mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-25 00:05:15 +00:00
147 lines
3.6 KiB
Go
147 lines
3.6 KiB
Go
package cmd
|
|
|
|
import (
|
|
"context"
|
|
"fmt"
|
|
"syscall"
|
|
"time"
|
|
|
|
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 trades --session=binance --symbol="BTC/USD"
|
|
var tradesCmd = &cobra.Command{
|
|
Use: "trades --session=[exchange_name] --symbol=[pair_name]",
|
|
Short: "Query trading history",
|
|
SilenceUsage: true,
|
|
PreRunE: cobraInitRequired([]string{
|
|
"session",
|
|
"symbol",
|
|
}),
|
|
RunE: func(cmd *cobra.Command, args []string) error {
|
|
ctx := context.Background()
|
|
|
|
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)
|
|
}
|
|
|
|
symbol, err := cmd.Flags().GetString("symbol")
|
|
if err != nil {
|
|
return fmt.Errorf("can't get the symbol from flags: %w", err)
|
|
}
|
|
if symbol == "" {
|
|
return fmt.Errorf("symbol is not found")
|
|
}
|
|
|
|
limit, err := cmd.Flags().GetInt64("limit")
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
now := time.Now()
|
|
since := now.Add(-24 * time.Hour)
|
|
|
|
tradeHistoryService, ok := session.Exchange.(types.ExchangeTradeHistoryService)
|
|
if !ok {
|
|
// skip exchanges that does not support trading history services
|
|
log.Warnf("exchange %s does not implement ExchangeTradeHistoryService, skip syncing closed orders (tradesCmd)", session.Exchange.Name())
|
|
return nil
|
|
}
|
|
|
|
trades, err := tradeHistoryService.QueryTrades(ctx, symbol, &types.TradeQueryOptions{
|
|
StartTime: &since,
|
|
Limit: limit,
|
|
LastTradeID: 0,
|
|
})
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
log.Infof("%d trades", len(trades))
|
|
for _, trade := range trades {
|
|
log.Infof("TRADE %s %s %4s %s @ %s orderID %d %s amount %v , fee %v %s ",
|
|
trade.Exchange.String(),
|
|
trade.Symbol,
|
|
trade.Side,
|
|
trade.Quantity.FormatString(4),
|
|
trade.Price.FormatString(3),
|
|
trade.OrderID,
|
|
trade.Time.Time().Format(time.StampMilli),
|
|
trade.QuoteQuantity,
|
|
trade.Fee,
|
|
trade.FeeCurrency)
|
|
}
|
|
return nil
|
|
},
|
|
}
|
|
|
|
// go run ./cmd/bbgo tradeupdate --session=ftx
|
|
var tradeUpdateCmd = &cobra.Command{
|
|
Use: "tradeupdate --session=[exchange_name]",
|
|
Short: "Listen to trade update events",
|
|
PreRunE: cobraInitRequired([]string{
|
|
"session",
|
|
}),
|
|
RunE: func(cmd *cobra.Command, args []string) error {
|
|
ctx := context.Background()
|
|
|
|
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.OnTradeUpdate(func(trade types.Trade) {
|
|
log.Infof("trade update: %+v", trade)
|
|
})
|
|
|
|
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() {
|
|
tradesCmd.Flags().String("session", "", "the exchange session name for querying balances")
|
|
tradesCmd.Flags().String("symbol", "", "the trading pair, like btcusdt")
|
|
tradesCmd.Flags().Int64("limit", 100, "limit")
|
|
|
|
tradeUpdateCmd.Flags().String("session", "", "the exchange session name for querying balances")
|
|
|
|
RootCmd.AddCommand(tradesCmd)
|
|
RootCmd.AddCommand(tradeUpdateCmd)
|
|
}
|