From 9fd4074d37ef0ff0ce5b5e9f894e1490445ee4f7 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?=E3=81=AA=E3=82=8B=E3=81=BF?= <narumi@maicoin.com>
Date: Wed, 23 Feb 2022 12:19:23 +0800
Subject: [PATCH] Add Depth message for bids and asks

---
 pkg/pb/bbgo.pb.go | 839 +++++++++++++++++++++++++---------------------
 pkg/pb/bbgo.proto |  20 +-
 2 files changed, 474 insertions(+), 385 deletions(-)

diff --git a/pkg/pb/bbgo.pb.go b/pkg/pb/bbgo.pb.go
index 4f9f310a7..ea80b213c 100644
--- a/pkg/pb/bbgo.pb.go
+++ b/pkg/pb/bbgo.pb.go
@@ -190,17 +190,16 @@ type SuccessResponse struct {
 	sizeCache     protoimpl.SizeCache
 	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"`
-	Asks      []*PriceVolume `protobuf:"bytes,5,rep,name=asks,proto3" json:"asks,omitempty"`
-	Bids      []*PriceVolume `protobuf:"bytes,6,rep,name=bids,proto3" json:"bids,omitempty"`
-	Trades    []*Trade       `protobuf:"bytes,7,rep,name=trades,proto3" json:"trades,omitempty"`
-	Ticker    *Ticker        `protobuf:"bytes,8,opt,name=ticker,proto3" json:"ticker,omitempty"`
-	Orders    []*Order       `protobuf:"bytes,9,rep,name=orders,proto3" json:"orders,omitempty"`
-	Balances  []*Balance     `protobuf:"bytes,10,rep,name=balances,proto3" json:"balances,omitempty"`
-	CreatedAt int64          `protobuf:"varint,11,opt,name=created_at,json=createdAt,proto3" json:"created_at,omitempty"`
+	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"`
+	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"`
+	Orders    []*Order   `protobuf:"bytes,8,rep,name=orders,proto3" json:"orders,omitempty"`
+	Balances  []*Balance `protobuf:"bytes,9,rep,name=balances,proto3" json:"balances,omitempty"`
+	CreatedAt int64      `protobuf:"varint,10,opt,name=created_at,json=createdAt,proto3" json:"created_at,omitempty"`
 }
 
 func (x *SuccessResponse) Reset() {
@@ -263,16 +262,9 @@ func (x *SuccessResponse) GetSymbol() string {
 	return ""
 }
 
-func (x *SuccessResponse) GetAsks() []*PriceVolume {
+func (x *SuccessResponse) GetDepth() *Depth {
 	if x != nil {
-		return x.Asks
-	}
-	return nil
-}
-
-func (x *SuccessResponse) GetBids() []*PriceVolume {
-	if x != nil {
-		return x.Bids
+		return x.Depth
 	}
 	return nil
 }
@@ -312,6 +304,77 @@ func (x *SuccessResponse) GetCreatedAt() int64 {
 	return 0
 }
 
+type Depth struct {
+	state         protoimpl.MessageState
+	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"`
+	Asks     []*PriceVolume `protobuf:"bytes,3,rep,name=asks,proto3" json:"asks,omitempty"`
+	Bids     []*PriceVolume `protobuf:"bytes,4,rep,name=bids,proto3" json:"bids,omitempty"`
+}
+
+func (x *Depth) Reset() {
+	*x = Depth{}
+	if protoimpl.UnsafeEnabled {
+		mi := &file_bbgo_proto_msgTypes[4]
+		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
+		ms.StoreMessageInfo(mi)
+	}
+}
+
+func (x *Depth) String() string {
+	return protoimpl.X.MessageStringOf(x)
+}
+
+func (*Depth) ProtoMessage() {}
+
+func (x *Depth) ProtoReflect() protoreflect.Message {
+	mi := &file_bbgo_proto_msgTypes[4]
+	if protoimpl.UnsafeEnabled && x != nil {
+		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
+		if ms.LoadMessageInfo() == nil {
+			ms.StoreMessageInfo(mi)
+		}
+		return ms
+	}
+	return mi.MessageOf(x)
+}
+
+// Deprecated: Use Depth.ProtoReflect.Descriptor instead.
+func (*Depth) Descriptor() ([]byte, []int) {
+	return file_bbgo_proto_rawDescGZIP(), []int{4}
+}
+
+func (x *Depth) GetExchange() string {
+	if x != nil {
+		return x.Exchange
+	}
+	return ""
+}
+
+func (x *Depth) GetSymbol() string {
+	if x != nil {
+		return x.Symbol
+	}
+	return ""
+}
+
+func (x *Depth) GetAsks() []*PriceVolume {
+	if x != nil {
+		return x.Asks
+	}
+	return nil
+}
+
+func (x *Depth) GetBids() []*PriceVolume {
+	if x != nil {
+		return x.Bids
+	}
+	return nil
+}
+
 type PriceVolume struct {
 	state         protoimpl.MessageState
 	sizeCache     protoimpl.SizeCache
@@ -324,7 +387,7 @@ type PriceVolume struct {
 func (x *PriceVolume) Reset() {
 	*x = PriceVolume{}
 	if protoimpl.UnsafeEnabled {
-		mi := &file_bbgo_proto_msgTypes[4]
+		mi := &file_bbgo_proto_msgTypes[5]
 		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
 		ms.StoreMessageInfo(mi)
 	}
@@ -337,7 +400,7 @@ func (x *PriceVolume) String() string {
 func (*PriceVolume) ProtoMessage() {}
 
 func (x *PriceVolume) ProtoReflect() protoreflect.Message {
-	mi := &file_bbgo_proto_msgTypes[4]
+	mi := &file_bbgo_proto_msgTypes[5]
 	if protoimpl.UnsafeEnabled && x != nil {
 		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
 		if ms.LoadMessageInfo() == nil {
@@ -350,7 +413,7 @@ func (x *PriceVolume) ProtoReflect() protoreflect.Message {
 
 // Deprecated: Use PriceVolume.ProtoReflect.Descriptor instead.
 func (*PriceVolume) Descriptor() ([]byte, []int) {
-	return file_bbgo_proto_rawDescGZIP(), []int{4}
+	return file_bbgo_proto_rawDescGZIP(), []int{5}
 }
 
 func (x *PriceVolume) GetPrice() int64 {
@@ -390,7 +453,7 @@ type Trade struct {
 func (x *Trade) Reset() {
 	*x = Trade{}
 	if protoimpl.UnsafeEnabled {
-		mi := &file_bbgo_proto_msgTypes[5]
+		mi := &file_bbgo_proto_msgTypes[6]
 		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
 		ms.StoreMessageInfo(mi)
 	}
@@ -403,7 +466,7 @@ func (x *Trade) String() string {
 func (*Trade) ProtoMessage() {}
 
 func (x *Trade) ProtoReflect() protoreflect.Message {
-	mi := &file_bbgo_proto_msgTypes[5]
+	mi := &file_bbgo_proto_msgTypes[6]
 	if protoimpl.UnsafeEnabled && x != nil {
 		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
 		if ms.LoadMessageInfo() == nil {
@@ -416,7 +479,7 @@ func (x *Trade) ProtoReflect() protoreflect.Message {
 
 // Deprecated: Use Trade.ProtoReflect.Descriptor instead.
 func (*Trade) Descriptor() ([]byte, []int) {
-	return file_bbgo_proto_rawDescGZIP(), []int{5}
+	return file_bbgo_proto_rawDescGZIP(), []int{6}
 }
 
 func (x *Trade) GetExchange() string {
@@ -512,7 +575,7 @@ type Ticker struct {
 func (x *Ticker) Reset() {
 	*x = Ticker{}
 	if protoimpl.UnsafeEnabled {
-		mi := &file_bbgo_proto_msgTypes[6]
+		mi := &file_bbgo_proto_msgTypes[7]
 		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
 		ms.StoreMessageInfo(mi)
 	}
@@ -525,7 +588,7 @@ func (x *Ticker) String() string {
 func (*Ticker) ProtoMessage() {}
 
 func (x *Ticker) ProtoReflect() protoreflect.Message {
-	mi := &file_bbgo_proto_msgTypes[6]
+	mi := &file_bbgo_proto_msgTypes[7]
 	if protoimpl.UnsafeEnabled && x != nil {
 		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
 		if ms.LoadMessageInfo() == nil {
@@ -538,7 +601,7 @@ func (x *Ticker) ProtoReflect() protoreflect.Message {
 
 // Deprecated: Use Ticker.ProtoReflect.Descriptor instead.
 func (*Ticker) Descriptor() ([]byte, []int) {
-	return file_bbgo_proto_rawDescGZIP(), []int{6}
+	return file_bbgo_proto_rawDescGZIP(), []int{7}
 }
 
 func (x *Ticker) GetOpen() float64 {
@@ -602,7 +665,7 @@ type Order struct {
 func (x *Order) Reset() {
 	*x = Order{}
 	if protoimpl.UnsafeEnabled {
-		mi := &file_bbgo_proto_msgTypes[7]
+		mi := &file_bbgo_proto_msgTypes[8]
 		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
 		ms.StoreMessageInfo(mi)
 	}
@@ -615,7 +678,7 @@ func (x *Order) String() string {
 func (*Order) ProtoMessage() {}
 
 func (x *Order) ProtoReflect() protoreflect.Message {
-	mi := &file_bbgo_proto_msgTypes[7]
+	mi := &file_bbgo_proto_msgTypes[8]
 	if protoimpl.UnsafeEnabled && x != nil {
 		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
 		if ms.LoadMessageInfo() == nil {
@@ -628,7 +691,7 @@ func (x *Order) ProtoReflect() protoreflect.Message {
 
 // Deprecated: Use Order.ProtoReflect.Descriptor instead.
 func (*Order) Descriptor() ([]byte, []int) {
-	return file_bbgo_proto_rawDescGZIP(), []int{7}
+	return file_bbgo_proto_rawDescGZIP(), []int{8}
 }
 
 func (x *Order) GetExchange() string {
@@ -755,7 +818,7 @@ type SubmitOrder struct {
 func (x *SubmitOrder) Reset() {
 	*x = SubmitOrder{}
 	if protoimpl.UnsafeEnabled {
-		mi := &file_bbgo_proto_msgTypes[8]
+		mi := &file_bbgo_proto_msgTypes[9]
 		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
 		ms.StoreMessageInfo(mi)
 	}
@@ -768,7 +831,7 @@ func (x *SubmitOrder) String() string {
 func (*SubmitOrder) ProtoMessage() {}
 
 func (x *SubmitOrder) ProtoReflect() protoreflect.Message {
-	mi := &file_bbgo_proto_msgTypes[8]
+	mi := &file_bbgo_proto_msgTypes[9]
 	if protoimpl.UnsafeEnabled && x != nil {
 		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
 		if ms.LoadMessageInfo() == nil {
@@ -781,7 +844,7 @@ func (x *SubmitOrder) ProtoReflect() protoreflect.Message {
 
 // Deprecated: Use SubmitOrder.ProtoReflect.Descriptor instead.
 func (*SubmitOrder) Descriptor() ([]byte, []int) {
-	return file_bbgo_proto_rawDescGZIP(), []int{8}
+	return file_bbgo_proto_rawDescGZIP(), []int{9}
 }
 
 func (x *SubmitOrder) GetExchange() string {
@@ -861,7 +924,7 @@ type Balance struct {
 func (x *Balance) Reset() {
 	*x = Balance{}
 	if protoimpl.UnsafeEnabled {
-		mi := &file_bbgo_proto_msgTypes[9]
+		mi := &file_bbgo_proto_msgTypes[10]
 		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
 		ms.StoreMessageInfo(mi)
 	}
@@ -874,7 +937,7 @@ func (x *Balance) String() string {
 func (*Balance) ProtoMessage() {}
 
 func (x *Balance) ProtoReflect() protoreflect.Message {
-	mi := &file_bbgo_proto_msgTypes[9]
+	mi := &file_bbgo_proto_msgTypes[10]
 	if protoimpl.UnsafeEnabled && x != nil {
 		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
 		if ms.LoadMessageInfo() == nil {
@@ -887,7 +950,7 @@ func (x *Balance) ProtoReflect() protoreflect.Message {
 
 // Deprecated: Use Balance.ProtoReflect.Descriptor instead.
 func (*Balance) Descriptor() ([]byte, []int) {
-	return file_bbgo_proto_rawDescGZIP(), []int{9}
+	return file_bbgo_proto_rawDescGZIP(), []int{10}
 }
 
 func (x *Balance) GetCurrency() string {
@@ -922,7 +985,7 @@ type SubmitOrderRequest struct {
 func (x *SubmitOrderRequest) Reset() {
 	*x = SubmitOrderRequest{}
 	if protoimpl.UnsafeEnabled {
-		mi := &file_bbgo_proto_msgTypes[10]
+		mi := &file_bbgo_proto_msgTypes[11]
 		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
 		ms.StoreMessageInfo(mi)
 	}
@@ -935,7 +998,7 @@ func (x *SubmitOrderRequest) String() string {
 func (*SubmitOrderRequest) ProtoMessage() {}
 
 func (x *SubmitOrderRequest) ProtoReflect() protoreflect.Message {
-	mi := &file_bbgo_proto_msgTypes[10]
+	mi := &file_bbgo_proto_msgTypes[11]
 	if protoimpl.UnsafeEnabled && x != nil {
 		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
 		if ms.LoadMessageInfo() == nil {
@@ -948,7 +1011,7 @@ func (x *SubmitOrderRequest) ProtoReflect() protoreflect.Message {
 
 // Deprecated: Use SubmitOrderRequest.ProtoReflect.Descriptor instead.
 func (*SubmitOrderRequest) Descriptor() ([]byte, []int) {
-	return file_bbgo_proto_rawDescGZIP(), []int{10}
+	return file_bbgo_proto_rawDescGZIP(), []int{11}
 }
 
 func (x *SubmitOrderRequest) GetSubmitOrder() *SubmitOrder {
@@ -970,7 +1033,7 @@ type SubmitOrderResponse struct {
 func (x *SubmitOrderResponse) Reset() {
 	*x = SubmitOrderResponse{}
 	if protoimpl.UnsafeEnabled {
-		mi := &file_bbgo_proto_msgTypes[11]
+		mi := &file_bbgo_proto_msgTypes[12]
 		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
 		ms.StoreMessageInfo(mi)
 	}
@@ -983,7 +1046,7 @@ func (x *SubmitOrderResponse) String() string {
 func (*SubmitOrderResponse) ProtoMessage() {}
 
 func (x *SubmitOrderResponse) ProtoReflect() protoreflect.Message {
-	mi := &file_bbgo_proto_msgTypes[11]
+	mi := &file_bbgo_proto_msgTypes[12]
 	if protoimpl.UnsafeEnabled && x != nil {
 		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
 		if ms.LoadMessageInfo() == nil {
@@ -996,7 +1059,7 @@ func (x *SubmitOrderResponse) ProtoReflect() protoreflect.Message {
 
 // Deprecated: Use SubmitOrderResponse.ProtoReflect.Descriptor instead.
 func (*SubmitOrderResponse) Descriptor() ([]byte, []int) {
-	return file_bbgo_proto_rawDescGZIP(), []int{11}
+	return file_bbgo_proto_rawDescGZIP(), []int{12}
 }
 
 func (x *SubmitOrderResponse) GetExchange() string {
@@ -1026,7 +1089,7 @@ type CancelOrderRequest struct {
 func (x *CancelOrderRequest) Reset() {
 	*x = CancelOrderRequest{}
 	if protoimpl.UnsafeEnabled {
-		mi := &file_bbgo_proto_msgTypes[12]
+		mi := &file_bbgo_proto_msgTypes[13]
 		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
 		ms.StoreMessageInfo(mi)
 	}
@@ -1039,7 +1102,7 @@ func (x *CancelOrderRequest) String() string {
 func (*CancelOrderRequest) ProtoMessage() {}
 
 func (x *CancelOrderRequest) ProtoReflect() protoreflect.Message {
-	mi := &file_bbgo_proto_msgTypes[12]
+	mi := &file_bbgo_proto_msgTypes[13]
 	if protoimpl.UnsafeEnabled && x != nil {
 		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
 		if ms.LoadMessageInfo() == nil {
@@ -1052,7 +1115,7 @@ func (x *CancelOrderRequest) ProtoReflect() protoreflect.Message {
 
 // Deprecated: Use CancelOrderRequest.ProtoReflect.Descriptor instead.
 func (*CancelOrderRequest) Descriptor() ([]byte, []int) {
-	return file_bbgo_proto_rawDescGZIP(), []int{12}
+	return file_bbgo_proto_rawDescGZIP(), []int{13}
 }
 
 func (x *CancelOrderRequest) GetExchange() string {
@@ -1089,7 +1152,7 @@ type CancelOrderResponse struct {
 func (x *CancelOrderResponse) Reset() {
 	*x = CancelOrderResponse{}
 	if protoimpl.UnsafeEnabled {
-		mi := &file_bbgo_proto_msgTypes[13]
+		mi := &file_bbgo_proto_msgTypes[14]
 		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
 		ms.StoreMessageInfo(mi)
 	}
@@ -1102,7 +1165,7 @@ func (x *CancelOrderResponse) String() string {
 func (*CancelOrderResponse) ProtoMessage() {}
 
 func (x *CancelOrderResponse) ProtoReflect() protoreflect.Message {
-	mi := &file_bbgo_proto_msgTypes[13]
+	mi := &file_bbgo_proto_msgTypes[14]
 	if protoimpl.UnsafeEnabled && x != nil {
 		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
 		if ms.LoadMessageInfo() == nil {
@@ -1115,7 +1178,7 @@ func (x *CancelOrderResponse) ProtoReflect() protoreflect.Message {
 
 // Deprecated: Use CancelOrderResponse.ProtoReflect.Descriptor instead.
 func (*CancelOrderResponse) Descriptor() ([]byte, []int) {
-	return file_bbgo_proto_rawDescGZIP(), []int{13}
+	return file_bbgo_proto_rawDescGZIP(), []int{14}
 }
 
 func (x *CancelOrderResponse) GetExchange() string {
@@ -1151,7 +1214,7 @@ type QueryOrderRequest struct {
 func (x *QueryOrderRequest) Reset() {
 	*x = QueryOrderRequest{}
 	if protoimpl.UnsafeEnabled {
-		mi := &file_bbgo_proto_msgTypes[14]
+		mi := &file_bbgo_proto_msgTypes[15]
 		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
 		ms.StoreMessageInfo(mi)
 	}
@@ -1164,7 +1227,7 @@ func (x *QueryOrderRequest) String() string {
 func (*QueryOrderRequest) ProtoMessage() {}
 
 func (x *QueryOrderRequest) ProtoReflect() protoreflect.Message {
-	mi := &file_bbgo_proto_msgTypes[14]
+	mi := &file_bbgo_proto_msgTypes[15]
 	if protoimpl.UnsafeEnabled && x != nil {
 		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
 		if ms.LoadMessageInfo() == nil {
@@ -1177,7 +1240,7 @@ func (x *QueryOrderRequest) ProtoReflect() protoreflect.Message {
 
 // Deprecated: Use QueryOrderRequest.ProtoReflect.Descriptor instead.
 func (*QueryOrderRequest) Descriptor() ([]byte, []int) {
-	return file_bbgo_proto_rawDescGZIP(), []int{14}
+	return file_bbgo_proto_rawDescGZIP(), []int{15}
 }
 
 func (x *QueryOrderRequest) GetId() int64 {
@@ -1206,7 +1269,7 @@ type QueryOrderResponse struct {
 func (x *QueryOrderResponse) Reset() {
 	*x = QueryOrderResponse{}
 	if protoimpl.UnsafeEnabled {
-		mi := &file_bbgo_proto_msgTypes[15]
+		mi := &file_bbgo_proto_msgTypes[16]
 		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
 		ms.StoreMessageInfo(mi)
 	}
@@ -1219,7 +1282,7 @@ func (x *QueryOrderResponse) String() string {
 func (*QueryOrderResponse) ProtoMessage() {}
 
 func (x *QueryOrderResponse) ProtoReflect() protoreflect.Message {
-	mi := &file_bbgo_proto_msgTypes[15]
+	mi := &file_bbgo_proto_msgTypes[16]
 	if protoimpl.UnsafeEnabled && x != nil {
 		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
 		if ms.LoadMessageInfo() == nil {
@@ -1232,7 +1295,7 @@ func (x *QueryOrderResponse) ProtoReflect() protoreflect.Message {
 
 // Deprecated: Use QueryOrderResponse.ProtoReflect.Descriptor instead.
 func (*QueryOrderResponse) Descriptor() ([]byte, []int) {
-	return file_bbgo_proto_rawDescGZIP(), []int{15}
+	return file_bbgo_proto_rawDescGZIP(), []int{16}
 }
 
 func (x *QueryOrderResponse) GetOrder() *Order {
@@ -1268,7 +1331,7 @@ type QueryOrdersRequest struct {
 func (x *QueryOrdersRequest) Reset() {
 	*x = QueryOrdersRequest{}
 	if protoimpl.UnsafeEnabled {
-		mi := &file_bbgo_proto_msgTypes[16]
+		mi := &file_bbgo_proto_msgTypes[17]
 		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
 		ms.StoreMessageInfo(mi)
 	}
@@ -1281,7 +1344,7 @@ func (x *QueryOrdersRequest) String() string {
 func (*QueryOrdersRequest) ProtoMessage() {}
 
 func (x *QueryOrdersRequest) ProtoReflect() protoreflect.Message {
-	mi := &file_bbgo_proto_msgTypes[16]
+	mi := &file_bbgo_proto_msgTypes[17]
 	if protoimpl.UnsafeEnabled && x != nil {
 		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
 		if ms.LoadMessageInfo() == nil {
@@ -1294,7 +1357,7 @@ func (x *QueryOrdersRequest) ProtoReflect() protoreflect.Message {
 
 // Deprecated: Use QueryOrdersRequest.ProtoReflect.Descriptor instead.
 func (*QueryOrdersRequest) Descriptor() ([]byte, []int) {
-	return file_bbgo_proto_rawDescGZIP(), []int{16}
+	return file_bbgo_proto_rawDescGZIP(), []int{17}
 }
 
 func (x *QueryOrdersRequest) GetExchange() string {
@@ -1373,7 +1436,7 @@ type QueryOrdersResponse struct {
 func (x *QueryOrdersResponse) Reset() {
 	*x = QueryOrdersResponse{}
 	if protoimpl.UnsafeEnabled {
-		mi := &file_bbgo_proto_msgTypes[17]
+		mi := &file_bbgo_proto_msgTypes[18]
 		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
 		ms.StoreMessageInfo(mi)
 	}
@@ -1386,7 +1449,7 @@ func (x *QueryOrdersResponse) String() string {
 func (*QueryOrdersResponse) ProtoMessage() {}
 
 func (x *QueryOrdersResponse) ProtoReflect() protoreflect.Message {
-	mi := &file_bbgo_proto_msgTypes[17]
+	mi := &file_bbgo_proto_msgTypes[18]
 	if protoimpl.UnsafeEnabled && x != nil {
 		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
 		if ms.LoadMessageInfo() == nil {
@@ -1399,7 +1462,7 @@ func (x *QueryOrdersResponse) ProtoReflect() protoreflect.Message {
 
 // Deprecated: Use QueryOrdersResponse.ProtoReflect.Descriptor instead.
 func (*QueryOrdersResponse) Descriptor() ([]byte, []int) {
-	return file_bbgo_proto_rawDescGZIP(), []int{17}
+	return file_bbgo_proto_rawDescGZIP(), []int{18}
 }
 
 func (x *QueryOrdersResponse) GetExchange() string {
@@ -1443,7 +1506,7 @@ type QueryTradesRequest struct {
 func (x *QueryTradesRequest) Reset() {
 	*x = QueryTradesRequest{}
 	if protoimpl.UnsafeEnabled {
-		mi := &file_bbgo_proto_msgTypes[18]
+		mi := &file_bbgo_proto_msgTypes[19]
 		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
 		ms.StoreMessageInfo(mi)
 	}
@@ -1456,7 +1519,7 @@ func (x *QueryTradesRequest) String() string {
 func (*QueryTradesRequest) ProtoMessage() {}
 
 func (x *QueryTradesRequest) ProtoReflect() protoreflect.Message {
-	mi := &file_bbgo_proto_msgTypes[18]
+	mi := &file_bbgo_proto_msgTypes[19]
 	if protoimpl.UnsafeEnabled && x != nil {
 		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
 		if ms.LoadMessageInfo() == nil {
@@ -1469,7 +1532,7 @@ func (x *QueryTradesRequest) ProtoReflect() protoreflect.Message {
 
 // Deprecated: Use QueryTradesRequest.ProtoReflect.Descriptor instead.
 func (*QueryTradesRequest) Descriptor() ([]byte, []int) {
-	return file_bbgo_proto_rawDescGZIP(), []int{18}
+	return file_bbgo_proto_rawDescGZIP(), []int{19}
 }
 
 func (x *QueryTradesRequest) GetExchange() string {
@@ -1554,7 +1617,7 @@ type QueryTradesResponse struct {
 func (x *QueryTradesResponse) Reset() {
 	*x = QueryTradesResponse{}
 	if protoimpl.UnsafeEnabled {
-		mi := &file_bbgo_proto_msgTypes[19]
+		mi := &file_bbgo_proto_msgTypes[20]
 		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
 		ms.StoreMessageInfo(mi)
 	}
@@ -1567,7 +1630,7 @@ func (x *QueryTradesResponse) String() string {
 func (*QueryTradesResponse) ProtoMessage() {}
 
 func (x *QueryTradesResponse) ProtoReflect() protoreflect.Message {
-	mi := &file_bbgo_proto_msgTypes[19]
+	mi := &file_bbgo_proto_msgTypes[20]
 	if protoimpl.UnsafeEnabled && x != nil {
 		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
 		if ms.LoadMessageInfo() == nil {
@@ -1580,7 +1643,7 @@ func (x *QueryTradesResponse) ProtoReflect() protoreflect.Message {
 
 // Deprecated: Use QueryTradesResponse.ProtoReflect.Descriptor instead.
 func (*QueryTradesResponse) Descriptor() ([]byte, []int) {
-	return file_bbgo_proto_rawDescGZIP(), []int{19}
+	return file_bbgo_proto_rawDescGZIP(), []int{20}
 }
 
 func (x *QueryTradesResponse) GetTrades() []*Trade {
@@ -1612,7 +1675,7 @@ type QueryKLinesRequest struct {
 func (x *QueryKLinesRequest) Reset() {
 	*x = QueryKLinesRequest{}
 	if protoimpl.UnsafeEnabled {
-		mi := &file_bbgo_proto_msgTypes[20]
+		mi := &file_bbgo_proto_msgTypes[21]
 		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
 		ms.StoreMessageInfo(mi)
 	}
@@ -1625,7 +1688,7 @@ func (x *QueryKLinesRequest) String() string {
 func (*QueryKLinesRequest) ProtoMessage() {}
 
 func (x *QueryKLinesRequest) ProtoReflect() protoreflect.Message {
-	mi := &file_bbgo_proto_msgTypes[20]
+	mi := &file_bbgo_proto_msgTypes[21]
 	if protoimpl.UnsafeEnabled && x != nil {
 		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
 		if ms.LoadMessageInfo() == nil {
@@ -1638,7 +1701,7 @@ func (x *QueryKLinesRequest) ProtoReflect() protoreflect.Message {
 
 // Deprecated: Use QueryKLinesRequest.ProtoReflect.Descriptor instead.
 func (*QueryKLinesRequest) Descriptor() ([]byte, []int) {
-	return file_bbgo_proto_rawDescGZIP(), []int{20}
+	return file_bbgo_proto_rawDescGZIP(), []int{21}
 }
 
 func (x *QueryKLinesRequest) GetExchange() string {
@@ -1688,7 +1751,7 @@ type QueryKLinesResponse struct {
 func (x *QueryKLinesResponse) Reset() {
 	*x = QueryKLinesResponse{}
 	if protoimpl.UnsafeEnabled {
-		mi := &file_bbgo_proto_msgTypes[21]
+		mi := &file_bbgo_proto_msgTypes[22]
 		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
 		ms.StoreMessageInfo(mi)
 	}
@@ -1701,7 +1764,7 @@ func (x *QueryKLinesResponse) String() string {
 func (*QueryKLinesResponse) ProtoMessage() {}
 
 func (x *QueryKLinesResponse) ProtoReflect() protoreflect.Message {
-	mi := &file_bbgo_proto_msgTypes[21]
+	mi := &file_bbgo_proto_msgTypes[22]
 	if protoimpl.UnsafeEnabled && x != nil {
 		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
 		if ms.LoadMessageInfo() == nil {
@@ -1714,7 +1777,7 @@ func (x *QueryKLinesResponse) ProtoReflect() protoreflect.Message {
 
 // Deprecated: Use QueryKLinesResponse.ProtoReflect.Descriptor instead.
 func (*QueryKLinesResponse) Descriptor() ([]byte, []int) {
-	return file_bbgo_proto_rawDescGZIP(), []int{21}
+	return file_bbgo_proto_rawDescGZIP(), []int{22}
 }
 
 func (x *QueryKLinesResponse) GetKlines() []*KLine {
@@ -1750,7 +1813,7 @@ type KLine struct {
 func (x *KLine) Reset() {
 	*x = KLine{}
 	if protoimpl.UnsafeEnabled {
-		mi := &file_bbgo_proto_msgTypes[22]
+		mi := &file_bbgo_proto_msgTypes[23]
 		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
 		ms.StoreMessageInfo(mi)
 	}
@@ -1763,7 +1826,7 @@ func (x *KLine) String() string {
 func (*KLine) ProtoMessage() {}
 
 func (x *KLine) ProtoReflect() protoreflect.Message {
-	mi := &file_bbgo_proto_msgTypes[22]
+	mi := &file_bbgo_proto_msgTypes[23]
 	if protoimpl.UnsafeEnabled && x != nil {
 		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
 		if ms.LoadMessageInfo() == nil {
@@ -1776,7 +1839,7 @@ func (x *KLine) ProtoReflect() protoreflect.Message {
 
 // Deprecated: Use KLine.ProtoReflect.Descriptor instead.
 func (*KLine) Descriptor() ([]byte, []int) {
-	return file_bbgo_proto_rawDescGZIP(), []int{22}
+	return file_bbgo_proto_rawDescGZIP(), []int{23}
 }
 
 func (x *KLine) GetExchange() string {
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 }
 
 var (
@@ -2118,67 +2187,69 @@ func file_bbgo_proto_rawDescGZIP() []byte {
 	return file_bbgo_proto_rawDescData
 }
 
-var file_bbgo_proto_msgTypes = make([]protoimpl.MessageInfo, 23)
+var file_bbgo_proto_msgTypes = make([]protoimpl.MessageInfo, 24)
 var file_bbgo_proto_goTypes = []interface{}{
 	(*SubscribeRequest)(nil),    // 0: pb.SubscribeRequest
 	(*Subscription)(nil),        // 1: pb.Subscription
 	(*SubscribeResponse)(nil),   // 2: pb.SubscribeResponse
 	(*SuccessResponse)(nil),     // 3: pb.SuccessResponse
-	(*PriceVolume)(nil),         // 4: pb.PriceVolume
-	(*Trade)(nil),               // 5: pb.Trade
-	(*Ticker)(nil),              // 6: pb.Ticker
-	(*Order)(nil),               // 7: pb.Order
-	(*SubmitOrder)(nil),         // 8: pb.SubmitOrder
-	(*Balance)(nil),             // 9: pb.Balance
-	(*SubmitOrderRequest)(nil),  // 10: pb.SubmitOrderRequest
-	(*SubmitOrderResponse)(nil), // 11: pb.SubmitOrderResponse
-	(*CancelOrderRequest)(nil),  // 12: pb.CancelOrderRequest
-	(*CancelOrderResponse)(nil), // 13: pb.CancelOrderResponse
-	(*QueryOrderRequest)(nil),   // 14: pb.QueryOrderRequest
-	(*QueryOrderResponse)(nil),  // 15: pb.QueryOrderResponse
-	(*QueryOrdersRequest)(nil),  // 16: pb.QueryOrdersRequest
-	(*QueryOrdersResponse)(nil), // 17: pb.QueryOrdersResponse
-	(*QueryTradesRequest)(nil),  // 18: pb.QueryTradesRequest
-	(*QueryTradesResponse)(nil), // 19: pb.QueryTradesResponse
-	(*QueryKLinesRequest)(nil),  // 20: pb.QueryKLinesRequest
-	(*QueryKLinesResponse)(nil), // 21: pb.QueryKLinesResponse
-	(*KLine)(nil),               // 22: pb.KLine
+	(*Depth)(nil),               // 4: pb.Depth
+	(*PriceVolume)(nil),         // 5: pb.PriceVolume
+	(*Trade)(nil),               // 6: pb.Trade
+	(*Ticker)(nil),              // 7: pb.Ticker
+	(*Order)(nil),               // 8: pb.Order
+	(*SubmitOrder)(nil),         // 9: pb.SubmitOrder
+	(*Balance)(nil),             // 10: pb.Balance
+	(*SubmitOrderRequest)(nil),  // 11: pb.SubmitOrderRequest
+	(*SubmitOrderResponse)(nil), // 12: pb.SubmitOrderResponse
+	(*CancelOrderRequest)(nil),  // 13: pb.CancelOrderRequest
+	(*CancelOrderResponse)(nil), // 14: pb.CancelOrderResponse
+	(*QueryOrderRequest)(nil),   // 15: pb.QueryOrderRequest
+	(*QueryOrderResponse)(nil),  // 16: pb.QueryOrderResponse
+	(*QueryOrdersRequest)(nil),  // 17: pb.QueryOrdersRequest
+	(*QueryOrdersResponse)(nil), // 18: pb.QueryOrdersResponse
+	(*QueryTradesRequest)(nil),  // 19: pb.QueryTradesRequest
+	(*QueryTradesResponse)(nil), // 20: pb.QueryTradesResponse
+	(*QueryKLinesRequest)(nil),  // 21: pb.QueryKLinesRequest
+	(*QueryKLinesResponse)(nil), // 22: pb.QueryKLinesResponse
+	(*KLine)(nil),               // 23: pb.KLine
 }
 var file_bbgo_proto_depIdxs = []int32{
 	1,  // 0: pb.SubscribeRequest.subscriptions:type_name -> pb.Subscription
 	3,  // 1: pb.SubscribeResponse.success_responses:type_name -> pb.SuccessResponse
-	4,  // 2: pb.SuccessResponse.asks:type_name -> pb.PriceVolume
-	4,  // 3: pb.SuccessResponse.bids:type_name -> pb.PriceVolume
-	5,  // 4: pb.SuccessResponse.trades:type_name -> pb.Trade
-	6,  // 5: pb.SuccessResponse.ticker:type_name -> pb.Ticker
-	7,  // 6: pb.SuccessResponse.orders:type_name -> pb.Order
-	9,  // 7: pb.SuccessResponse.balances:type_name -> pb.Balance
-	8,  // 8: pb.SubmitOrderRequest.submit_order:type_name -> pb.SubmitOrder
-	7,  // 9: pb.SubmitOrderResponse.order:type_name -> pb.Order
-	7,  // 10: pb.CancelOrderResponse.order:type_name -> pb.Order
-	7,  // 11: pb.QueryOrderResponse.order:type_name -> pb.Order
-	7,  // 12: pb.QueryOrdersResponse.orders:type_name -> pb.Order
-	5,  // 13: pb.QueryTradesResponse.trades:type_name -> pb.Trade
-	22, // 14: pb.QueryKLinesResponse.klines:type_name -> pb.KLine
-	0,  // 15: pb.BBGO.Subcribe:input_type -> pb.SubscribeRequest
-	10, // 16: pb.BBGO.SubmitOrder:input_type -> pb.SubmitOrderRequest
-	12, // 17: pb.BBGO.CancelOrder:input_type -> pb.CancelOrderRequest
-	14, // 18: pb.BBGO.QueryOrder:input_type -> pb.QueryOrderRequest
-	16, // 19: pb.BBGO.QueryOrders:input_type -> pb.QueryOrdersRequest
-	18, // 20: pb.BBGO.QueryTrades:input_type -> pb.QueryTradesRequest
-	20, // 21: pb.BBGO.QueryKLines:input_type -> pb.QueryKLinesRequest
-	2,  // 22: pb.BBGO.Subcribe:output_type -> pb.SubscribeResponse
-	11, // 23: pb.BBGO.SubmitOrder:output_type -> pb.SubmitOrderResponse
-	13, // 24: pb.BBGO.CancelOrder:output_type -> pb.CancelOrderResponse
-	15, // 25: pb.BBGO.QueryOrder:output_type -> pb.QueryOrderResponse
-	17, // 26: pb.BBGO.QueryOrders:output_type -> pb.QueryOrdersResponse
-	19, // 27: pb.BBGO.QueryTrades:output_type -> pb.QueryTradesResponse
-	21, // 28: pb.BBGO.QueryKLines:output_type -> pb.QueryKLinesResponse
-	22, // [22:29] is the sub-list for method output_type
-	15, // [15:22] is the sub-list for method input_type
-	15, // [15:15] is the sub-list for extension type_name
-	15, // [15:15] is the sub-list for extension extendee
-	0,  // [0:15] is the sub-list for field type_name
+	4,  // 2: pb.SuccessResponse.depth:type_name -> pb.Depth
+	6,  // 3: pb.SuccessResponse.trades:type_name -> pb.Trade
+	7,  // 4: pb.SuccessResponse.ticker:type_name -> pb.Ticker
+	8,  // 5: pb.SuccessResponse.orders:type_name -> pb.Order
+	10, // 6: pb.SuccessResponse.balances:type_name -> pb.Balance
+	5,  // 7: pb.Depth.asks:type_name -> pb.PriceVolume
+	5,  // 8: pb.Depth.bids:type_name -> pb.PriceVolume
+	9,  // 9: pb.SubmitOrderRequest.submit_order:type_name -> pb.SubmitOrder
+	8,  // 10: pb.SubmitOrderResponse.order:type_name -> pb.Order
+	8,  // 11: pb.CancelOrderResponse.order:type_name -> pb.Order
+	8,  // 12: pb.QueryOrderResponse.order:type_name -> pb.Order
+	8,  // 13: pb.QueryOrdersResponse.orders:type_name -> pb.Order
+	6,  // 14: pb.QueryTradesResponse.trades:type_name -> pb.Trade
+	23, // 15: pb.QueryKLinesResponse.klines:type_name -> pb.KLine
+	0,  // 16: pb.BBGO.Subcribe:input_type -> pb.SubscribeRequest
+	11, // 17: pb.BBGO.SubmitOrder:input_type -> pb.SubmitOrderRequest
+	13, // 18: pb.BBGO.CancelOrder:input_type -> pb.CancelOrderRequest
+	15, // 19: pb.BBGO.QueryOrder:input_type -> pb.QueryOrderRequest
+	17, // 20: pb.BBGO.QueryOrders:input_type -> pb.QueryOrdersRequest
+	19, // 21: pb.BBGO.QueryTrades:input_type -> pb.QueryTradesRequest
+	21, // 22: pb.BBGO.QueryKLines:input_type -> pb.QueryKLinesRequest
+	2,  // 23: pb.BBGO.Subcribe:output_type -> pb.SubscribeResponse
+	12, // 24: pb.BBGO.SubmitOrder:output_type -> pb.SubmitOrderResponse
+	14, // 25: pb.BBGO.CancelOrder:output_type -> pb.CancelOrderResponse
+	16, // 26: pb.BBGO.QueryOrder:output_type -> pb.QueryOrderResponse
+	18, // 27: pb.BBGO.QueryOrders:output_type -> pb.QueryOrdersResponse
+	20, // 28: pb.BBGO.QueryTrades:output_type -> pb.QueryTradesResponse
+	22, // 29: pb.BBGO.QueryKLines:output_type -> pb.QueryKLinesResponse
+	23, // [23:30] is the sub-list for method output_type
+	16, // [16:23] is the sub-list for method input_type
+	16, // [16:16] is the sub-list for extension type_name
+	16, // [16:16] is the sub-list for extension extendee
+	0,  // [0:16] is the sub-list for field type_name
 }
 
 func init() { file_bbgo_proto_init() }
@@ -2236,7 +2307,7 @@ func file_bbgo_proto_init() {
 			}
 		}
 		file_bbgo_proto_msgTypes[4].Exporter = func(v interface{}, i int) interface{} {
-			switch v := v.(*PriceVolume); i {
+			switch v := v.(*Depth); i {
 			case 0:
 				return &v.state
 			case 1:
@@ -2248,7 +2319,7 @@ func file_bbgo_proto_init() {
 			}
 		}
 		file_bbgo_proto_msgTypes[5].Exporter = func(v interface{}, i int) interface{} {
-			switch v := v.(*Trade); i {
+			switch v := v.(*PriceVolume); i {
 			case 0:
 				return &v.state
 			case 1:
@@ -2260,7 +2331,7 @@ func file_bbgo_proto_init() {
 			}
 		}
 		file_bbgo_proto_msgTypes[6].Exporter = func(v interface{}, i int) interface{} {
-			switch v := v.(*Ticker); i {
+			switch v := v.(*Trade); i {
 			case 0:
 				return &v.state
 			case 1:
@@ -2272,7 +2343,7 @@ func file_bbgo_proto_init() {
 			}
 		}
 		file_bbgo_proto_msgTypes[7].Exporter = func(v interface{}, i int) interface{} {
-			switch v := v.(*Order); i {
+			switch v := v.(*Ticker); i {
 			case 0:
 				return &v.state
 			case 1:
@@ -2284,7 +2355,7 @@ func file_bbgo_proto_init() {
 			}
 		}
 		file_bbgo_proto_msgTypes[8].Exporter = func(v interface{}, i int) interface{} {
-			switch v := v.(*SubmitOrder); i {
+			switch v := v.(*Order); i {
 			case 0:
 				return &v.state
 			case 1:
@@ -2296,7 +2367,7 @@ func file_bbgo_proto_init() {
 			}
 		}
 		file_bbgo_proto_msgTypes[9].Exporter = func(v interface{}, i int) interface{} {
-			switch v := v.(*Balance); i {
+			switch v := v.(*SubmitOrder); i {
 			case 0:
 				return &v.state
 			case 1:
@@ -2308,7 +2379,7 @@ func file_bbgo_proto_init() {
 			}
 		}
 		file_bbgo_proto_msgTypes[10].Exporter = func(v interface{}, i int) interface{} {
-			switch v := v.(*SubmitOrderRequest); i {
+			switch v := v.(*Balance); i {
 			case 0:
 				return &v.state
 			case 1:
@@ -2320,7 +2391,7 @@ func file_bbgo_proto_init() {
 			}
 		}
 		file_bbgo_proto_msgTypes[11].Exporter = func(v interface{}, i int) interface{} {
-			switch v := v.(*SubmitOrderResponse); i {
+			switch v := v.(*SubmitOrderRequest); i {
 			case 0:
 				return &v.state
 			case 1:
@@ -2332,7 +2403,7 @@ func file_bbgo_proto_init() {
 			}
 		}
 		file_bbgo_proto_msgTypes[12].Exporter = func(v interface{}, i int) interface{} {
-			switch v := v.(*CancelOrderRequest); i {
+			switch v := v.(*SubmitOrderResponse); i {
 			case 0:
 				return &v.state
 			case 1:
@@ -2344,7 +2415,7 @@ func file_bbgo_proto_init() {
 			}
 		}
 		file_bbgo_proto_msgTypes[13].Exporter = func(v interface{}, i int) interface{} {
-			switch v := v.(*CancelOrderResponse); i {
+			switch v := v.(*CancelOrderRequest); i {
 			case 0:
 				return &v.state
 			case 1:
@@ -2356,7 +2427,7 @@ func file_bbgo_proto_init() {
 			}
 		}
 		file_bbgo_proto_msgTypes[14].Exporter = func(v interface{}, i int) interface{} {
-			switch v := v.(*QueryOrderRequest); i {
+			switch v := v.(*CancelOrderResponse); i {
 			case 0:
 				return &v.state
 			case 1:
@@ -2368,7 +2439,7 @@ func file_bbgo_proto_init() {
 			}
 		}
 		file_bbgo_proto_msgTypes[15].Exporter = func(v interface{}, i int) interface{} {
-			switch v := v.(*QueryOrderResponse); i {
+			switch v := v.(*QueryOrderRequest); i {
 			case 0:
 				return &v.state
 			case 1:
@@ -2380,7 +2451,7 @@ func file_bbgo_proto_init() {
 			}
 		}
 		file_bbgo_proto_msgTypes[16].Exporter = func(v interface{}, i int) interface{} {
-			switch v := v.(*QueryOrdersRequest); i {
+			switch v := v.(*QueryOrderResponse); i {
 			case 0:
 				return &v.state
 			case 1:
@@ -2392,7 +2463,7 @@ func file_bbgo_proto_init() {
 			}
 		}
 		file_bbgo_proto_msgTypes[17].Exporter = func(v interface{}, i int) interface{} {
-			switch v := v.(*QueryOrdersResponse); i {
+			switch v := v.(*QueryOrdersRequest); i {
 			case 0:
 				return &v.state
 			case 1:
@@ -2404,7 +2475,7 @@ func file_bbgo_proto_init() {
 			}
 		}
 		file_bbgo_proto_msgTypes[18].Exporter = func(v interface{}, i int) interface{} {
-			switch v := v.(*QueryTradesRequest); i {
+			switch v := v.(*QueryOrdersResponse); i {
 			case 0:
 				return &v.state
 			case 1:
@@ -2416,7 +2487,7 @@ func file_bbgo_proto_init() {
 			}
 		}
 		file_bbgo_proto_msgTypes[19].Exporter = func(v interface{}, i int) interface{} {
-			switch v := v.(*QueryTradesResponse); i {
+			switch v := v.(*QueryTradesRequest); i {
 			case 0:
 				return &v.state
 			case 1:
@@ -2428,7 +2499,7 @@ func file_bbgo_proto_init() {
 			}
 		}
 		file_bbgo_proto_msgTypes[20].Exporter = func(v interface{}, i int) interface{} {
-			switch v := v.(*QueryKLinesRequest); i {
+			switch v := v.(*QueryTradesResponse); i {
 			case 0:
 				return &v.state
 			case 1:
@@ -2440,7 +2511,7 @@ func file_bbgo_proto_init() {
 			}
 		}
 		file_bbgo_proto_msgTypes[21].Exporter = func(v interface{}, i int) interface{} {
-			switch v := v.(*QueryKLinesResponse); i {
+			switch v := v.(*QueryKLinesRequest); i {
 			case 0:
 				return &v.state
 			case 1:
@@ -2452,6 +2523,18 @@ func file_bbgo_proto_init() {
 			}
 		}
 		file_bbgo_proto_msgTypes[22].Exporter = func(v interface{}, i int) interface{} {
+			switch v := v.(*QueryKLinesResponse); i {
+			case 0:
+				return &v.state
+			case 1:
+				return &v.sizeCache
+			case 2:
+				return &v.unknownFields
+			default:
+				return nil
+			}
+		}
+		file_bbgo_proto_msgTypes[23].Exporter = func(v interface{}, i int) interface{} {
 			switch v := v.(*KLine); i {
 			case 0:
 				return &v.state
@@ -2470,7 +2553,7 @@ func file_bbgo_proto_init() {
 			GoPackagePath: reflect.TypeOf(x{}).PkgPath(),
 			RawDescriptor: file_bbgo_proto_rawDesc,
 			NumEnums:      0,
-			NumMessages:   23,
+			NumMessages:   24,
 			NumExtensions: 0,
 			NumServices:   1,
 		},
diff --git a/pkg/pb/bbgo.proto b/pkg/pb/bbgo.proto
index b920de3fb..69a66df9a 100644
--- a/pkg/pb/bbgo.proto
+++ b/pkg/pb/bbgo.proto
@@ -37,13 +37,19 @@ message SuccessResponse {
     string channel = 2;  // book, trade, ticker, user
     string event = 3;    // snapshot, update, order_snapshot, ...
     string symbol = 4;
-    repeated PriceVolume asks = 5;
-    repeated PriceVolume bids = 6;
-    repeated Trade trades = 7;
-    Ticker ticker = 8;
-    repeated Order orders = 9;
-    repeated Balance balances = 10;
-    int64 created_at = 11;
+    Depth depth = 5;
+    repeated Trade trades = 6;
+    Ticker ticker = 7;
+    repeated Order orders = 8;
+    repeated Balance balances = 9;
+    int64 created_at = 10;
+}
+
+message Depth {
+    string exchange = 1;
+    string symbol = 2;
+    repeated PriceVolume asks = 3;
+    repeated PriceVolume bids = 4;
 }
 
 message PriceVolume {