mirror of
https://github.com/c9s/bbgo.git
synced 2024-09-20 08:11:08 +00:00
412 lines
11 KiB
Go
412 lines
11 KiB
Go
package cmd
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import (
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"context"
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"fmt"
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"os"
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"os/signal"
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"strings"
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"syscall"
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"time"
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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/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/bbgo"
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"github.com/c9s/bbgo/pkg/types"
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)
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var getOrderCmd = &cobra.Command{
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Use: "get-order --session SESSION --order-id ORDER_ID",
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Short: "Get order status",
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SilenceUsage: true,
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RunE: func(cmd *cobra.Command, args []string) error {
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ctx := context.Background()
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if userConfig == nil {
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return errors.New("config file is required")
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}
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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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orderID, err := cmd.Flags().GetString("order-id")
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if err != nil {
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return fmt.Errorf("can't get the symbol from flags: %w", err)
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}
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service, ok := session.Exchange.(types.ExchangeOrderQueryService)
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if !ok {
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return fmt.Errorf("query order status is not supported for exchange %T, interface types.ExchangeOrderQueryService is not implemented", session.Exchange)
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}
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order, err := service.QueryOrder(ctx, types.OrderQuery{
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OrderID: orderID,
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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("%+v", order)
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return nil
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},
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}
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// go run ./cmd/bbgo list-orders [open|closed] --session=ftx --symbol=BTCUSDT
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var listOrdersCmd = &cobra.Command{
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Use: "list-orders open|closed --session SESSION --symbol SYMBOL",
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Short: "list user's open orders in exchange of a specific trading pair",
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Args: cobra.OnlyValidArgs,
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// default is open which means we query open orders if you haven't provided args.
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ValidArgs: []string{"", "open", "closed"},
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SilenceUsage: true,
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RunE: func(cmd *cobra.Command, args []string) error {
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ctx := context.Background()
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if userConfig == nil {
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return errors.New("config file is required")
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}
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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't 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 is not found")
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}
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status := "open"
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if len(args) != 0 {
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status = args[0]
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}
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var os []types.Order
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switch status {
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case "open":
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os, err = session.Exchange.QueryOpenOrders(ctx, symbol)
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if err != nil {
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return err
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}
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case "closed":
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tradeHistoryService, ok := session.Exchange.(types.ExchangeTradeHistoryService)
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if !ok {
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// skip exchanges that does not support trading history services
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log.Warnf("exchange %s does not implement ExchangeTradeHistoryService, skip syncing closed orders (listOrdersCmd)", session.Exchange.Name())
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return nil
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}
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os, err = tradeHistoryService.QueryClosedOrders(ctx, symbol, time.Now().Add(-3*24*time.Hour), time.Now(), 0)
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if err != nil {
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return err
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}
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default:
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return fmt.Errorf("invalid status %s", status)
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}
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log.Infof("%s ORDERS FROM %s SESSION", strings.ToUpper(status), session.Name)
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for _, o := range os {
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log.Infof("%+v", o)
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}
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return nil
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},
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}
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var executeOrderCmd = &cobra.Command{
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Use: "execute-order --session SESSION --symbol SYMBOL --side SIDE --target-quantity TOTAL_QUANTITY --slice-quantity SLICE_QUANTITY",
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Short: "execute buy/sell on the balance/position you have on specific symbol",
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SilenceUsage: true,
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RunE: func(cmd *cobra.Command, args []string) error {
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ctx := context.Background()
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if userConfig == nil {
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return errors.New("config file is required")
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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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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 not found")
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}
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sideS, err := cmd.Flags().GetString("side")
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if err != nil {
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return fmt.Errorf("can't get side: %w", err)
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}
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side, err := types.StrToSideType(sideS)
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if err != nil {
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return err
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}
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targetQuantityS, err := cmd.Flags().GetString("target-quantity")
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if err != nil {
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return err
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}
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if len(targetQuantityS) == 0 {
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return errors.New("--target-quantity can not be empty")
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}
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targetQuantity, err := fixedpoint.NewFromString(targetQuantityS)
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if err != nil {
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return err
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}
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sliceQuantityS, err := cmd.Flags().GetString("slice-quantity")
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if err != nil {
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return err
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}
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if len(sliceQuantityS) == 0 {
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return errors.New("--slice-quantity can not be empty")
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}
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sliceQuantity, err := fixedpoint.NewFromString(sliceQuantityS)
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if err != nil {
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return err
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}
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numOfPriceTicks, err := cmd.Flags().GetInt("price-ticks")
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if err != nil {
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return err
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}
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stopPriceS, err := cmd.Flags().GetString("stop-price")
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if err != nil {
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return err
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}
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stopPrice, err := fixedpoint.NewFromString(stopPriceS)
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if err != nil {
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return err
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}
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updateInterval, err := cmd.Flags().GetDuration("update-interval")
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if err != nil {
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return err
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}
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deadlineDuration, err := cmd.Flags().GetDuration("deadline")
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if err != nil {
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return err
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}
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var deadlineTime time.Time
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if deadlineDuration > 0 {
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deadlineTime = time.Now().Add(deadlineDuration)
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}
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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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if err := environ.Init(ctx); 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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executionCtx, cancelExecution := context.WithCancel(ctx)
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defer cancelExecution()
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execution := &bbgo.TwapExecution{
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Session: session,
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Symbol: symbol,
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Side: side,
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TargetQuantity: targetQuantity,
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SliceQuantity: sliceQuantity,
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StopPrice: stopPrice,
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NumOfTicks: numOfPriceTicks,
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UpdateInterval: updateInterval,
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DeadlineTime: deadlineTime,
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}
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if err := execution.Run(executionCtx); err != nil {
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return err
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}
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var sigC = make(chan os.Signal, 1)
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signal.Notify(sigC, syscall.SIGINT, syscall.SIGTERM)
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defer signal.Stop(sigC)
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select {
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case sig := <-sigC:
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log.Warnf("signal %v", sig)
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log.Infof("shutting down order executor...")
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shutdownCtx, cancelShutdown := context.WithDeadline(ctx, time.Now().Add(10*time.Second))
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execution.Shutdown(shutdownCtx)
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cancelShutdown()
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case <-execution.Done():
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log.Infof("the order execution is completed")
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case <-ctx.Done():
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}
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return nil
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},
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}
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// go run ./cmd/bbgo submit-order --session=ftx --symbol=BTCUSDT --side=buy --price=18000 --quantity=0.001
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var submitOrderCmd = &cobra.Command{
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Use: "submit-order --session SESSION --symbol SYMBOL --side SIDE --quantity QUANTITY [--price PRICE]",
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Short: "place order to the exchange",
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SilenceUsage: true,
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RunE: func(cmd *cobra.Command, args []string) error {
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ctx := context.Background()
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if userConfig == nil {
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return errors.New("config file is required")
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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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symbol, err := cmd.Flags().GetString("symbol")
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if err != nil {
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return fmt.Errorf("can't 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 is not found")
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}
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side, err := cmd.Flags().GetString("side")
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if err != nil {
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return fmt.Errorf("can not get side: %w", err)
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}
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price, err := cmd.Flags().GetString("price")
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if err != nil {
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return fmt.Errorf("can not get price: %w", err)
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}
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quantity, err := cmd.Flags().GetString("quantity")
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if err != nil {
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return fmt.Errorf("can not get quantity: %w", err)
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}
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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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if err := environ.Init(ctx); 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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market, ok := session.Market(symbol)
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if !ok {
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return fmt.Errorf("market definition %s not found", symbol)
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}
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so := types.SubmitOrder{
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Symbol: symbol,
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Side: types.SideType(strings.ToUpper(side)),
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Type: types.OrderTypeLimit,
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Quantity: fixedpoint.MustNewFromString(quantity),
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Price: fixedpoint.MustNewFromString(price),
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Market: market,
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TimeInForce: "GTC",
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}
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co, err := session.Exchange.SubmitOrders(ctx, so)
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if err != nil {
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return err
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}
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log.Infof("submitted order: %+v\ncreated order: %+v", so, co[0])
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return nil
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},
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}
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func init() {
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listOrdersCmd.Flags().String("session", "", "the exchange session name for sync")
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listOrdersCmd.Flags().String("symbol", "", "the trading pair, like btcusdt")
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if err := listOrdersCmd.MarkFlagRequired("config") ; err != nil {
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log.WithError(err).Errorf("can not mark --config option required")
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}
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getOrderCmd.Flags().String("session", "", "the exchange session name for sync")
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getOrderCmd.Flags().String("symbol", "", "the trading pair, like btcusdt")
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getOrderCmd.Flags().String("order-id", "", "order id")
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if err := getOrderCmd.MarkFlagRequired("config") ; err != nil {
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log.WithError(err).Errorf("can not mark --config option required")
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}
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submitOrderCmd.Flags().String("session", "", "the exchange session name for sync")
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submitOrderCmd.Flags().String("symbol", "", "the trading pair, like btcusdt")
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submitOrderCmd.Flags().String("side", "", "the trading side: buy or sell")
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submitOrderCmd.Flags().String("price", "", "the trading price")
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submitOrderCmd.Flags().String("quantity", "", "the trading quantity")
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if err := submitOrderCmd.MarkFlagRequired("config") ; err != nil {
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log.WithError(err).Errorf("can not mark --config option required")
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}
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executeOrderCmd.Flags().String("session", "", "the exchange session name for sync")
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executeOrderCmd.Flags().String("symbol", "", "the trading pair, like btcusdt")
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executeOrderCmd.Flags().String("side", "", "the trading side: buy or sell")
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executeOrderCmd.Flags().String("target-quantity", "", "target quantity")
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executeOrderCmd.Flags().String("slice-quantity", "", "slice quantity")
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executeOrderCmd.Flags().String("stop-price", "0", "stop price")
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executeOrderCmd.Flags().Duration("update-interval", time.Second*10, "order update time")
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executeOrderCmd.Flags().Duration("deadline", 0, "deadline of the order execution")
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executeOrderCmd.Flags().Int("price-ticks", 0, "the number of price tick for the jump spread, default to 0")
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if err := executeOrderCmd.MarkFlagRequired("config") ; err != nil {
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log.WithError(err).Errorf("can not mark --config option required")
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}
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RootCmd.AddCommand(listOrdersCmd)
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RootCmd.AddCommand(getOrderCmd)
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RootCmd.AddCommand(submitOrderCmd)
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RootCmd.AddCommand(executeOrderCmd)
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}
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