bbgo_origin/examples/create-self-trade/main.go

142 lines
3.0 KiB
Go

package main
import (
"context"
"fmt"
"math"
"strings"
"syscall"
"time"
"github.com/joho/godotenv"
log "github.com/sirupsen/logrus"
"github.com/spf13/cobra"
"github.com/spf13/viper"
"github.com/c9s/bbgo/pkg/cmd/cmdutil"
exchange2 "github.com/c9s/bbgo/pkg/exchange"
"github.com/c9s/bbgo/pkg/types"
)
func init() {
rootCmd.PersistentFlags().String("exchange", "binance", "exchange name")
rootCmd.PersistentFlags().String("symbol", "SANDUSDT", "symbol")
}
var rootCmd = &cobra.Command{
Use: "create-self-trade",
Short: "this program creates the self trade by getting the market ticker",
// 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()
if err := godotenv.Load(".env.local"); err != nil {
log.Fatal(err)
}
symbol, err := cmd.Flags().GetString("symbol")
if err != nil {
return err
}
exchangeNameStr, err := cmd.Flags().GetString("exchange")
if err != nil {
return err
}
exchangeName, err := types.ValidExchangeName(exchangeNameStr)
if err != nil {
return err
}
exchange, err := exchange2.New(exchangeName)
if err != nil {
return err
}
markets, err := exchange.QueryMarkets(ctx)
if err != nil {
return err
}
market, ok := markets[symbol]
if !ok {
return fmt.Errorf("market %s is not defined", symbol)
}
stream := exchange.NewStream()
stream.OnTradeUpdate(func(trade types.Trade) {
log.Infof("trade: %+v", trade)
})
log.Info("connecting websocket...")
if err := stream.Connect(ctx); err != nil {
log.Fatal(err)
}
time.Sleep(time.Second)
ticker, err := exchange.QueryTicker(ctx, symbol)
if err != nil {
log.Fatal(err)
}
price := ticker.Buy + market.TickSize
if int64(ticker.Sell*1e8) == int64(price*1e8) {
log.Fatal("zero spread, can not continue")
}
quantity := math.Max(market.MinNotional/price, market.MinQuantity) * 1.1
log.Infof("submiting order using quantity %f at price %f", quantity, price)
createdOrders, err := exchange.SubmitOrders(ctx, []types.SubmitOrder{
{
Symbol: symbol,
Market: market,
Side: types.SideTypeBuy,
Type: types.OrderTypeLimit,
Price: price,
Quantity: quantity,
TimeInForce: "GTC",
},
{
Symbol: symbol,
Market: market,
Side: types.SideTypeSell,
Type: types.OrderTypeLimit,
Price: price,
Quantity: quantity,
TimeInForce: "GTC",
},
}...)
if err != nil {
return err
}
log.Info(createdOrders)
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")
}
}