diff --git a/pkg/grpc/convert.go b/pkg/grpc/convert.go index 2989e21ad..6dc3225df 100644 --- a/pkg/grpc/convert.go +++ b/pkg/grpc/convert.go @@ -65,6 +65,34 @@ func transBook(session *bbgo.ExchangeSession, book types.SliceOrderBook, event p } } +func transBalances(session *bbgo.ExchangeSession, balances types.BalanceMap) (pbBalances []*pb.Balance) { + for _, b := range balances { + pbBalances = append(pbBalances, &pb.Balance{ + Exchange: session.ExchangeName.String(), + Currency: b.Currency, + Available: b.Available.String(), + Locked: b.Locked.String(), + }) + } + return pbBalances +} + +func transTrade(session *bbgo.ExchangeSession, trade types.Trade) *pb.Trade { + return &pb.Trade{ + Session: session.Name, + Exchange: trade.Exchange.String(), + Symbol: trade.Symbol, + Id: strconv.FormatUint(trade.ID, 10), + Price: trade.Price.String(), + Quantity: trade.Quantity.String(), + CreatedAt: trade.Time.UnixMilli(), + Side: transSide(trade.Side), + FeeCurrency: trade.FeeCurrency, + Fee: trade.Fee.String(), + Maker: trade.IsMaker, + } +} + func transMarketTrade(session *bbgo.ExchangeSession, marketTrade types.Trade) *pb.MarketData { return &pb.MarketData{ Session: session.Name, @@ -117,19 +145,19 @@ func transOrderType(orderType types.OrderType) pb.OrderType { func transOrder(session *bbgo.ExchangeSession, order types.Order) *pb.Order { return &pb.Order{ - Exchange: order.Exchange.String(), - Symbol: order.Symbol, - Id: strconv.FormatUint(order.OrderID, 10), - Side: transSide(order.Side), - OrderType: transOrderType(order.Type), - Price: order.Price.String(), - StopPrice: order.StopPrice.String(), - Status: string(order.Status), - CreatedAt: order.CreationTime.UnixMilli(), - Quantity: order.Quantity.String(), + Exchange: order.Exchange.String(), + Symbol: order.Symbol, + Id: strconv.FormatUint(order.OrderID, 10), + Side: transSide(order.Side), + OrderType: transOrderType(order.Type), + Price: order.Price.String(), + StopPrice: order.StopPrice.String(), + Status: string(order.Status), + CreatedAt: order.CreationTime.UnixMilli(), + Quantity: order.Quantity.String(), ExecutedQuantity: order.ExecutedQuantity.String(), - ClientOrderId: order.ClientOrderID, - GroupId: 0, + ClientOrderId: order.ClientOrderID, + GroupId: int64(order.GroupID), } } diff --git a/pkg/grpc/server.go b/pkg/grpc/server.go index a6047f775..efe8a29ae 100644 --- a/pkg/grpc/server.go +++ b/pkg/grpc/server.go @@ -1,10 +1,10 @@ package grpc import ( + "context" "fmt" "net" "time" - "context" "github.com/pkg/errors" log "github.com/sirupsen/logrus" @@ -25,14 +25,15 @@ type UserDataService struct { } func (s *UserDataService) Subscribe(request *pb.UserDataRequest, server pb.UserDataService_SubscribeServer) error { + streamPool := map[string]types.Stream{} for sessionName, session := range s.Environ.Sessions() { if request.Session == sessionName { userDataStream := session.Exchange.NewStream() userDataStream.OnOrderUpdate(func(order types.Order) { err := server.Send(&pb.UserData{ - Channel: pb.Channel_ORDER, - Event: pb.Event_UPDATE, - Orders: nil, + Channel: pb.Channel_ORDER, + Event: pb.Event_UPDATE, + Orders: []*pb.Order{transOrder(session, order)}, }) if err != nil { log.WithError(err).Errorf("grpc: can not send user data") @@ -40,21 +41,38 @@ func (s *UserDataService) Subscribe(request *pb.UserDataRequest, server pb.UserD }) userDataStream.OnTradeUpdate(func(trade types.Trade) { err := server.Send(&pb.UserData{ - Channel: pb.Channel_TRADE, - Event: pb.Event_UPDATE, - Trades: []*pb.Trade{}, + Channel: pb.Channel_TRADE, + Event: pb.Event_UPDATE, + Trades: []*pb.Trade{transTrade(session, trade)}, }) if err != nil { log.WithError(err).Errorf("grpc: can not send user data") } }) userDataStream.OnBalanceUpdate(func(balances types.BalanceMap) { - + err := server.Send(&pb.UserData{ + Channel: pb.Channel_BALANCE, + Event: pb.Event_UPDATE, + Balances: transBalances(session, balances), + }) + if err != nil { + log.WithError(err).Errorf("grpc: can not send user data") + } }) + streamPool[ sessionName ] = userDataStream } } <-server.Context().Done() + + defer func() { + for _, stream := range streamPool { + if err := stream.Close(); err != nil { + log.WithError(err).Errorf("user data stream close error") + } + } + }() + return nil } @@ -130,7 +148,7 @@ func (s *MarketDataService) Subscribe(request *pb.SubscribeRequest, server pb.Ma defer func() { for _, stream := range streamPool { if err := stream.Close(); err != nil { - log.WithError(err).Errorf("stream close error") + log.WithError(err).Errorf("market data stream close error") } } }() diff --git a/pkg/pb/bbgo.pb.go b/pkg/pb/bbgo.pb.go index 22b43931e..a49300b42 100644 --- a/pkg/pb/bbgo.pb.go +++ b/pkg/pb/bbgo.pb.go @@ -864,16 +864,17 @@ type Trade struct { sizeCache protoimpl.SizeCache unknownFields protoimpl.UnknownFields - Exchange string `protobuf:"bytes,1,opt,name=exchange,proto3" json:"exchange,omitempty"` - Symbol string `protobuf:"bytes,2,opt,name=symbol,proto3" json:"symbol,omitempty"` - Id string `protobuf:"bytes,3,opt,name=id,proto3" json:"id,omitempty"` - Price string `protobuf:"bytes,4,opt,name=price,proto3" json:"price,omitempty"` - Quantity string `protobuf:"bytes,5,opt,name=quantity,proto3" json:"quantity,omitempty"` - CreatedAt int64 `protobuf:"varint,6,opt,name=created_at,json=createdAt,proto3" json:"created_at,omitempty"` - Side Side `protobuf:"varint,7,opt,name=side,proto3,enum=bbgo.Side" json:"side,omitempty"` - FeeCurrency string `protobuf:"bytes,8,opt,name=fee_currency,json=feeCurrency,proto3" json:"fee_currency,omitempty"` - Fee string `protobuf:"bytes,9,opt,name=fee,proto3" json:"fee,omitempty"` - Maker bool `protobuf:"varint,10,opt,name=maker,proto3" json:"maker,omitempty"` + Session string `protobuf:"bytes,1,opt,name=session,proto3" json:"session,omitempty"` + Exchange string `protobuf:"bytes,2,opt,name=exchange,proto3" json:"exchange,omitempty"` + Symbol string `protobuf:"bytes,3,opt,name=symbol,proto3" json:"symbol,omitempty"` + Id string `protobuf:"bytes,4,opt,name=id,proto3" json:"id,omitempty"` + Price string `protobuf:"bytes,5,opt,name=price,proto3" json:"price,omitempty"` + Quantity string `protobuf:"bytes,6,opt,name=quantity,proto3" json:"quantity,omitempty"` + CreatedAt int64 `protobuf:"varint,7,opt,name=created_at,json=createdAt,proto3" json:"created_at,omitempty"` + Side Side `protobuf:"varint,8,opt,name=side,proto3,enum=bbgo.Side" json:"side,omitempty"` + FeeCurrency string `protobuf:"bytes,9,opt,name=fee_currency,json=feeCurrency,proto3" json:"fee_currency,omitempty"` + Fee string `protobuf:"bytes,10,opt,name=fee,proto3" json:"fee,omitempty"` + Maker bool `protobuf:"varint,11,opt,name=maker,proto3" json:"maker,omitempty"` } func (x *Trade) Reset() { @@ -908,6 +909,13 @@ func (*Trade) Descriptor() ([]byte, []int) { return file_pkg_pb_bbgo_proto_rawDescGZIP(), []int{9} } +func (x *Trade) GetSession() string { + if x != nil { + return x.Session + } + return "" +} + func (x *Trade) GetExchange() string { if x != nil { return x.Exchange @@ -1335,10 +1343,11 @@ type Balance struct { sizeCache protoimpl.SizeCache unknownFields protoimpl.UnknownFields - Exchange string `protobuf:"bytes,1,opt,name=exchange,proto3" json:"exchange,omitempty"` - Currency string `protobuf:"bytes,2,opt,name=currency,proto3" json:"currency,omitempty"` - Available float64 `protobuf:"fixed64,3,opt,name=available,proto3" json:"available,omitempty"` - Locked float64 `protobuf:"fixed64,4,opt,name=locked,proto3" json:"locked,omitempty"` + Exchange string `protobuf:"bytes,1,opt,name=exchange,proto3" json:"exchange,omitempty"` + Currency string `protobuf:"bytes,2,opt,name=currency,proto3" json:"currency,omitempty"` + Available string `protobuf:"bytes,3,opt,name=available,proto3" json:"available,omitempty"` + Locked string `protobuf:"bytes,4,opt,name=locked,proto3" json:"locked,omitempty"` + Borrowed string `protobuf:"bytes,5,opt,name=borrowed,proto3" json:"borrowed,omitempty"` } func (x *Balance) Reset() { @@ -1387,18 +1396,25 @@ func (x *Balance) GetCurrency() string { return "" } -func (x *Balance) GetAvailable() float64 { +func (x *Balance) GetAvailable() string { if x != nil { return x.Available } - return 0 + return "" } -func (x *Balance) GetLocked() float64 { +func (x *Balance) GetLocked() string { if x != nil { return x.Locked } - return 0 + return "" +} + +func (x *Balance) GetBorrowed() string { + if x != nil { + return x.Borrowed + } + return "" } type SubmitOrderRequest struct { @@ -2436,259 +2452,263 @@ var file_pkg_pb_bbgo_proto_rawDesc = []byte{ 0x50, 0x72, 0x69, 0x63, 0x65, 0x56, 0x6f, 0x6c, 0x75, 0x6d, 0x65, 0x12, 0x14, 0x0a, 0x05, 0x70, 0x72, 0x69, 0x63, 0x65, 0x18, 0x01, 0x20, 0x01, 0x28, 0x09, 0x52, 0x05, 0x70, 0x72, 0x69, 0x63, 0x65, 0x12, 0x16, 0x0a, 0x06, 0x76, 0x6f, 0x6c, 0x75, 0x6d, 0x65, 0x18, 0x02, 0x20, 0x01, 0x28, - 0x09, 0x52, 0x06, 0x76, 0x6f, 0x6c, 0x75, 0x6d, 0x65, 0x22, 0x87, 0x02, 0x0a, 0x05, 0x54, 0x72, - 0x61, 0x64, 0x65, 0x12, 0x1a, 0x0a, 0x08, 0x65, 0x78, 0x63, 0x68, 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fee_currency = 9; + string fee = 10; + bool maker = 11; } // https://maicoin.github.io/max-websocket-docs/#/public_ticker?id=success-response @@ -174,8 +175,9 @@ message SubmitOrder { message Balance { string exchange = 1; string currency = 2; - double available = 3; - double locked = 4; + string available = 3; + string locked = 4; + string borrowed = 5; } message SubmitOrderRequest {