bbgo_origin/pkg/cmd/orders.go
2021-03-23 22:25:21 +08:00

208 lines
5.2 KiB
Go

package cmd
import (
"context"
"fmt"
"os"
"time"
"github.com/google/uuid"
log "github.com/sirupsen/logrus"
"github.com/spf13/cobra"
"github.com/c9s/bbgo/pkg/bbgo"
"github.com/c9s/bbgo/pkg/exchange/ftx"
"github.com/c9s/bbgo/pkg/types"
"github.com/c9s/bbgo/pkg/util"
)
// go run ./cmd/bbgo listorders [open|closed] --session=ftx --symbol=BTC/USDT
var listOrdersCmd = &cobra.Command{
Use: "listorders [status]",
Args: cobra.OnlyValidArgs,
// default is open which means we query open orders if you haven't provided args.
ValidArgs: []string{"", "open", "closed"},
SilenceUsage: true,
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 fmt.Errorf("--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)
}
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")
}
status := "open"
if len(args) != 0 {
status = args[0]
}
var os []types.Order
switch status {
case "open":
os, err = session.Exchange.QueryOpenOrders(ctx, symbol)
if err != nil {
return err
}
case "closed":
os, err = session.Exchange.QueryClosedOrders(ctx, symbol, time.Now().Add(-3*24*time.Hour), time.Now(), 0)
if err != nil {
return err
}
default:
return fmt.Errorf("invalid status %s", status)
}
for _, o := range os {
log.Infof("%s orders: %+v", status, o)
}
return nil
},
}
// go run ./cmd/bbgo placeorder --session=ftx --symbol=BTC/USDT --side=buy --price=<price> --quantity=<quantity>
var placeOrderCmd = &cobra.Command{
Use: "placeorder",
SilenceUsage: true,
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 fmt.Errorf("--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)
}
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")
}
side, err := cmd.Flags().GetString("side")
if err != nil {
return fmt.Errorf("can't get side: %w", err)
}
price, err := cmd.Flags().GetString("price")
if err != nil {
return fmt.Errorf("can't get price: %w", err)
}
quantity, err := cmd.Flags().GetString("quantity")
if err != nil {
return fmt.Errorf("can't get quantity: %w", err)
}
so := types.SubmitOrder{
ClientOrderID: uuid.New().String(),
Symbol: symbol,
Side: types.SideType(ftx.TrimUpperString(side)),
Type: types.OrderTypeLimit,
Quantity: util.MustParseFloat(quantity),
Price: util.MustParseFloat(price),
Market: types.Market{Symbol: symbol},
TimeInForce: "GTC",
}
co, err := session.Exchange.SubmitOrders(ctx, so)
if err != nil {
return err
}
log.Infof("submitted order: %+v\ncreated order: %+v", so, co[0])
return nil
},
}
func init() {
listOrdersCmd.Flags().String("session", "", "the exchange session name for sync")
listOrdersCmd.Flags().String("symbol", "", "the trading pair, like btcusdt")
placeOrderCmd.Flags().String("session", "", "the exchange session name for sync")
placeOrderCmd.Flags().String("symbol", "", "the trading pair, like btcusdt")
placeOrderCmd.Flags().String("side", "", "the trading side: buy or sell")
placeOrderCmd.Flags().String("price", "", "the trading price")
placeOrderCmd.Flags().String("quantity", "", "the trading quantity")
RootCmd.AddCommand(listOrdersCmd)
RootCmd.AddCommand(placeOrderCmd)
}