package main import ( "context" "fmt" "math" "strings" "syscall" "time" "github.com/joho/godotenv" 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/types" ) func init() { rootCmd.PersistentFlags().String("exchange", "binance", "exchange name") rootCmd.PersistentFlags().String("symbol", "SANDUSDT", "symbol") } var rootCmd = &cobra.Command{ Use: "create-self-trade", Short: "this program creates the self trade by getting the market ticker", // 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() if err := godotenv.Load(".env.local"); err != nil { log.Fatal(err) } symbol, err := cmd.Flags().GetString("symbol") if err != nil { return err } exchangeNameStr, err := cmd.Flags().GetString("exchange") if err != nil { return err } exchangeName, err := types.ValidExchangeName(exchangeNameStr) if err != nil { return err } exchange, err := cmdutil.NewExchange(exchangeName) if err != nil { return err } markets, err := exchange.QueryMarkets(ctx) if err != nil { return err } market, ok := markets[symbol] if !ok { return fmt.Errorf("market %s is not defined", symbol) } stream := exchange.NewStream() stream.OnTradeUpdate(func(trade types.Trade) { log.Infof("trade: %+v", trade) }) log.Info("connecting websocket...") if err := stream.Connect(ctx); err != nil { log.Fatal(err) } time.Sleep(time.Second) ticker, err := exchange.QueryTicker(ctx, symbol) if err != nil { log.Fatal(err) } price := ticker.Buy + market.TickSize if int64(ticker.Sell*1e8) == int64(price*1e8) { log.Fatal("zero spread, can not continue") } quantity := math.Max(market.MinNotional/price, market.MinQuantity) * 1.1 log.Infof("submiting order using quantity %f at price %f", quantity, price) createdOrders, err := exchange.SubmitOrders(ctx, []types.SubmitOrder{ { Symbol: symbol, Market: market, Side: types.SideTypeBuy, Type: types.OrderTypeLimit, Price: price, Quantity: quantity, TimeInForce: "GTC", }, { Symbol: symbol, Market: market, Side: types.SideTypeSell, Type: types.OrderTypeLimit, Price: price, Quantity: quantity, TimeInForce: "GTC", }, }...) if err != nil { return err } log.Info(createdOrders) 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") } }