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trades.go
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trades.go
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package cmd
import (
"context"
"fmt"
"os"
"syscall"
"time"
"github.com/c9s/bbgo/pkg/util"
"github.com/pkg/errors"
log "github.com/sirupsen/logrus"
"github.com/spf13/cobra"
"github.com/c9s/bbgo/pkg/bbgo"
"github.com/c9s/bbgo/pkg/cmd/cmdutil"
"github.com/c9s/bbgo/pkg/types"
)
// go run ./cmd/bbgo tradesCmd --session=ftx --symbol="BTC/USD"
var tradesCmd = &cobra.Command{
Use: "trades",
SilenceUsage: true,
RunE: func(cmd *cobra.Command, args []string) error {
ctx := context.Background()
configFile, err := cmd.Flags().GetString("config")
if err != nil {
return err
}
if len(configFile) == 0 {
return errors.New("--config option is required")
}
// if config file exists, use the config loaded from the config file.
// otherwise, use a empty config object
var userConfig *bbgo.Config
if _, err := os.Stat(configFile); err == nil {
// load successfully
userConfig, err = bbgo.Load(configFile, false)
if err != nil {
return err
}
} else if os.IsNotExist(err) {
// config file doesn't exist
userConfig = &bbgo.Config{}
} else {
// other error
return err
}
environ := bbgo.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)
}
if symbol == "" {
return fmt.Errorf("symbol is not found")
}
limit, err := cmd.Flags().GetInt64("limit")
if err != nil {
return err
}
until := time.Now()
since := until.Add(-3 * 24 * time.Hour)
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", session.Exchange.Name())
return nil
}
trades, err := tradeHistoryService.QueryTrades(ctx, symbol, &types.TradeQueryOptions{
StartTime: &since,
EndTime: &until,
Limit: limit,
LastTradeID: 0,
})
if err != nil {
return err
}
log.Infof("%d trades", len(trades))
for _, trade := range trades {
log.Infof("TRADE %s %s %4s %s @ %s orderID %d %s amount %f",
trade.Exchange.String(),
trade.Symbol,
trade.Side,
util.FormatFloat(trade.Quantity, 4),
util.FormatFloat(trade.Price, 3),
trade.OrderID,
trade.Time.Time().Format(time.StampMilli),
trade.QuoteQuantity)
}
return nil
},
}
// go run ./cmd/bbgo tradeupdate --session=ftx
var tradeUpdateCmd = &cobra.Command{
Use: "tradeupdate",
RunE: func(cmd *cobra.Command, args []string) error {
ctx := context.Background()
configFile, err := cmd.Flags().GetString("config")
if err != nil {
return err
}
if len(configFile) == 0 {
return errors.New("--config option is required")
}
// if config file exists, use the config loaded from the config file.
// otherwise, use a empty config object
var userConfig *bbgo.Config
if _, err := os.Stat(configFile); err == nil {
// load successfully
userConfig, err = bbgo.Load(configFile, false)
if err != nil {
return err
}
} else if os.IsNotExist(err) {
// config file doesn't exist
userConfig = &bbgo.Config{}
} else {
// other error
return err
}
environ := bbgo.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)
}
s := session.Exchange.NewStream()
s.OnTradeUpdate(func(trade types.Trade) {
log.Infof("trade update: %+v", trade)
})
log.Infof("connecting...")
if err := s.Connect(ctx); err != nil {
return fmt.Errorf("failed to connect to %s", sessionName)
}
log.Infof("connected")
cmdutil.WaitForSignal(ctx, syscall.SIGINT, syscall.SIGTERM)
return nil
},
}
func init() {
tradesCmd.Flags().String("session", "", "the exchange session name for querying balances")
tradesCmd.Flags().String("symbol", "", "the trading pair, like btcusdt")
tradesCmd.Flags().Int64("limit", 100, "limit")
tradeUpdateCmd.Flags().String("session", "", "the exchange session name for querying balances")
RootCmd.AddCommand(tradesCmd)
RootCmd.AddCommand(tradeUpdateCmd)
}