mirror of
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108 lines
2.5 KiB
Go
108 lines
2.5 KiB
Go
package cmd
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import (
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"context"
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"fmt"
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"syscall"
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"time"
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log "github.com/sirupsen/logrus"
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"github.com/spf13/cobra"
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"github.com/c9s/bbgo/pkg/bbgo"
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"github.com/c9s/bbgo/pkg/cmd/cmdutil"
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"github.com/c9s/bbgo/pkg/types"
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)
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// go run ./cmd/bbgo kline --exchange=ftx --symbol=BTCUSDT
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var klineCmd = &cobra.Command{
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Use: "kline",
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Short: "connect to the kline market data streaming service of an exchange",
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PreRunE: cobraInitRequired([]string{
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"session",
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"symbol",
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"interval",
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}),
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RunE: func(cmd *cobra.Command, args []string) error {
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ctx := context.Background()
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environ := bbgo.NewEnvironment()
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if err := environ.ConfigureExchangeSessions(userConfig); err != nil {
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return err
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}
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sessionName, err := cmd.Flags().GetString("session")
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if err != nil {
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return err
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}
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session, ok := environ.Session(sessionName)
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if !ok {
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return fmt.Errorf("session %s not found", sessionName)
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}
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symbol, err := cmd.Flags().GetString("symbol")
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if err != nil {
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return fmt.Errorf("can not get the symbol from flags: %w", err)
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}
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if symbol == "" {
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return fmt.Errorf("--symbol option is required")
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}
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interval, err := cmd.Flags().GetString("interval")
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if err != nil {
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return err
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}
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now := time.Now()
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kLines, err := session.Exchange.QueryKLines(ctx, symbol, types.Interval(interval), types.KLineQueryOptions{
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Limit: 50,
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EndTime: &now,
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})
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if err != nil {
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return err
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}
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log.Infof("kLines from RESTful API")
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for _, k := range kLines {
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log.Info(k.String())
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}
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s := session.Exchange.NewStream()
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s.SetPublicOnly()
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s.Subscribe(types.KLineChannel, symbol, types.SubscribeOptions{Interval: types.Interval(interval)})
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s.OnKLineClosed(func(kline types.KLine) {
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log.Infof("kline closed: %s", kline.String())
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})
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s.OnKLine(func(kline types.KLine) {
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log.Infof("kline: %s", kline.String())
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})
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log.Infof("connecting...")
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if err := s.Connect(ctx); err != nil {
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return err
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}
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log.Infof("connected")
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defer func() {
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log.Infof("closing connection...")
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if err := s.Close(); err != nil {
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log.WithError(err).Errorf("connection close error")
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}
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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 init() {
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// since the public data does not require trading authentication, we use --exchange option here.
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klineCmd.Flags().String("session", "", "session name")
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klineCmd.Flags().String("symbol", "", "the trading pair. e.g, BTCUSDT, LTCUSDT...")
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klineCmd.Flags().String("interval", "1m", "interval of the kline (candle), .e.g, 1m, 3m, 15m")
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RootCmd.AddCommand(klineCmd)
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}
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