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Add SubmitOrder, rename variables and fix typo

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なるみ 2022-02-21 11:38:43 +08:00
parent f2bca1d5b7
commit c1b705956f
2 changed files with 593 additions and 431 deletions
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931
pkg/pb/bbgo.pb.go
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93
pkg/pb/bbgo.proto
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@ -9,12 +9,12 @@ service BBGO {
rpc Subcribe(SubscribeRequest) returns (stream SubscribeResponse) {}
// request-response
rpc CreateOrder(CreateOrderRequest) returns (CreateOrderResponse) {}
rpc SubmitOrder(SubmitOrderRequest) returns (SubmitOrderResponse) {}
rpc CancelOrder(CancelOrderRequest) returns (CancelOrderResponse) {}
rpc QueryOrder(QueryOrderRequest) returns (QueryOrderResponse) {}
rpc QueryOrders(QueryOrdersRequest) returns (QueryOrdersResponse) {}
rpc QueryTrades(QueryTradesRequest) returns (QueryTradesResponse) {}
rpc QueryKLines(QueryKlinesRequest) returns (QueryKLinesResponse) {}
rpc QueryKLines(QueryKLinesRequest) returns (QueryKLinesResponse) {}
}
message SubscribeRequest {
@ -24,7 +24,7 @@ message SubscribeRequest {
message Subscription {
string exchange = 1;
string channel = 2; // book, trade, ticker
string market = 3;
string symbol = 3;
int64 depth = 4;
}
@ -36,7 +36,7 @@ message SuccessResponse {
string exchange = 1;
string channel = 2; // book, trade, ticker, user
string event = 3; // snapshot, update, order_snapshot, ...
string market = 4;
string symbol = 4;
repeated PriceVolume asks = 5;
repeated PriceVolume bids = 6;
repeated Trade trades = 7;
@ -57,7 +57,7 @@ message Trade {
int64 id = 1; // trade id
double price = 2;
double volume = 3;
string market = 4;
string symbol = 4;
int64 created_at = 5;
string side = 6;
double fee = 7;
@ -77,23 +77,35 @@ message Ticker {
// https://maicoin.github.io/max-websocket-docs/#/private_channels?id=snapshot
message Order {
int64 id = 1;
string side = 2;
string order_type = 3; // limit, ...
double price = 4;
double stop_price = 5;
double avg_price = 6;
string state = 7;
string market = 8;
int64 created_at = 9;
double volume = 10;
double remaining_volume = 11;
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;
int64 created_at = 10;
double quantity = 11;
double executed_volume = 12;
int64 trades_count = 13;
int64 client_oid = 14;
int64 client_order_id = 14;
int64 group_id = 15;
}
message SubmitOrder {
string exchange = 1;
string symbol = 2;
string side = 3;
double quantity = 4;
double price = 5;
double stop_price = 6;
string order_type = 7;
int64 client_order_id = 8;
int64 group_id = 9;
}
// https://maicoin.github.io/max-websocket-docs/#/private_channels?id=account-response
message Balance {
string currency = 1;
@ -101,12 +113,11 @@ message Balance {
double locked = 3;
}
message CreateOrderRequest {
string exchange = 1;
Order order = 2;
message SubmitOrderRequest {
SubmitOrder submit_order = 1;
}
message CreateOrderResponse {
message SubmitOrderResponse {
string exchange = 1;
Order order = 2;
}
@ -114,7 +125,7 @@ message CreateOrderResponse {
message CancelOrderRequest {
string exchange = 1;
int64 id = 2;
int64 client_oid = 3;
int64 client_order_id = 3;
}
message CancelOrderResponse {
@ -124,9 +135,8 @@ message CancelOrderResponse {
}
message QueryOrderRequest {
string exchange = 1;
int64 id = 2;
int64 client_oid = 3;
int64 id = 1;
int64 client_order_id = 2;
}
message QueryOrderResponse {
@ -135,10 +145,9 @@ message QueryOrderResponse {
int64 status_code = 3;
}
// https://max.maicoin.com/documents/api_list/v2#!/private/getApiV2Orders
message QueryOrdersRequest {
string exchange = 1;
string market = 2;
string symbol = 2;
repeated string state = 3;
string order_by = 4;
int64 group_id = 5;
@ -156,7 +165,7 @@ message QueryOrdersResponse {
message QueryTradesRequest {
string exchange = 1;
string market = 2;
string symbol = 2;
int64 timestamp = 3;
int64 from = 4;
int64 to = 5;
@ -173,25 +182,27 @@ message QueryTradesResponse {
int64 status_code = 3;
}
// https://max.maicoin.com/documents/api_list/v2#!/public/getApiV2K
message QueryKlinesRequest {
message QueryKLinesRequest {
string exchange = 1;
string market = 2;
int64 int64 = 3;
int64 period = 4; // time period of K line in minute
string symbol = 2;
int64 limit = 3;
int64 interval = 4; // time period of K line in minute
int64 timestamp = 5;
}
message QueryKLinesResponse {
string exchange = 1;
repeated KLine klines = 2;
int64 status_code = 3;
repeated KLine klines = 1;
int64 status_code = 2;
}
message KLine {
int64 timestamp = 1;
double open = 2;
double high = 3;
double low = 4;
double close = 5;
string exchange = 1;
string symbol = 2;
int64 timestamp = 3;
double open = 4;
double high = 5;
double low = 6;
double close = 7;
double volume = 8;
double quote_volume = 9;
}