bbgo_origin/examples/exchange-api/binance-book/main.go

109 lines
2.5 KiB
Go

package main
import (
"context"
"strings"
"syscall"
"github.com/pkg/errors"
log "github.com/sirupsen/logrus"
"github.com/spf13/cobra"
"github.com/spf13/viper"
"github.com/c9s/bbgo/pkg/cmd/cmdutil"
"github.com/c9s/bbgo/pkg/exchange/binance"
"github.com/c9s/bbgo/pkg/types"
)
func init() {
rootCmd.PersistentFlags().String("binance-api-key", "", "binance api key")
rootCmd.PersistentFlags().String("binance-api-secret", "", "binance api secret")
rootCmd.PersistentFlags().String("symbol", "BNBUSDT", "symbol")
}
var rootCmd = &cobra.Command{
Use: "binance-book",
Short: "binance book",
// SilenceUsage is an option to silence usage when an error occurs.
SilenceUsage: true,
RunE: func(cmd *cobra.Command, args []string) error {
ctx, cancel := context.WithCancel(context.Background())
defer cancel()
symbol := viper.GetString("symbol")
if len(symbol) == 0 {
return errors.New("empty symbol")
}
key, secret := viper.GetString("binance-api-key"), viper.GetString("binance-api-secret")
if len(key) == 0 || len(secret) == 0 {
return errors.New("empty key or secret")
}
var exchange = binance.New(key, secret)
stream := exchange.NewStream()
stream.SetPublicOnly()
stream.Subscribe(types.BookChannel, symbol, types.SubscribeOptions{})
streamBook := types.NewStreamBook(symbol, exchange.Name())
streamBook.BindStream(stream)
go func() {
for {
select {
case <-ctx.Done():
return
case <-streamBook.C:
book := streamBook.Copy()
if valid, err := book.IsValid(); !valid {
log.Errorf("order book is invalid, error: %v", err)
continue
}
bestBid, hasBid := book.BestBid()
bestAsk, hasAsk := book.BestAsk()
if hasBid && hasAsk {
log.Infof("================================")
log.Infof("best ask %f % -12f",
bestAsk.Price.Float64(),
bestAsk.Volume.Float64(),
)
log.Infof("best bid %f % -12f",
bestBid.Price.Float64(),
bestBid.Volume.Float64(),
)
}
}
}
}()
log.Info("connecting websocket...")
if err := stream.Connect(ctx); err != nil {
log.Fatal(err)
}
cmdutil.WaitForSignal(ctx, syscall.SIGINT, syscall.SIGTERM)
return nil
},
}
func main() {
viper.AutomaticEnv()
viper.SetEnvKeyReplacer(strings.NewReplacer("-", "_"))
if err := viper.BindPFlags(rootCmd.PersistentFlags()); err != nil {
log.WithError(err).Error("bind pflags error")
}
if err := rootCmd.ExecuteContext(context.Background()); err != nil {
log.WithError(err).Error("cmd error")
}
}