mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-14 02:53:50 +00:00
147 lines
3.6 KiB
Go
147 lines
3.6 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 trades --session=ftx --symbol="BTC/USD"
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var tradesCmd = &cobra.Command{
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Use: "trades --session=[exchange_name] --symbol=[pair_name]",
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Short: "Query trading history",
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SilenceUsage: true,
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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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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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limit, err := cmd.Flags().GetInt64("limit")
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if err != nil {
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return err
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}
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now := time.Now()
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since := now.Add(-24 * time.Hour)
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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 (tradesCmd)", session.Exchange.Name())
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return nil
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}
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trades, err := tradeHistoryService.QueryTrades(ctx, symbol, &types.TradeQueryOptions{
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StartTime: &since,
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Limit: limit,
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LastTradeID: 0,
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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("%d trades", len(trades))
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for _, trade := range trades {
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log.Infof("TRADE %s %s %4s %s @ %s orderID %d %s amount %v , fee %v %s ",
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trade.Exchange.String(),
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trade.Symbol,
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trade.Side,
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trade.Quantity.FormatString(4),
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trade.Price.FormatString(3),
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trade.OrderID,
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trade.Time.Time().Format(time.StampMilli),
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trade.QuoteQuantity,
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trade.Fee,
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trade.FeeCurrency)
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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 tradeupdate --session=ftx
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var tradeUpdateCmd = &cobra.Command{
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Use: "tradeupdate --session=[exchange_name]",
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Short: "Listen to trade update events",
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PreRunE: cobraInitRequired([]string{
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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.OnTradeUpdate(func(trade types.Trade) {
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log.Infof("trade update: %+v", trade)
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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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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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tradesCmd.Flags().String("session", "", "the exchange session name for querying balances")
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tradesCmd.Flags().String("symbol", "", "the trading pair, like btcusdt")
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tradesCmd.Flags().Int64("limit", 100, "limit")
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tradeUpdateCmd.Flags().String("session", "", "the exchange session name for querying balances")
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RootCmd.AddCommand(tradesCmd)
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RootCmd.AddCommand(tradeUpdateCmd)
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}
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