Merge branch 'main' of github.com:c9s/bbgo into feature/302-record-as…

…sets-review

.gitignore

@@ -22,6 +22,7 @@
 
 /.env.local
 /.env.*.local
+/.env.production
 
 .DS_Store
 

README.md

@@ -606,6 +606,12 @@ for lorca
 make embed && go run -tags web ./cmd/bbgo-lorca
 ```
 
+## FAQ
+
+What's Position?
+
+- Base Currency & Quote Currency <https://www.ig.com/au/glossary-trading-terms/base-currency-definition>
+- How to calculate average cost? <https://www.janushenderson.com/en-us/investor/planning/calculate-average-cost/>
 
 ## Contributing
 

config/pricealert-tg.yaml

@@ -1,12 +1,4 @@
 ---
-notifications:
-  # object routing rules
-  routing:
-    trade: "$symbol"
-    order: "$symbol"
-    submitOrder: "$session" # not supported yet
-    pnL: "bbgo-pnl"
-
 sessions:
   binance:
     exchange: binance

doc/configuration/telegram.md

@@ -26,17 +26,6 @@ TELEGRAM_BOT_AUTH_TOKEN=itsme55667788
 The alerting strategies use Telegram bot notification without further configuration. You can check the [pricealert
 yaml file](../../config/pricealert-tg.yaml) in the `config/` directory for example.
 
-If you want the order submitting/filling notification, add the following to your `bbgo.yaml`:
-
-```yaml
-notifications:
-  routing:
-    trade: "$symbol"
-    order: "$symbol"
-    submitOrder: "$session"
-    pnL: "bbgo-pnl"
-```
-
 Run your bbgo.
 
 Open your Telegram app, search your bot `bbgo_bot_711222333`

doc/development/kucoin-cli.md

@@ -0,0 +1,16 @@
+# Kucoin command-line tool
+
+```shell
+go run ./examples/kucoin accounts
+go run ./examples/kucoin subaccounts
+go run ./examples/kucoin symbols
+go run ./examples/kucoin tickers
+go run ./examples/kucoin tickers BTC-USDT
+go run ./examples/kucoin orderbook BTC-USDT 20
+go run ./examples/kucoin orderbook BTC-USDT 100
+
+go run ./examples/kucoin orders place --symbol LTC-USDT --price 50 --size 1 --order-type limit --side buy
+go run ./examples/kucoin orders --symbol LTC-USDT --status active
+go run ./examples/kucoin orders --symbol LTC-USDT --status done
+go run ./examples/kucoin orders cancel --order-id 61b48b73b4de3e0001251382
+```

examples/kucoin-accounts/main.go

@@ -0,0 +1,70 @@
+package main
+
+import (
+	"context"
+	"os"
+	"strings"
+
+	"github.com/c9s/bbgo/pkg/exchange/kucoin/kucoinapi"
+	"github.com/joho/godotenv"
+	log "github.com/sirupsen/logrus"
+	"github.com/spf13/cobra"
+	"github.com/spf13/viper"
+)
+
+func init() {
+	rootCmd.PersistentFlags().String("kucoin-api-key", "", "okex api key")
+	rootCmd.PersistentFlags().String("kucoin-api-secret", "", "okex api secret")
+	rootCmd.PersistentFlags().String("kucoin-api-passphrase", "", "okex api secret")
+}
+
+var rootCmd = &cobra.Command{
+	Use:   "kucoin-accounts",
+	Short: "kucoin accounts",
+
+	// SilenceUsage is an option to silence usage when an error occurs.
+	SilenceUsage: true,
+
+	RunE: func(cmd *cobra.Command, args []string) error {
+		accounts, err := client.AccountService.ListAccounts()
+		if err != nil {
+			return err
+		}
+
+		log.Infof("accounts: %+v", accounts)
+		return nil
+	},
+}
+
+var client *kucoinapi.RestClient = nil
+
+func main() {
+	if _, err := os.Stat(".env.local"); err == nil {
+		if err := godotenv.Load(".env.local"); err != nil {
+			log.Fatal(err)
+		}
+	}
+
+	viper.AutomaticEnv()
+	viper.SetEnvKeyReplacer(strings.NewReplacer("-", "_"))
+
+	if err := viper.BindPFlags(rootCmd.PersistentFlags()); err != nil {
+		log.WithError(err).Error("bind pflags error")
+	}
+
+	client = kucoinapi.NewClient()
+
+	key, secret, passphrase := viper.GetString("kucoin-api-key"),
+		viper.GetString("kucoin-api-secret"),
+		viper.GetString("kucoin-api-passphrase")
+
+	if len(key) == 0 || len(secret) == 0 || len(passphrase) == 0 {
+		log.Fatal("empty key, secret or passphrase")
+	}
+
+	client.Auth(key, secret, passphrase)
+
+	if err := rootCmd.ExecuteContext(context.Background()); err != nil {
+		log.WithError(err).Error("cmd error")
+	}
+}

examples/kucoin-subaccount/main.go

@@ -0,0 +1,70 @@
+package main
+
+import (
+	"context"
+	"os"
+	"strings"
+
+	"github.com/c9s/bbgo/pkg/exchange/kucoin/kucoinapi"
+	"github.com/joho/godotenv"
+	log "github.com/sirupsen/logrus"
+	"github.com/spf13/cobra"
+	"github.com/spf13/viper"
+)
+
+func init() {
+	rootCmd.PersistentFlags().String("kucoin-api-key", "", "okex api key")
+	rootCmd.PersistentFlags().String("kucoin-api-secret", "", "okex api secret")
+	rootCmd.PersistentFlags().String("kucoin-api-passphrase", "", "okex api secret")
+}
+
+var rootCmd = &cobra.Command{
+	Use:   "kucoin-subaccount",
+	Short: "kucoin subaccount",
+
+	// SilenceUsage is an option to silence usage when an error occurs.
+	SilenceUsage: true,
+
+	RunE: func(cmd *cobra.Command, args []string) error {
+		subAccounts, err := client.AccountService.QuerySubAccounts()
+		if err != nil {
+			return err
+		}
+
+		log.Infof("subAccounts: %+v", subAccounts)
+		return nil
+	},
+}
+
+var client *kucoinapi.RestClient = nil
+
+func main() {
+	if _, err := os.Stat(".env.local"); err == nil {
+		if err := godotenv.Load(".env.local"); err != nil {
+			log.Fatal(err)
+		}
+	}
+
+	viper.AutomaticEnv()
+	viper.SetEnvKeyReplacer(strings.NewReplacer("-", "_"))
+
+	if err := viper.BindPFlags(rootCmd.PersistentFlags()); err != nil {
+		log.WithError(err).Error("bind pflags error")
+	}
+
+	client = kucoinapi.NewClient()
+
+	key, secret, passphrase := viper.GetString("kucoin-api-key"),
+		viper.GetString("kucoin-api-secret"),
+		viper.GetString("kucoin-api-passphrase")
+
+	if len(key) == 0 || len(secret) == 0 || len(passphrase) == 0 {
+		log.Fatal("empty key, secret or passphrase")
+	}
+
+	client.Auth(key, secret, passphrase)
+
+	if err := rootCmd.ExecuteContext(context.Background()); err != nil {
+		log.WithError(err).Error("cmd error")
+	}
+}

examples/kucoin/accounts.go

@@ -0,0 +1,34 @@
+package main
+
+import (
+	"github.com/sirupsen/logrus"
+	"github.com/spf13/cobra"
+)
+
+var accountsCmd = &cobra.Command{
+	Use: "accounts",
+
+	// SilenceUsage is an option to silence usage when an error occurs.
+	SilenceUsage: true,
+
+	RunE: func(cmd *cobra.Command, args []string) error {
+		if len(args) > 0 {
+			account, err := client.AccountService.GetAccount(args[0])
+			if err != nil {
+				return err
+			}
+
+			logrus.Infof("account: %+v", account)
+			return nil
+		}
+
+		accounts, err := client.AccountService.ListAccounts()
+		if err != nil {
+			return err
+		}
+
+		logrus.Infof("accounts: %+v", accounts)
+		return nil
+	},
+}
+

examples/kucoin/main.go

@@ -0,0 +1,70 @@
+package main
+
+import (
+	"context"
+	"os"
+	"strings"
+
+	"github.com/c9s/bbgo/pkg/exchange/kucoin/kucoinapi"
+	"github.com/joho/godotenv"
+	log "github.com/sirupsen/logrus"
+	"github.com/spf13/cobra"
+	"github.com/spf13/viper"
+)
+
+func init() {
+	rootCmd.PersistentFlags().String("kucoin-api-key", "", "okex api key")
+	rootCmd.PersistentFlags().String("kucoin-api-secret", "", "okex api secret")
+	rootCmd.PersistentFlags().String("kucoin-api-passphrase", "", "okex api secret")
+
+	rootCmd.AddCommand(accountsCmd)
+	rootCmd.AddCommand(subAccountsCmd)
+	rootCmd.AddCommand(symbolsCmd)
+	rootCmd.AddCommand(tickersCmd)
+	rootCmd.AddCommand(orderbookCmd)
+}
+
+var rootCmd = &cobra.Command{
+	Use:   "kucoin",
+	Short: "kucoin",
+
+	// SilenceUsage is an option to silence usage when an error occurs.
+	SilenceUsage: true,
+
+	RunE: func(cmd *cobra.Command, args []string) error {
+		return nil
+	},
+}
+
+var client *kucoinapi.RestClient = nil
+
+func main() {
+	if _, err := os.Stat(".env.local"); err == nil {
+		if err := godotenv.Load(".env.local"); err != nil {
+			log.Fatal(err)
+		}
+	}
+
+	viper.AutomaticEnv()
+	viper.SetEnvKeyReplacer(strings.NewReplacer("-", "_"))
+
+	if err := viper.BindPFlags(rootCmd.PersistentFlags()); err != nil {
+		log.WithError(err).Error("bind pflags error")
+	}
+
+	client = kucoinapi.NewClient()
+
+	key, secret, passphrase := viper.GetString("kucoin-api-key"),
+		viper.GetString("kucoin-api-secret"),
+		viper.GetString("kucoin-api-passphrase")
+
+	if len(key) == 0 || len(secret) == 0 || len(passphrase) == 0 {
+		log.Fatal("empty key, secret or passphrase")
+	}
+
+	client.Auth(key, secret, passphrase)
+
+	if err := rootCmd.ExecuteContext(context.Background()); err != nil {
+		log.WithError(err).Error("cmd error")
+	}
+}

examples/kucoin/orderbook.go

@@ -0,0 +1,40 @@
+package main
+
+import (
+	"strconv"
+
+	"github.com/sirupsen/logrus"
+	"github.com/spf13/cobra"
+)
+
+var orderbookCmd = &cobra.Command{
+	Use: "orderbook",
+
+	// SilenceUsage is an option to silence usage when an error occurs.
+	SilenceUsage: true,
+
+	Args: cobra.MinimumNArgs(1),
+
+	RunE: func(cmd *cobra.Command, args []string) error {
+		if len(args) == 0 {
+			return nil
+		}
+
+		var depth = 0
+		if len(args) > 1 {
+			v, err := strconv.Atoi(args[1])
+			if err != nil {
+				return err
+			}
+			depth = v
+		}
+
+		orderBook, err := client.MarketDataService.GetOrderBook(args[0], depth)
+		if err != nil {
+			return err
+		}
+
+		logrus.Infof("orderBook: %+v", orderBook)
+		return nil
+	},
+}