package cmd import ( "context" "fmt" "os" "os/signal" "syscall" "time" "github.com/pkg/errors" "github.com/sirupsen/logrus" "github.com/spf13/cobra" "github.com/c9s/bbgo/pkg/bbgo" "github.com/c9s/bbgo/pkg/fixedpoint" _ "github.com/c9s/bbgo/pkg/twap" "github.com/c9s/bbgo/pkg/types" "github.com/c9s/bbgo/pkg/util" "github.com/c9s/bbgo/pkg/twap/v2" ) func init() { executeOrderCmd.Flags().String("session", "", "the exchange session name for sync") executeOrderCmd.Flags().String("symbol", "", "the trading pair, like btcusdt") executeOrderCmd.Flags().String("side", "", "the trading side: buy or sell") executeOrderCmd.Flags().String("target-quantity", "", "target quantity") executeOrderCmd.Flags().String("slice-quantity", "", "slice quantity") executeOrderCmd.Flags().String("stop-price", "0", "stop price") executeOrderCmd.Flags().String("order-update-rate-limit", "1s", "order update rate limit, syntax: 1+1/1m") executeOrderCmd.Flags().Duration("update-interval", time.Second*10, "order update time") executeOrderCmd.Flags().Duration("delay-interval", time.Second*3, "order delay time after filled") executeOrderCmd.Flags().Duration("deadline", 0, "deadline duration of the order execution, e.g. 1h") executeOrderCmd.Flags().Int("price-ticks", 0, "the number of price tick for the jump spread, default to 0") RootCmd.AddCommand(executeOrderCmd) } var executeOrderCmd = &cobra.Command{ Use: "execute-order --session SESSION --symbol SYMBOL --side SIDE --target-quantity TOTAL_QUANTITY --slice-quantity SLICE_QUANTITY", Short: "execute buy/sell on the balance/position you have on specific symbol", SilenceUsage: true, PreRunE: cobraInitRequired([]string{ "symbol", "side", "target-quantity", "slice-quantity", }), 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 not found") } sideS, err := cmd.Flags().GetString("side") if err != nil { return fmt.Errorf("can't get side: %w", err) } side, err := types.StrToSideType(sideS) if err != nil { return err } targetQuantityS, err := cmd.Flags().GetString("target-quantity") if err != nil { return err } if len(targetQuantityS) == 0 { return errors.New("--target-quantity can not be empty") } targetQuantity, err := fixedpoint.NewFromString(targetQuantityS) if err != nil { return err } sliceQuantityS, err := cmd.Flags().GetString("slice-quantity") if err != nil { return err } if len(sliceQuantityS) == 0 { return errors.New("--slice-quantity can not be empty") } sliceQuantity, err := fixedpoint.NewFromString(sliceQuantityS) if err != nil { return err } numOfPriceTicks, err := cmd.Flags().GetInt("price-ticks") if err != nil { return err } stopPriceS, err := cmd.Flags().GetString("stop-price") if err != nil { return err } stopPrice, err := fixedpoint.NewFromString(stopPriceS) if err != nil { return err } orderUpdateRateLimitStr, err := cmd.Flags().GetString("order-update-rate-limit") if err != nil { return err } updateInterval, err := cmd.Flags().GetDuration("update-interval") if err != nil { return err } delayInterval, err := cmd.Flags().GetDuration("delay-interval") if err != nil { return err } deadlineDuration, err := cmd.Flags().GetDuration("deadline") if err != nil { return err } var deadlineTime time.Time if deadlineDuration > 0 { deadlineTime = time.Now().Add(deadlineDuration) } environ := bbgo.NewEnvironment() if err := environ.ConfigureExchangeSessions(userConfig); err != nil { return err } if err := environ.Init(ctx); err != nil { return err } session, ok := environ.Session(sessionName) if !ok { return fmt.Errorf("session %s not found", sessionName) } executionCtx, cancelExecution := context.WithCancel(ctx) defer cancelExecution() market, ok := session.Market(symbol) if !ok { return fmt.Errorf("market %s not found", symbol) } executor := twap.NewFixedQuantityExecutor(session.Exchange, symbol, market, side, targetQuantity, sliceQuantity) if updateInterval > 0 { executor.SetUpdateInterval(updateInterval) } if len(orderUpdateRateLimitStr) > 0 { rateLimit, err := util.ParseRateLimitSyntax(orderUpdateRateLimitStr) if err != nil { return err } executor.SetOrderUpdateRateLimit(rateLimit) } if delayInterval > 0 { executor.SetDelayInterval(delayInterval) } if stopPrice.Sign() > 0 { executor.SetStopPrice(stopPrice) } // NumOfTicks: numOfPriceTicks, if !deadlineTime.IsZero() { executor.SetDeadlineTime(deadlineTime) } if numOfPriceTicks > 0 { executor.SetNumOfTicks(numOfPriceTicks) } if err := executor.Start(executionCtx); err != nil { return err } var sigC = make(chan os.Signal, 1) signal.Notify(sigC, syscall.SIGINT, syscall.SIGTERM) defer signal.Stop(sigC) select { case <-ctx.Done(): case sig := <-sigC: logrus.Warnf("signal %v", sig) logrus.Infof("shutting down order executor...") shutdownCtx, cancelShutdown := context.WithDeadline(ctx, time.Now().Add(10*time.Second)) executor.Shutdown(shutdownCtx) cancelShutdown() case <-executor.Done(): logrus.Infof("the order execution is completed") } return nil }, }