write trades to a sqlite database

cmd/trade.go

@@ -493,6 +493,15 @@ func startFillTracking(
 		fillTracker := plugins.MakeFillTracker(tradingPair, threadTracker, exchangeShim, botConfig.FillTrackerSleepMillis, botConfig.FillTrackerDeleteCyclesThreshold)
 		fillLogger := plugins.MakeFillLogger()
 		fillTracker.RegisterHandler(fillLogger)
+		if botConfig.SqlDbPath != "" {
+			fillDBWriter, e := plugins.MakeFillDBWriter(botConfig.SqlDbPath)
+			if e != nil {
+				l.Info("")
+				l.Errorf("problem encountered while making the FillDBWriter: %s", e)
+				deleteAllOffersAndExit(l, botConfig, client, sdex, exchangeShim, threadTracker)
+			}
+			fillTracker.RegisterHandler(fillDBWriter)
+		}
 		if strategyFillHandlers != nil {
 			for _, h := range strategyFillHandlers {
 				fillTracker.RegisterHandler(h)

examples/configs/trader/sample_trader.cfg

@@ -89,6 +89,10 @@ MAX_OP_FEE_STROOPS=5000
 # minimum values for Kraken: https://support.kraken.com/hc/en-us/articles/205893708-What-is-the-minimum-order-size-volume-
 # minimum order value for Binance: https://support.binance.com/hc/en-us/articles/115000594711-Trading-Rule
 #MIN_CENTRALIZED_BASE_VOLUME=30.0
+
+# uncomment if you want to track fills in a sql db for sqlite
+#SQL_DB_PATH="./mydatabase.db"
+
 # uncomment lines below to use kraken. Can use "sdex" or leave out to trade on the Stellar Decentralized Exchange.
 # can alternatively use any of the ccxt-exchanges marked as "Trading" (run `kelp exchanges` for full list)
 #TRADING_EXCHANGE="kraken"

glide.yaml

@@ -40,3 +40,5 @@ import:
   version: a26df67722de7fcf1a8e22cd934e63e553dd3875
 - package: github.com/mitchellh/mapstructure
   version: v1.1.2
+- package: github.com/mattn/go-sqlite3
+  version: 1.10.0

plugins/fillDBWriter.go

@@ -0,0 +1,100 @@
+package plugins
+
+import (
+	"database/sql"
+	"fmt"
+	"log"
+	"time"
+
+	_ "github.com/mattn/go-sqlite3"
+	"github.com/stellar/kelp/api"
+	"github.com/stellar/kelp/model"
+	"github.com/stellar/kelp/support/utils"
+)
+
+const dateFormatString = "2006/01/02"
+const sqlDbCreate = "CREATE TABLE IF NOT EXISTS trades (txid TEXT PRIMARY KEY, date_utc VARCHAR(10), timestamp_millis INTEGER, base TEXT, quote TEXT, action TEXT, type TEXT, counter_price REAL, base_volume REAL, counter_cost REAL, fee REAL)"
+const sqlInsert = "INSERT INTO trades (txid, date_utc, timestamp_millis, base, quote, action, type, counter_price, base_volume, counter_cost, fee) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)"
+
+var sqlIndexes = []string{
+	"CREATE INDEX IF NOT EXISTS date ON trades (date_utc, base, quote)",
+}
+
+// FillDBWriter is a FillHandler that writes fills to a SQL database
+type FillDBWriter struct {
+	db *sql.DB
+}
+
+var _ api.FillHandler = &FillDBWriter{}
+
+// MakeFillDBWriter is a factory method
+func MakeFillDBWriter(sqlDbPath string) (api.FillHandler, error) {
+	db, e := sql.Open("sqlite3", sqlDbPath)
+	if e != nil {
+		return nil, fmt.Errorf("could not open sqlite3 database: %s", e)
+	}
+
+	statement, e := db.Prepare(sqlDbCreate)
+	if e != nil {
+		return nil, fmt.Errorf("could not prepare sql statement: %s", e)
+	}
+	_, e = statement.Exec()
+	if e != nil {
+		return nil, fmt.Errorf("could not execute sql create table statement: %s", e)
+	}
+
+	for i, sqlIndexCreate := range sqlIndexes {
+		statement, e = db.Prepare(sqlIndexCreate)
+		if e != nil {
+			return nil, fmt.Errorf("could not prepare sql statement to create index (i=%d): %s", i, e)
+		}
+		_, e = statement.Exec()
+		if e != nil {
+			return nil, fmt.Errorf("could not execute sql statement to create index (i=%d): %s", i, e)
+		}
+	}
+
+	log.Printf("making FillDBWriter with db path: %s\n", sqlDbPath)
+	return &FillDBWriter{
+		db: db,
+	}, nil
+}
+
+// HandleFill impl.
+func (f *FillDBWriter) HandleFill(trade model.Trade) error {
+	statement, e := f.db.Prepare(sqlInsert)
+	if e != nil {
+		return fmt.Errorf("could not prepare sql insert values statement: %s", e)
+	}
+
+	txid := utils.CheckedString(trade.TransactionID)
+	timeSeconds := trade.Timestamp.AsInt64() / 1000
+	date := time.Unix(timeSeconds, 0).UTC()
+	dateString := date.Format(dateFormatString)
+
+	_, e = statement.Exec(
+		txid,
+		dateString,
+		utils.CheckedString(trade.Timestamp),
+		string(trade.Pair.Base),
+		string(trade.Pair.Quote),
+		trade.OrderAction.String(),
+		trade.OrderType.String(),
+		f.checkedFloat(trade.Price),
+		f.checkedFloat(trade.Volume),
+		f.checkedFloat(trade.Cost),
+		f.checkedFloat(trade.Fee),
+	)
+	if e != nil {
+		return fmt.Errorf("could not execute sql insert values statement: %s", e)
+	}
+	log.Printf("wrote trade (txid=%s) to db\n", txid)
+	return nil
+}
+
+func (f *FillDBWriter) checkedFloat(n *model.Number) interface{} {
+	if n == nil {
+		return nil
+	}
+	return n.AsFloat()
+}

trader/config.go

@@ -34,6 +34,7 @@ type BotConfig struct {
 	HorizonURL                       string     `valid:"-" toml:"HORIZON_URL"`
 	Fee                              *FeeConfig `valid:"-" toml:"FEE"`
 	MinCentralizedBaseVolume         float64    `valid:"-" toml:"MIN_CENTRALIZED_BASE_VOLUME"`
+	SqlDbPath                        string     `valid:"-" toml:"SQL_DB_PATH"`
 	AlertType                        string     `valid:"-" toml:"ALERT_TYPE"`
 	AlertAPIKey                      string     `valid:"-" toml:"ALERT_API_KEY"`
 	MonitoringPort                   uint16     `valid:"-" toml:"MONITORING_PORT"`