Add grpc client

.github/workflows/python.yml

@@ -0,0 +1,43 @@
+name: Python
+
+on:
+  push:
+    branches: [ main ]
+  pull_request:
+    branches: [ main ]
+
+jobs:
+
+  build:
+    runs-on: ubuntu-latest
+
+    strategy:
+      matrix:
+        python-version: [3.8]
+
+    steps:
+      - name: Checkout code
+        uses: actions/checkout@v2
+
+      - name: Set up Python ${{ matrix.python-version }}
+        uses: actions/setup-python@v2
+        with:
+          python-version: ${{ matrix.python-version }}
+
+      - name: Install poetry
+        run: pip install poetry==1.1.13
+
+      - name: Install package
+        run: |
+          cd python
+          poetry install
+
+      - name: Test
+        run: |
+          cd python
+          poetry run pytest -v -s tests
+
+      - name: Lint
+        run: |
+          cd python
+          poetry run flake8 .

Makefile

@@ -177,4 +177,5 @@ protobuf:
 	protoc -I=$(PWD)/pkg/pb --go_out=$(PWD)/pkg/pb $(PWD)/pkg/pb/bbgo.proto
 
 protobuf-py:
-	python -m grpc_tools.protoc -I$(PWD)/pkg/pb --python_out=$(PWD)/python/pybbgo --grpc_python_out=$(PWD)/python/pybbgo $(PWD)/pkg/pb/bbgo.proto
+	python -m grpc_tools.protoc -I$(PWD)/pkg/pb --python_out=$(PWD)/python/bbgo --grpc_python_out=$(PWD)/python/bbgo $(PWD)/pkg/pb/bbgo.proto
+

pkg/pb/bbgo.proto

@@ -18,6 +18,42 @@ service BBGO {
     rpc QueryKLines(QueryKLinesRequest) returns (QueryKLinesResponse) {}
 }
 
+enum Event {
+    ERROR = 0;
+    SUBSCRIBED = 1;
+    UNSUBSCRIBED = 2;
+    SNAPSHOT = 3;
+    UPDATE = 4;
+    AUTHENTICATED = 5;
+    ORDER_SNAPSHOT = 6;
+    ORDER_UPDATE = 7;
+    TRADE_SNAPSHOT = 8;
+    TRADE_UPDATE = 9;
+    ACCOUNT_SNAPSHOT = 10;
+    ACCOUNT_UPDATE = 11;
+}
+
+enum Channel {
+    BOOK = 0;
+    TRADE = 1;
+    TICKER = 2;
+    USER = 3;
+}
+
+enum Side {
+    BUY = 0;
+    SELL = 1;
+}
+
+enum OrderType {
+    MARKET = 0;
+    LIMIT = 1;
+    STOP_MARKET = 2;
+    STOP_LIMIT = 3;
+    POST_ONLY = 4;
+    IOC_LIMIT = 5;
+}
+
 message Empty {}
 
 message Error {
@@ -31,7 +67,7 @@ message SubscribeRequest {
 
 message Subscription {
     string exchange = 1;
-    string channel = 2;  // book, trade, ticker
+    Channel channel = 2;  // book, trade, ticker
     string symbol = 3;
     int64 depth = 4;
 }
@@ -39,8 +75,8 @@ message Subscription {
 message SubscribeResponse {
     string exchange = 1;
     string symbol = 2;
-    string channel = 3;  // book, trade, ticker, user
-    string event = 4;    // snapshot, update, order_snapshot, ...
+    Channel channel = 3;  // book, trade, ticker, user
+    Event event = 4;      // snapshot, update, order_snapshot, ...
     Depth depth = 5;
     repeated Trade trades = 6;
     Ticker ticker = 7;
@@ -71,7 +107,7 @@ message Trade {
     double price = 4;
     double volume = 5;
     int64 created_at = 6;
-    string side = 7;
+    Side side = 7;
     double fee = 8;
     string fee_currency = 9;
     bool maker = 10;
@@ -94,8 +130,8 @@ message Order {
     string exchange = 1;
     string symbol = 2;
     string id = 3;
-    string side = 4;
-    string order_type = 5;
+    Side side = 4;
+    OrderType order_type = 5;
     double price = 6;
     double stop_price = 7;
     double avg_price = 8;
@@ -111,11 +147,11 @@ message Order {
 message SubmitOrder {
     string exchange = 1;
     string symbol = 2;
-    string side = 3;
+    Side side = 3;
     double quantity = 4;
     double price = 5;
     double stop_price = 6;
-    string order_type = 7;
+    OrderType order_type = 7;
     string client_order_id = 8;
     int64 group_id = 9;
 }

python/README.md

@@ -0,0 +1,29 @@
+# pybbgo
+
+## Installation
+
+```sh
+cd <path/to/bbgo/python>
+pip install .
+```
+
+## Usage
+
+### Stream
+
+```python
+from bbgo import Stream
+from bbgo import bbgo_pb2
+
+subscriptions = [
+    bbgo_pb2.Subscription(exchange='max', channel=bbgo_pb2.Channel.BOOK, symbol='btcusdt', depth=2),
+    bbgo_pb2.Subscription(exchange='max', channel=bbgo_pb2.Channel.BOOK, symbol='ethusdt', depth=2),
+    ...
+]
+
+stream = Stream(host, port, subscriptions)
+stream.on_book_event(book_event_callback)
+stream.on_ticker_event(tocker_event_callback)
+...
+stream.start()
+```

python/bbgo/__init__.py

@@ -0,0 +1,2 @@
+from .bbgo import BBGO
+from .stream import Stream

python/bbgo/bbgo.py

@@ -0,0 +1,104 @@
+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

python/bbgo/bbgo_pb2_grpc.py

@@ -2,7 +2,7 @@
 """Client and server classes corresponding to protobuf-defined services."""
 import grpc
 
-import bbgo_pb2 as bbgo__pb2
+from . import bbgo_pb2 as bbgo__pb2
 
 
 class BBGOStub(object):

python/bbgo/stream.py

@@ -0,0 +1,141 @@
+import asyncio
+from typing import Callable
+from typing import List
+
+import grpc
+
+from . import bbgo_pb2
+from . import bbgo_pb2_grpc
+
+
+class Stream(object):
+
+    def __init__(self, host: str, port: int, subscriptions: List[bbgo_pb2.Subscription]):
+        self.host = host
+        self.port = port
+        self.subscriptions = subscriptions
+
+        # callbacks for public channel
+        self.book_event_callbacks = []
+        self.trade_event_callbacks = []
+        self.ticker_event_callbacks = []
+
+        # callbacks for private channel
+        self.order_snapshot_event_callbacks = []
+        self.order_update_event_callbacks = []
+        self.trade_snapshot_event_callbacks = []
+        self.trade_update_event_callbacks = []
+        self.account_snapshot_event_callbacks = []
+        self.account_update_event_callbacks = []
+
+    @property
+    def address(self):
+        return f'{self.host}:{self.port}'
+
+    async def subscribe(self):
+        async with grpc.aio.insecure_channel(self.address) as channel:
+            stub = bbgo_pb2_grpc.BBGOStub(channel)
+
+            request = bbgo_pb2.SubscribeRequest(subscriptions=self.subscriptions)
+            async for response in stub.Subcribe(request):
+                self.dispatch(response)
+
+    async def subscribe_user_data(self):
+        async with grpc.aio.insecure_channel(self.address) as channel:
+            stub = bbgo_pb2_grpc.BBGOStub(channel)
+
+            request = bbgo_pb2.Empty()
+            async for response in stub.SubcribeUserData(request):
+                self.dispatch_user_events(response)
+
+    def start(self):
+        group = asyncio.gather(
+            self.subscribe(),
+            self.subscribe_user_data(),
+        )
+        loop = asyncio.get_event_loop()
+        loop.run_until_complete(group)
+        loop.close()
+
+    def dispatch(self, response: bbgo_pb2.SubscribeResponse):
+        m = {
+            bbgo_pb2.Channel.BOOK: self.emit_book_event_callbacks,
+            bbgo_pb2.Channel.TRADE: self.emit_trade_event_callbacks,
+            bbgo_pb2.Channel.TICKER: self.emit_ticker_event_callbacks,
+            bbgo_pb2.Channel.USER: self.dispatch_user_events,
+        }
+        m[response.channel](response)
+
+    def dispatch_user_events(self, response: bbgo_pb2.SubscribeResponse):
+        m = {
+            bbgo_pb2.Event.ORDER_SNAPSHOT: self.emit_order_snapshot_event_callbacks,
+            bbgo_pb2.Event.ORDER_UPDATE: self.emit_order_update_event_callbacks,
+            bbgo_pb2.Event.TRADE_SNAPSHOT: self.emit_trade_snapshot_event_callbacks,
+            bbgo_pb2.Event.TRADE_UPDATE: self.emit_trade_update_event_callbacks,
+            bbgo_pb2.Event.ACCOUNT_SNAPSHOT: self.emit_account_snapshot_event_callbacks,
+            bbgo_pb2.Event.ACCOUNT_UPDATE: self.emit_account_update_event_callbacks,
+        }
+        m[response.event](response)
+
+    def on_book_event(self, callback: Callable) -> None:
+        self.book_event_callbacks.append(callback)
+
+    def emit_book_event_callbacks(self, event) -> None:
+        for callback in self.book_event_callbacks:
+            callback(event)
+
+    def on_trade_event(self, callback: Callable) -> None:
+        self.trade_event_callbacks.append(callback)
+
+    def emit_trade_event_callbacks(self, event) -> None:
+        for callback in self.trade_event_callbacks:
+            callback(event)
+
+    def on_ticker_event(self, callback: Callable) -> None:
+        self.ticker_event_callbacks.append(callback)
+
+    def emit_ticker_event_callbacks(self, event) -> None:
+        for callback in self.ticker_event_callbacks:
+            callback(event)
+
+    def on_order_snapshot_event(self, callback: Callable) -> None:
+        self.order_snapshot_event_callbacks.append(callback)
+
+    def emit_order_snapshot_event_callbacks(self, event) -> None:
+        for callback in self.order_snapshot_event_callbacks:
+            callback(event)
+
+    def on_order_update_event(self, callback: Callable) -> None:
+        self.order_update_event_callbacks.append(callback)
+
+    def emit_order_update_event_callbacks(self, event) -> None:
+        for callback in self.order_update_event_callbacks:
+            callback(event)
+
+    def on_trade_snapshot_event(self, callback: Callable) -> None:
+        self.trade_snapshot_event_callbacks.append(callback)
+
+    def emit_trade_snapshot_event_callbacks(self, event) -> None:
+        for callback in self.trade_snapshot_event_callbacks:
+            callback(event)
+
+    def on_trade_update_event(self, callback: Callable) -> None:
+        self.trade_update_event_callbacks.append(callback)
+
+    def emit_trade_update_event_callbacks(self, event) -> None:
+        for callback in self.trade_update_event_callbacks:
+            callback(event)
+
+    def on_account_snapshot_event(self, callback: Callable) -> None:
+        self.account_snapshot_event_callbacks.append(callback)
+
+    def emit_account_snapshot_event_callbacks(self, event) -> None:
+        for callback in self.account_snapshot_event_callbacks:
+            callback(event)
+
+    def on_account_update_event(self, callback: Callable) -> None:
+        self.account_update_event_callbacks.append(callback)
+
+    def emit_account_update_event_callbacks(self, event) -> None:
+        for callback in self.account_update_event_callbacks:
+            callback(event)

python/bbgo/utils.py

@@ -0,0 +1,37 @@
+import os
+
+import grpc
+
+from . import bbgo_pb2_grpc
+
+
+def read_binary(f):
+    with open(f, 'rb') as fp:
+        return fp.read()
+
+
+def get_grpc_cert_file_from_env():
+    cert_file = os.environ.get('BBGO_GRPC_CERT_FILE')
+    return cert_file
+
+
+def get_grpc_key_file_from_env():
+    key_file = os.environ.get('BBGO_GRPC_KEY_FILE')
+    return key_file
+
+
+def get_credentials_from_env():
+    key_file = get_grpc_key_file_from_env()
+    private_key = read_binary(key_file)
+    cert_file = get_grpc_cert_file_from_env()
+    certificate_chain = read_binary(cert_file)
+
+    private_key_certificate_chain_pairs = [(private_key, certificate_chain)]
+    server_credentials = grpc.ssl_server_credentials(private_key_certificate_chain_pairs)
+    return server_credentials
+
+
+def create_stub(host, port):
+    address = f'{host}:{port}'
+    channel = grpc.insecure_channel(address)
+    return bbgo_pb2_grpc.BBGOStub(channel)

python/poetry.lock

@@ -0,0 +1,423 @@
+[[package]]
+name = "atomicwrites"
+version = "1.4.0"
+description = "Atomic file writes."
+category = "dev"
+optional = false
+python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*"
+
+[[package]]
+name = "attrs"
+version = "21.4.0"
+description = "Classes Without Boilerplate"
+category = "dev"
+optional = false
+python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*, !=3.4.*"
+
+[package.extras]
+dev = ["coverage[toml] (>=5.0.2)", "hypothesis", "pympler", "pytest (>=4.3.0)", "six", "mypy", "pytest-mypy-plugins", "zope.interface", "furo", "sphinx", "sphinx-notfound-page", "pre-commit", "cloudpickle"]
+docs = ["furo", "sphinx", "zope.interface", "sphinx-notfound-page"]
+tests = ["coverage[toml] (>=5.0.2)", "hypothesis", "pympler", "pytest (>=4.3.0)", "six", "mypy", "pytest-mypy-plugins", "zope.interface", "cloudpickle"]
+tests_no_zope = ["coverage[toml] (>=5.0.2)", "hypothesis", "pympler", "pytest (>=4.3.0)", "six", "mypy", "pytest-mypy-plugins", "cloudpickle"]
+
+[[package]]
+name = "click"
+version = "8.0.4"
+description = "Composable command line interface toolkit"
+category = "main"
+optional = false
+python-versions = ">=3.6"
+
+[package.dependencies]
+colorama = {version = "*", markers = "platform_system == \"Windows\""}
+
+[[package]]
+name = "colorama"
+version = "0.4.4"
+description = "Cross-platform colored terminal text."
+category = "main"
+optional = false
+python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*, !=3.4.*"
+
+[[package]]
+name = "flake8"
+version = "4.0.1"
+description = "the modular source code checker: pep8 pyflakes and co"
+category = "main"
+optional = false
+python-versions = ">=3.6"
+
+[package.dependencies]
+mccabe = ">=0.6.0,<0.7.0"
+pycodestyle = ">=2.8.0,<2.9.0"
+pyflakes = ">=2.4.0,<2.5.0"
+
+[[package]]
+name = "grpcio"
+version = "1.44.0"
+description = "HTTP/2-based RPC framework"
+category = "main"
+optional = false
+python-versions = ">=3.6"
+
+[package.dependencies]
+six = ">=1.5.2"
+
+[package.extras]
+protobuf = ["grpcio-tools (>=1.44.0)"]
+
+[[package]]
+name = "grpcio-tools"
+version = "1.44.0"
+description = "Protobuf code generator for gRPC"
+category = "main"
+optional = false
+python-versions = ">=3.6"
+
+[package.dependencies]
+grpcio = ">=1.44.0"
+protobuf = ">=3.5.0.post1,<4.0dev"
+
+[[package]]
+name = "iniconfig"
+version = "1.1.1"
+description = "iniconfig: brain-dead simple config-ini parsing"
+category = "dev"
+optional = false
+python-versions = "*"
+
+[[package]]
+name = "loguru"
+version = "0.6.0"
+description = "Python logging made (stupidly) simple"
+category = "main"
+optional = false
+python-versions = ">=3.5"
+
+[package.dependencies]
+colorama = {version = ">=0.3.4", markers = "sys_platform == \"win32\""}
+win32-setctime = {version = ">=1.0.0", markers = "sys_platform == \"win32\""}
+
+[package.extras]
+dev = ["colorama (>=0.3.4)", "docutils (==0.16)", "flake8 (>=3.7.7)", "tox (>=3.9.0)", "pytest (>=4.6.2)", "pytest-cov (>=2.7.1)", "black (>=19.10b0)", "isort (>=5.1.1)", "Sphinx (>=4.1.1)", "sphinx-autobuild (>=0.7.1)", "sphinx-rtd-theme (>=0.4.3)"]
+
+[[package]]
+name = "mccabe"
+version = "0.6.1"
+description = "McCabe checker, plugin for flake8"
+category = "main"
+optional = false
+python-versions = "*"
+
+[[package]]
+name = "packaging"
+version = "21.3"
+description = "Core utilities for Python packages"
+category = "dev"
+optional = false
+python-versions = ">=3.6"
+
+[package.dependencies]
+pyparsing = ">=2.0.2,<3.0.5 || >3.0.5"
+
+[[package]]
+name = "pluggy"
+version = "1.0.0"
+description = "plugin and hook calling mechanisms for python"
+category = "dev"
+optional = false
+python-versions = ">=3.6"
+
+[package.extras]
+dev = ["pre-commit", "tox"]
+testing = ["pytest", "pytest-benchmark"]
+
+[[package]]
+name = "protobuf"
+version = "3.19.4"
+description = "Protocol Buffers"
+category = "main"
+optional = false
+python-versions = ">=3.5"
+
+[[package]]
+name = "py"
+version = "1.11.0"
+description = "library with cross-python path, ini-parsing, io, code, log facilities"
+category = "dev"
+optional = false
+python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*, !=3.4.*"
+
+[[package]]
+name = "pycodestyle"
+version = "2.8.0"
+description = "Python style guide checker"
+category = "main"
+optional = false
+python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*, !=3.4.*"
+
+[[package]]
+name = "pyflakes"
+version = "2.4.0"
+description = "passive checker of Python programs"
+category = "main"
+optional = false
+python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*"
+
+[[package]]
+name = "pyparsing"
+version = "3.0.7"
+description = "Python parsing module"
+category = "dev"
+optional = false
+python-versions = ">=3.6"
+
+[package.extras]
+diagrams = ["jinja2", "railroad-diagrams"]
+
+[[package]]
+name = "pytest"
+version = "7.0.1"
+description = "pytest: simple powerful testing with Python"
+category = "dev"
+optional = false
+python-versions = ">=3.6"
+
+[package.dependencies]
+atomicwrites = {version = ">=1.0", markers = "sys_platform == \"win32\""}
+attrs = ">=19.2.0"
+colorama = {version = "*", markers = "sys_platform == \"win32\""}
+iniconfig = "*"
+packaging = "*"
+pluggy = ">=0.12,<2.0"
+py = ">=1.8.2"
+tomli = ">=1.0.0"
+
+[package.extras]
+testing = ["argcomplete", "hypothesis (>=3.56)", "mock", "nose", "pygments (>=2.7.2)", "requests", "xmlschema"]
+
+[[package]]
+name = "six"
+version = "1.16.0"
+description = "Python 2 and 3 compatibility utilities"
+category = "main"
+optional = false
+python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*"
+
+[[package]]
+name = "tomli"
+version = "2.0.1"
+description = "A lil' TOML parser"
+category = "dev"
+optional = false
+python-versions = ">=3.7"
+
+[[package]]
+name = "win32-setctime"
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python/pyproject.toml

@@ -1,8 +1,8 @@
 [tool.poetry]
-name = "pybbgo"
+name = "bbgo"
 version = "0.1.0"
 description = ""
-authors = ["なるみ <narumi@maicoin.com>"]
+authors = ["なるみ <weaper@gmail.com>"]
 
 [tool.poetry.dependencies]
 python = "^3.8"
@@ -10,8 +10,10 @@ click = "^8.0.4"
 loguru = "^0.6.0"
 grpcio = "^1.44.0"
 grpcio-tools = "^1.44.0"
+flake8 = "^4.0.1"
 
 [tool.poetry.dev-dependencies]
+pytest = "^7.0.1"
 
 [build-system]
 requires = ["poetry-core>=1.0.0"]

python/setup.cfg

@@ -1,6 +1,8 @@
 [flake8]
 max-line-length = 120
 per-file-ignores = __init__.py: F401
+# ignore = 
+exclude = bbgo_pb2.py, bbgo_pb2_grpc.py
 
 [yapf]
 based_on_style = google

python/tests/servicer.py

@@ -0,0 +1,67 @@
+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

python/tests/test_grpc.py

@@ -0,0 +1,58 @@
+from concurrent import futures
+
+import grpc
+import pytest
+
+from bbgo import BBGO
+from bbgo import bbgo_pb2
+from bbgo import bbgo_pb2_grpc
+from tests.servicer import TestServicer
+
+
+@pytest.fixture
+def grpc_address(host='[::]', port=50051):
+    return f'{host}:{port}'
+
+
+@pytest.fixture
+def bbgo(host='[::]', port=50051):
+    return BBGO(host, port)
+
+
+@pytest.fixture
+def grpc_channel(grpc_address):
+    return grpc.insecure_channel(grpc_address)
+
+
+@pytest.fixture
+def grpc_server(grpc_address, max_workers=1):
+    server = grpc.server(futures.ThreadPoolExecutor(max_workers))
+    servicer = TestServicer()
+    bbgo_pb2_grpc.add_BBGOServicer_to_server(servicer, server)
+    server.add_insecure_port(grpc_address)
+    server.start()
+    yield server
+    server.stop(grace=None)
+
+
+def test_submit_order(bbgo, grpc_server):
+    exchange = 'max'
+    symbol = 'BTCUSDT'
+    side = bbgo_pb2.Side.BUY
+    quantity = 0.01
+    order_type = bbgo_pb2.OrderType.LIMIT
+
+    response = bbgo.submit_order(
+        exchange=exchange,
+        symbol=symbol,
+        side=side,
+        quantity=quantity,
+        order_type=order_type,
+    )
+
+    order = response.order
+
+    assert order.exchange == exchange
+    assert order.symbol == symbol
+    assert order.side == side
+    assert order.quantity == quantity