bbgo_origin/python/bbgo/bbgo.py

105 lines
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Python
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2022-03-07 04:06:16 +00:00
from typing import List
from . import bbgo_pb2
from .utils import create_stub
class BBGO(object):
def __init__(self, host: str, port: int):
self.stub = create_stub(host, port)
def submit_order(self,
exchange: str,
symbol: str,
side: bbgo_pb2.Side,
quantity: float,
order_type: bbgo_pb2.OrderType,
price: float = None,
stop_price: float = None,
client_order_id: float = None,
group_id: float = None) -> bbgo_pb2.Order:
submit_order = bbgo_pb2.SubmitOrder(exchange=exchange,
symbol=symbol,
side=side,
quantity=quantity,
order_type=order_type,
price=price,
stop_price=stop_price,
client_order_id=client_order_id,
group_id=group_id)
request = bbgo_pb2.SubmitOrderRequest(submit_order=submit_order)
response = self.stub.SubmitOrder(request)
return response
def cancel_order(self, exchange: str, order_id: int, client_order_id: int = None) -> bbgo_pb2.CancelOrderResponse:
request = bbgo_pb2.CancelOrderRequest(exchange=exchange, id=order_id, client_order_id=client_order_id)
response = self.stub.CancelOrder(request)
return response
def query_order(self, order_id: int = None, client_order_id: int = None) -> bbgo_pb2.QueryOrderResponse:
request = bbgo_pb2.QueryOrderRequest(id=order_id, client_order_id=client_order_id)
response = self.stub.QueryOrder(request)
return response
def query_orders(self,
exchange: str,
symbol: str,
states: List[str] = None,
order_by: str = 'asc',
group_id: int = None,
pagination: bool = True,
page: int = 0,
limit: int = 100,
offset: int = 0) -> bbgo_pb2.QueryOrdersResponse:
# set default value to ['wait', 'convert']
states = states or ['wait', 'convert']
request = bbgo_pb2.QueryOrdersRequest(exchange=exchange,
symbol=symbol,
states=states,
order_by=order_by,
group_id=group_id,
pagination=pagination,
page=page,
limit=limit,
offset=offset)
reponse = self.stub.QueryOrders(request)
return reponse
def query_trades(self,
exchange: str,
symbol: str,
timestamp: int,
order_by: str = 'asc',
pagination: bool = True,
page: int = 1,
limit: int = 100,
offset: int = 0) -> bbgo_pb2.QueryTradesResponse:
request = bbgo_pb2.QueryTradesRequest(exchange=exchange,
symbol=symbol,
timestamp=timestamp,
order_by=order_by,
pagination=pagination,
page=page,
limit=limit,
offset=offset)
response = self.stub.QueryTrades(request)
return response
def query_klines(self,
exchange: str,
symbol: str,
limit: int = 30,
interval: int = 1,
timestamp: int = None) -> bbgo_pb2.QueryKLinesResponse:
request = bbgo_pb2.QueryKLinesRequest(exchange=exchange,
symbol=symbol,
limit=limit,
interval=interval,
timestamp=timestamp)
response = self.stub.QueryKLines(request)
return response