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Add exchange and symbol to Ticker

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This commit is contained in:
なるみ 2022-02-23 12:26:45 +08:00
parent 6b10d1160f
commit 36fd5d648a
2 changed files with 311 additions and 268 deletions
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529
pkg/pb/bbgo.pb.go
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@ -144,9 +144,9 @@ type SubscribeResponse struct {
unknownFields protoimpl.UnknownFields
Exchange string `protobuf:"bytes,1,opt,name=exchange,proto3" json:"exchange,omitempty"`
Channel string `protobuf:"bytes,2,opt,name=channel,proto3" json:"channel,omitempty"` // book, trade, ticker, user
Event string `protobuf:"bytes,3,opt,name=event,proto3" json:"event,omitempty"` // snapshot, update, order_snapshot, ...
Symbol string `protobuf:"bytes,4,opt,name=symbol,proto3" json:"symbol,omitempty"`
Symbol string `protobuf:"bytes,2,opt,name=symbol,proto3" json:"symbol,omitempty"`
Channel string `protobuf:"bytes,3,opt,name=channel,proto3" json:"channel,omitempty"` // book, trade, ticker, user
Event string `protobuf:"bytes,4,opt,name=event,proto3" json:"event,omitempty"` // snapshot, update, order_snapshot, ...
Depth *Depth `protobuf:"bytes,5,opt,name=depth,proto3" json:"depth,omitempty"`
Trades []*Trade `protobuf:"bytes,6,rep,name=trades,proto3" json:"trades,omitempty"`
Ticker *Ticker `protobuf:"bytes,7,opt,name=ticker,proto3" json:"ticker,omitempty"`
@ -196,6 +196,13 @@ func (x *SubscribeResponse) GetExchange() string {
return ""
}
func (x *SubscribeResponse) GetSymbol() string {
if x != nil {
return x.Symbol
}
return ""
}
func (x *SubscribeResponse) GetChannel() string {
if x != nil {
return x.Channel
@ -210,13 +217,6 @@ func (x *SubscribeResponse) GetEvent() string {
return ""
}
func (x *SubscribeResponse) GetSymbol() string {
if x != nil {
return x.Symbol
}
return ""
}
func (x *SubscribeResponse) GetDepth() *Depth {
if x != nil {
return x.Depth
@ -407,10 +407,10 @@ type Trade struct {
unknownFields protoimpl.UnknownFields
Exchange string `protobuf:"bytes,1,opt,name=exchange,proto3" json:"exchange,omitempty"`
Id int64 `protobuf:"varint,2,opt,name=id,proto3" json:"id,omitempty"`
Price float64 `protobuf:"fixed64,3,opt,name=price,proto3" json:"price,omitempty"`
Volume float64 `protobuf:"fixed64,4,opt,name=volume,proto3" json:"volume,omitempty"`
Symbol string `protobuf:"bytes,5,opt,name=symbol,proto3" json:"symbol,omitempty"`
Symbol string `protobuf:"bytes,2,opt,name=symbol,proto3" json:"symbol,omitempty"`
Id int64 `protobuf:"varint,3,opt,name=id,proto3" json:"id,omitempty"`
Price float64 `protobuf:"fixed64,4,opt,name=price,proto3" json:"price,omitempty"`
Volume float64 `protobuf:"fixed64,5,opt,name=volume,proto3" json:"volume,omitempty"`
CreatedAt int64 `protobuf:"varint,6,opt,name=created_at,json=createdAt,proto3" json:"created_at,omitempty"`
Side string `protobuf:"bytes,7,opt,name=side,proto3" json:"side,omitempty"`
Fee float64 `protobuf:"fixed64,8,opt,name=fee,proto3" json:"fee,omitempty"`
@ -458,6 +458,13 @@ func (x *Trade) GetExchange() string {
return ""
}
func (x *Trade) GetSymbol() string {
if x != nil {
return x.Symbol
}
return ""
}
func (x *Trade) GetId() int64 {
if x != nil {
return x.Id
@ -479,13 +486,6 @@ func (x *Trade) GetVolume() float64 {
return 0
}
func (x *Trade) GetSymbol() string {
if x != nil {
return x.Symbol
}
return ""
}
func (x *Trade) GetCreatedAt() int64 {
if x != nil {
return x.CreatedAt
@ -534,11 +534,13 @@ type Ticker struct {
sizeCache protoimpl.SizeCache
unknownFields protoimpl.UnknownFields
Open float64 `protobuf:"fixed64,1,opt,name=open,proto3" json:"open,omitempty"`
High float64 `protobuf:"fixed64,2,opt,name=high,proto3" json:"high,omitempty"`
Low float64 `protobuf:"fixed64,3,opt,name=low,proto3" json:"low,omitempty"`
Close float64 `protobuf:"fixed64,4,opt,name=close,proto3" json:"close,omitempty"`
Volume float64 `protobuf:"fixed64,5,opt,name=volume,proto3" json:"volume,omitempty"`
Exchange string `protobuf:"bytes,1,opt,name=exchange,proto3" json:"exchange,omitempty"`
Symbol string `protobuf:"bytes,2,opt,name=symbol,proto3" json:"symbol,omitempty"`
Open float64 `protobuf:"fixed64,3,opt,name=open,proto3" json:"open,omitempty"`
High float64 `protobuf:"fixed64,4,opt,name=high,proto3" json:"high,omitempty"`
Low float64 `protobuf:"fixed64,5,opt,name=low,proto3" json:"low,omitempty"`
Close float64 `protobuf:"fixed64,6,opt,name=close,proto3" json:"close,omitempty"`
Volume float64 `protobuf:"fixed64,7,opt,name=volume,proto3" json:"volume,omitempty"`
}
func (x *Ticker) Reset() {
@ -573,6 +575,20 @@ func (*Ticker) Descriptor() ([]byte, []int) {
return file_bbgo_proto_rawDescGZIP(), []int{6}
}
func (x *Ticker) GetExchange() string {
if x != nil {
return x.Exchange
}
return ""
}
func (x *Ticker) GetSymbol() string {
if x != nil {
return x.Symbol
}
return ""
}
func (x *Ticker) GetOpen() float64 {
if x != nil {
return x.Open
@ -615,14 +631,14 @@ type Order struct {
unknownFields protoimpl.UnknownFields
Exchange string `protobuf:"bytes,1,opt,name=exchange,proto3" json:"exchange,omitempty"`
Id int64 `protobuf:"varint,2,opt,name=id,proto3" json:"id,omitempty"`
Side string `protobuf:"bytes,3,opt,name=side,proto3" json:"side,omitempty"`
OrderType string `protobuf:"bytes,4,opt,name=order_type,json=orderType,proto3" json:"order_type,omitempty"`
Price float64 `protobuf:"fixed64,5,opt,name=price,proto3" json:"price,omitempty"`
StopPrice float64 `protobuf:"fixed64,6,opt,name=stop_price,json=stopPrice,proto3" json:"stop_price,omitempty"`
AvgPrice float64 `protobuf:"fixed64,7,opt,name=avg_price,json=avgPrice,proto3" json:"avg_price,omitempty"`
Status string `protobuf:"bytes,8,opt,name=status,proto3" json:"status,omitempty"`
Symbol string `protobuf:"bytes,9,opt,name=symbol,proto3" json:"symbol,omitempty"`
Symbol string `protobuf:"bytes,2,opt,name=symbol,proto3" json:"symbol,omitempty"`
Id int64 `protobuf:"varint,3,opt,name=id,proto3" json:"id,omitempty"`
Side string `protobuf:"bytes,4,opt,name=side,proto3" json:"side,omitempty"`
OrderType string `protobuf:"bytes,5,opt,name=order_type,json=orderType,proto3" json:"order_type,omitempty"`
Price float64 `protobuf:"fixed64,6,opt,name=price,proto3" json:"price,omitempty"`
StopPrice float64 `protobuf:"fixed64,7,opt,name=stop_price,json=stopPrice,proto3" json:"stop_price,omitempty"`
AvgPrice float64 `protobuf:"fixed64,8,opt,name=avg_price,json=avgPrice,proto3" json:"avg_price,omitempty"`
Status string `protobuf:"bytes,9,opt,name=status,proto3" json:"status,omitempty"`
CreatedAt int64 `protobuf:"varint,10,opt,name=created_at,json=createdAt,proto3" json:"created_at,omitempty"`
Quantity float64 `protobuf:"fixed64,11,opt,name=quantity,proto3" json:"quantity,omitempty"`
ExecutedVolume float64 `protobuf:"fixed64,12,opt,name=executed_volume,json=executedVolume,proto3" json:"executed_volume,omitempty"`
@ -670,6 +686,13 @@ func (x *Order) GetExchange() string {
return ""
}
func (x *Order) GetSymbol() string {
if x != nil {
return x.Symbol
}
return ""
}
func (x *Order) GetId() int64 {
if x != nil {
return x.Id
@ -719,13 +742,6 @@ func (x *Order) GetStatus() string {
return ""
}
func (x *Order) GetSymbol() string {
if x != nil {
return x.Symbol
}
return ""
}
func (x *Order) GetCreatedAt() int64 {
if x != nil {
return x.CreatedAt
@ -885,9 +901,11 @@ type Balance struct {
sizeCache protoimpl.SizeCache
unknownFields protoimpl.UnknownFields
Currency string `protobuf:"bytes,1,opt,name=currency,proto3" json:"currency,omitempty"`
Available float64 `protobuf:"fixed64,2,opt,name=available,proto3" json:"available,omitempty"`
Locked float64 `protobuf:"fixed64,3,opt,name=locked,proto3" json:"locked,omitempty"`
Exchange string `protobuf:"bytes,1,opt,name=exchange,proto3" json:"exchange,omitempty"`
Symbol string `protobuf:"bytes,2,opt,name=symbol,proto3" json:"symbol,omitempty"`
Currency string `protobuf:"bytes,3,opt,name=currency,proto3" json:"currency,omitempty"`
Available float64 `protobuf:"fixed64,4,opt,name=available,proto3" json:"available,omitempty"`
Locked float64 `protobuf:"fixed64,5,opt,name=locked,proto3" json:"locked,omitempty"`
}
func (x *Balance) Reset() {
@ -922,6 +940,20 @@ func (*Balance) Descriptor() ([]byte, []int) {
return file_bbgo_proto_rawDescGZIP(), []int{9}
}
func (x *Balance) GetExchange() string {
if x != nil {
return x.Exchange
}
return ""
}
func (x *Balance) GetSymbol() string {
if x != nil {
return x.Symbol
}
return ""
}
func (x *Balance) GetCurrency() string {
if x != nil {
return x.Currency
@ -1893,11 +1925,11 @@ var file_bbgo_proto_rawDesc = []byte{
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@ -1930,12 +1962,12 @@ var file_bbgo_proto_rawDesc = []byte{
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}
var (

50
pkg/pb/bbgo.proto
View File

@ -30,9 +30,9 @@ message Subscription {
message SubscribeResponse {
string exchange = 1;
string channel = 2; // book, trade, ticker, user
string event = 3; // snapshot, update, order_snapshot, ...
string symbol = 4;
string symbol = 2;
string channel = 3; // book, trade, ticker, user
string event = 4; // snapshot, update, order_snapshot, ...
Depth depth = 5;
repeated Trade trades = 6;
Ticker ticker = 7;
@ -59,10 +59,10 @@ message PriceVolume {
// https://maicoin.github.io/max-websocket-docs/#/public_trade?id=success-response
message Trade {
string exchange = 1;
int64 id = 2;
double price = 3;
double volume = 4;
string symbol = 5;
string symbol = 2;
int64 id = 3;
double price = 4;
double volume = 5;
int64 created_at = 6;
string side = 7;
double fee = 8;
@ -73,24 +73,26 @@ message Trade {
// https://maicoin.github.io/max-websocket-docs/#/public_ticker?id=success-response
message Ticker {
double open = 1;
double high = 2;
double low = 3;
double close = 4;
double volume = 5;
string exchange = 1;
string symbol = 2;
double open = 3;
double high = 4;
double low = 5;
double close = 6;
double volume = 7;
}
// https://maicoin.github.io/max-websocket-docs/#/private_channels?id=snapshot
message Order {
string exchange = 1;
int64 id = 2;
string side = 3;
string order_type = 4;
double price = 5;
double stop_price = 6;
double avg_price = 7;
string status = 8;
string symbol = 9;
string symbol = 2;
int64 id = 3;
string side = 4;
string order_type = 5;
double price = 6;
double stop_price = 7;
double avg_price = 8;
string status = 9;
int64 created_at = 10;
double quantity = 11;
double executed_volume = 12;
@ -113,9 +115,11 @@ message SubmitOrder {
// https://maicoin.github.io/max-websocket-docs/#/private_channels?id=account-response
message Balance {
string currency = 1;
double available = 2;
double locked = 3;
string exchange = 1;
string symbol = 2;
string currency = 3;
double available = 4;
double locked = 5;
}
message SubmitOrderRequest {