add binance streaming book example

examples/binance-book/main.go

@@ -0,0 +1,82 @@
+package main
+
+import (
+	"context"
+	"strings"
+	"syscall"
+
+	"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("binance-api-key", "", "binance api key")
+	rootCmd.PersistentFlags().String("binance-api-secret", "", "binance api secret")
+	rootCmd.PersistentFlags().String("symbol", "BNBUSDT", "symbol")
+}
+
+var rootCmd = &cobra.Command{
+	Use:   "binance-book",
+	Short: "binance book",
+
+	// 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()
+
+		symbol := viper.GetString("symbol")
+		if len(symbol) == 0 {
+			return errors.New("empty symbol")
+		}
+
+		key, secret := viper.GetString("binance-api-key"), viper.GetString("binance-api-secret")
+		if len(key) == 0 || len(secret) == 0 {
+			return errors.New("empty key or secret")
+		}
+
+		var exchange = binance.New(key, secret)
+
+		stream := exchange.NewStream()
+		stream.Subscribe(types.BookChannel, symbol, types.SubscribeOptions{})
+
+		stream.OnBookSnapshot(func(book types.OrderBook) {
+			log.Infof("book snapshot: %+v", book)
+		})
+
+		stream.OnBookUpdate(func(book types.OrderBook) {
+			log.Infof("book update: %+v", book)
+		})
+
+		streambook := types.NewStreamBook(symbol)
+		streambook.BindStream(stream)
+
+		log.Info("connecting websocket...")
+		if err := stream.Connect(ctx); err != nil {
+			log.Fatal(err)
+		}
+
+		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")
+	}
+}