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Merge pull request #516 from c9s/narumi/fix-import-error

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Fix: fix import error
This commit is contained in:
Yo-An Lin 2022-04-11 11:28:36 +08:00 committed by GitHub
commit 305ed4580d
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GPG Key ID: 4AEE18F83AFDEB23
11 changed files with 429 additions and 444 deletions
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6
Makefile
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@ -251,10 +251,12 @@ install-grpc-tools:
go install google.golang.org/grpc/cmd/protoc-gen-go-grpc@v1.1
pip install grpcio-tools
# https://github.com/protocolbuffers/protobuf/issues/1491#issuecomment-261914766
# replace `import bbgo_pb2` by `from . import bbgo_pb2` to use relative import
grpc-py:
python -m grpc_tools.protoc -I$(PWD)/pkg/pb \
--python_out=$(PWD)/python/bbgo \
--grpc_python_out=$(PWD)/python/bbgo \
--python_out=$(PWD)/python \
--grpc_python_out=$(PWD)/python \
$(PWD)/pkg/pb/bbgo.proto
clean:

4
python/bbgo/__init__.py
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@ -1,2 +1,4 @@
from .bbgo import BBGO
from .services import MarketService
from .services import TradingService
from .services import UserDataService
from .stream import Stream

326
python/bbgo/bbgo_pb2.py
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File diff suppressed because one or more lines are too long

60
python/bbgo/bbgo.py → python/bbgo/services.py
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@ -1,13 +1,48 @@
from typing import List
from . import bbgo_pb2
from .utils import create_stub
import bbgo_pb2
import bbgo_pb2_grpc
class BBGO(object):
class UserDataService(object):
def __init__(self, host: str, port: int):
self.stub = create_stub(host, port)
def __init__(self, stub: bbgo_pb2_grpc.UserDataServiceStub):
self.stub = stub
def subscribe_user_data(self):
return self.stub.SubscribeUserData(bbgo_pb2.Empty())
class MarketService(object):
def __init__(self, stub: bbgo_pb2_grpc.MarketDataServiceStub):
self.stub = stub
def subscribe(self, subscriptions: List[bbgo_pb2.Subscription]):
request = bbgo_pb2.SubscribeRequest(subscriptions=subscriptions)
request_iter = self.stub.Subscribe(request)
return request_iter
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.market_data_stub.QueryKLines(request)
return response
class TradingService(object):
def __init__(self, stub: bbgo_pb2_grpc.TradingServiceStub):
self.stub = stub
def submit_order(self,
exchange: str,
@ -87,18 +122,3 @@ class BBGO(object):
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

13
python/bbgo/stream.py
View File

@ -2,11 +2,10 @@ import asyncio
from typing import Callable
from typing import List
import bbgo_pb2
import bbgo_pb2_grpc
import grpc
from . import bbgo_pb2
from . import bbgo_pb2_grpc
class Stream(object):
@ -34,18 +33,18 @@ class Stream(object):
async def subscribe(self):
async with grpc.aio.insecure_channel(self.address) as channel:
stub = bbgo_pb2_grpc.BBGOStub(channel)
stub = bbgo_pb2_grpc.MarketDataServiceStub(channel)
request = bbgo_pb2.SubscribeRequest(subscriptions=self.subscriptions)
async for response in stub.Subcribe(request):
async for response in stub.Subscribe(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)
stub = bbgo_pb2_grpc.UserDataServiceStub(channel)
request = bbgo_pb2.Empty()
async for response in stub.SubcribeUserData(request):
async for response in stub.SubscribeUserData(request):
self.dispatch_user_events(response)
def start(self):

8
python/bbgo/utils.py
View File

@ -2,8 +2,6 @@ import os
import grpc
from . import bbgo_pb2_grpc
def read_binary(f):
with open(f, 'rb') as fp:
@ -29,9 +27,3 @@ def get_credentials_from_env():
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)

326
python/bbgo_pb2.py Normal file
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File diff suppressed because one or more lines are too long

38
python/bbgo/bbgo_pb2_grpc.py → python/bbgo_pb2_grpc.py
View File

@ -15,12 +15,12 @@ class MarketDataServiceStub(object):
channel: A grpc.Channel.
"""
self.Subscribe = channel.unary_stream(
'/pb.MarketDataService/Subscribe',
'/bbgo.MarketDataService/Subscribe',
request_serializer=bbgo__pb2.SubscribeRequest.SerializeToString,
response_deserializer=bbgo__pb2.SubscribeResponse.FromString,
)
self.QueryKLines = channel.unary_unary(
'/pb.MarketDataService/QueryKLines',
'/bbgo.MarketDataService/QueryKLines',
request_serializer=bbgo__pb2.QueryKLinesRequest.SerializeToString,
response_deserializer=bbgo__pb2.QueryKLinesResponse.FromString,
)
@ -56,7 +56,7 @@ def add_MarketDataServiceServicer_to_server(servicer, server):
),
}
generic_handler = grpc.method_handlers_generic_handler(
'pb.MarketDataService', rpc_method_handlers)
'bbgo.MarketDataService', rpc_method_handlers)
server.add_generic_rpc_handlers((generic_handler,))
@ -75,7 +75,7 @@ class MarketDataService(object):
wait_for_ready=None,
timeout=None,
metadata=None):
return grpc.experimental.unary_stream(request, target, '/pb.MarketDataService/Subscribe',
return grpc.experimental.unary_stream(request, target, '/bbgo.MarketDataService/Subscribe',
bbgo__pb2.SubscribeRequest.SerializeToString,
bbgo__pb2.SubscribeResponse.FromString,
options, channel_credentials,
@ -92,7 +92,7 @@ class MarketDataService(object):
wait_for_ready=None,
timeout=None,
metadata=None):
return grpc.experimental.unary_unary(request, target, '/pb.MarketDataService/QueryKLines',
return grpc.experimental.unary_unary(request, target, '/bbgo.MarketDataService/QueryKLines',
bbgo__pb2.QueryKLinesRequest.SerializeToString,
bbgo__pb2.QueryKLinesResponse.FromString,
options, channel_credentials,
@ -109,7 +109,7 @@ class UserDataServiceStub(object):
channel: A grpc.Channel.
"""
self.SubscribeUserData = channel.unary_stream(
'/pb.UserDataService/SubscribeUserData',
'/bbgo.UserDataService/SubscribeUserData',
request_serializer=bbgo__pb2.Empty.SerializeToString,
response_deserializer=bbgo__pb2.SubscribeResponse.FromString,
)
@ -135,7 +135,7 @@ def add_UserDataServiceServicer_to_server(servicer, server):
),
}
generic_handler = grpc.method_handlers_generic_handler(
'pb.UserDataService', rpc_method_handlers)
'bbgo.UserDataService', rpc_method_handlers)
server.add_generic_rpc_handlers((generic_handler,))
@ -154,7 +154,7 @@ class UserDataService(object):
wait_for_ready=None,
timeout=None,
metadata=None):
return grpc.experimental.unary_stream(request, target, '/pb.UserDataService/SubscribeUserData',
return grpc.experimental.unary_stream(request, target, '/bbgo.UserDataService/SubscribeUserData',
bbgo__pb2.Empty.SerializeToString,
bbgo__pb2.SubscribeResponse.FromString,
options, channel_credentials,
@ -171,27 +171,27 @@ class TradingServiceStub(object):
channel: A grpc.Channel.
"""
self.SubmitOrder = channel.unary_unary(
'/pb.TradingService/SubmitOrder',
'/bbgo.TradingService/SubmitOrder',
request_serializer=bbgo__pb2.SubmitOrderRequest.SerializeToString,
response_deserializer=bbgo__pb2.SubmitOrderResponse.FromString,
)
self.CancelOrder = channel.unary_unary(
'/pb.TradingService/CancelOrder',
'/bbgo.TradingService/CancelOrder',
request_serializer=bbgo__pb2.CancelOrderRequest.SerializeToString,
response_deserializer=bbgo__pb2.CancelOrderResponse.FromString,
)
self.QueryOrder = channel.unary_unary(
'/pb.TradingService/QueryOrder',
'/bbgo.TradingService/QueryOrder',
request_serializer=bbgo__pb2.QueryOrderRequest.SerializeToString,
response_deserializer=bbgo__pb2.QueryOrderResponse.FromString,
)
self.QueryOrders = channel.unary_unary(
'/pb.TradingService/QueryOrders',
'/bbgo.TradingService/QueryOrders',
request_serializer=bbgo__pb2.QueryOrdersRequest.SerializeToString,
response_deserializer=bbgo__pb2.QueryOrdersResponse.FromString,
)
self.QueryTrades = channel.unary_unary(
'/pb.TradingService/QueryTrades',
'/bbgo.TradingService/QueryTrades',
request_serializer=bbgo__pb2.QueryTradesRequest.SerializeToString,
response_deserializer=bbgo__pb2.QueryTradesResponse.FromString,
)
@ -261,7 +261,7 @@ def add_TradingServiceServicer_to_server(servicer, server):
),
}
generic_handler = grpc.method_handlers_generic_handler(
'pb.TradingService', rpc_method_handlers)
'bbgo.TradingService', rpc_method_handlers)
server.add_generic_rpc_handlers((generic_handler,))
@ -280,7 +280,7 @@ class TradingService(object):
wait_for_ready=None,
timeout=None,
metadata=None):
return grpc.experimental.unary_unary(request, target, '/pb.TradingService/SubmitOrder',
return grpc.experimental.unary_unary(request, target, '/bbgo.TradingService/SubmitOrder',
bbgo__pb2.SubmitOrderRequest.SerializeToString,
bbgo__pb2.SubmitOrderResponse.FromString,
options, channel_credentials,
@ -297,7 +297,7 @@ class TradingService(object):
wait_for_ready=None,
timeout=None,
metadata=None):
return grpc.experimental.unary_unary(request, target, '/pb.TradingService/CancelOrder',
return grpc.experimental.unary_unary(request, target, '/bbgo.TradingService/CancelOrder',
bbgo__pb2.CancelOrderRequest.SerializeToString,
bbgo__pb2.CancelOrderResponse.FromString,
options, channel_credentials,
@ -314,7 +314,7 @@ class TradingService(object):
wait_for_ready=None,
timeout=None,
metadata=None):
return grpc.experimental.unary_unary(request, target, '/pb.TradingService/QueryOrder',
return grpc.experimental.unary_unary(request, target, '/bbgo.TradingService/QueryOrder',
bbgo__pb2.QueryOrderRequest.SerializeToString,
bbgo__pb2.QueryOrderResponse.FromString,
options, channel_credentials,
@ -331,7 +331,7 @@ class TradingService(object):
wait_for_ready=None,
timeout=None,
metadata=None):
return grpc.experimental.unary_unary(request, target, '/pb.TradingService/QueryOrders',
return grpc.experimental.unary_unary(request, target, '/bbgo.TradingService/QueryOrders',
bbgo__pb2.QueryOrdersRequest.SerializeToString,
bbgo__pb2.QueryOrdersResponse.FromString,
options, channel_credentials,
@ -348,7 +348,7 @@ class TradingService(object):
wait_for_ready=None,
timeout=None,
metadata=None):
return grpc.experimental.unary_unary(request, target, '/pb.TradingService/QueryTrades',
return grpc.experimental.unary_unary(request, target, '/bbgo.TradingService/QueryTrades',
bbgo__pb2.QueryTradesRequest.SerializeToString,
bbgo__pb2.QueryTradesResponse.FromString,
options, channel_credentials,

5
python/pyproject.toml
View File

@ -3,6 +3,11 @@ name = "bbgo"
version = "0.1.0"
description = ""
authors = ["なるみ <weaper@gmail.com>"]
packages = [
{ include = "bbgo" },
{ include = "bbgo_pb2.py" },
{ include = "bbgo_pb2_grpc.py" },
]
[tool.poetry.dependencies]
python = "^3.8"

49
python/tests/servicer.py
View File

@ -1,36 +1,8 @@
import random
import time
from bbgo import bbgo_pb2
from bbgo import bbgo_pb2_grpc
import bbgo_pb2
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())
class TestTradingServicer(bbgo_pb2_grpc.TradingServiceServicer):
def SubmitOrder(self, request, context):
submit_order = request.submit_order
@ -50,18 +22,3 @@ class TestServicer(bbgo_pb2_grpc.BBGOServicer):
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

38
python/tests/test_grpc.py
View File

@ -1,48 +1,56 @@
from concurrent import futures
import bbgo_pb2
import bbgo_pb2_grpc
import grpc
import pytest
from bbgo import BBGO
from bbgo import bbgo_pb2
from bbgo import bbgo_pb2_grpc
from tests.servicer import TestServicer
from bbgo import MarketService
from bbgo import TradingService
from tests.servicer import TestTradingServicer
@pytest.fixture
def grpc_address(host='[::]', port=50051):
def address(host='[::]', port=50051):
return f'{host}:{port}'
@pytest.fixture
def bbgo(host='[::]', port=50051):
return BBGO(host, port)
def channel(address):
return grpc.insecure_channel(address)
@pytest.fixture
def grpc_channel(grpc_address):
return grpc.insecure_channel(grpc_address)
def trading_service(channel):
trading_service_stub = bbgo_pb2_grpc.TradingServiceStub(channel)
return TradingService(trading_service_stub)
@pytest.fixture
def grpc_server(grpc_address, max_workers=1):
def market_service(channel):
market_service_stub = bbgo_pb2_grpc.MarketDataServiceStub(channel)
return MarketService(market_service_stub)
@pytest.fixture
def test_trading_servicer(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)
servicer = TestTradingServicer()
bbgo_pb2_grpc.add_TradingServiceServicer_to_server(servicer, server)
server.add_insecure_port(address)
server.start()
yield server
server.stop(grace=None)
def test_submit_order(bbgo, grpc_server):
def test_submit_order(trading_service, test_trading_servicer):
exchange = 'max'
symbol = 'BTCUSDT'
side = bbgo_pb2.Side.BUY
quantity = 0.01
order_type = bbgo_pb2.OrderType.LIMIT
response = bbgo.submit_order(
response = trading_service.submit_order(
exchange=exchange,
symbol=symbol,
side=side,