mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-10 17:13:51 +00:00
142 lines
3.5 KiB
Go
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)
|
|
}
|