bbgo/pkg/cmd/userdatastream.go

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package cmd
import (
"context"
"fmt"
"syscall"
"time"
log "github.com/sirupsen/logrus"
"github.com/spf13/cobra"
"git.qtrade.icu/lychiyu/bbgo/pkg/bbgo"
"git.qtrade.icu/lychiyu/bbgo/pkg/cmd/cmdutil"
"git.qtrade.icu/lychiyu/bbgo/pkg/types"
)
// go run ./cmd/bbgo userdatastream --session=binance
var userDataStreamCmd = &cobra.Command{
Use: "userdatastream",
Short: "Listen to session events (orderUpdate, tradeUpdate, balanceUpdate, balanceSnapshot)",
PreRunE: cobraInitRequired([]string{
"session",
}),
RunE: func(cmd *cobra.Command, args []string) error {
ctx := context.Background()
sessionName, err := cmd.Flags().GetString("session")
if err != nil {
return err
}
environ := bbgo.NewEnvironment()
if err := environ.ConfigureExchangeSessions(userConfig); err != nil {
return err
}
session, ok := environ.Session(sessionName)
if !ok {
return fmt.Errorf("session %s not found", sessionName)
}
s := session.Exchange.NewStream()
s.OnOrderUpdate(func(order types.Order) {
log.Infof("[orderUpdate] %+v", order)
})
s.OnTradeUpdate(func(trade types.Trade) {
log.Infof("[tradeUpdate] %+v", trade)
})
s.OnBalanceUpdate(func(trade types.BalanceMap) {
log.Infof("[balanceUpdate] %+v", trade)
})
s.OnBalanceSnapshot(func(trade types.BalanceMap) {
log.Infof("[balanceSnapshot] %+v", trade)
})
log.Infof("connecting...")
if err := s.Connect(ctx); err != nil {
return fmt.Errorf("failed to connect to %s", sessionName)
}
log.Infof("connected")
defer func() {
log.Infof("closing connection...")
if err := s.Close(); err != nil {
log.WithError(err).Errorf("connection close error")
}
time.Sleep(1 * time.Second)
}()
cmdutil.WaitForSignal(ctx, syscall.SIGINT, syscall.SIGTERM)
return nil
},
}
func init() {
userDataStreamCmd.Flags().String("session", "", "session name")
RootCmd.AddCommand(userDataStreamCmd)
}