bbgo_origin/pkg/cmd/orderbook.go

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package cmd
import (
"context"
"fmt"
"syscall"
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log "github.com/sirupsen/logrus"
"github.com/spf13/cobra"
"github.com/c9s/bbgo/pkg/cmd/cmdutil"
"github.com/c9s/bbgo/pkg/types"
)
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// go run ./cmd/bbgo orderbook --session=ftx --symbol=BTC/USDT
var orderbookCmd = &cobra.Command{
Use: "orderbook",
RunE: func(cmd *cobra.Command, args []string) error {
ctx := context.Background()
session, err := cmd.Flags().GetString("session")
if err != nil {
return fmt.Errorf("can't get session from flags: %w", err)
}
ex, err := newExchange(session)
if err != nil {
return err
}
symbol, err := cmd.Flags().GetString("symbol")
if err != nil {
return fmt.Errorf("can't get the symbol from flags: %w", err)
}
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if symbol == "" {
return fmt.Errorf("symbol is not found")
}
s := ex.NewStream()
s.Subscribe(types.BookChannel, symbol, types.SubscribeOptions{})
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s.OnBookSnapshot(func(book types.OrderBook) {
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log.Infof("orderbook snapshot: %s", book.String())
})
s.OnBookUpdate(func(book types.OrderBook) {
log.Infof("orderbook update: %s", book.String())
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})
if err := s.Connect(ctx); err != nil {
return fmt.Errorf("failed to connect to %s", session)
}
cmdutil.WaitForSignal(ctx, syscall.SIGINT, syscall.SIGTERM)
return nil
},
}
func init() {
orderbookCmd.Flags().String("session", "", "the exchange session name for sync")
orderbookCmd.Flags().String("symbol", "", "the trading pair, like btcusdt")
RootCmd.AddCommand(orderbookCmd)
}