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cmd: add dump-update option to orderbook cmd

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This commit is contained in:
c9s 2022-01-12 22:00:29 +08:00
parent 1a61935850
commit 09592755cc
1 changed files with 16 additions and 5 deletions
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21
pkg/cmd/orderbook.go
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@ -36,6 +36,11 @@ var orderbookCmd = &cobra.Command{
return fmt.Errorf("--symbol option is required")
}
dumpDepthUpdate, err := cmd.Flags().GetBool("dump-update")
if err != nil {
return err
}
if userConfig == nil {
return errors.New("--config option or config file is missing")
}
@ -56,14 +61,17 @@ var orderbookCmd = &cobra.Command{
s.SetPublicOnly()
s.Subscribe(types.BookChannel, symbol, types.SubscribeOptions{})
s.OnBookSnapshot(func(book types.SliceOrderBook) {
log.Infof("orderbook snapshot: %s", book.String())
if dumpDepthUpdate {
log.Infof("orderbook snapshot: %s", book.String())
}
orderBook.Load(book)
if ok, err := orderBook.IsValid() ; !ok {
if ok, err := orderBook.IsValid(); !ok {
log.WithError(err).Panicf("invalid error book snapshot")
}
if bid, ask, ok := orderBook.BestBidAndAsk() ; ok {
if bid, ask, ok := orderBook.BestBidAndAsk(); ok {
log.Infof("ASK | %f x %f / %f x %f | BID",
ask.Volume.Float64(), ask.Price.Float64(),
bid.Price.Float64(), bid.Volume.Float64())
@ -71,10 +79,12 @@ var orderbookCmd = &cobra.Command{
})
s.OnBookUpdate(func(book types.SliceOrderBook) {
log.Infof("orderbook update: %s", book.String())
if dumpDepthUpdate {
log.Infof("orderbook update: %s", book.String())
}
orderBook.Update(book)
if bid, ask, ok := orderBook.BestBidAndAsk() ; ok {
if bid, ask, ok := orderBook.BestBidAndAsk(); ok {
log.Infof("ASK | %f x %f / %f x %f | BID",
ask.Volume.Float64(), ask.Price.Float64(),
bid.Price.Float64(), bid.Volume.Float64())
@ -152,6 +162,7 @@ var orderUpdateCmd = &cobra.Command{
func init() {
orderbookCmd.Flags().String("session", "", "session name")
orderbookCmd.Flags().String("symbol", "", "the trading pair. e.g, BTCUSDT, LTCUSDT...")
orderbookCmd.Flags().Bool("dump-update", false, "dump the depth update")
orderUpdateCmd.Flags().String("session", "", "session name")
RootCmd.AddCommand(orderbookCmd)