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add self trade creator program
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parent
29bbd03836
commit
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134
examples/binance-create-self-trade/main.go
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134
examples/binance-create-self-trade/main.go
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package main
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import (
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"context"
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"fmt"
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"math"
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"os"
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"strings"
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"syscall"
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"time"
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"github.com/joho/godotenv"
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"github.com/pkg/errors"
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log "github.com/sirupsen/logrus"
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"github.com/spf13/cobra"
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"github.com/spf13/viper"
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"github.com/c9s/bbgo/pkg/cmd/cmdutil"
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"github.com/c9s/bbgo/pkg/exchange/binance"
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"github.com/c9s/bbgo/pkg/types"
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)
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func init() {
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rootCmd.PersistentFlags().String("symbol", "SANDUSDT", "symbol")
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}
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var rootCmd = &cobra.Command{
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Use: "binance-create-self-trade",
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Short: "this program creates the self trade by getting the market ticker",
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// SilenceUsage is an option to silence usage when an error occurs.
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SilenceUsage: true,
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RunE: func(cmd *cobra.Command, args []string) error {
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ctx, cancel := context.WithCancel(context.Background())
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defer cancel()
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if err := godotenv.Load(".env.local") ; err != nil {
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log.Fatal(err)
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}
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key, secret := os.Getenv("BINANCE_API_KEY"), os.Getenv("BINANCE_API_SECRET")
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if len(key) == 0 || len(secret) == 0 {
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return errors.New("empty key or secret")
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}
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symbol, err := cmd.Flags().GetString("symbol")
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if err != nil {
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return err
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}
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var exchange = binance.New(key, secret)
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markets, err := exchange.QueryMarkets(ctx)
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if err != nil {
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return err
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}
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market, ok := markets[symbol]
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if !ok {
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return fmt.Errorf("market %s is not defined", symbol)
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}
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stream := exchange.NewStream()
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stream.OnTradeUpdate(func(trade types.Trade) {
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log.Infof("trade: %+v", trade)
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})
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log.Info("connecting websocket...")
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if err := stream.Connect(ctx); err != nil {
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log.Fatal(err)
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}
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time.Sleep(time.Second)
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ticker, err := exchange.QueryTicker(ctx, symbol)
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if err != nil {
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log.Fatal(err)
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}
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price := ticker.Buy + market.TickSize
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if int64(ticker.Sell * 1e8) == int64(price * 1e8) {
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log.Fatal("zero spread, can not continue")
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}
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quantity := math.Max(market.MinNotional / price, market.MinQuantity) * 1.1
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log.Infof("submiting order using quantity %f at price %f", quantity, price)
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createdOrders, err := exchange.SubmitOrders(ctx, []types.SubmitOrder{
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{
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Symbol: symbol,
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Market: market,
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Side: types.SideTypeBuy,
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Type: types.OrderTypeLimit,
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Price: price,
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Quantity: quantity,
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TimeInForce: "GTC",
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},
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{
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Symbol: symbol,
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Market: market,
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Side: types.SideTypeSell,
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Type: types.OrderTypeLimit,
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Price: price,
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Quantity: quantity,
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TimeInForce: "GTC",
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},
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}...)
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if err != nil {
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return err
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}
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log.Info(createdOrders)
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cmdutil.WaitForSignal(ctx, syscall.SIGINT, syscall.SIGTERM)
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return nil
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},
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}
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func main() {
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viper.AutomaticEnv()
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viper.SetEnvKeyReplacer(strings.NewReplacer("-", "_"))
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if err := viper.BindPFlags(rootCmd.PersistentFlags()); err != nil {
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log.WithError(err).Error("bind pflags error")
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}
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if err := rootCmd.ExecuteContext(context.Background()); err != nil {
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log.WithError(err).Error("cmd error")
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}
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}
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