mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-23 23:35:14 +00:00
68 lines
1.9 KiB
Python
68 lines
1.9 KiB
Python
|
import random
|
||
|
|
import time
|
||
|
|
|
||
|
|
from bbgo import bbgo_pb2
|
||
|
|
from bbgo import bbgo_pb2_grpc
|
||
|
|
|
||
|
|
|
||
|
|
class TestServicer(bbgo_pb2_grpc.BBGOServicer):
|
||
|
|
|
||
|
|
def Subcribe(self, request, context):
|
||
|
|
i = 0
|
||
|
|
while True:
|
||
|
|
for subscription in request.subscriptions:
|
||
|
|
yield bbgo_pb2.SubscribeResponse(
|
||
|
|
channel=subscription.channel,
|
||
|
|
event=bbgo_pb2.Event.UPDATE,
|
||
|
|
exchange=subscription.exchange,
|
||
|
|
symbol=subscription.symbol + f'_{i}',
|
||
|
|
)
|
||
|
|
i += 1
|
||
|
|
time.sleep(random.random())
|
||
|
|
|
||
|
|
def SubcribeUserData(self, request, context):
|
||
|
|
i = 0
|
||
|
|
while True:
|
||
|
|
yield bbgo_pb2.SubscribeResponse(
|
||
|
|
channel=bbgo_pb2.Channel.USER,
|
||
|
|
event=bbgo_pb2.Event.ORDER_UPDATE,
|
||
|
|
exchange='max',
|
||
|
|
symbol=f'user_{i}',
|
||
|
|
)
|
||
|
|
i += 1
|
||
|
|
time.sleep(random.random())
|
||
|
|
|
||
|
|
def SubmitOrder(self, request, context):
|
||
|
|
submit_order = request.submit_order
|
||
|
|
|
||
|
|
order = bbgo_pb2.Order(
|
||
|
|
exchange=submit_order.exchange,
|
||
|
|
symbol=submit_order.symbol,
|
||
|
|
side=submit_order.side,
|
||
|
|
quantity=submit_order.quantity,
|
||
|
|
price=submit_order.price,
|
||
|
|
stop_price=submit_order.stop_price,
|
||
|
|
order_type=submit_order.order_type,
|
||
|
|
client_order_id=submit_order.client_order_id,
|
||
|
|
group_id=submit_order.group_id,
|
||
|
|
)
|
||
|
|
|
||
|
|
error = bbgo_pb2.Error(error_code=0, error_message='')
|
||
|
|
|
||
|
|
return bbgo_pb2.SubmitOrderResponse(order=order, error=error)
|
||
|
|
|
||
|
|
def CancelOrder(self, request, context):
|
||
|
|
pass
|
||
|
|
|
||
|
|
def QueryOrder(self, request, context):
|
||
|
|
pass
|
||
|
|
|
||
|
|
def QueryOrders(self, request, context):
|
||
|
|
pass
|
||
|
|
|
||
|
|
def QueryTrades(self, request, context):
|
||
|
|
pass
|
||
|
|
|
||
|
|
def QueryKLines(self, request, context):
|
||
|
|
pass
|