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Strategy service

Strategy service uses same singleton pattern around managing runtime of database model (Strategy)

Implemented strategies:

  • Smart-order

Testing

go test -v ./tests


Run

go build main


Try Out Development Containers: Go

This is a sample project that lets you try out the VS Code Remote - Containers extension in a few easy steps.

Note: If you're following the quick start, you can jump to the Things to try section.

Setting up the development container

Follow these steps to open this sample in a container:

  1. If this is your first time using a development container, please follow the getting started steps.

  2. If you're not yet in a development container:

    • Clone this repository.
    • Press F1 and select the Remote-Containers: Open Folder in Container... command.
    • Select the cloned copy of this folder, wait for the container to start, and try things out!

Things to try

Once you have this sample opened in a container, you'll be able to work with it like you would locally.

Some things to try:

  1. Edit:
    • Open server.go
    • Try adding some code and check out the language features.
  2. Terminal: Press ctrl+shift+` and type uname and other Linux commands from the terminal window.
  3. Build, Run, and Debug:
    • Open server.go
    • Add a breakpoint (e.g. on line 22).
    • Press F5 to launch the app in the container.
    • Once the breakpoint is hit, try hovering over variables, examining locals, and more.
    • Continue, then open a local browser and go to http://localhost:9000 and note you can connect to the server in the container.
  4. Forward another port:
    • Stop debugging and remove the breakpoint.
    • Open server.go
    • Change the server port to 5000. (portNumber := "5000")
    • Press F5 to launch the app in the container.
    • Press F1 and run the Remote-Containers: Forward Port from Container... command.
    • Select port 5000.
    • Click "Open Browser" in the notification that appears to access the web app on this new port.

Scaling

The strategy_service supports multiple instances running at the same time. Each strategy will have not more than 1 strategy_service instance running strategy's runtime.

To consider details, at first let's define a couple of definitions.

  • Strategy runtime - dynamic process defined by strategy parameters values that strategy_service provides to let a strategy change it's state and place orders. If strategy_service instance received strategy from database, started it and sends orders it requires, means it settled strategy and holds strategy's runtime.
  • Strategy settling - a process when strategy_service instance checks if any other instances have a runtime running for the strategy and starts it in case no other instances have it.
  • Homeless strategy - a strategy with enabled status we have in MongoDB, but no instance of strategy_service holds a runtime for it.

Now there are three things to consider:

  1. There is MODE environment variable defines what strategies current instance should take to settle a runtime (check details below),
  2. Only one instance will settle the strategy,
  3. Instance stops strategies settling once CPU load average or RAM limit reached and settles new strategies again after resources become available. NB! Current implementation does not check for homeless strategies stored in database after resources became available. It only takes new strategies written to MongoDB.

Running multiple instances at the same time

No problem with multiple instances running at the same time. Just ensure all possible strategies covered by MODEs specified for current set of application instances running.

Up-scaling

One can track CPU load average and RAM usage and run another instance of strategy_service when current instance is close to resources limit. Check StrategyService.runIsFullTracking function to find current limits used.

Downscaling

While current implementation is not aware of homeless strategies already written to MongoDB, it is important to init new instance of strategy_service to settle strategies from semi-empty instances terminated. Otherwise strategies from terminated instances will stay homeless.

Modes

Currently, there are three modes supported. Mode specified by MODE environment variable.

MODE value Behavior
Not set, set to empty string "" or "All" Instance considers all strategies for settling.
"Bitcoin" Strategies with BTC substring in pair name considered for settling. Other ignored.
"Altcoins" All strategies, but those have no BTC substring in pair name, considered for settling.
"ADA_USDT" Strategies with "ADA_USDT" pair considered for settling. Other ignored (handy for debugging).

Any other values lead to application crash on initialization.

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