mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-10 09:11:55 +00:00
grpc: integrate market trade
This commit is contained in:
c9s
parent
b57c94fe12
commit
12ce854150
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@ -32,7 +32,7 @@ func init() {
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RunCmd.Flags().String("webserver-bind", ":8080", "webserver binding")
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RunCmd.Flags().String("webserver-bind", ":8080", "webserver binding")
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RunCmd.Flags().Bool("enable-grpc", false, "enable grpc server")
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RunCmd.Flags().Bool("enable-grpc", false, "enable grpc server")
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RunCmd.Flags().String("grpc-bind", ":6688", "grpc server binding")
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RunCmd.Flags().String("grpc-bind", ":50051", "grpc server binding")
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RunCmd.Flags().String("cpu-profile", "", "cpu profile")
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RunCmd.Flags().String("cpu-profile", "", "cpu profile")
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RunCmd.Flags().Bool("setup", false, "use setup mode")
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RunCmd.Flags().Bool("setup", false, "use setup mode")
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@ -4,6 +4,7 @@ import (
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"context"
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"context"
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"fmt"
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"fmt"
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"net"
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"net"
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"strconv"
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"time"
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"time"
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"github.com/pkg/errors"
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"github.com/pkg/errors"
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@ -74,6 +75,12 @@ func (s *Server) Subscribe(request *pb.SubscribeRequest, server pb.MarketDataSer
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stream.Subscribe(sub.Channel, sub.Symbol, sub.Options)
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stream.Subscribe(sub.Channel, sub.Symbol, sub.Options)
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}
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}
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stream.OnMarketTrade(func(trade types.Trade) {
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if err := server.Send(transMarketTrade(session, trade)); err != nil {
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log.WithError(err).Error("grpc stream send error")
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}
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})
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stream.OnBookSnapshot(func(book types.SliceOrderBook) {
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stream.OnBookSnapshot(func(book types.SliceOrderBook) {
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if err := server.Send(transBook(session, book, pb.Event_SNAPSHOT)); err != nil {
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if err := server.Send(transBook(session, book, pb.Event_SNAPSHOT)); err != nil {
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log.WithError(err).Error("grpc stream send error")
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log.WithError(err).Error("grpc stream send error")
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@ -94,12 +101,21 @@ func (s *Server) Subscribe(request *pb.SubscribeRequest, server pb.MarketDataSer
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streamPool[sessionName] = stream
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streamPool[sessionName] = stream
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}
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}
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for sessionName, stream := range streamPool {
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for _, stream := range streamPool {
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log.Infof("connecting stream %s", sessionName)
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go stream.Connect(server.Context())
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go stream.Connect(server.Context())
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}
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}
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return nil
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defer func() {
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for _, stream := range streamPool {
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if err := stream.Close(); err != nil {
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log.WithError(err).Errorf("stream close error")
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}
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}
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}()
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ctx := server.Context()
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<-ctx.Done()
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return ctx.Err()
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}
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}
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func (s *Server) QueryKLines(ctx context.Context, request *pb.QueryKLinesRequest) (*pb.QueryKLinesResponse, error) {
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func (s *Server) QueryKLines(ctx context.Context, request *pb.QueryKLinesRequest) (*pb.QueryKLinesResponse, error) {
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@ -190,7 +206,7 @@ func transBook(session *bbgo.ExchangeSession, book types.SliceOrderBook, event p
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Exchange: session.ExchangeName.String(),
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Exchange: session.ExchangeName.String(),
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Symbol: book.Symbol,
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Symbol: book.Symbol,
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Channel: pb.Channel_BOOK,
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Channel: pb.Channel_BOOK,
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Event: event, // pb.Event_UPDATE
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Event: event,
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Depth: &pb.Depth{
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Depth: &pb.Depth{
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Exchange: session.ExchangeName.String(),
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Exchange: session.ExchangeName.String(),
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Symbol: book.Symbol,
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Symbol: book.Symbol,
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@ -200,6 +216,41 @@ func transBook(session *bbgo.ExchangeSession, book types.SliceOrderBook, event p
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}
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}
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}
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}
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func transMarketTrade(session *bbgo.ExchangeSession, marketTrade types.Trade) *pb.SubscribeResponse {
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return &pb.SubscribeResponse{
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Session: session.Name,
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Exchange: session.ExchangeName.String(),
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Symbol: marketTrade.Symbol,
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Channel: pb.Channel_TRADE,
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Event: pb.Event_UPDATE,
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Trades: []*pb.Trade{
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{
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Exchange: marketTrade.Exchange.String(),
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Symbol: marketTrade.Symbol,
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Id: strconv.FormatUint(marketTrade.ID, 10),
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Price: marketTrade.Price.Float64(),
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Volume: marketTrade.Quantity.Float64(),
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CreatedAt: marketTrade.Time.UnixMilli(),
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Side: transSide(marketTrade.Side),
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Fee: marketTrade.Fee.Float64(),
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FeeCurrency: marketTrade.FeeCurrency,
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Maker: marketTrade.IsMaker,
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},
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},
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}
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}
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func transSide(side types.SideType) pb.Side {
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switch side {
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case types.SideTypeBuy:
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return pb.Side_BUY
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case types.SideTypeSell:
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return pb.Side_SELL
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}
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return pb.Side_SELL
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}
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func transKLine(session *bbgo.ExchangeSession, kline types.KLine) *pb.SubscribeResponse {
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func transKLine(session *bbgo.ExchangeSession, kline types.KLine) *pb.SubscribeResponse {
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return &pb.SubscribeResponse{
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return &pb.SubscribeResponse{
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Session: session.Name,
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Session: session.Name,
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@ -1,7 +1,7 @@
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// Code generated by protoc-gen-go. DO NOT EDIT.
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// Code generated by protoc-gen-go. DO NOT EDIT.
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// versions:
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// versions:
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// protoc-gen-go v1.28.0
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// protoc-gen-go v1.26.0
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// protoc v3.19.4
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// protoc v3.19.3
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// source: pkg/pb/bbgo.proto
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// source: pkg/pb/bbgo.proto
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package pb
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package pb
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@ -763,7 +763,6 @@ type Trade struct {
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Fee float64 `protobuf:"fixed64,8,opt,name=fee,proto3" json:"fee,omitempty"`
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Fee float64 `protobuf:"fixed64,8,opt,name=fee,proto3" json:"fee,omitempty"`
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FeeCurrency string `protobuf:"bytes,9,opt,name=fee_currency,json=feeCurrency,proto3" json:"fee_currency,omitempty"`
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FeeCurrency string `protobuf:"bytes,9,opt,name=fee_currency,json=feeCurrency,proto3" json:"fee_currency,omitempty"`
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Maker bool `protobuf:"varint,10,opt,name=maker,proto3" json:"maker,omitempty"`
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Maker bool `protobuf:"varint,10,opt,name=maker,proto3" json:"maker,omitempty"`
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Trend string `protobuf:"bytes,11,opt,name=trend,proto3" json:"trend,omitempty"`
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}
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}
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func (x *Trade) Reset() {
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func (x *Trade) Reset() {
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@ -868,13 +867,6 @@ func (x *Trade) GetMaker() bool {
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return false
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return false
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}
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}
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func (x *Trade) GetTrend() string {
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if x != nil {
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return x.Trend
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}
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return ""
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}
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// https://maicoin.github.io/max-websocket-docs/#/public_ticker?id=success-response
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// https://maicoin.github.io/max-websocket-docs/#/public_ticker?id=success-response
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type Ticker struct {
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type Ticker struct {
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state protoimpl.MessageState
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state protoimpl.MessageState
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@ -2328,7 +2320,7 @@ var file_pkg_pb_bbgo_proto_rawDesc = []byte{
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@ -2344,254 +2336,252 @@ var file_pkg_pb_bbgo_proto_rawDesc = []byte{
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|
||||||
0x74, 0x6f, 0x33,
|
|
||||||
}
|
}
|
||||||
|
|
||||||
var (
|
var (
|
||||||
|
|
|
||||||
|
|
@ -122,7 +122,6 @@ message Trade {
|
||||||
double fee = 8;
|
double fee = 8;
|
||||||
string fee_currency = 9;
|
string fee_currency = 9;
|
||||||
bool maker = 10;
|
bool maker = 10;
|
||||||
string trend = 11;
|
|
||||||
}
|
}
|
||||||
|
|
||||||
// https://maicoin.github.io/max-websocket-docs/#/public_ticker?id=success-response
|
// https://maicoin.github.io/max-websocket-docs/#/public_ticker?id=success-response
|
||||||
|
|
|
||||||
Loading…
Reference in New Issue
Block a user