add self trade creator program

examples/binance-create-self-trade/main.go

@@ -0,0 +1,134 @@
+package main
+
+import (
+	"context"
+	"fmt"
+	"math"
+	"os"
+	"strings"
+	"syscall"
+	"time"
+
+	"github.com/joho/godotenv"
+	"github.com/pkg/errors"
+	log "github.com/sirupsen/logrus"
+	"github.com/spf13/cobra"
+	"github.com/spf13/viper"
+
+	"github.com/c9s/bbgo/pkg/cmd/cmdutil"
+	"github.com/c9s/bbgo/pkg/exchange/binance"
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+func init() {
+	rootCmd.PersistentFlags().String("symbol", "SANDUSDT", "symbol")
+}
+
+var rootCmd = &cobra.Command{
+	Use:   "binance-create-self-trade",
+	Short: "this program creates the self trade by getting the market ticker",
+
+	// SilenceUsage is an option to silence usage when an error occurs.
+	SilenceUsage: true,
+
+	RunE: func(cmd *cobra.Command, args []string) error {
+		ctx, cancel := context.WithCancel(context.Background())
+		defer cancel()
+
+		if err := godotenv.Load(".env.local") ; err != nil {
+			log.Fatal(err)
+		}
+
+		key, secret := os.Getenv("BINANCE_API_KEY"), os.Getenv("BINANCE_API_SECRET")
+		if len(key) == 0 || len(secret) == 0 {
+			return errors.New("empty key or secret")
+		}
+
+		symbol, err := cmd.Flags().GetString("symbol")
+		if err != nil {
+			return err
+		}
+
+		var exchange = binance.New(key, secret)
+
+		markets, err := exchange.QueryMarkets(ctx)
+		if err != nil {
+			return err
+		}
+
+		market, ok := markets[symbol]
+		if !ok {
+			return fmt.Errorf("market %s is not defined", symbol)
+		}
+
+		stream := exchange.NewStream()
+		stream.OnTradeUpdate(func(trade types.Trade) {
+			log.Infof("trade: %+v", trade)
+		})
+
+		log.Info("connecting websocket...")
+		if err := stream.Connect(ctx); err != nil {
+			log.Fatal(err)
+		}
+
+		time.Sleep(time.Second)
+
+		ticker, err := exchange.QueryTicker(ctx, symbol)
+		if err != nil {
+			log.Fatal(err)
+		}
+
+		price := ticker.Buy + market.TickSize
+
+		if int64(ticker.Sell * 1e8) == int64(price * 1e8) {
+			log.Fatal("zero spread, can not continue")
+		}
+
+		quantity := math.Max(market.MinNotional / price, market.MinQuantity) * 1.1
+
+		log.Infof("submiting order using quantity %f at price %f", quantity, price)
+
+		createdOrders, err := exchange.SubmitOrders(ctx, []types.SubmitOrder{
+			{
+				Symbol:           symbol,
+				Market:           market,
+				Side:             types.SideTypeBuy,
+				Type:             types.OrderTypeLimit,
+				Price:            price,
+				Quantity:         quantity,
+				TimeInForce:      "GTC",
+			},
+			{
+				Symbol:           symbol,
+				Market:           market,
+				Side:             types.SideTypeSell,
+				Type:             types.OrderTypeLimit,
+				Price:            price,
+				Quantity:         quantity,
+				TimeInForce:      "GTC",
+			},
+		}...)
+
+		if err != nil {
+			return err
+		}
+
+		log.Info(createdOrders)
+
+		cmdutil.WaitForSignal(ctx, syscall.SIGINT, syscall.SIGTERM)
+		return nil
+	},
+}
+
+func main() {
+	viper.AutomaticEnv()
+	viper.SetEnvKeyReplacer(strings.NewReplacer("-", "_"))
+
+	if err := viper.BindPFlags(rootCmd.PersistentFlags()); err != nil {
+		log.WithError(err).Error("bind pflags error")
+	}
+
+	if err := rootCmd.ExecuteContext(context.Background()); err != nil {
+		log.WithError(err).Error("cmd error")
+	}
+}