package cmd import ( "context" "fmt" "os" "syscall" "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 --exchange=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() exName, err := cmd.Flags().GetString("exchange") if err != nil { return fmt.Errorf("can not get exchange from flags: %w", err) } exchangeName, err := types.ValidExchangeName(exName) if err != nil { return err } ex, err := cmdutil.NewExchange(exchangeName) 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") } s := ex.NewStream() s.SetPublicOnly() s.Subscribe(types.BookChannel, symbol, types.SubscribeOptions{}) s.OnBookSnapshot(func(book types.SliceOrderBook) { log.Infof("orderbook snapshot: %s", book.String()) }) s.OnBookUpdate(func(book types.SliceOrderBook) { log.Infof("orderbook update: %s", book.String()) }) log.Infof("connecting...") if err := s.Connect(ctx); err != nil { return fmt.Errorf("failed to connect to %s", exchangeName) } 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() configFile, err := cmd.Flags().GetString("config") if err != nil { return err } if len(configFile) == 0 { return errors.New("--config option is required") } // if config file exists, use the config loaded from the config file. // otherwise, use a empty config object var userConfig *bbgo.Config if _, err := os.Stat(configFile); err == nil { // load successfully userConfig, err = bbgo.Load(configFile, false) if err != nil { return err } } else if os.IsNotExist(err) { // config file doesn't exist userConfig = &bbgo.Config{} } else { // other error return err } 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") cmdutil.WaitForSignal(ctx, syscall.SIGINT, syscall.SIGTERM) return nil }, } func init() { // since the public data does not require trading authentication, we use --exchange option here. orderbookCmd.Flags().String("exchange", "", "the exchange name for sync") orderbookCmd.Flags().String("symbol", "", "the trading pair. e.g, BTCUSDT, LTCUSDT...") orderUpdateCmd.Flags().String("session", "", "session name") RootCmd.AddCommand(orderbookCmd) RootCmd.AddCommand(orderUpdateCmd) }