package cmd import ( "context" "fmt" "syscall" "time" "github.com/pkg/errors" log "github.com/sirupsen/logrus" "github.com/spf13/cobra" "github.com/c9s/bbgo/pkg/bbgo" "github.com/c9s/bbgo/pkg/cmd/cmdutil" "github.com/c9s/bbgo/pkg/types" ) // go run ./cmd/bbgo orderbook --session=ftx --symbol=BTCUSDT var orderbookCmd = &cobra.Command{ Use: "orderbook", Short: "connect to the order book market data streaming service of an exchange", RunE: func(cmd *cobra.Command, args []string) error { ctx := context.Background() sessionName, err := cmd.Flags().GetString("session") if err != nil { return err } symbol, err := cmd.Flags().GetString("symbol") if err != nil { return fmt.Errorf("can not get the symbol from flags: %w", err) } if symbol == "" { 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") } environ := bbgo.NewEnvironment() if err := environ.ConfigureExchangeSessions(userConfig); err != nil { return err } session, ok := environ.Session(sessionName) if !ok { return fmt.Errorf("session %s not found", sessionName) } orderBook := types.NewMutexOrderBook(symbol) s := session.Exchange.NewStream() s.SetPublicOnly() s.Subscribe(types.BookChannel, symbol, types.SubscribeOptions{}) s.OnBookSnapshot(func(book types.SliceOrderBook) { if dumpDepthUpdate { log.Infof("orderbook snapshot: %s", book.String()) } orderBook.Load(book) if ok, err := orderBook.IsValid(); !ok { log.WithError(err).Panicf("invalid error book snapshot") } 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()) } }) s.OnBookUpdate(func(book types.SliceOrderBook) { if dumpDepthUpdate { log.Infof("orderbook update: %s", book.String()) } orderBook.Update(book) 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()) } }) log.Infof("connecting...") if err := s.Connect(ctx); err != nil { return fmt.Errorf("failed to connect to %s", sessionName) } log.Infof("connected") defer func() { log.Infof("closing connection...") if err := s.Close(); err != nil { log.WithError(err).Errorf("connection close error") } time.Sleep(1 * time.Second) }() cmdutil.WaitForSignal(ctx, syscall.SIGINT, syscall.SIGTERM) return nil }, } // go run ./cmd/bbgo orderupdate --session=ftx var orderUpdateCmd = &cobra.Command{ Use: "orderupdate", RunE: func(cmd *cobra.Command, args []string) error { ctx := context.Background() if userConfig == nil { return errors.New("--config option or config file is missing") } environ := bbgo.NewEnvironment() if err := environ.ConfigureExchangeSessions(userConfig); err != nil { return err } sessionName, err := cmd.Flags().GetString("session") if err != nil { return err } session, ok := environ.Session(sessionName) if !ok { return fmt.Errorf("session %s not found", sessionName) } s := session.Exchange.NewStream() s.OnOrderUpdate(func(order types.Order) { log.Infof("order update: %+v", order) }) log.Infof("connecting...") if err := s.Connect(ctx); err != nil { return fmt.Errorf("failed to connect to %s", sessionName) } log.Infof("connected") defer func() { log.Infof("closing connection...") if err := s.Close(); err != nil { log.WithError(err).Errorf("connection close error") } time.Sleep(1 * time.Second) }() cmdutil.WaitForSignal(ctx, syscall.SIGINT, syscall.SIGTERM) return nil }, } 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) RootCmd.AddCommand(orderUpdateCmd) }