mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-10 09:11:55 +00:00
171 lines
4.2 KiB
Go
171 lines
4.2 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 orderbook --session=binance --symbol=BTCUSDT
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var orderbookCmd = &cobra.Command{
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Use: "orderbook --session=[exchange_name] --symbol=[pair_name]",
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Short: "connect to the order book 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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}),
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RunE: func(cmd *cobra.Command, args []string) error {
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ctx := context.Background()
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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 option is required")
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}
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dumpDepthUpdate, err := cmd.Flags().GetBool("dump-update")
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if err != nil {
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return 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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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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orderBook := types.NewMutexOrderBook(symbol)
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s := session.Exchange.NewStream()
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s.SetPublicOnly()
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s.Subscribe(types.BookChannel, symbol, types.SubscribeOptions{})
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s.OnBookSnapshot(func(book types.SliceOrderBook) {
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if dumpDepthUpdate {
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log.Infof("orderbook snapshot: %s", book.String())
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}
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orderBook.Load(book)
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if ok, err := orderBook.IsValid(); !ok {
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log.WithError(err).Panicf("invalid error book snapshot")
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}
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if bid, ask, ok := orderBook.BestBidAndAsk(); ok {
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log.Infof("ASK | %f x %f / %f x %f | BID",
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ask.Volume.Float64(), ask.Price.Float64(),
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bid.Price.Float64(), bid.Volume.Float64())
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}
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})
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s.OnBookUpdate(func(book types.SliceOrderBook) {
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if dumpDepthUpdate {
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log.Infof("orderbook update: %s", book.String())
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}
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orderBook.Update(book)
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if bid, ask, ok := orderBook.BestBidAndAsk(); ok {
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log.Infof("ASK | %f x %f / %f x %f | BID",
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ask.Volume.Float64(), ask.Price.Float64(),
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bid.Price.Float64(), bid.Volume.Float64())
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}
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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 fmt.Errorf("failed to connect to %s", sessionName)
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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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time.Sleep(1 * time.Second)
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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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// go run ./cmd/bbgo orderupdate --session=ftx
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var orderUpdateCmd = &cobra.Command{
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Use: "orderupdate",
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Short: "Listen to order update events",
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PreRunE: cobraInitRequired([]string{
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"config",
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"session",
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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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s := session.Exchange.NewStream()
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s.OnOrderUpdate(func(order types.Order) {
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log.Infof("order update: %+v", order)
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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 fmt.Errorf("failed to connect to %s", sessionName)
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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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time.Sleep(1 * time.Second)
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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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orderbookCmd.Flags().String("session", "", "session name")
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orderbookCmd.Flags().String("symbol", "", "the trading pair. e.g, BTCUSDT, LTCUSDT...")
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orderbookCmd.Flags().Bool("dump-update", false, "dump the depth update")
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orderUpdateCmd.Flags().String("session", "", "session name")
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RootCmd.AddCommand(orderbookCmd)
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RootCmd.AddCommand(orderUpdateCmd)
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}
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