Expand skeleton app (#1)

bot/bot.go

@@ -0,0 +1,46 @@
+package bot
+
+import (
+	"code.vegaprotocol.io/liqbot/config"
+
+	ppconfig "code.vegaprotocol.io/priceproxy/config"
+	ppservice "code.vegaprotocol.io/priceproxy/service"
+	tcwallet "code.vegaprotocol.io/vega/wallet"
+)
+
+// PricingEngine is the source of price information from the price proxy.
+//go:generate go run github.com/golang/mock/mockgen -destination mocks/pricingengine_mock.go -package mocks code.vegaprotocol.io/liqbot/bot PricingEngine
+type PricingEngine interface {
+	GetPrice(pricecfg ppconfig.PriceConfig) (pi ppservice.PriceResponse, err error)
+}
+
+// LiqBot represents one liquidity bot.
+type LiqBot struct {
+	config        config.BotConfig
+	pricingEngine PricingEngine
+	walletServer  tcwallet.WalletHandler
+}
+
+// New returns a new instance of LiqBot.
+func New(config config.BotConfig, pe PricingEngine, ws tcwallet.WalletHandler) *LiqBot {
+	lb := LiqBot{
+		config:        config,
+		pricingEngine: pe,
+		walletServer:  ws,
+	}
+	return &lb
+}
+
+// Start starts the liquidity bot goroutine(s).
+func (lb *LiqBot) Start() {
+	go lb.run()
+}
+
+// Stop stops the liquidity bot goroutine(s).
+func (lb *LiqBot) Stop() {
+	// TBD
+}
+
+func (lb *LiqBot) run() {
+	// TBD
+}

cmd/liqbot/doc.go

@@ -0,0 +1,7 @@
+// Command liqbot runs one application instance which may contain many bots that
+// provide liquidity. Each bot connects to one Vega node and submits orders to
+// one market.
+//
+//     $ make install
+//     $ $GOPATH/bin/liqbot -config=config.yml
+package main

cmd/liqbot/main.go

@@ -1,19 +1,17 @@
-// Command liqbot runs one application instance which may contain many bots that
-// provide liquidity. Each bot connects to one Vega node and submits orders to
-// one market.
-//
-//     $ make install
-//     $ $GOPATH/bin/liqbot -config=config.yml
 package main
 
 import (
 	"flag"
 	"fmt"
 	"math/rand"
+	"os"
+	"os/signal"
 	"strings"
+	"syscall"
 	"time"
 
 	"code.vegaprotocol.io/liqbot/config"
+	"code.vegaprotocol.io/liqbot/service"
 
 	"github.com/jinzhu/configor"
 	log "github.com/sirupsen/logrus"
@@ -28,8 +26,6 @@ var (
 )
 
 func main() {
-	rand.Seed(time.Now().UnixNano())
-
 	var configName string
 	var configVersion bool
 	flag.StringVar(&configName, "config", "", "Configuration YAML file")
@@ -41,6 +37,8 @@ func main() {
 		return
 	}
 
+	rand.Seed(time.Now().UnixNano())
+
 	var cfg config.Config
 	err := configor.Load(&cfg, configName)
 	// https://github.com/jinzhu/configor/issues/40
@@ -68,5 +66,26 @@ func main() {
 		"hash":    VersionHash,
 	}).Info("Version")
 
-	// TODO: Instantiate service
+	var s *service.Service
+	s, err = service.NewService(cfg, nil, nil)
+	if err != nil {
+		log.WithFields(log.Fields{
+			"error": err.Error(),
+		}).Fatal("Failed to create service")
+	}
+
+	go func() {
+		err := s.Start()
+		if err != nil && err.Error() != "http: Server closed" {
+			log.WithFields(log.Fields{
+				"listen": cfg.Server.Listen,
+				"error":  err.Error(),
+			}).Fatal("Could not listen")
+		}
+	}()
+	c := make(chan os.Signal, 2)
+	signal.Notify(c, syscall.SIGINT)
+	signal.Notify(c, syscall.SIGTERM)
+	<-c
+	s.Stop()
 }

config/config.go

@@ -8,22 +8,36 @@ import (
 	"net/url"
 	"time"
 
+	"code.vegaprotocol.io/liqbot/core"
+
 	log "github.com/sirupsen/logrus"
 )
 
-// ServerConfig describes the settings for running the price proxy.
+// ServerConfig describes the settings for running the liquidity bot.
 type ServerConfig struct {
 	Env       string
 	Listen    string
 	LogFormat string
 	LogLevel  string
 }
 
+// NodeConfig describes the settings for contacting Vega nodes.
+type NodeConfig struct {
+	Name    string
+	Address *url.URL
+}
+
+// PricingConfig describes the settings for contacting the price proxy.
+type PricingConfig struct {
+	Address *url.URL `yaml:"address"`
+}
+
 // BotConfig specifies the configuration parameters for one bot, which talks to one market on one
 // Vega node.
 type BotConfig struct {
-	// WalletID is the name of the bot. It is *not* a public key seen by Vega.
-	WalletID string `yaml:"marketID"`
+	// Name is the name of the bot. It is also used as the wallet name.
+	// It is *not* a public key seen by Vega.
+	Name string `yaml:"name"`
 
 	// NodeAddress specifies the URL of the Vega node to connect to.
 	// e.g. REST node:
@@ -36,19 +50,30 @@ type BotConfig struct {
 	//        scheme: grpc
 	//        host: node.example.com:1234
 	NodeAddress *url.URL `yaml:"nodeAddress"`
-	// node core.Node
+	node        core.Node
 
 	// Strategy specifies which algorithm the bot is to use.
-	Strategy string
+	Strategy string `yaml:"strategy"`
+
+	// StrategyDetails contains the parameters needed by the strategy algorithm
+	StrategyDetails map[string]string `yaml:"strategyDetails"`
+}
 
-	// ConfigDetails contains the parameters needed by the strategy algorithm
-	ConfigDetails map[string]string
+// WalletConfig describes the settings for running an internal wallet server
+type WalletConfig struct {
+	RootPath    string `yaml:"rootPath"`
+	TokenExpiry int    `yaml:"tokenExpiry"`
 }
 
 // Config describes the top level config file format.
 type Config struct {
 	Server *ServerConfig `yaml:"server"`
-	Bots   []BotConfig   `yaml:"bots"`
+
+	Nodes   []NodeConfig   `yaml:"nodes"`
+	Pricing *PricingConfig `yaml:"pricing"`
+	Wallet  *WalletConfig  `yaml:"wallet"`
+
+	Bots []BotConfig `yaml:"bots"`
 }
 
 var (
@@ -71,6 +96,15 @@ func CheckConfig(cfg *Config) error {
 	if cfg.Server == nil {
 		return fmt.Errorf("%s: %s", ErrMissingEmptyConfigSection.Error(), "server")
 	}
+	if cfg.Nodes == nil || len(cfg.Nodes) == 0 {
+		return fmt.Errorf("%s: %s", ErrMissingEmptyConfigSection.Error(), "nodes")
+	}
+	if cfg.Pricing == nil {
+		return fmt.Errorf("%s: %s", ErrMissingEmptyConfigSection.Error(), "pricing")
+	}
+	if cfg.Wallet == nil {
+		return fmt.Errorf("%s: %s", ErrMissingEmptyConfigSection.Error(), "wallet")
+	}
 	if cfg.Bots == nil || len(cfg.Bots) == 0 {
 		return fmt.Errorf("%s: %s", ErrMissingEmptyConfigSection.Error(), "bots")
 	}

config/config_test.go

@@ -21,6 +21,22 @@ func TestCheckConfig(t *testing.T) {
 	err = config.CheckConfig(&cfg)
 	assert.True(t, strings.HasPrefix(err.Error(), config.ErrMissingEmptyConfigSection.Error()))
 
+	cfg.Nodes = []config.NodeConfig{}
+	err = config.CheckConfig(&cfg)
+	assert.True(t, strings.HasPrefix(err.Error(), config.ErrMissingEmptyConfigSection.Error()))
+
+	cfg.Nodes = append(cfg.Nodes, config.NodeConfig{})
+	err = config.CheckConfig(&cfg)
+	assert.True(t, strings.HasPrefix(err.Error(), config.ErrMissingEmptyConfigSection.Error()))
+
+	cfg.Pricing = &config.PricingConfig{}
+	err = config.CheckConfig(&cfg)
+	assert.True(t, strings.HasPrefix(err.Error(), config.ErrMissingEmptyConfigSection.Error()))
+
+	cfg.Wallet = &config.WalletConfig{}
+	err = config.CheckConfig(&cfg)
+	assert.True(t, strings.HasPrefix(err.Error(), config.ErrMissingEmptyConfigSection.Error()))
+
 	cfg.Bots = []config.BotConfig{}
 	err = config.CheckConfig(&cfg)
 	assert.True(t, strings.HasPrefix(err.Error(), config.ErrMissingEmptyConfigSection.Error()))

config/doc.go

@@ -0,0 +1,2 @@
+// Package config contains structures and functions for configuring the app.
+package config

core/currencypair.go

@@ -0,0 +1,71 @@
+package core
+
+import (
+	"errors"
+	"fmt"
+	"sort"
+	"strings"
+
+	ppconfig "code.vegaprotocol.io/priceproxy/config"
+	"code.vegaprotocol.io/vega/proto"
+)
+
+var currencyPairBaseTags = []string{
+	"base:",
+	"ticker:",
+}
+
+var currencyPairQuoteTags = []string{
+	"quote:",
+}
+
+var currencyPairCountryTags = []string{
+	"country:",
+}
+
+var countryToCurrency = map[string]string{
+	"US": "USD",
+}
+
+// MarketToPriceConfig converts a Market object to a PriceConfig object by looking in the Market's instrument metadata tag list.
+func MarketToPriceConfig(mkt *proto.Market) (*ppconfig.PriceConfig, error) {
+	if mkt == nil || mkt.TradableInstrument == nil || mkt.TradableInstrument.Instrument == nil ||
+		mkt.TradableInstrument.Instrument.Metadata == nil {
+		return nil, errors.New("failed to create PriceConfig from Market (nil)")
+	}
+	if len(mkt.TradableInstrument.Instrument.Metadata.Tags) == 0 {
+		return nil, errors.New("failed to create PriceConfig from Market (zero Tags)")
+	}
+	base := "?"
+	quote := "?"
+	sort.Strings(mkt.TradableInstrument.Instrument.Metadata.Tags)
+	for _, tag := range mkt.TradableInstrument.Instrument.Metadata.Tags {
+		for _, pfx := range currencyPairBaseTags {
+			if strings.HasPrefix(tag, pfx) {
+				base = tag[len(pfx):]
+			}
+		}
+		for _, pfx := range currencyPairQuoteTags {
+			if strings.HasPrefix(tag, pfx) {
+				quote = tag[len(pfx):]
+			}
+		}
+		for _, pfx := range currencyPairCountryTags {
+			if strings.HasPrefix(tag, pfx) {
+				var found bool
+				quote, found = countryToCurrency[tag[len(pfx):]]
+				if !found {
+					return nil, fmt.Errorf("can't map country to currency: %s", tag[len(pfx):])
+				}
+			}
+		}
+	}
+	if base == "?" {
+		return nil, errors.New("failed to create PriceConfig from Market (missing Base)")
+	}
+	if quote == "?" {
+		return nil, errors.New("failed to create PriceConfig from Market (missing Quote)")
+	}
+
+	return &ppconfig.PriceConfig{Base: base, Quote: quote}, nil
+}