package cmd import ( "context" "fmt" "os" "os/signal" "strings" "syscall" "time" "github.com/pkg/errors" log "github.com/sirupsen/logrus" "github.com/spf13/cobra" "git.qtrade.icu/lychiyu/qbtrade/pkg/fixedpoint" "git.qtrade.icu/lychiyu/qbtrade/pkg/qbtrade" "git.qtrade.icu/lychiyu/qbtrade/pkg/types" ) var getOrderCmd = &cobra.Command{ Use: "get-order --session SESSION --order-id ORDER_ID", Short: "Get order status", SilenceUsage: true, PreRunE: cobraInitRequired([]string{ "order-id", "symbol", }), RunE: func(cmd *cobra.Command, args []string) error { ctx := context.Background() environ := qbtrade.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) } orderID, err := cmd.Flags().GetString("order-id") if err != nil { return fmt.Errorf("can't get the order-id from flags: %w", err) } symbol, err := cmd.Flags().GetString("symbol") if err != nil { return fmt.Errorf("can't get the symbol from flags: %w", err) } service, ok := session.Exchange.(types.ExchangeOrderQueryService) if !ok { return fmt.Errorf("query order status is not supported for exchange %T, interface types.ExchangeOrderQueryService is not implemented", session.Exchange) } order, err := service.QueryOrder(ctx, types.OrderQuery{ OrderID: orderID, Symbol: symbol, }) if err != nil { return err } log.Infof("%+v", order) return nil }, } // go run ./cmd/qbtrade list-orders [open|closed] --session=ftx --symbol=BTCUSDT var listOrdersCmd = &cobra.Command{ Use: "list-orders open|closed --session SESSION --symbol SYMBOL", Short: "list user's open orders in exchange of a specific trading pair", Args: cobra.OnlyValidArgs, // default is open which means we query open orders if you haven't provided args. ValidArgs: []string{"", "open", "closed"}, SilenceUsage: true, PreRunE: cobraInitRequired([]string{ "session", "symbol", }), RunE: func(cmd *cobra.Command, args []string) error { ctx := context.Background() environ := qbtrade.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) } 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": tradeHistoryService, ok := session.Exchange.(types.ExchangeTradeHistoryService) if !ok { // skip exchanges that does not support trading history services log.Warnf("exchange %s does not implement ExchangeTradeHistoryService, skip syncing closed orders (listOrdersCmd)", session.Exchange.Name()) return nil } os, err = tradeHistoryService.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) } log.Infof("%s ORDERS FROM %s SESSION", strings.ToUpper(status), session.Name) for _, o := range os { log.Infof("%+v", o) } return nil }, } var executeOrderCmd = &cobra.Command{ Use: "execute-order --session SESSION --symbol SYMBOL --side SIDE --target-quantity TOTAL_QUANTITY --slice-quantity SLICE_QUANTITY", Short: "execute buy/sell on the balance/position you have on specific symbol", SilenceUsage: true, PreRunE: cobraInitRequired([]string{ "symbol", "side", "target-quantity", "slice-quantity", }), RunE: func(cmd *cobra.Command, args []string) error { ctx := context.Background() sessionName, err := cmd.Flags().GetString("session") if err != nil { return err } symbol, err := cmd.Flags().GetString("symbol") if err != nil { return fmt.Errorf("can not get the symbol from flags: %w", err) } if symbol == "" { return fmt.Errorf("symbol not found") } sideS, err := cmd.Flags().GetString("side") if err != nil { return fmt.Errorf("can't get side: %w", err) } side, err := types.StrToSideType(sideS) if err != nil { return err } targetQuantityS, err := cmd.Flags().GetString("target-quantity") if err != nil { return err } if len(targetQuantityS) == 0 { return errors.New("--target-quantity can not be empty") } targetQuantity, err := fixedpoint.NewFromString(targetQuantityS) if err != nil { return err } sliceQuantityS, err := cmd.Flags().GetString("slice-quantity") if err != nil { return err } if len(sliceQuantityS) == 0 { return errors.New("--slice-quantity can not be empty") } sliceQuantity, err := fixedpoint.NewFromString(sliceQuantityS) if err != nil { return err } numOfPriceTicks, err := cmd.Flags().GetInt("price-ticks") if err != nil { return err } stopPriceS, err := cmd.Flags().GetString("stop-price") if err != nil { return err } stopPrice, err := fixedpoint.NewFromString(stopPriceS) if err != nil { return err } updateInterval, err := cmd.Flags().GetDuration("update-interval") if err != nil { return err } deadlineDuration, err := cmd.Flags().GetDuration("deadline") if err != nil { return err } var deadlineTime time.Time if deadlineDuration > 0 { deadlineTime = time.Now().Add(deadlineDuration) } environ := qbtrade.NewEnvironment() if err := environ.ConfigureExchangeSessions(userConfig); err != nil { return err } if err := environ.Init(ctx); err != nil { return err } session, ok := environ.Session(sessionName) if !ok { return fmt.Errorf("session %s not found", sessionName) } executionCtx, cancelExecution := context.WithCancel(ctx) defer cancelExecution() execution := &qbtrade.TwapExecution{ Session: session, Symbol: symbol, Side: side, TargetQuantity: targetQuantity, SliceQuantity: sliceQuantity, StopPrice: stopPrice, NumOfTicks: numOfPriceTicks, UpdateInterval: updateInterval, DeadlineTime: deadlineTime, } if err := execution.Run(executionCtx); err != nil { return err } var sigC = make(chan os.Signal, 1) signal.Notify(sigC, syscall.SIGINT, syscall.SIGTERM) defer signal.Stop(sigC) select { case sig := <-sigC: log.Warnf("signal %v", sig) log.Infof("shutting down order executor...") shutdownCtx, cancelShutdown := context.WithDeadline(ctx, time.Now().Add(10*time.Second)) execution.Shutdown(shutdownCtx) cancelShutdown() case <-execution.Done(): log.Infof("the order execution is completed") case <-ctx.Done(): } return nil }, } // go run ./cmd/qbtrade submit-order --session=ftx --symbol=BTCUSDT --side=buy --price=18000 --quantity=0.001 var submitOrderCmd = &cobra.Command{ Use: "submit-order --session SESSION --symbol SYMBOL --side SIDE --quantity QUANTITY [--price PRICE]", Short: "place order to the exchange", SilenceUsage: true, PreRunE: cobraInitRequired([]string{ "session", "symbol", "side", "quantity", }), RunE: func(cmd *cobra.Command, args []string) error { ctx := context.Background() sessionName, err := cmd.Flags().GetString("session") if err != nil { return err } 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 not get side: %w", err) } price, err := cmd.Flags().GetString("price") if err != nil { return fmt.Errorf("can not get price: %w", err) } asMarketOrder, err := cmd.Flags().GetBool("market") if err != nil { return err } quantity, err := cmd.Flags().GetString("quantity") if err != nil { return fmt.Errorf("can not get quantity: %w", err) } marginOrderSideEffect, err := cmd.Flags().GetString("margin-side-effect") if err != nil { return fmt.Errorf("can not get quantity: %w", err) } environ := qbtrade.NewEnvironment() if err := environ.ConfigureExchangeSessions(userConfig); err != nil { return err } if err := environ.Init(ctx); err != nil { return err } session, ok := environ.Session(sessionName) if !ok { return fmt.Errorf("session %s not found", sessionName) } market, ok := session.Market(symbol) if !ok { return fmt.Errorf("market definition %s not found", symbol) } so := types.SubmitOrder{ Symbol: symbol, Side: types.SideType(strings.ToUpper(side)), Type: types.OrderTypeLimit, Quantity: fixedpoint.MustNewFromString(quantity), Market: market, MarginSideEffect: types.MarginOrderSideEffectType(marginOrderSideEffect), } if asMarketOrder { so.Type = types.OrderTypeMarket so.Price = fixedpoint.Zero } else { if len(price) == 0 { return fmt.Errorf("price is required for limit order submission") } so.Type = types.OrderTypeLimit so.Price = fixedpoint.MustNewFromString(price) so.TimeInForce = types.TimeInForceGTC } co, err := session.Exchange.SubmitOrder(ctx, so) if err != nil { return err } log.Infof("submitted order: %+v\ncreated order: %+v", so, co) return nil }, } func init() { listOrdersCmd.Flags().String("session", "", "the exchange session name for sync") listOrdersCmd.Flags().String("symbol", "", "the trading pair, like btcusdt") getOrderCmd.Flags().String("session", "", "the exchange session name for sync") getOrderCmd.Flags().String("symbol", "", "the trading pair, like btcusdt") getOrderCmd.Flags().String("order-id", "", "order id") submitOrderCmd.Flags().String("session", "", "the exchange session name for sync") submitOrderCmd.Flags().String("symbol", "", "the trading pair, like btcusdt") submitOrderCmd.Flags().String("side", "", "the trading side: buy or sell") submitOrderCmd.Flags().String("price", "", "the trading price") submitOrderCmd.Flags().String("quantity", "", "the trading quantity") submitOrderCmd.Flags().Bool("market", false, "submit order as a market order") submitOrderCmd.Flags().String("margin-side-effect", "", "margin order side effect") executeOrderCmd.Flags().String("session", "", "the exchange session name for sync") executeOrderCmd.Flags().String("symbol", "", "the trading pair, like btcusdt") executeOrderCmd.Flags().String("side", "", "the trading side: buy or sell") executeOrderCmd.Flags().String("target-quantity", "", "target quantity") executeOrderCmd.Flags().String("slice-quantity", "", "slice quantity") executeOrderCmd.Flags().String("stop-price", "0", "stop price") executeOrderCmd.Flags().Duration("update-interval", time.Second*10, "order update time") executeOrderCmd.Flags().Duration("deadline", 0, "deadline of the order execution") executeOrderCmd.Flags().Int("price-ticks", 0, "the number of price tick for the jump spread, default to 0") RootCmd.AddCommand(listOrdersCmd) RootCmd.AddCommand(getOrderCmd) RootCmd.AddCommand(submitOrderCmd) RootCmd.AddCommand(executeOrderCmd) }