forked from Drakkar-Software/OctoBot
-
Notifications
You must be signed in to change notification settings - Fork 0
/
octobot.py
431 lines (346 loc) · 18.7 KB
/
octobot.py
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
# Drakkar-Software OctoBot
# Copyright (c) Drakkar-Software, All rights reserved.
#
# This library is free software; you can redistribute it and/or
# modify it under the terms of the GNU Lesser General Public
# License as published by the Free Software Foundation; either
# version 3.0 of the License, or (at your option) any later version.
#
# This library is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
# Lesser General Public License for more details.
#
# You should have received a copy of the GNU Lesser General Public
# License along with this library.
from tools.logging.logging_util import get_logger
import time
import copy
import asyncio
import threading
import ccxt.async_support as ccxt
from backtesting import backtesting_enabled
from config import CONFIG_DEBUG_OPTION_PERF, CONFIG_NOTIFICATION_INSTANCE, CONFIG_EXCHANGES, \
CONFIG_NOTIFICATION_GLOBAL_INFO, NOTIFICATION_STARTING_MESSAGE, CONFIG_CRYPTO_PAIRS, CONFIG_CRYPTO_CURRENCIES, \
NOTIFICATION_STOPPING_MESSAGE, BOT_TOOLS_RECORDER, BOT_TOOLS_STRATEGY_OPTIMIZER, BOT_TOOLS_BACKTESTING, \
CONFIG_EVALUATORS_WILDCARD, FORCE_ASYNCIO_DEBUG_OPTION, TimeFrames
from services import ServiceCreator
from services.Dispatchers.dispatcher_creator import DispatcherCreator
from evaluator.Updaters.global_price_updater import GlobalPriceUpdater
from evaluator.Util.advanced_manager import AdvancedManager
from evaluator.cryptocurrency_evaluator import CryptocurrencyEvaluator
from evaluator.evaluator_creator import EvaluatorCreator
from evaluator.evaluator_task_manager import EvaluatorTaskManager
from evaluator.symbol_evaluator import SymbolEvaluator
from tools.notifications import Notification
from tools.performance_analyser import PerformanceAnalyser
from tools.time_frame_manager import TimeFrameManager
from tools.asyncio_tools import run_coroutine_in_asyncio_loop, get_gather_wrapper
from trading.exchanges.exchange_manager import ExchangeManager
from trading.trader.trader import Trader
from trading.trader.trader_simulator import TraderSimulator
from trading.util.trading_config_util import get_activated_trading_mode
from tools.class_inspector import get_class_from_string, evaluator_parent_inspection
from evaluator import TA
from evaluator.TA import TAEvaluator
"""Main OctoBot class:
- Create all indicators and thread for each cryptocurrencies in config """
class OctoBot:
"""
Constructor :
- Load configs
"""
def __init__(self, config):
self.start_time = time.time()
self.config = config
self.startup_config = copy.deepcopy(config)
self.edited_config = copy.deepcopy(config)
self.ready = False
self.watcher = None
self.current_loop_thread = None
# tools: used for alternative operations on a bot on the fly (ex: backtesting started from web interface)
self.tools = {
BOT_TOOLS_BACKTESTING: None,
BOT_TOOLS_STRATEGY_OPTIMIZER: None,
BOT_TOOLS_RECORDER: None,
}
# Logger
self.logger = get_logger(self.__class__.__name__)
# Advanced
AdvancedManager.init_advanced_classes_if_necessary(self.config)
# Debug tools
self.performance_analyser = None
if CONFIG_DEBUG_OPTION_PERF in self.config and self.config[CONFIG_DEBUG_OPTION_PERF]:
self.performance_analyser = PerformanceAnalyser()
# Init time frames using enabled strategies
EvaluatorCreator.init_time_frames_from_strategies(self.config)
self.time_frames = copy.copy(TimeFrameManager.get_config_time_frame(self.config))
# Init display time frame
config_time_frames = TimeFrameManager.get_config_time_frame(self.config)
if TimeFrames.ONE_HOUR not in config_time_frames:
config_time_frames.append(TimeFrames.ONE_HOUR)
TimeFrameManager.sort_config_time_frames(self.config)
# Init relevant evaluator names list using enabled strategies
self.relevant_evaluators = EvaluatorCreator.get_relevant_evaluators_from_strategies(self.config)
# Backtesting
self.backtesting_enabled = backtesting_enabled(self.config)
# Notifier
self.config[CONFIG_NOTIFICATION_INSTANCE] = Notification(self.config)
self.symbol_tasks_manager = {}
self.exchange_traders = {}
self.exchange_trader_simulators = {}
self.trading_mode = None
self.exchange_trading_modes = {}
self.exchanges_list = {}
self.symbol_evaluator_list = {}
self.crypto_currency_evaluator_list = {}
self.dispatchers_list = []
self.global_updaters_by_exchange = {}
self.async_loop = None
self.social_eval_tasks = []
self.real_time_eval_tasks = []
self.main_task_group = None
async def create_services(self):
# Add services to self.config[CONFIG_CATEGORY_SERVICES]
await ServiceCreator.create_services(self.config, self.backtesting_enabled)
# Notify starting
if self.config[CONFIG_NOTIFICATION_INSTANCE].enabled(CONFIG_NOTIFICATION_GLOBAL_INFO):
await self.config[CONFIG_NOTIFICATION_INSTANCE].notify_with_all(NOTIFICATION_STARTING_MESSAGE, False)
async def create_exchange_traders(self, ignore_config=False):
self.async_loop = asyncio.get_running_loop()
available_exchanges = ccxt.exchanges
for exchange_class_string in self.config[CONFIG_EXCHANGES]:
if exchange_class_string in available_exchanges:
exchange_type = getattr(ccxt, exchange_class_string)
# Backtesting Exchange
if self.backtesting_enabled:
exchange_manager = ExchangeManager(self.config, exchange_type, is_simulated=True)
else:
# Real Exchange
exchange_manager = ExchangeManager(self.config, exchange_type, is_simulated=False,
ignore_config=ignore_config)
await exchange_manager.initialize()
exchange_inst = exchange_manager.get_exchange()
self.exchanges_list[exchange_inst.get_name()] = exchange_inst
self.global_updaters_by_exchange[exchange_inst.get_name()] = GlobalPriceUpdater(exchange_inst)
# create trader instance for this exchange
exchange_trader = \
Trader(self.config,
exchange_inst)
await exchange_trader.initialize()
self.exchange_traders[exchange_inst.get_name()] = exchange_trader
# create trader simulator instance for this exchange
exchange_trader_simulator = \
TraderSimulator(self.config,
exchange_inst)
await exchange_trader_simulator.initialize()
self.exchange_trader_simulators[exchange_inst.get_name()] = exchange_trader_simulator
if not (exchange_trader_simulator.enabled(self.config) or exchange_trader.enabled(self.config)):
self.logger.error(f"No trader simulator nor real trader activated on {exchange_inst.get_name()}")
# create trading mode
try:
self.trading_mode = get_activated_trading_mode(self.config)(self.config, exchange_inst)
self.exchange_trading_modes[exchange_inst.get_name()] = self.trading_mode
self.logger.debug(f"Using {self.trading_mode.get_name()} trading mode")
except RuntimeError as e:
self.logger.error(e.args[0])
raise e
# register trading modes on traders
exchange_trader.register_trading_mode(self.trading_mode)
exchange_trader_simulator.register_trading_mode(self.trading_mode)
else:
self.logger.error(f"{exchange_class_string} exchange not found")
def create_evaluation_tasks(self):
self.logger.info("Evaluation threads creation...")
# create dispatchers
self.dispatchers_list = DispatcherCreator.create_dispatchers(self.config, self.async_loop)
# create Social and TA evaluators
for crypto_currency, crypto_currency_data in self.config[CONFIG_CRYPTO_CURRENCIES].items():
# create crypto_currency evaluator
crypto_currency_evaluator = CryptocurrencyEvaluator(self.config, crypto_currency,
self.dispatchers_list, self.relevant_evaluators)
self.crypto_currency_evaluator_list[crypto_currency] = crypto_currency_evaluator
self.social_eval_tasks = self.social_eval_tasks + crypto_currency_evaluator.get_social_tasked_eval_list()
# create TA evaluators
for symbol in crypto_currency_data[CONFIG_CRYPTO_PAIRS]:
# create symbol evaluator
symbol_evaluator = SymbolEvaluator(self.config, symbol, crypto_currency_evaluator)
symbol_evaluator.set_traders(self.exchange_traders)
symbol_evaluator.set_trader_simulators(self.exchange_trader_simulators)
crypto_currency_evaluator.add_symbol_evaluator(symbol, symbol_evaluator)
self.symbol_evaluator_list[symbol] = symbol_evaluator
for exchange in self.exchanges_list.values():
global_price_updater = self.global_updaters_by_exchange[exchange.get_name()]
if exchange.get_exchange_manager().enabled():
# Verify that symbol exists on this exchange
if symbol in exchange.get_exchange_manager().get_traded_pairs():
self._create_symbol_threads_managers(exchange,
symbol_evaluator,
global_price_updater)
# notify that exchange doesn't support this symbol
else:
if not self.backtesting_enabled:
self.logger.error(f"{exchange.get_name()} doesn't support {symbol}")
self._check_required_evaluators()
def _create_symbol_threads_managers(self, exchange, symbol_evaluator, global_price_updater):
if backtesting_enabled(self.config):
real_time_ta_eval_list = []
else:
# Create real time TA evaluators
real_time_ta_eval_list = EvaluatorCreator.create_real_time_ta_evals(self.config,
exchange,
symbol_evaluator.get_symbol(),
self.relevant_evaluators,
self.dispatchers_list)
self.real_time_eval_tasks = self.real_time_eval_tasks + real_time_ta_eval_list
if self.time_frames:
for time_frame in self.time_frames:
if exchange.get_exchange_manager().time_frame_exists(time_frame.value, symbol_evaluator.get_symbol()):
self.symbol_tasks_manager[time_frame] = \
EvaluatorTaskManager(self.config,
time_frame,
global_price_updater,
symbol_evaluator,
exchange,
self.exchange_trading_modes[exchange.get_name()],
real_time_ta_eval_list,
self.async_loop,
self.relevant_evaluators)
else:
self.logger.warning(f"{exchange.get_name()} exchange is not supporting the required time frame: "
f"'{time_frame.value}' for {symbol_evaluator.get_symbol()}.")
else:
self.symbol_tasks_manager[None] = \
EvaluatorTaskManager(self.config,
None,
global_price_updater,
symbol_evaluator,
exchange,
self.exchange_trading_modes[exchange.get_name()],
real_time_ta_eval_list,
self.async_loop,
self.relevant_evaluators)
def _check_required_evaluators(self):
if self.symbol_tasks_manager:
etm = next(iter(self.symbol_tasks_manager.values()))
ta_list = etm.get_evaluator().get_ta_eval_list()
if self.relevant_evaluators != CONFIG_EVALUATORS_WILDCARD:
for required_eval in self.relevant_evaluators:
required_class = get_class_from_string(required_eval, TAEvaluator, TA, evaluator_parent_inspection)
if required_class and not self._class_is_in_list(ta_list, required_class):
self.logger.error(f"Missing technical analysis evaluator {required_class.get_name()} for "
f"current strategy. Activate it in OctoBot advanced configuration interface "
f"to allow activated strategy(ies) to work properly.")
async def start_tasks(self, run_in_new_thread=False):
task_list = []
if self.performance_analyser:
task_list.append(self.performance_analyser.start_monitoring())
for crypto_currency_evaluator in self.crypto_currency_evaluator_list.values():
task_list.append(crypto_currency_evaluator.get_social_evaluator_refresh_task())
for trader in self.exchange_traders.values():
await trader.launch()
task_list.append(trader.start_order_manager())
for trader_simulator in self.exchange_trader_simulators.values():
await trader_simulator.launch()
task_list.append(trader_simulator.start_order_manager())
for updater in self.global_updaters_by_exchange.values():
if self.watcher is not None:
updater.set_watcher(self.watcher)
task_list.append(updater.start_update_loop())
for real_time_eval in self.real_time_eval_tasks:
task_list.append(real_time_eval.start_task())
for social_eval in self.social_eval_tasks:
task_list.append(social_eval.start_task())
for thread in self.dispatchers_list:
thread.start()
self.logger.info("Evaluation tasks started...")
self.ready = True
self.main_task_group = asyncio.gather(*task_list)
if run_in_new_thread:
self._create_new_asyncio_main_loop()
else:
self.current_loop_thread = threading.current_thread()
await self.main_task_group
def join_threads(self):
for thread in self.dispatchers_list:
thread.join()
def stop_threads(self):
stop_coroutines = []
# Notify stopping
if self.config[CONFIG_NOTIFICATION_INSTANCE].enabled(CONFIG_NOTIFICATION_GLOBAL_INFO):
# To be improved with a full async implementation
# To be done : "asyncio.run" --> replaced by a simple await
# PR discussion : https://github.com/Drakkar-Software/OctoBot/pull/563#discussion_r248088266
stop_coroutines.append(
self.config[CONFIG_NOTIFICATION_INSTANCE].notify_with_all(NOTIFICATION_STOPPING_MESSAGE))
self.logger.info("Stopping threads ...")
if self.main_task_group:
self.main_task_group.cancel()
for thread in self.dispatchers_list:
thread.stop()
# stop services
for service_instance in ServiceCreator.get_service_instances(self.config):
try:
service_instance.stop()
except Exception as e:
raise e
# stop exchanges threads
for exchange in self.exchanges_list.values():
stop_coroutines.append(exchange.stop())
loop = asyncio.new_event_loop()
asyncio.set_event_loop(loop)
asyncio.run(get_gather_wrapper(stop_coroutines))
self.logger.info("Threads stopped.")
@staticmethod
def _class_is_in_list(class_list, required_klass):
return any(required_klass in klass.get_parent_evaluator_classes() for klass in class_list)
def run_in_main_asyncio_loop(self, coroutine):
# restart a new loop if necessary (for backtesting analysis)
if backtesting_enabled(self.config) and self.async_loop.is_closed():
self.logger.debug("Main loop is closed, starting a new main loop.")
self._create_new_asyncio_main_loop()
return run_coroutine_in_asyncio_loop(coroutine, self.async_loop)
def _create_new_asyncio_main_loop(self):
self.async_loop = asyncio.new_event_loop()
self.async_loop.set_debug(FORCE_ASYNCIO_DEBUG_OPTION)
asyncio.set_event_loop(self.async_loop)
self.current_loop_thread = threading.Thread(target=self.async_loop.run_forever)
self.current_loop_thread.start()
def set_watcher(self, watcher):
self.watcher = watcher
def get_symbols_tasks_manager(self):
return self.symbol_tasks_manager
def get_exchange_traders(self):
return self.exchange_traders
def get_exchange_trader_simulators(self):
return self.exchange_trader_simulators
def get_exchange_trading_modes(self):
return self.exchange_trading_modes
def get_exchanges_list(self):
return self.exchanges_list
def get_symbol_evaluator_list(self):
return self.symbol_evaluator_list
def get_symbols_list(self):
return self.symbol_evaluator_list.keys()
def get_crypto_currency_evaluator_list(self):
return self.crypto_currency_evaluator_list
def get_dispatchers_list(self):
return self.dispatchers_list
def get_global_updaters_by_exchange(self):
return self.global_updaters_by_exchange
def get_start_time(self):
return self.start_time
def is_ready(self):
return self.ready
def get_config(self):
return self.config
def get_startup_config(self):
return self.startup_config
def get_edited_config(self):
return self.edited_config
def get_tools(self):
return self.tools
def get_trading_mode(self):
return self.trading_mode
def get_async_loop(self):
return self.async_loop