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Add Depth message for bids and asks

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なるみ 2022-02-23 12:19:23 +08:00
parent 32acec5669
commit 9fd4074d37
2 changed files with 474 additions and 385 deletions
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839
pkg/pb/bbgo.pb.go
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20
pkg/pb/bbgo.proto
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@ -37,13 +37,19 @@ message SuccessResponse {
string channel = 2; // book, trade, ticker, user string channel = 2; // book, trade, ticker, user
string event = 3; // snapshot, update, order_snapshot, ... string event = 3; // snapshot, update, order_snapshot, ...
string symbol = 4; string symbol = 4;
repeated PriceVolume asks = 5; Depth depth = 5;
repeated PriceVolume bids = 6; repeated Trade trades = 6;
repeated Trade trades = 7; Ticker ticker = 7;
Ticker ticker = 8; repeated Order orders = 8;
repeated Order orders = 9; repeated Balance balances = 9;
repeated Balance balances = 10; int64 created_at = 10;
int64 created_at = 11; }
message Depth {
string exchange = 1;
string symbol = 2;
repeated PriceVolume asks = 3;
repeated PriceVolume bids = 4;
} }
message PriceVolume { message PriceVolume {