compile local strategies into the wrapper binary

cmd/bbgo/main.go

@@ -2,7 +2,6 @@ package main
 
 import (
 	"github.com/c9s/bbgo/pkg/cmd"
-
 )
 
 func main() {

config/bbgo.yaml

@@ -1,4 +1,6 @@
 ---
+imports:
+- github.com/c9s/bbgo/pkg/strategy/buyandhold
 notifications:
   slack:
     defaultChannel: "bbgo"
@@ -12,13 +14,13 @@ reportTrades:
     "sxpusdt": "bbgo-sxpusdt"
 
 reportPnL:
-  - averageCostBySymbols:
-      - "BTCUSDT"
-      - "BNBUSDT"
-    of: binance
-    when:
-      - "@daily"
-      - "@hourly"
+- averageCostBySymbols:
+  - "BTCUSDT"
+  - "BNBUSDT"
+  of: binance
+  when:
+  - "@daily"
+  - "@hourly"
 
 sessions:
   max:
@@ -31,9 +33,9 @@ sessions:
     secretVar: BINANCE_API_SECRET
 
 exchangeStrategies:
-  - on: binance
-    buyandhold:
-      symbol: "BTCUSDT"
-      interval: "1m"
-      baseQuantity: 0.01
-      minDropPercentage: -0.02
+- on: binance
+  buyandhold:
+    symbol: "BTCUSDT"
+    interval: "1m"
+    baseQuantity: 0.01
+    minDropPercentage: -0.02

pkg/cmd/run.go

@@ -1,35 +1,66 @@
 package cmd
 
 import (
+	"bytes"
 	"context"
+	"io/ioutil"
+	"os"
+	"os/exec"
+	"path/filepath"
 	"syscall"
+	"text/template"
 
 	"github.com/pkg/errors"
 	"github.com/sirupsen/logrus"
 	"github.com/spf13/cobra"
+	flag "github.com/spf13/pflag"
 	"github.com/spf13/viper"
 
 	"github.com/c9s/bbgo/pkg/bbgo"
 	"github.com/c9s/bbgo/pkg/cmd/cmdutil"
 	"github.com/c9s/bbgo/pkg/config"
 	"github.com/c9s/bbgo/pkg/notifier/slacknotifier"
 	"github.com/c9s/bbgo/pkg/slack/slacklog"
+
+	// import built-in strategies
+	_ "github.com/c9s/bbgo/pkg/strategy/buyandhold"
 )
 
 var errSlackTokenUndefined = errors.New("slack token is not defined.")
 
 func init() {
+	RunCmd.Flags().Bool("no-compile", false, "do not compile wrapper binary")
 	RunCmd.Flags().String("config", "config/bbgo.yaml", "strategy config file")
 	RunCmd.Flags().String("since", "", "pnl since time")
 	RootCmd.AddCommand(RunCmd)
 }
 
-func runConfig(ctx context.Context, configFile string) error {
-	userConfig, err := config.Load(configFile)
-	if err != nil {
+var runTemplate = template.Must(template.New("main").Parse(`package main
+// DO NOT MODIFY THIS FILE. THIS FILE IS GENERATED FOR IMPORTING STRATEGIES
+import (
+	"github.com/c9s/bbgo/pkg/cmd"
+
+{{- range .Imports }}
+	_ "{{ . }}"
+{{- end }}
+)
+
+func main() {
+	cmd.Execute()
+}
+
+`))
+
+func compileRunFile(filepath string, config *config.Config) error {
+	var buf = bytes.NewBuffer(nil)
+	if err := runTemplate.Execute(buf, config); err != nil {
 		return err
 	}
 
+	return ioutil.WriteFile(filepath, buf.Bytes(), 0644)
+}
+
+func runConfig(ctx context.Context, config *config.Config) error {
 	slackToken := viper.GetString("slack-token")
 	if len(slackToken) == 0 {
 		return errSlackTokenUndefined
@@ -49,19 +80,19 @@ func runConfig(ctx context.Context, configFile string) error {
 
 	trader := bbgo.NewTrader(environ)
 
-	for _, entry := range userConfig.ExchangeStrategies {
+	for _, entry := range config.ExchangeStrategies {
 		for _, mount := range entry.Mounts {
 			logrus.Infof("attaching strategy %T on %s...", entry.Strategy, mount)
 			trader.AttachStrategyOn(mount, entry.Strategy)
 		}
 	}
 
-	for _, strategy := range userConfig.CrossExchangeStrategies {
+	for _, strategy := range config.CrossExchangeStrategies {
 		logrus.Infof("attaching strategy %T", strategy)
 		trader.AttachCrossExchangeStrategy(strategy)
 	}
 
-	for _, report := range userConfig.PnLReporters {
+	for _, report := range config.PnLReporters {
 		if len(report.AverageCostBySymbols) > 0 {
 			trader.ReportPnL(notifier).
 				AverageCostBySymbols(report.AverageCostBySymbols...).
@@ -92,12 +123,70 @@ var RunCmd = &cobra.Command{
 			return errors.New("--config option is required")
 		}
 
+		noCompile, err := cmd.Flags().GetBool("no-compile")
+		if err != nil {
+			return err
+		}
+
 		ctx, cancel := context.WithCancel(context.Background())
 		defer cancel()
 
-		err = runConfig(ctx, configFile)
+		userConfig, err := config.Load(configFile)
+		if err != nil {
+			return err
+		}
 
-		cmdutil.WaitForSignal(ctx, syscall.SIGINT, syscall.SIGTERM)
-		return err
+		if noCompile {
+			if err := runConfig(ctx, userConfig); err != nil {
+				return err
+			}
+			cmdutil.WaitForSignal(ctx, syscall.SIGINT, syscall.SIGTERM)
+			return nil
+		} else {
+			buildDir := filepath.Join("build", "bbgow")
+			if _, err := os.Stat(buildDir); os.IsNotExist(err) {
+				if err := os.MkdirAll(buildDir, 0777); err != nil {
+					return errors.Wrapf(err, "can not create build directory: %s", buildDir)
+				}
+			}
+
+			mainFile := filepath.Join(buildDir, "main.go")
+			if err := compileRunFile(mainFile, userConfig); err != nil {
+				return errors.Wrap(err, "compile error")
+			}
+
+			// TODO: use "\" for Windows
+			cwd, err := os.Getwd()
+			if err != nil {
+				return err
+			}
+
+			buildTarget := filepath.Join(cwd, buildDir)
+			logrus.Infof("building binary from %s...", buildTarget)
+
+			buildCmd := exec.CommandContext(ctx, "go", "build", "-tags", "wrapper", "-o", "bbgow", buildTarget)
+			buildCmd.Stdout = os.Stdout
+			buildCmd.Stderr = os.Stderr
+			if err := buildCmd.Run(); err != nil {
+				return err
+			}
+
+			var flagsArgs = []string{"run", "--no-compile"}
+			cmd.Flags().Visit(func(flag *flag.Flag) {
+				flagsArgs = append(flagsArgs, flag.Name, flag.Value.String())
+			})
+			flagsArgs = append(flagsArgs, args...)
+
+			executePath := filepath.Join(cwd, "bbgow")
+			runCmd := exec.CommandContext(ctx, executePath, flagsArgs...)
+			runCmd.Stdout = os.Stdout
+			runCmd.Stderr = os.Stderr
+			if err := runCmd.Run(); err != nil {
+				return err
+			}
+
+		}
+
+		return nil
 	},
 }