bbgo_origin/pkg/cmd/orderbook.go
2021-05-22 11:36:58 +08:00

142 lines
3.5 KiB
Go

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=BTC/USDT
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)
}