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kline.go
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kline.go
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package cmd
import (
"context"
"fmt"
"syscall"
"time"
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 kline --exchange=binance --symbol=BTCUSDT
var klineCmd = &cobra.Command{
Use: "kline",
Short: "connect to the kline market data streaming service of an exchange",
PreRunE: cobraInitRequired([]string{
"session",
"symbol",
"interval",
}),
RunE: func(cmd *cobra.Command, args []string) error {
ctx := context.Background()
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 not get the symbol from flags: %w", err)
}
if symbol == "" {
return fmt.Errorf("--symbol option is required")
}
interval, err := cmd.Flags().GetString("interval")
if err != nil {
return err
}
now := time.Now()
kLines, err := session.Exchange.QueryKLines(ctx, symbol, types.Interval(interval), types.KLineQueryOptions{
Limit: 50,
EndTime: &now,
})
if err != nil {
return err
}
log.Infof("kLines from RESTful API")
for _, k := range kLines {
log.Info(k.String())
}
s := session.Exchange.NewStream()
s.SetPublicOnly()
s.Subscribe(types.KLineChannel, symbol, types.SubscribeOptions{Interval: types.Interval(interval)})
s.OnKLineClosed(func(kline types.KLine) {
log.Infof("kline closed: %s", kline.String())
})
s.OnKLine(func(kline types.KLine) {
log.Infof("kline: %s", kline.String())
})
log.Infof("connecting...")
if err := s.Connect(ctx); err != nil {
return err
}
log.Infof("connected")
defer func() {
log.Infof("closing connection...")
if err := s.Close(); err != nil {
log.WithError(err).Errorf("connection close error")
}
}()
cmdutil.WaitForSignal(ctx, syscall.SIGINT, syscall.SIGTERM)
return nil
},
}
func init() {
// since the public data does not require trading authentication, we use --exchange option here.
klineCmd.Flags().String("session", "", "session name")
klineCmd.Flags().String("symbol", "", "the trading pair. e.g, BTCUSDT, LTCUSDT...")
klineCmd.Flags().String("interval", "1m", "interval of the kline (candle), .e.g, 1m, 3m, 15m")
RootCmd.AddCommand(klineCmd)
}