Workbench - From Idea to Execution

Manage your trading operation across a distributed cluster

Project Goals

workbench strives to provide a first class development environment that brings the same productivity and performance benefits from the Phoenix & Elixir community to real time algorithmic and quant workflows.

Features

Remotely Control Trade Instances in a Cluster

Live Portfolio Tracking & Historical Snapshots

Watch System, Research & Trade Metrics Across Your Cluster

Track Cold Storage

Explore Products within the Trading Universe

Planned Features

• Notifications
• Backtester
• Trade Execution Reports

Requirements

• Erlang OTP
• Elixir
• Phoenix
• Tai
• TimescaleDB

Optional Tools

• Prometheus
• Grafana

Install

Add workbench to your list of dependencies in mix.exs

def deps do
  [{:workbench, "~> 0.0.5"}]
end

Generate migrations

$ mix workbench.gen.migration

Run migrations

$ mix ecto.migrate

Running workbench as a standalone endpoint

Add the workbench phoenix endpoint to your config

config :workbench, WorkbenchWeb.Endpoint,
  http: [port: 4000],
  url: [host: "workbench.lvh.me", port: "4000"],

Embedding workbench in your own Elixir project

There are two options for running workbench along side your existing Elixir projects

1. Plug & Phoenix provide the ability to host multiple endpoints as servers on different ports

# config/config.exs
# Phoenix endpoints
config :my_app, MyAppWeb.Endpoint,
  pubsub_server: MyApp.PubSub,
  http: [port: 4000],
  url: [host: "my-app.lvh.me", port: "4000"],
  live_view: [signing_salt: "aolmUusQ6//zaa5GZHu7DG2V3YAgOoP/"],
  secret_key_base: "vKt36v4Gi2Orw8b8iBRg6ZFdzXKLvcRYkk1AaMLYX0+ry7k5XaJXd/LY/itmoxPP",
  server: true

config :workbench, WorkbenchWeb.Endpoint,
  pubsub_server: Workbench.PubSub,
  http: [port: 4001],
  url: [host: "workbench.lvh.me", port: "4001"],
  live_view: [signing_salt: "aolmUusQ6//zaa5GZHu7DG2V3YAgOoP/"],
  secret_key_base: "xKt36v4Gi2Orw8b8iBRg6ZFdzXKLvcRYkk1AaMLYX0+ry7k5XaJXd/LY/itmoxPP",
  server: true

1. Use a proxy to host multiple endpoints on the same port https://github.com/jesseshieh/master_proxy

# mix.exs
def deps do
  [{:master_proxy, "~> 0.1"}]
end

# config/config.exs
# Phoenix endpoints
config :niex, MyAppWeb.Endpoint,
  pubsub_server: MyApp.PubSub,
  live_view: [signing_salt: "aolmUusQ6//zaa5GZHu7DG2V3YAgOoP/"],
  secret_key_base: "vKt36v4Gi2Orw8b8iBRg6ZFdzXKLvcRYkk1AaMLYX0+ry7k5XaJXd/LY/itmoxPP",
  server: false,
  debug_errors: true,
  check_origin: false

config :workbench, WorkbenchWeb.Endpoint,
  pubsub_server: Workbench.PubSub,
  live_view: [signing_salt: "polmUusQ6//zaa5GZHu7DG2V3YAgOoP/"],
  secret_key_base: "xKt36v4Gi2Orw8b8iBRg6ZFdzXKLvcRYkk1AaMLYX0+ry7k5XaJXd/LY/itmoxPP",
  server: false,
  debug_errors: true,
  check_origin: false


# Master Proxy
config :master_proxy,
  # any Cowboy options are allowed
  http: [:inet6, port: 4000],
  # https: [:inet6, port: 4443],
  backends: [
    %{
      host: ~r/my-app.lvh.me/,
      phoenix_endpoint: MyAppWeb.Endpoint
    },
    %{
      host: ~r/workbench.lvh.me/,
      phoenix_endpoint: WorkbenchWeb.Endpoint
    }
  ]

Exporting Metrics with Telemetry & Prometheus

workbench provides observability via the wonderful telemetry library. This metrics are exported by default on the endpoint :9568/metrics for prometheus to scrape.

The port to serve these metrics can be configured.

# config/config.exs
prometheus_metrics_port =
  "PROMETHEUS_METRICS_PORT" |> System.get_env("9568") |> String.to_integer()

Visualizing Operations With Grafana

This repository provides a docker-compose configuration that runs prometheus & grafana so that you can visually keep track of your trading operation.

It includes a grafana dashboard for balances and trade performance

Along with a dashboard to monitor the state of venues running in tai

Development

You can run the app natively on the host

$ docker-compose up db
$ mix setup
$ mix phx.server

Or within docker-compose

$ docker-compose up

Wait a few seconds for the app to boot and you should be able to view the app at http://workbench.lvh.me:4000

Test

$ docker-compose up db
$ mix test

Save this and re-open workbench in a private tab

Help Wanted :)

If you think this workbench thing might be worthwhile and you don't see a feature we would love your contributions to add them! Feel free to drop us an email or open a Github issue.

Authors

• Alex Kwiatkowski - alex+git@fremantle.io

License

workbench is released under the MIT license