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Merge pull request #523 from c9s/fix/grpc-user-data-stream-subscribe

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fix: grpc: fix user data stream subscribe
This commit is contained in:
Yo-An Lin 2022-04-15 15:00:25 +08:00 committed by GitHub
commit 4d2919b54f
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GPG Key ID: 4AEE18F83AFDEB23
6 changed files with 470 additions and 302 deletions
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3
evans/userDataService/subscribe_binance.json Normal file
View File

@ -0,0 +1,3 @@
{
"session": "binance"
}

0
evans/userDataService/subscribe.json → evans/userDataService/subscribe_kucoin.json
View File

46
pkg/grpc/convert.go
View File

@ -4,7 +4,10 @@ import (
"fmt" "fmt"
"strconv" "strconv"
log "github.com/sirupsen/logrus"
"github.com/c9s/bbgo/pkg/bbgo" "github.com/c9s/bbgo/pkg/bbgo"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/pb" "github.com/c9s/bbgo/pkg/pb"
"github.com/c9s/bbgo/pkg/types" "github.com/c9s/bbgo/pkg/types"
) )
@ -65,6 +68,49 @@ func transBook(session *bbgo.ExchangeSession, book types.SliceOrderBook, event p
} }
} }
func toOrderType(orderType pb.OrderType) types.OrderType {
switch orderType {
case pb.OrderType_MARKET:
return types.OrderTypeMarket
case pb.OrderType_LIMIT:
return types.OrderTypeLimit
}
log.Warnf("unexpected order type: %v", orderType)
return types.OrderTypeLimit
}
func toSide(side pb.Side) types.SideType {
switch side {
case pb.Side_BUY:
return types.SideTypeBuy
case pb.Side_SELL:
return types.SideTypeSell
}
log.Warnf("unexpected side type: %v", side)
return types.SideTypeBuy
}
func toSubmitOrders(pbOrders []*pb.SubmitOrder) (submitOrders []types.SubmitOrder) {
for _, pbOrder := range pbOrders {
submitOrders = append(submitOrders, types.SubmitOrder{
ClientOrderID: pbOrder.ClientOrderId,
Symbol: pbOrder.Symbol,
Side: toSide(pbOrder.Side),
Type: toOrderType(pbOrder.OrderType),
Price: fixedpoint.MustNewFromString(pbOrder.Price),
Quantity: fixedpoint.MustNewFromString(pbOrder.Quantity),
StopPrice: fixedpoint.MustNewFromString(pbOrder.StopPrice),
TimeInForce: "",
})
}
return submitOrders
}
func transBalances(session *bbgo.ExchangeSession, balances types.BalanceMap) (pbBalances []*pb.Balance) { func transBalances(session *bbgo.ExchangeSession, balances types.BalanceMap) (pbBalances []*pb.Balance) {
for _, b := range balances { for _, b := range balances {
pbBalances = append(pbBalances, &pb.Balance{ pbBalances = append(pbBalances, &pb.Balance{

159
pkg/grpc/server.go
View File

@ -16,6 +16,60 @@ import (
"github.com/c9s/bbgo/pkg/types" "github.com/c9s/bbgo/pkg/types"
) )
type TradingService struct {
Config *bbgo.Config
Environ *bbgo.Environment
Trader *bbgo.Trader
pb.UnimplementedTradingServiceServer
}
func (s *TradingService) SubmitOrder(ctx context.Context, request *pb.SubmitOrderRequest) (*pb.SubmitOrderResponse, error) {
sessionName := request.Session
if len(sessionName) == 0 {
return nil, fmt.Errorf("session name can not be empty")
}
session, ok := s.Environ.Session(sessionName)
if !ok {
return nil, fmt.Errorf("session %s not found", sessionName)
}
submitOrders := toSubmitOrders(request.SubmitOrders)
for i := range submitOrders {
if market, ok := session.Market(submitOrders[i].Symbol); ok {
submitOrders[i].Market = market
} else {
log.Warnf("session %s market %s not found", sessionName, submitOrders[i].Symbol)
}
}
createdOrders, err := session.Exchange.SubmitOrders(ctx, submitOrders...)
if err != nil {
return nil, err
}
_ = createdOrders
return nil, nil
}
func (s *TradingService) CancelOrder(ctx context.Context, request *pb.CancelOrderRequest) (*pb.CancelOrderResponse, error) {
panic("implement me")
}
func (s *TradingService) QueryOrder(ctx context.Context, request *pb.QueryOrderRequest) (*pb.QueryOrderResponse, error) {
panic("implement me")
}
func (s *TradingService) QueryOrders(ctx context.Context, request *pb.QueryOrdersRequest) (*pb.QueryOrdersResponse, error) {
panic("implement me")
}
func (s *TradingService) QueryTrades(ctx context.Context, request *pb.QueryTradesRequest) (*pb.QueryTradesResponse, error) {
panic("implement me")
}
type UserDataService struct { type UserDataService struct {
Config *bbgo.Config Config *bbgo.Config
Environ *bbgo.Environment Environ *bbgo.Environment
@ -25,54 +79,77 @@ type UserDataService struct {
} }
func (s *UserDataService) Subscribe(request *pb.UserDataRequest, server pb.UserDataService_SubscribeServer) error { func (s *UserDataService) Subscribe(request *pb.UserDataRequest, server pb.UserDataService_SubscribeServer) error {
streamPool := map[string]types.Stream{} sessionName := request.Session
for sessionName, session := range s.Environ.Sessions() {
if request.Session == sessionName { if len(sessionName) == 0 {
userDataStream := session.Exchange.NewStream() return fmt.Errorf("session name can not be empty")
userDataStream.OnOrderUpdate(func(order types.Order) {
err := server.Send(&pb.UserData{
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")
}
})
userDataStream.OnTradeUpdate(func(trade types.Trade) {
err := server.Send(&pb.UserData{
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() session, ok := s.Environ.Session(sessionName)
if !ok {
return fmt.Errorf("session %s not found", 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: []*pb.Order{transOrder(session, order)},
})
if err != nil {
log.WithError(err).Errorf("grpc: can not send user data")
}
})
userDataStream.OnTradeUpdate(func(trade types.Trade) {
err := server.Send(&pb.UserData{
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")
}
})
balanceHandler := 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")
}
}
userDataStream.OnBalanceUpdate(balanceHandler)
userDataStream.OnBalanceSnapshot(balanceHandler)
ctx := server.Context()
balances, err := session.Exchange.QueryAccountBalances(ctx)
if err != nil {
return err
}
err = server.Send(&pb.UserData{
Channel: pb.Channel_BALANCE,
Event: pb.Event_SNAPSHOT,
Balances: transBalances(session, balances),
})
if err != nil {
log.WithError(err).Errorf("grpc: can not send user data")
}
go userDataStream.Connect(ctx)
defer func() { defer func() {
for _, stream := range streamPool { if err := userDataStream.Close(); err != nil {
if err := stream.Close(); err != nil { log.WithError(err).Errorf("user data stream close error")
log.WithError(err).Errorf("user data stream close error")
}
} }
}() }()
<-ctx.Done()
return nil return nil
} }

520
pkg/pb/bbgo.pb.go
View File

@ -1231,15 +1231,16 @@ type SubmitOrder struct {
sizeCache protoimpl.SizeCache sizeCache protoimpl.SizeCache
unknownFields protoimpl.UnknownFields unknownFields protoimpl.UnknownFields
Exchange string `protobuf:"bytes,1,opt,name=exchange,proto3" json:"exchange,omitempty"` Session string `protobuf:"bytes,1,opt,name=session,proto3" json:"session,omitempty"`
Symbol string `protobuf:"bytes,2,opt,name=symbol,proto3" json:"symbol,omitempty"` Exchange string `protobuf:"bytes,2,opt,name=exchange,proto3" json:"exchange,omitempty"`
Side Side `protobuf:"varint,3,opt,name=side,proto3,enum=bbgo.Side" json:"side,omitempty"` Symbol string `protobuf:"bytes,3,opt,name=symbol,proto3" json:"symbol,omitempty"`
Quantity float64 `protobuf:"fixed64,4,opt,name=quantity,proto3" json:"quantity,omitempty"` Side Side `protobuf:"varint,4,opt,name=side,proto3,enum=bbgo.Side" json:"side,omitempty"`
Price float64 `protobuf:"fixed64,5,opt,name=price,proto3" json:"price,omitempty"` Price string `protobuf:"bytes,6,opt,name=price,proto3" json:"price,omitempty"`
StopPrice float64 `protobuf:"fixed64,6,opt,name=stop_price,json=stopPrice,proto3" json:"stop_price,omitempty"` Quantity string `protobuf:"bytes,5,opt,name=quantity,proto3" json:"quantity,omitempty"`
OrderType OrderType `protobuf:"varint,7,opt,name=order_type,json=orderType,proto3,enum=bbgo.OrderType" json:"order_type,omitempty"` StopPrice string `protobuf:"bytes,7,opt,name=stop_price,json=stopPrice,proto3" json:"stop_price,omitempty"`
ClientOrderId string `protobuf:"bytes,8,opt,name=client_order_id,json=clientOrderId,proto3" json:"client_order_id,omitempty"` OrderType OrderType `protobuf:"varint,8,opt,name=order_type,json=orderType,proto3,enum=bbgo.OrderType" json:"order_type,omitempty"`
GroupId int64 `protobuf:"varint,9,opt,name=group_id,json=groupId,proto3" json:"group_id,omitempty"` ClientOrderId string `protobuf:"bytes,9,opt,name=client_order_id,json=clientOrderId,proto3" json:"client_order_id,omitempty"`
GroupId int64 `protobuf:"varint,10,opt,name=group_id,json=groupId,proto3" json:"group_id,omitempty"`
} }
func (x *SubmitOrder) Reset() { func (x *SubmitOrder) Reset() {
@ -1274,6 +1275,13 @@ func (*SubmitOrder) Descriptor() ([]byte, []int) {
return file_pkg_pb_bbgo_proto_rawDescGZIP(), []int{12} return file_pkg_pb_bbgo_proto_rawDescGZIP(), []int{12}
} }
func (x *SubmitOrder) GetSession() string {
if x != nil {
return x.Session
}
return ""
}
func (x *SubmitOrder) GetExchange() string { func (x *SubmitOrder) GetExchange() string {
if x != nil { if x != nil {
return x.Exchange return x.Exchange
@ -1295,25 +1303,25 @@ func (x *SubmitOrder) GetSide() Side {
return Side_BUY return Side_BUY
} }
func (x *SubmitOrder) GetQuantity() float64 { func (x *SubmitOrder) GetPrice() string {
if x != nil {
return x.Quantity
}
return 0
}
func (x *SubmitOrder) GetPrice() float64 {
if x != nil { if x != nil {
return x.Price return x.Price
} }
return 0 return ""
} }
func (x *SubmitOrder) GetStopPrice() float64 { func (x *SubmitOrder) GetQuantity() string {
if x != nil {
return x.Quantity
}
return ""
}
func (x *SubmitOrder) GetStopPrice() string {
if x != nil { if x != nil {
return x.StopPrice return x.StopPrice
} }
return 0 return ""
} }
func (x *SubmitOrder) GetOrderType() OrderType { func (x *SubmitOrder) GetOrderType() OrderType {
@ -1343,11 +1351,12 @@ type Balance struct {
sizeCache protoimpl.SizeCache sizeCache protoimpl.SizeCache
unknownFields protoimpl.UnknownFields unknownFields protoimpl.UnknownFields
Exchange string `protobuf:"bytes,1,opt,name=exchange,proto3" json:"exchange,omitempty"` Session string `protobuf:"bytes,1,opt,name=session,proto3" json:"session,omitempty"`
Currency string `protobuf:"bytes,2,opt,name=currency,proto3" json:"currency,omitempty"` Exchange string `protobuf:"bytes,2,opt,name=exchange,proto3" json:"exchange,omitempty"`
Available string `protobuf:"bytes,3,opt,name=available,proto3" json:"available,omitempty"` Currency string `protobuf:"bytes,3,opt,name=currency,proto3" json:"currency,omitempty"`
Locked string `protobuf:"bytes,4,opt,name=locked,proto3" json:"locked,omitempty"` Available string `protobuf:"bytes,4,opt,name=available,proto3" json:"available,omitempty"`
Borrowed string `protobuf:"bytes,5,opt,name=borrowed,proto3" json:"borrowed,omitempty"` Locked string `protobuf:"bytes,5,opt,name=locked,proto3" json:"locked,omitempty"`
Borrowed string `protobuf:"bytes,6,opt,name=borrowed,proto3" json:"borrowed,omitempty"`
} }
func (x *Balance) Reset() { func (x *Balance) Reset() {
@ -1382,6 +1391,13 @@ func (*Balance) Descriptor() ([]byte, []int) {
return file_pkg_pb_bbgo_proto_rawDescGZIP(), []int{13} return file_pkg_pb_bbgo_proto_rawDescGZIP(), []int{13}
} }
func (x *Balance) GetSession() string {
if x != nil {
return x.Session
}
return ""
}
func (x *Balance) GetExchange() string { func (x *Balance) GetExchange() string {
if x != nil { if x != nil {
return x.Exchange return x.Exchange
@ -1422,7 +1438,8 @@ type SubmitOrderRequest struct {
sizeCache protoimpl.SizeCache sizeCache protoimpl.SizeCache
unknownFields protoimpl.UnknownFields unknownFields protoimpl.UnknownFields
SubmitOrder *SubmitOrder `protobuf:"bytes,1,opt,name=submit_order,json=submitOrder,proto3" json:"submit_order,omitempty"` Session string `protobuf:"bytes,1,opt,name=session,proto3" json:"session,omitempty"`
SubmitOrders []*SubmitOrder `protobuf:"bytes,2,rep,name=submit_orders,json=submitOrders,proto3" json:"submit_orders,omitempty"`
} }
func (x *SubmitOrderRequest) Reset() { func (x *SubmitOrderRequest) Reset() {
@ -1457,9 +1474,16 @@ func (*SubmitOrderRequest) Descriptor() ([]byte, []int) {
return file_pkg_pb_bbgo_proto_rawDescGZIP(), []int{14} return file_pkg_pb_bbgo_proto_rawDescGZIP(), []int{14}
} }
func (x *SubmitOrderRequest) GetSubmitOrder() *SubmitOrder { func (x *SubmitOrderRequest) GetSession() string {
if x != nil { if x != nil {
return x.SubmitOrder return x.Session
}
return ""
}
func (x *SubmitOrderRequest) GetSubmitOrders() []*SubmitOrder {
if x != nil {
return x.SubmitOrders
} }
return nil return nil
} }
@ -1469,8 +1493,9 @@ type SubmitOrderResponse struct {
sizeCache protoimpl.SizeCache sizeCache protoimpl.SizeCache
unknownFields protoimpl.UnknownFields unknownFields protoimpl.UnknownFields
Order *Order `protobuf:"bytes,1,opt,name=order,proto3" json:"order,omitempty"` Session string `protobuf:"bytes,1,opt,name=session,proto3" json:"session,omitempty"`
Error *Error `protobuf:"bytes,2,opt,name=error,proto3" json:"error,omitempty"` Orders []*Order `protobuf:"bytes,2,rep,name=orders,proto3" json:"orders,omitempty"`
Error *Error `protobuf:"bytes,3,opt,name=error,proto3" json:"error,omitempty"`
} }
func (x *SubmitOrderResponse) Reset() { func (x *SubmitOrderResponse) Reset() {
@ -1505,9 +1530,16 @@ func (*SubmitOrderResponse) Descriptor() ([]byte, []int) {
return file_pkg_pb_bbgo_proto_rawDescGZIP(), []int{15} return file_pkg_pb_bbgo_proto_rawDescGZIP(), []int{15}
} }
func (x *SubmitOrderResponse) GetOrder() *Order { func (x *SubmitOrderResponse) GetSession() string {
if x != nil { if x != nil {
return x.Order return x.Session
}
return ""
}
func (x *SubmitOrderResponse) GetOrders() []*Order {
if x != nil {
return x.Orders
} }
return nil return nil
} }
@ -1524,7 +1556,7 @@ type CancelOrderRequest struct {
sizeCache protoimpl.SizeCache sizeCache protoimpl.SizeCache
unknownFields protoimpl.UnknownFields unknownFields protoimpl.UnknownFields
Exchange string `protobuf:"bytes,1,opt,name=exchange,proto3" json:"exchange,omitempty"` Session string `protobuf:"bytes,1,opt,name=session,proto3" json:"session,omitempty"`
Id string `protobuf:"bytes,2,opt,name=id,proto3" json:"id,omitempty"` Id string `protobuf:"bytes,2,opt,name=id,proto3" json:"id,omitempty"`
ClientOrderId string `protobuf:"bytes,3,opt,name=client_order_id,json=clientOrderId,proto3" json:"client_order_id,omitempty"` ClientOrderId string `protobuf:"bytes,3,opt,name=client_order_id,json=clientOrderId,proto3" json:"client_order_id,omitempty"`
} }
@ -1561,9 +1593,9 @@ func (*CancelOrderRequest) Descriptor() ([]byte, []int) {
return file_pkg_pb_bbgo_proto_rawDescGZIP(), []int{16} return file_pkg_pb_bbgo_proto_rawDescGZIP(), []int{16}
} }
func (x *CancelOrderRequest) GetExchange() string { func (x *CancelOrderRequest) GetSession() string {
if x != nil { if x != nil {
return x.Exchange return x.Session
} }
return "" return ""
} }
@ -1642,7 +1674,7 @@ type QueryOrderRequest struct {
sizeCache protoimpl.SizeCache sizeCache protoimpl.SizeCache
unknownFields protoimpl.UnknownFields unknownFields protoimpl.UnknownFields
Exchange string `protobuf:"bytes,1,opt,name=exchange,proto3" json:"exchange,omitempty"` Session string `protobuf:"bytes,1,opt,name=session,proto3" json:"session,omitempty"`
Id string `protobuf:"bytes,2,opt,name=id,proto3" json:"id,omitempty"` Id string `protobuf:"bytes,2,opt,name=id,proto3" json:"id,omitempty"`
ClientOrderId string `protobuf:"bytes,3,opt,name=client_order_id,json=clientOrderId,proto3" json:"client_order_id,omitempty"` ClientOrderId string `protobuf:"bytes,3,opt,name=client_order_id,json=clientOrderId,proto3" json:"client_order_id,omitempty"`
} }
@ -1679,9 +1711,9 @@ func (*QueryOrderRequest) Descriptor() ([]byte, []int) {
return file_pkg_pb_bbgo_proto_rawDescGZIP(), []int{18} return file_pkg_pb_bbgo_proto_rawDescGZIP(), []int{18}
} }
func (x *QueryOrderRequest) GetExchange() string { func (x *QueryOrderRequest) GetSession() string {
if x != nil { if x != nil {
return x.Exchange return x.Session
} }
return "" return ""
} }
@ -1760,7 +1792,7 @@ type QueryOrdersRequest struct {
sizeCache protoimpl.SizeCache sizeCache protoimpl.SizeCache
unknownFields protoimpl.UnknownFields unknownFields protoimpl.UnknownFields
Exchange string `protobuf:"bytes,1,opt,name=exchange,proto3" json:"exchange,omitempty"` Session string `protobuf:"bytes,1,opt,name=session,proto3" json:"session,omitempty"`
Symbol string `protobuf:"bytes,2,opt,name=symbol,proto3" json:"symbol,omitempty"` Symbol string `protobuf:"bytes,2,opt,name=symbol,proto3" json:"symbol,omitempty"`
State []string `protobuf:"bytes,3,rep,name=state,proto3" json:"state,omitempty"` State []string `protobuf:"bytes,3,rep,name=state,proto3" json:"state,omitempty"`
OrderBy string `protobuf:"bytes,4,opt,name=order_by,json=orderBy,proto3" json:"order_by,omitempty"` OrderBy string `protobuf:"bytes,4,opt,name=order_by,json=orderBy,proto3" json:"order_by,omitempty"`
@ -1803,9 +1835,9 @@ func (*QueryOrdersRequest) Descriptor() ([]byte, []int) {
return file_pkg_pb_bbgo_proto_rawDescGZIP(), []int{20} return file_pkg_pb_bbgo_proto_rawDescGZIP(), []int{20}
} }
func (x *QueryOrdersRequest) GetExchange() string { func (x *QueryOrdersRequest) GetSession() string {
if x != nil { if x != nil {
return x.Exchange return x.Session
} }
return "" return ""
} }
@ -2506,209 +2538,215 @@ var file_pkg_pb_bbgo_proto_rawDesc = []byte{
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} }
var ( var (
@ -2780,8 +2818,8 @@ var file_pkg_pb_bbgo_proto_depIdxs = []int32{
3, // 18: bbgo.Order.order_type:type_name -> bbgo.OrderType 3, // 18: bbgo.Order.order_type:type_name -> bbgo.OrderType
2, // 19: bbgo.SubmitOrder.side:type_name -> bbgo.Side 2, // 19: bbgo.SubmitOrder.side:type_name -> bbgo.Side
3, // 20: bbgo.SubmitOrder.order_type:type_name -> bbgo.OrderType 3, // 20: bbgo.SubmitOrder.order_type:type_name -> bbgo.OrderType
16, // 21: bbgo.SubmitOrderRequest.submit_order:type_name -> bbgo.SubmitOrder 16, // 21: bbgo.SubmitOrderRequest.submit_orders:type_name -> bbgo.SubmitOrder
15, // 22: bbgo.SubmitOrderResponse.order:type_name -> bbgo.Order 15, // 22: bbgo.SubmitOrderResponse.orders:type_name -> bbgo.Order
5, // 23: bbgo.SubmitOrderResponse.error:type_name -> bbgo.Error 5, // 23: bbgo.SubmitOrderResponse.error:type_name -> bbgo.Error
15, // 24: bbgo.CancelOrderResponse.order:type_name -> bbgo.Order 15, // 24: bbgo.CancelOrderResponse.order:type_name -> bbgo.Order
5, // 25: bbgo.CancelOrderResponse.error:type_name -> bbgo.Error 5, // 25: bbgo.CancelOrderResponse.error:type_name -> bbgo.Error

44
pkg/pb/bbgo.proto
View File

@ -160,37 +160,41 @@ message Order {
} }
message SubmitOrder { message SubmitOrder {
string exchange = 1; string session = 1;
string symbol = 2; string exchange = 2;
Side side = 3; string symbol = 3;
double quantity = 4; Side side = 4;
double price = 5; string price = 6;
double stop_price = 6; string quantity = 5;
OrderType order_type = 7; string stop_price = 7;
string client_order_id = 8; OrderType order_type = 8;
int64 group_id = 9; string client_order_id = 9;
int64 group_id = 10;
} }
// https://maicoin.github.io/max-websocket-docs/#/private_channels?id=account-response // https://maicoin.github.io/max-websocket-docs/#/private_channels?id=account-response
message Balance { message Balance {
string exchange = 1; string session = 1;
string currency = 2; string exchange = 2;
string available = 3; string currency = 3;
string locked = 4; string available = 4;
string borrowed = 5; string locked = 5;
string borrowed = 6;
} }
message SubmitOrderRequest { message SubmitOrderRequest {
SubmitOrder submit_order = 1; string session = 1;
repeated SubmitOrder submit_orders = 2;
} }
message SubmitOrderResponse { message SubmitOrderResponse {
Order order = 1; string session = 1;
Error error = 2; repeated Order orders = 2;
Error error = 3;
} }
message CancelOrderRequest { message CancelOrderRequest {
string exchange = 1; string session = 1;
string id = 2; string id = 2;
string client_order_id = 3; string client_order_id = 3;
} }
@ -201,7 +205,7 @@ message CancelOrderResponse {
} }
message QueryOrderRequest { message QueryOrderRequest {
string exchange = 1; string session = 1;
string id = 2; string id = 2;
string client_order_id = 3; string client_order_id = 3;
} }
@ -212,7 +216,7 @@ message QueryOrderResponse {
} }
message QueryOrdersRequest { message QueryOrdersRequest {
string exchange = 1; string session = 1;
string symbol = 2; string symbol = 2;
repeated string state = 3; repeated string state = 3;
string order_by = 4; string order_by = 4;