service: freq

frameworkVersion: ">=1.1.0 <2.0.0"

plugins:
  - serverless-domain-manager
  - serverless-python-requirements

############################################################################################
# configure out provider and the security guide lines
############################################################################################
provider:
  name: aws
  runtime: python3.6
  region: us-east-2

  #required permissions
  iamRoleStatements:
    - Effect: Allow
      Action:
        - dynamodb:*
      Resource: "*"
    - Effect: Allow
      Action:
        - SNS:*
      Resource: { "Fn::Join" : [":", ["arn:aws:sns:${self:custom.region}",  "*:*" ] ]  }
    - Effect: "Allow"
      Action:
        - ecs:RunTask
      Resource: "*"
    - Effect: Allow
      Action:
        - iam:PassRole
      Resource: "*"

  memorySize: 128
  timeout: 90
  versionFunctions: false

  logRetentionInDays: 3

  #where to store out data, needs to be manually created!
  deploymentBucket:
    name: lambdas-freq

  # limit the invocations a bit to avoid overloading the server
  usagePlan:
    throttle:
      burstLimit: 100
      rateLimit: 50

############################################################################################
#custom configuration settings
############################################################################################
custom:
  stage: ${opt:stage, self:provider.stage}
  region: ${opt:region, self:provider.region}

  snsTopic: "FreqQueue-${self:custom.stage}"
  snsTradeTopic: "FreqTradeQueue-${self:custom.stage}"

  tradeTable: "FreqTradesTable-${self:custom.stage}"
  strategyTable: "FreqStrategyTable-${self:custom.stage}"

  ###
  # custom domain management
  ###

  customDomain:
    basePath: "${self:custom.stage}"
    domainName: "freq.isaac.international"
    stage: "${self:custom.stage}"
    createRoute53Record: true

  pythonRequirements:
    slim: true
    invalidateCaches: true
    dockerizePip: false
    fileName: requirements-aws.txt
    noDeploy:
      - pytest
      - moto
      - plotly
      - boto3
      - pytest-mock
      - pytest-cov
      - pymongo
package:
    exclude:
        - test/**
        - node_modules/**
        - doc/**
        - scripts/**
        - bin
        - freqtrade/tests/**
   
############################################################################################
# this section defines all lambda function and triggers
############################################################################################
functions:

  #returns all known strategy names from the server
  #and if they are private or not
  strategies:
    memorySize: 128
    handler: freqtrade/aws/strategy.names
    events:
      - http:
          path: strategies
          method: get
          cors: true

    environment:
      strategyTable: ${self:custom.strategyTable}
    reservedConcurrency: 5

  #returns the source code of this given strategy
  #unless it's private
  code:
    memorySize: 128
    handler: freqtrade/aws/strategy.code
    events:
      - http:
          path: strategies/{user}/{name}/code
          method: get
          cors: true
          integration: lambda
          request:
            parameter:
              paths:
                user: true
                name: true
          response:
            headers:
              Content-Type: "'text/plain'"
            template: $input.path('$')
                        
    environment:
      strategyTable: ${self:custom.strategyTable}
    reservedConcurrency: 5

  # loads the details of the specific strategy
  get:
    memorySize: 128
    handler: freqtrade/aws/strategy.get
    events:
      - http:
          path: strategies/{user}/{name}
          method: get
          cors: true
          request:
            parameter:
              paths:
                user: true
                name: true

    environment:
      strategyTable: ${self:custom.strategyTable}
    reservedConcurrency: 5

  # loads the aggregation report for the given strategy based on different tickers
  get_aggregate_interval:
    memorySize: 128
    handler: freqtrade/aws/aggregate/strategy.ticker
    events:
      - http:
          path: strategies/{user}/{name}/aggregate/ticker
          method: get
          cors: true
          request:
            parameter:
              paths:
                user: true
                name: true

    environment:
      strategyTable: ${self:custom.strategyTable}
      tradeTable: ${self:custom.tradeTable}
    reservedConcurrency: 5

  # loads the aggregation report for the given strategy based on different tickers
  get_aggregate_timeframe:
    memorySize: 128
    handler: freqtrade/aws/aggregate/strategy.timeframe
    events:
      - http:
          path: strategies/{user}/{name}/aggregate/timeframe
          method: get
          cors: true
          request:
            parameter:
              paths:
                user: true
                name: true

    environment:
      strategyTable: ${self:custom.strategyTable}
      tradeTable: ${self:custom.tradeTable}
    reservedConcurrency: 5

  #submits a new strategy to the system
  submit:
    memorySize: 128
    handler: freqtrade/aws/strategy.submit
    events:
      - http:
          path: strategies/submit
          method: post
          cors: true

    environment:
      topic: ${self:custom.snsTopic}
      strategyTable: ${self:custom.strategyTable}
      BASE_URL: ${self:custom.customDomain.domainName}/${self:custom.customDomain.stage}
    reservedConcurrency: 5

  #submits a new strategy to the system
  submit_github:
    memorySize: 128
    handler: freqtrade/aws/strategy.submit_github
    events:
      - http:
          path: strategies/submit/github
          method: post
          cors: true

    environment:
      topic: ${self:custom.snsTopic}
      strategyTable: ${self:custom.strategyTable}
    reservedConcurrency: 1

### TRADE REQUESTS

  # loads all trades for a strategy and it's associated pairs
  trades:
    memorySize: 128
    handler: freqtrade/aws/trade.get_trades
    events:
      - http:
          path: strategies/{user}/{name}/{stake}/{asset}
          method: get
          cors: true
          request:
            parameter:
              paths:
                user: true
                name: true
                stake: true
                asset: true

    environment:
      strategyTable: ${self:custom.strategyTable}
      tradeTable: ${self:custom.tradeTable}
    reservedConcurrency: 5

  # submits a new trade to the system
  trade:
    memorySize: 128
    handler: freqtrade/aws/trade.submit
    events:
      - http:
          path: trade
          method: post
          cors: true

    environment:
      tradeTopic: ${self:custom.snsTradeTopic}
    reservedConcurrency: 5

  # query aggregates by day and ticker for all strategies
  trade-aggregate:
    memorySize: 128
    handler: freqtrade/aws/trade.get_aggregated_trades

    events:
      - http:
          path: trades/aggregate/{ticker}/{days}
          method: get
          cors: true
          request:
            parameter:
              paths:
                ticker: true
                days: true
    environment:
      tradeTable: ${self:custom.tradeTable}

    reservedConcurrency: 5
### SNS TRIGGERED FUNCTIONS

  # stores the received message in the trade table
  trade-store:
    memorySize: 128
    handler: freqtrade/aws/trade.store

    events:
      - sns: ${self:custom.snsTradeTopic}

    environment:
      tradeTable: ${self:custom.tradeTable}

    reservedConcurrency: 1
  #backtests the strategy
  #should be switched to utilze aws fargate instead
  #and running a container
  #so that we can evaluate long running tasks
  backtest:
    memorySize: 128
    handler: freqtrade/aws/backtesting_lambda.backtest

    events:
      - sns: ${self:custom.snsTopic}

    environment:
      topic: ${self:custom.snsTopic}
      tradeTable: ${self:custom.tradeTable}
      strategyTable: ${self:custom.strategyTable}
      BASE_URL: ${self:custom.customDomain.domainName}/${self:custom.customDomain.stage}

    reservedConcurrency: 1

  # schedules all registered strategies on a daily base
  schedule:
    memorySize: 128
    handler: freqtrade/aws/backtesting_lambda.cron

    events:
      - schedule:
          rate: rate(1440 minutes)
          enabled: true

    environment:
      topic: ${self:custom.snsTopic}
      tradeTable: ${self:custom.tradeTable}
      strategyTable: ${self:custom.strategyTable}

    reservedConcurrency: 1