mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-10 09:11:55 +00:00
109 lines
2.5 KiB
Go
109 lines
2.5 KiB
Go
package main
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import (
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"context"
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"strings"
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"syscall"
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"github.com/pkg/errors"
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log "github.com/sirupsen/logrus"
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"github.com/spf13/cobra"
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"github.com/spf13/viper"
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"github.com/c9s/bbgo/pkg/cmd/cmdutil"
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"github.com/c9s/bbgo/pkg/exchange/binance"
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"github.com/c9s/bbgo/pkg/types"
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)
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func init() {
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rootCmd.PersistentFlags().String("binance-api-key", "", "binance api key")
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rootCmd.PersistentFlags().String("binance-api-secret", "", "binance api secret")
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rootCmd.PersistentFlags().String("symbol", "BNBUSDT", "symbol")
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}
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var rootCmd = &cobra.Command{
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Use: "binance-book",
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Short: "binance book",
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// SilenceUsage is an option to silence usage when an error occurs.
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SilenceUsage: true,
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RunE: func(cmd *cobra.Command, args []string) error {
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ctx, cancel := context.WithCancel(context.Background())
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defer cancel()
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symbol := viper.GetString("symbol")
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if len(symbol) == 0 {
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return errors.New("empty symbol")
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}
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key, secret := viper.GetString("binance-api-key"), viper.GetString("binance-api-secret")
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if len(key) == 0 || len(secret) == 0 {
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return errors.New("empty key or secret")
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}
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var exchange = binance.New(key, secret)
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stream := exchange.NewStream()
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stream.SetPublicOnly()
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stream.Subscribe(types.BookChannel, symbol, types.SubscribeOptions{})
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streamBook := types.NewStreamBook(symbol)
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streamBook.BindStream(stream)
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go func() {
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for {
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select {
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case <-ctx.Done():
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return
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case <-streamBook.C:
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book := streamBook.Copy()
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if valid, err := book.IsValid(); !valid {
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log.Errorf("order book is invalid, error: %v", err)
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continue
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}
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bestBid, hasBid := book.BestBid()
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bestAsk, hasAsk := book.BestAsk()
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if hasBid && hasAsk {
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log.Infof("================================")
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log.Infof("best ask %f % -12f",
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bestAsk.Price.Float64(),
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bestAsk.Volume.Float64(),
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)
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log.Infof("best bid %f % -12f",
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bestBid.Price.Float64(),
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bestBid.Volume.Float64(),
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)
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}
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}
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}
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}()
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log.Info("connecting websocket...")
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if err := stream.Connect(ctx); err != nil {
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log.Fatal(err)
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}
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cmdutil.WaitForSignal(ctx, syscall.SIGINT, syscall.SIGTERM)
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return nil
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},
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}
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func main() {
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viper.AutomaticEnv()
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viper.SetEnvKeyReplacer(strings.NewReplacer("-", "_"))
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if err := viper.BindPFlags(rootCmd.PersistentFlags()); err != nil {
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log.WithError(err).Error("bind pflags error")
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}
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if err := rootCmd.ExecuteContext(context.Background()); err != nil {
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log.WithError(err).Error("cmd error")
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}
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}
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