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aabot.go
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package main
import (
"bytes"
"context"
"encoding/json"
"fmt"
"log"
"math/big"
"os"
"os/signal"
"regexp"
"runtime"
"strconv"
"sync"
"time"
"github.com/go-redis/redis"
"github.com/gorilla/websocket"
_ "github.com/jinzhu/gorm/dialects/postgres" // db driver
"github.com/mathieugilbert/aabot/adapters"
"github.com/mathieugilbert/aabot/cmd/config"
idex "github.com/mathieugilbert/go-idex"
"github.com/mathieugilbert/aabot/orderbook"
"github.com/mathieugilbert/aabot/web"
goed "github.com/mathieugilbert/go-etherdelta"
)
var (
// Config holds the app configuration
Config *config.Configuration
// ConfigFile contains app settings
ConfigFile = "private/mainnet/config.json"
// SeedFile contains seed data
SeedFile = "private/mainnet/seed.json"
)
func init() {
// Use all CPU cores
runtime.GOMAXPROCS(runtime.NumCPU())
// load config values
loadConfig(ConfigFile)
// migrate database schema
orderbook.Migrate(Config.DBString())
}
func main() {
// Database init
db, err := orderbook.NewDB(Config.DBString())
if err != nil {
log.Fatal(err)
}
db.LogMode(true)
// seed config data
db.ClearTempTables()
db.Seed(SeedFile)
// Ethereum network
eth, err := adapters.NewEthereum(Config.Ethereum.ProviderURI)
if err != nil {
log.Panicf("Couldn't connect to Ethereum network: %v\n%v\n", Config.Ethereum.ProviderURI, err)
}
// Redis client
r := redis.NewClient(&redis.Options{
Addr: Config.Redis.Path,
Password: "", // no password set
DB: 0, // use default DB
})
// Wrap needed services
ss := &web.ServiceStore{
Config: Config,
Ethereum: eth,
Redis: r,
DB: db,
}
/*
if err := db.SyncBalances(eth, Config.Ethereum.UserAddress); err != nil {
log.Panicf("Unable to sync wallet balances: %v\n", err)
}
if err := db.SyncMarketBalances(eth, Config.Ethereum.UserAddress); err != nil {
log.Panicf("Unable to sync exchange balances: %v\n", err)
}
*/
es, err := db.Exchanges()
if err != nil {
log.Panicf("Unable to retrieve exchanges: %v\n", err)
}
// wait for all exchanges to load
var wg sync.WaitGroup
wg.Add(len(es))
for _, e := range es {
go func(e *orderbook.Exchange, wg *sync.WaitGroup) {
e.LoadOrderbooks(db)
wg.Done()
}(e, &wg)
}
wg.Wait()
ctx := context.Background()
ctx, cancel := context.WithCancel(ctx)
interrupt := make(chan os.Signal, 1)
signal.Notify(interrupt, os.Interrupt)
defer func() {
signal.Stop(interrupt)
cancel()
}()
go ConsumeEtherDelta(ctx, db)
go ConsumeIdex(ctx, db)
go web.Start(ss)
select {
case <-interrupt:
cancel()
}
}
func ConsumeEtherDelta(ctx context.Context, db *orderbook.DB) {
url := "wss://api.forkdelta.com/socket.io/?EIO=3&transport=websocket"
c, resp, err := websocket.DefaultDialer.Dial(url, nil)
if err == websocket.ErrBadHandshake {
buf := new(bytes.Buffer)
buf.ReadFrom(resp.Body)
log.Printf("%+v\n", buf.String())
log.Printf("handshake failed with status %d", resp.StatusCode)
}
if err != nil {
log.Panicf("Dial(%v) error: %v\n", url, err)
}
defer c.Close()
e, err := db.ExchangeByName("EtherDelta")
if err != nil {
log.Panicf("Can't find EtherDelta in db")
}
var respRxp = regexp.MustCompile(`(\d+)(.*)`)
for {
_, message, err := c.ReadMessage()
if err != nil {
if err.Error() == "websocket: close 1000 (normal)" {
log.Println("Websocket closed")
return
}
log.Println("ReadMessage error:", err)
continue
}
match := respRxp.FindStringSubmatch(string(message))
if len(match) != 3 {
log.Printf("Regex didn't find matches in: %v", message)
continue
}
switch match[1] {
case "0":
log.Printf("Open: %v\n", match[2])
case "40":
log.Println("Connected to websocket")
case "42":
var orderRxp = regexp.MustCompile(`\[.(.*?).,(.*)]`)
matchOrder := orderRxp.FindStringSubmatch(match[2])
if len(matchOrder) != 3 {
log.Printf("42, not orders: %v\n", match[2])
break
}
switch matchOrder[1] {
case "orders":
resp := &goed.OrderBook{}
if err = json.Unmarshal([]byte(matchOrder[2]), resp); err != nil {
log.Printf("Can't unmarshal orders: %v\n%v\n", matchOrder[2], err)
break
}
count, errr := e.ProcessNewOrdersEtherDelta(db, resp)
if errr != nil {
log.Printf("Unable to process new orders: %v\n", errr)
break
}
if count > 0 {
log.Printf("Inserted %v new orders\n", count)
}
case "trades":
type Trade struct {
TxHash string `json:"txHash"`
Date string `json:"date"`
Price string `json:"price"`
Side string `json:"side"`
Amount string `json:"amount"`
AmountBase string `json:"amountBase"`
Buyer string `json:"buyer"`
Seller string `json:"seller"`
TokenAddr string `json:"tokenAddr"`
}
var trades []*Trade
if err = json.Unmarshal([]byte(matchOrder[2]), &trades); err != nil {
log.Panicf("Can't unmarshal trades: %v\n%v\n", matchOrder[2], err)
break
}
for _, trade := range trades {
// re-fetch orderbook for token
m, err := db.MarketByExTokAddr(e.ID, trade.TokenAddr)
if err != nil {
log.Printf("Error fetching market for exchange %v, token %v\n", e.ID, trade.TokenAddr)
continue
}
var wg sync.WaitGroup
wg.Add(1)
go func(m *orderbook.Market) {
m.LoadOrderbookEtherDelta(db, &wg)
}(m)
wg.Wait()
log.Printf("New trades, refreshed orderbook for token %v on exchange %v\n", trade.TokenAddr, e.Name)
}
}
default:
log.Printf("other message: %v\n", match[0])
}
select {
case <-ctx.Done():
err := c.WriteMessage(websocket.CloseMessage, websocket.FormatCloseMessage(websocket.CloseNormalClosure, ""))
if err != nil {
log.Println("Error writing close message:", err)
return
}
<-time.After(time.Second)
return
}
}
}
func ConsumeIdex(ctx context.Context, db *orderbook.DB) {
i := idex.New()
if err := i.Socket.Connect(); err != nil {
log.Panic(err)
}
defer i.Socket.Conn.Close()
response := make(chan idex.SocketResponse)
go i.Socket.Monitor(response)
for {
select {
case r := <-response:
if r.PushCancel != nil {
if err := db.DeleteOrderByHash(r.PushCancel.Hash); err != nil {
log.Panicf("Error deleting order by hash %v: %v\n", r.PushCancel.Hash, err)
}
}
if r.TradeInserted != nil {
fmt.Printf("got a trade: %+v\n", r.TradeInserted)
// doesn't look like it's possible to update the order, so get the orderbook
e, err := db.ExchangeByName("IDEX")
if err != nil {
log.Panicf("Error fetching IDEX exchange: %v\n", err)
}
eth, err := db.TokenByName("ETH")
if err != nil {
log.Panicf("Error fetching ETH token: %v\n", err)
}
var tknAddr string
if r.TradeInserted.TokenSell == eth.Address {
tknAddr = r.TradeInserted.TokenBuy
} else {
tknAddr = r.TradeInserted.TokenSell
}
m, err := db.MarketByExTokAddr(e.ID, tknAddr)
if err != nil {
// token not one we care about
continue
}
var wg sync.WaitGroup
wg.Add(1)
go m.LoadOrderbookIDEX(db, &wg)
wg.Wait()
}
if r.OrderInserted != nil {
var isBuy bool
var tknAddr string
var vol string
var price string
eth, err := db.TokenByName("ETH")
if err != nil {
log.Panicf("Error fetching ETH token: %v\n", err)
}
b := new(big.Int)
if _, ok := b.SetString(r.OrderInserted.AmountBuy, 10); !ok {
log.Panicf("Error converting AmountBuy to big.Int: %v, %v\n", r.OrderInserted.AmountBuy, err)
}
s := new(big.Int)
if _, ok := s.SetString(r.OrderInserted.AmountSell, 10); !ok {
log.Panicf("Error converting AmountSell to big.Int: %v, %v\n", r.OrderInserted.AmountSell, err)
}
p := new(big.Int)
if r.OrderInserted.TokenSell == eth.Address {
isBuy = true
tknAddr = r.OrderInserted.TokenBuy
vol = r.OrderInserted.AmountBuy
p.Div(b, s)
} else {
isBuy = false
tknAddr = r.OrderInserted.TokenSell
vol = r.OrderInserted.AmountSell
p.Div(s, b)
}
price = fmt.Sprint(p)
e, err := db.ExchangeByName("IDEX")
if err != nil {
log.Panicf("Error fetching IDEX exchange: %v\n", err)
}
m, err := db.MarketByExTokAddr(e.ID, tknAddr)
if err != nil {
continue // skip if market not there
}
o := &orderbook.Order{
MarketID: m.ID,
Volume: vol,
Price: price,
IsBuy: isBuy,
ExpireBlock: strconv.Itoa(r.OrderInserted.Expires),
UserAddress: r.OrderInserted.User,
Nonce: strconv.Itoa(r.OrderInserted.Nonce),
Hash: r.OrderInserted.Hash,
}
if err := db.InsertOrder(o); err != nil {
log.Panicf("Error inserting order %+v: %v\n", r.OrderInserted, err)
}
}
if r.Error != nil {
fmt.Printf("got an error: %+v\n", r.Error)
}
case <-ctx.Done():
err := i.Socket.Conn.WriteMessage(websocket.CloseMessage, websocket.FormatCloseMessage(websocket.CloseNormalClosure, ""))
if err != nil {
log.Println("Error writing close message:", err)
return
}
<-time.After(time.Second)
return
}
}
}
func loadConfig(fileName string) {
c, err := config.Read(fileName)
if err != nil {
log.Fatal(err)
}
Config = c
}
// RedisKey formats the values into a consistent key format
func RedisKey(exchange, token, orderID string) string {
return fmt.Sprintf("%v-%v-%v", exchange, token, orderID)
}