source: bots/main.go@ 1549dae

// EduBerza market simulation bot.
//
// Walks a small price for every active market, inserts rows into
// market_trades once per tick, and upserts the current 1m candle.
//
// Run from the repo root so the relative .env path resolves:
//
//      go run ./bots/...
package main

import (
        "bufio"
        "database/sql"
        "flag"
        "fmt"
        "log"
        "math/rand"
        "os"
        "strings"
        "time"

        _ "github.com/lib/pq"
)

type market struct {
        id     string
        symbol string
        price  float64
}

func main() {
        interval := flag.Duration("interval", 3*time.Second, "seconds between price ticks")
        flag.Parse()

        loadEnv(".env")
        dsn := fmt.Sprintf(
                "host=%s port=%s user=%s password=%s dbname=%s sslmode=disable options='--search_path=project,public'",
                env("DBHOST", "localhost"),
                env("DBPORT", "5432"),
                env("DBUSER", "postgres"),
                env("DBPASSWORD", ""),
                env("DBNAME", "postgres"),
        )
        db, err := sql.Open("postgres", dsn)
        if err != nil {
                log.Fatalf("open db: %v", err)
        }
        defer db.Close()
        if err := db.Ping(); err != nil {
                log.Fatalf("ping: %v", err)
        }

        markets, err := loadMarkets(db)
        if err != nil {
                log.Fatalf("load markets: %v", err)
        }
        if len(markets) == 0 {
                log.Fatal("no active markets found - run `go run ./server -init` first")
        }

        log.Printf("bot started. simulating %d markets every %s", len(markets), *interval)
        rnd := rand.New(rand.NewSource(time.Now().UnixNano()))

        for {
                for i := range markets {
                        m := &markets[i]
                        // random walk: ±0.3% per tick
                        drift := (rnd.Float64() - 0.5) * 0.006
                        m.price = m.price * (1 + drift)
                        if m.price <= 0 {
                                m.price = 0.000001
                        }
                        qty := rnd.Float64()*0.5 + 0.01

                        side := "buy"
                        if rnd.Float64() < 0.5 {
                                side = "sell"
                        }

                        if err := insertTick(db, m.id, m.price, qty, side); err != nil {
                                log.Printf("insert tick %s: %v", m.symbol, err)
                                continue
                        }
                        log.Printf("  %-8s  %.6f  qty=%.4f  side=%s", m.symbol, m.price, qty, side)
                }
                // P7 background job: the prices just moved, so fill any resting
                // limit order the new market price has reached.
                var filled int
                if err := db.QueryRow(`SELECT fill_marketable_orders()`).Scan(&filled); err != nil {
                        log.Printf("fill_marketable_orders: %v", err)
                } else if filled > 0 {
                        log.Printf("  filled %d resting limit order(s) at the new market price", filled)
                }
                time.Sleep(*interval)
        }
}

func loadMarkets(db *sql.DB) ([]market, error) {
        rows, err := db.Query(`
                SELECT m.id, c.symbol, COALESCE(lp.price, 100)
                  FROM markets m
                  JOIN crypto  c  ON c.id = m.crypto_id
                  LEFT JOIN v_latest_prices lp ON lp.market_id = m.id
                 WHERE m.is_active = true
                 ORDER BY c.symbol`)
        if err != nil {
                return nil, err
        }
        defer rows.Close()
        var out []market
        for rows.Next() {
                var m market
                if err := rows.Scan(&m.id, &m.symbol, &m.price); err != nil {
                        return nil, err
                }
                out = append(out, m)
        }
        return out, nil
}

func insertTick(db *sql.DB, marketID string, price, qty float64, side string) error {
        tx, err := db.Begin()
        if err != nil {
                return err
        }
        defer tx.Rollback()

        if _, err := tx.Exec(
                `INSERT INTO market_trades (market_id, executed_at, price, quantity, side, source)
                 VALUES ($1, now(), $2, $3, $4, 'simulation')`,
                marketID, price, qty, side,
        ); err != nil {
                return err
        }

        // upsert the current 1m candle
        if _, err := tx.Exec(`
                INSERT INTO market_candles (market_id, timeframe, open, high, low, close, volume, candle_time)
                VALUES ($1, '1m', $2, $2, $2, $2, $3, date_trunc('minute', now()))
                ON CONFLICT (market_id, timeframe, candle_time) DO UPDATE
                   SET high   = GREATEST(market_candles.high, EXCLUDED.close),
                       low    = LEAST(   market_candles.low,  EXCLUDED.close),
                       close  = EXCLUDED.close,
                       volume = market_candles.volume + EXCLUDED.volume`,
                marketID, price, qty,
        ); err != nil {
                return err
        }
        return tx.Commit()
}

func loadEnv(path string) {
        f, err := os.Open(path)
        if err != nil {
                return
        }
        defer f.Close()
        s := bufio.NewScanner(f)
        for s.Scan() {
                line := strings.TrimSpace(s.Text())
                if line == "" || strings.HasPrefix(line, "#") {
                        continue
                }
                parts := strings.SplitN(line, "=", 2)
                if len(parts) == 2 {
                        os.Setenv(strings.TrimSpace(parts[0]), strings.TrimSpace(parts[1]))
                }
        }
}

func env(k, def string) string {
        if v := os.Getenv(k); v != "" {
                return v
        }
        return def
}