add a basic grpc service

This commit is contained in:
c9s 2022-04-08 18:49:48 +08:00
parent db7d6aabfe
commit d79725982d
8 changed files with 495 additions and 412 deletions

48
doc/topics/grpc.md Normal file
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@ -0,0 +1,48 @@
# GRPC server
## Integrating GRPC services
### Install Evans
```shell
brew install evans
```
Start your bbgo with gRPC server option:
```shell
go run ./cmd/bbgo run --config grid_kucoin.yaml --debug --enable-grpc
```
The gRPC server port is located at 6688, you can use evans to connect to the gRPC server:
```shell
evans --host localhost --port 6688 -r repl
```
```shell
bbgo@localhost:6688> package bbgo
bbgo@localhost:6688> show service
bbgo@localhost:6688> show message
```
You can use evans to get the description of a message:
```shell
bbgo@localhost:6688> desc QueryKLinesRequest
+-----------+-------------+----------+
| FIELD | TYPE | REPEATED |
+-----------+-------------+----------+
| exchange | TYPE_STRING | false |
| interval | TYPE_STRING | false |
| limit | TYPE_INT64 | false |
| symbol | TYPE_STRING | false |
| timestamp | TYPE_INT64 | false |
+-----------+-------------+----------+
```

2
go.mod
View File

@ -40,6 +40,7 @@ require (
go.uber.org/multierr v1.7.0
golang.org/x/time v0.0.0-20201208040808-7e3f01d25324
gonum.org/v1/gonum v0.8.1
google.golang.org/grpc v1.45.0
google.golang.org/protobuf v1.28.0
gopkg.in/tucnak/telebot.v2 v2.5.0
gopkg.in/yaml.v3 v3.0.0-20210107192922-496545a6307b
@ -107,7 +108,6 @@ require (
golang.org/x/text v0.3.7 // indirect
golang.org/x/tools v0.1.9 // indirect
google.golang.org/genproto v0.0.0-20220405205423-9d709892a2bf // indirect
google.golang.org/grpc v1.45.0 // indirect
gopkg.in/ini.v1 v1.62.0 // indirect
gopkg.in/yaml.v2 v2.4.0 // indirect
nhooyr.io/websocket v1.8.7 // indirect

8
go.sum
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@ -594,8 +594,6 @@ golang.org/x/net v0.0.0-20201202161906-c7110b5ffcbb/go.mod h1:sp8m0HH+o8qH0wwXwY
golang.org/x/net v0.0.0-20210405180319-a5a99cb37ef4/go.mod h1:p54w0d4576C0XHj96bSt6lcn1PtDYWL6XObtHCRCNQM=
golang.org/x/net v0.0.0-20210525063256-abc453219eb5/go.mod h1:9nx3DQGgdP8bBQD5qxJ1jj9UTztislL4KSBs9R2vV5Y=
golang.org/x/net v0.0.0-20211015210444-4f30a5c0130f/go.mod h1:9nx3DQGgdP8bBQD5qxJ1jj9UTztislL4KSBs9R2vV5Y=
golang.org/x/net v0.0.0-20211205041911-012df41ee64c h1:7SfqwP5fxEtl/P02w5IhKc86ziJ+A25yFrkVgoy2FT8=
golang.org/x/net v0.0.0-20211205041911-012df41ee64c/go.mod h1:9nx3DQGgdP8bBQD5qxJ1jj9UTztislL4KSBs9R2vV5Y=
golang.org/x/net v0.0.0-20220403103023-749bd193bc2b h1:vI32FkLJNAWtGD4BwkThwEy6XS7ZLLMHkSkYfF8M0W0=
golang.org/x/net v0.0.0-20220403103023-749bd193bc2b/go.mod h1:CfG3xpIq0wQ8r1q4Su4UZFWDARRcnwPjda9FqA0JpMk=
golang.org/x/oauth2 v0.0.0-20180821212333-d2e6202438be/go.mod h1:N/0e6XlmueqKjAGxoOufVs8QHGRruUQn6yWY3a++T0U=
@ -664,15 +662,15 @@ golang.org/x/sys v0.0.0-20210330210617-4fbd30eecc44/go.mod h1:h1NjWce9XRLGQEsW7w
golang.org/x/sys v0.0.0-20210423082822-04245dca01da/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
golang.org/x/sys v0.0.0-20210510120138-977fb7262007/go.mod h1:oPkhp1MJrh7nUepCBck5+mAzfO9JrbApNNgaTdGDITg=
golang.org/x/sys v0.0.0-20210603081109-ebe580a85c40/go.mod h1:oPkhp1MJrh7nUepCBck5+mAzfO9JrbApNNgaTdGDITg=
golang.org/x/sys v0.0.0-20210615035016-665e8c7367d1/go.mod h1:oPkhp1MJrh7nUepCBck5+mAzfO9JrbApNNgaTdGDITg=
golang.org/x/sys v0.0.0-20210630005230-0f9fa26af87c/go.mod h1:oPkhp1MJrh7nUepCBck5+mAzfO9JrbApNNgaTdGDITg=
golang.org/x/sys v0.0.0-20211019181941-9d821ace8654/go.mod h1:oPkhp1MJrh7nUepCBck5+mAzfO9JrbApNNgaTdGDITg=
golang.org/x/sys v0.0.0-20211216021012-1d35b9e2eb4e h1:fLOSk5Q00efkSvAm+4xcoXD+RRmLmmulPn5I3Y9F2EM=
golang.org/x/sys v0.0.0-20211216021012-1d35b9e2eb4e/go.mod h1:oPkhp1MJrh7nUepCBck5+mAzfO9JrbApNNgaTdGDITg=
golang.org/x/sys v0.0.0-20220406163625-3f8b81556e12 h1:QyVthZKMsyaQwBTJE04jdNN0Pp5Fn9Qga0mrgxyERQM=
golang.org/x/sys v0.0.0-20220406163625-3f8b81556e12/go.mod h1:oPkhp1MJrh7nUepCBck5+mAzfO9JrbApNNgaTdGDITg=
golang.org/x/term v0.0.0-20201117132131-f5c789dd3221/go.mod h1:Nr5EML6q2oocZ2LXRh80K7BxOlk5/8JxuGnuhpl+muw=
golang.org/x/term v0.0.0-20201126162022-7de9c90e9dd1 h1:v+OssWQX+hTHEmOBgwxdZxK4zHq3yOs8F9J7mk0PY8E=
golang.org/x/term v0.0.0-20201126162022-7de9c90e9dd1/go.mod h1:bj7SfCRtBDWHUb9snDiAeCFNEtKQo2Wmx5Cou7ajbmo=
golang.org/x/term v0.0.0-20210927222741-03fcf44c2211 h1:JGgROgKl9N8DuW20oFS5gxc+lE67/N3FcwmBPMe7ArY=
golang.org/x/term v0.0.0-20210927222741-03fcf44c2211/go.mod h1:jbD1KX2456YbFQfuXm/mYQcufACuNUgVhRMnK/tPxf8=
golang.org/x/text v0.0.0-20170915032832-14c0d48ead0c/go.mod h1:NqM8EUOU14njkJ3fqMW+pc6Ldnwhi/IjpwHt7yyuwOQ=
golang.org/x/text v0.3.0/go.mod h1:NqM8EUOU14njkJ3fqMW+pc6Ldnwhi/IjpwHt7yyuwOQ=
@ -830,8 +828,6 @@ google.golang.org/protobuf v1.24.0/go.mod h1:r/3tXBNzIEhYS9I1OUVjXDlt8tc493IdKGj
google.golang.org/protobuf v1.25.0/go.mod h1:9JNX74DMeImyA3h4bdi1ymwjUzf21/xIlbajtzgsN7c=
google.golang.org/protobuf v1.26.0-rc.1/go.mod h1:jlhhOSvTdKEhbULTjvd4ARK9grFBp09yW+WbY/TyQbw=
google.golang.org/protobuf v1.26.0/go.mod h1:9q0QmTI4eRPtz6boOQmLYwt+qCgq0jsYwAQnmE0givc=
google.golang.org/protobuf v1.27.1 h1:SnqbnDw1V7RiZcXPx5MEeqPv2s79L9i7BJUlG/+RurQ=
google.golang.org/protobuf v1.27.1/go.mod h1:9q0QmTI4eRPtz6boOQmLYwt+qCgq0jsYwAQnmE0givc=
google.golang.org/protobuf v1.28.0 h1:w43yiav+6bVFTBQFZX0r7ipe9JQ1QsbMgHwbBziscLw=
google.golang.org/protobuf v1.28.0/go.mod h1:HV8QOd/L58Z+nl8r43ehVNZIU/HEI6OcFqwMG9pJV4I=
gopkg.in/alecthomas/kingpin.v2 v2.2.6/go.mod h1:FMv+mEhP44yOT+4EoQTLFTRgOQ1FBLkstjWtayDeSgw=

View File

@ -214,7 +214,7 @@ func runConfig(basectx context.Context, cmd *cobra.Command, userConfig *bbgo.Con
Environ: environ,
Trader: trader,
}
if err := s.Run(grpcBind); err != nil {
if err := s.ListenAndServe(grpcBind); err != nil {
log.WithError(err).Errorf("grpc server bind error")
}
}()

View File

@ -2,8 +2,11 @@ package grpc
import (
"context"
"net"
"github.com/pkg/errors"
"google.golang.org/grpc"
"google.golang.org/grpc/reflection"
"github.com/c9s/bbgo/pkg/bbgo"
"github.com/c9s/bbgo/pkg/pb"
@ -31,6 +34,11 @@ func (s *Server) QueryKLines(ctx context.Context, request *pb.QueryKLinesRequest
for _, session := range s.Environ.Sessions() {
if session.ExchangeName == exchangeName {
response := &pb.QueryKLinesResponse{
Klines: nil,
Error: nil,
}
options := types.KLineQueryOptions{
Limit: int(request.Limit),
}
@ -39,17 +47,42 @@ func (s *Server) QueryKLines(ctx context.Context, request *pb.QueryKLinesRequest
if err != nil {
return nil, err
}
_ = klines
return nil, nil
for _, kline := range klines {
response.Klines = append(response.Klines, &pb.KLine{
Exchange: kline.Exchange.String(),
Symbol: kline.Symbol,
Timestamp: kline.StartTime.Unix(),
Open: kline.Open.Float64(),
High: kline.High.Float64(),
Low: kline.Low.Float64(),
Close: kline.Close.Float64(),
Volume: kline.Volume.Float64(),
QuoteVolume: kline.QuoteVolume.Float64(),
})
}
return response, nil
}
}
return nil, nil
}
func (s *Server) Run(bind string) error {
func (s *Server) ListenAndServe(bind string) error {
conn, err := net.Listen("tcp", bind)
if err != nil {
return errors.Wrapf(err, "failed to bind network at %s", bind)
}
var grpcServer = grpc.NewServer()
pb.RegisterMarketDataServiceServer(grpcServer, s)
reflection.Register(grpcServer)
if err := grpcServer.Serve(conn); err != nil {
return errors.Wrap(err, "failed to serve grpc connections")
}
return nil
}

View File

@ -401,7 +401,7 @@ type Subscription struct {
unknownFields protoimpl.UnknownFields
Exchange string `protobuf:"bytes,1,opt,name=exchange,proto3" json:"exchange,omitempty"`
Channel Channel `protobuf:"varint,2,opt,name=channel,proto3,enum=pb.Channel" json:"channel,omitempty"` // book, trade, ticker
Channel Channel `protobuf:"varint,2,opt,name=channel,proto3,enum=bbgo.Channel" json:"channel,omitempty"` // book, trade, ticker
Symbol string `protobuf:"bytes,3,opt,name=symbol,proto3" json:"symbol,omitempty"`
Depth int64 `protobuf:"varint,4,opt,name=depth,proto3" json:"depth,omitempty"`
}
@ -473,8 +473,8 @@ type SubscribeResponse struct {
Exchange string `protobuf:"bytes,1,opt,name=exchange,proto3" json:"exchange,omitempty"`
Symbol string `protobuf:"bytes,2,opt,name=symbol,proto3" json:"symbol,omitempty"`
Channel Channel `protobuf:"varint,3,opt,name=channel,proto3,enum=pb.Channel" json:"channel,omitempty"` // book, trade, ticker, user
Event Event `protobuf:"varint,4,opt,name=event,proto3,enum=pb.Event" json:"event,omitempty"` // snapshot, update, order_snapshot, ...
Channel Channel `protobuf:"varint,3,opt,name=channel,proto3,enum=bbgo.Channel" json:"channel,omitempty"` // book, trade, ticker, user
Event Event `protobuf:"varint,4,opt,name=event,proto3,enum=bbgo.Event" 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"`
@ -732,7 +732,7 @@ type Trade struct {
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 Side `protobuf:"varint,7,opt,name=side,proto3,enum=pb.Side" json:"side,omitempty"`
Side Side `protobuf:"varint,7,opt,name=side,proto3,enum=bbgo.Side" json:"side,omitempty"`
Fee float64 `protobuf:"fixed64,8,opt,name=fee,proto3" json:"fee,omitempty"`
FeeCurrency string `protobuf:"bytes,9,opt,name=fee_currency,json=feeCurrency,proto3" json:"fee_currency,omitempty"`
Maker bool `protobuf:"varint,10,opt,name=maker,proto3" json:"maker,omitempty"`
@ -953,8 +953,8 @@ type Order struct {
Exchange string `protobuf:"bytes,1,opt,name=exchange,proto3" json:"exchange,omitempty"`
Symbol string `protobuf:"bytes,2,opt,name=symbol,proto3" json:"symbol,omitempty"`
Id string `protobuf:"bytes,3,opt,name=id,proto3" json:"id,omitempty"`
Side Side `protobuf:"varint,4,opt,name=side,proto3,enum=pb.Side" json:"side,omitempty"`
OrderType OrderType `protobuf:"varint,5,opt,name=order_type,json=orderType,proto3,enum=pb.OrderType" json:"order_type,omitempty"`
Side Side `protobuf:"varint,4,opt,name=side,proto3,enum=bbgo.Side" json:"side,omitempty"`
OrderType OrderType `protobuf:"varint,5,opt,name=order_type,json=orderType,proto3,enum=bbgo.OrderType" 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"`
@ -1111,11 +1111,11 @@ type SubmitOrder struct {
Exchange string `protobuf:"bytes,1,opt,name=exchange,proto3" json:"exchange,omitempty"`
Symbol string `protobuf:"bytes,2,opt,name=symbol,proto3" json:"symbol,omitempty"`
Side Side `protobuf:"varint,3,opt,name=side,proto3,enum=pb.Side" json:"side,omitempty"`
Side Side `protobuf:"varint,3,opt,name=side,proto3,enum=bbgo.Side" json:"side,omitempty"`
Quantity float64 `protobuf:"fixed64,4,opt,name=quantity,proto3" json:"quantity,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"`
OrderType OrderType `protobuf:"varint,7,opt,name=order_type,json=orderType,proto3,enum=pb.OrderType" json:"order_type,omitempty"`
OrderType OrderType `protobuf:"varint,7,opt,name=order_type,json=orderType,proto3,enum=bbgo.OrderType" json:"order_type,omitempty"`
ClientOrderId string `protobuf:"bytes,8,opt,name=client_order_id,json=clientOrderId,proto3" json:"client_order_id,omitempty"`
GroupId int64 `protobuf:"varint,9,opt,name=group_id,json=groupId,proto3" json:"group_id,omitempty"`
}
@ -2214,315 +2214,321 @@ var File_pkg_pb_bbgo_proto protoreflect.FileDescriptor
var file_pkg_pb_bbgo_proto_rawDesc = []byte{
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var (
@ -2540,83 +2546,83 @@ func file_pkg_pb_bbgo_proto_rawDescGZIP() []byte {
var file_pkg_pb_bbgo_proto_enumTypes = make([]protoimpl.EnumInfo, 4)
var file_pkg_pb_bbgo_proto_msgTypes = make([]protoimpl.MessageInfo, 25)
var file_pkg_pb_bbgo_proto_goTypes = []interface{}{
(Event)(0), // 0: pb.Event
(Channel)(0), // 1: pb.Channel
(Side)(0), // 2: pb.Side
(OrderType)(0), // 3: pb.OrderType
(*Empty)(nil), // 4: pb.Empty
(*Error)(nil), // 5: pb.Error
(*SubscribeRequest)(nil), // 6: pb.SubscribeRequest
(*Subscription)(nil), // 7: pb.Subscription
(*SubscribeResponse)(nil), // 8: pb.SubscribeResponse
(*Depth)(nil), // 9: pb.Depth
(*PriceVolume)(nil), // 10: pb.PriceVolume
(*Trade)(nil), // 11: pb.Trade
(*Ticker)(nil), // 12: pb.Ticker
(*Order)(nil), // 13: pb.Order
(*SubmitOrder)(nil), // 14: pb.SubmitOrder
(*Balance)(nil), // 15: pb.Balance
(*SubmitOrderRequest)(nil), // 16: pb.SubmitOrderRequest
(*SubmitOrderResponse)(nil), // 17: pb.SubmitOrderResponse
(*CancelOrderRequest)(nil), // 18: pb.CancelOrderRequest
(*CancelOrderResponse)(nil), // 19: pb.CancelOrderResponse
(*QueryOrderRequest)(nil), // 20: pb.QueryOrderRequest
(*QueryOrderResponse)(nil), // 21: pb.QueryOrderResponse
(*QueryOrdersRequest)(nil), // 22: pb.QueryOrdersRequest
(*QueryOrdersResponse)(nil), // 23: pb.QueryOrdersResponse
(*QueryTradesRequest)(nil), // 24: pb.QueryTradesRequest
(*QueryTradesResponse)(nil), // 25: pb.QueryTradesResponse
(*QueryKLinesRequest)(nil), // 26: pb.QueryKLinesRequest
(*QueryKLinesResponse)(nil), // 27: pb.QueryKLinesResponse
(*KLine)(nil), // 28: pb.KLine
(Event)(0), // 0: bbgo.Event
(Channel)(0), // 1: bbgo.Channel
(Side)(0), // 2: bbgo.Side
(OrderType)(0), // 3: bbgo.OrderType
(*Empty)(nil), // 4: bbgo.Empty
(*Error)(nil), // 5: bbgo.Error
(*SubscribeRequest)(nil), // 6: bbgo.SubscribeRequest
(*Subscription)(nil), // 7: bbgo.Subscription
(*SubscribeResponse)(nil), // 8: bbgo.SubscribeResponse
(*Depth)(nil), // 9: bbgo.Depth
(*PriceVolume)(nil), // 10: bbgo.PriceVolume
(*Trade)(nil), // 11: bbgo.Trade
(*Ticker)(nil), // 12: bbgo.Ticker
(*Order)(nil), // 13: bbgo.Order
(*SubmitOrder)(nil), // 14: bbgo.SubmitOrder
(*Balance)(nil), // 15: bbgo.Balance
(*SubmitOrderRequest)(nil), // 16: bbgo.SubmitOrderRequest
(*SubmitOrderResponse)(nil), // 17: bbgo.SubmitOrderResponse
(*CancelOrderRequest)(nil), // 18: bbgo.CancelOrderRequest
(*CancelOrderResponse)(nil), // 19: bbgo.CancelOrderResponse
(*QueryOrderRequest)(nil), // 20: bbgo.QueryOrderRequest
(*QueryOrderResponse)(nil), // 21: bbgo.QueryOrderResponse
(*QueryOrdersRequest)(nil), // 22: bbgo.QueryOrdersRequest
(*QueryOrdersResponse)(nil), // 23: bbgo.QueryOrdersResponse
(*QueryTradesRequest)(nil), // 24: bbgo.QueryTradesRequest
(*QueryTradesResponse)(nil), // 25: bbgo.QueryTradesResponse
(*QueryKLinesRequest)(nil), // 26: bbgo.QueryKLinesRequest
(*QueryKLinesResponse)(nil), // 27: bbgo.QueryKLinesResponse
(*KLine)(nil), // 28: bbgo.KLine
}
var file_pkg_pb_bbgo_proto_depIdxs = []int32{
7, // 0: pb.SubscribeRequest.subscriptions:type_name -> pb.Subscription
1, // 1: pb.Subscription.channel:type_name -> pb.Channel
1, // 2: pb.SubscribeResponse.channel:type_name -> pb.Channel
0, // 3: pb.SubscribeResponse.event:type_name -> pb.Event
9, // 4: pb.SubscribeResponse.depth:type_name -> pb.Depth
11, // 5: pb.SubscribeResponse.trades:type_name -> pb.Trade
12, // 6: pb.SubscribeResponse.ticker:type_name -> pb.Ticker
13, // 7: pb.SubscribeResponse.orders:type_name -> pb.Order
15, // 8: pb.SubscribeResponse.balances:type_name -> pb.Balance
5, // 9: pb.SubscribeResponse.error:type_name -> pb.Error
10, // 10: pb.Depth.asks:type_name -> pb.PriceVolume
10, // 11: pb.Depth.bids:type_name -> pb.PriceVolume
2, // 12: pb.Trade.side:type_name -> pb.Side
2, // 13: pb.Order.side:type_name -> pb.Side
3, // 14: pb.Order.order_type:type_name -> pb.OrderType
2, // 15: pb.SubmitOrder.side:type_name -> pb.Side
3, // 16: pb.SubmitOrder.order_type:type_name -> pb.OrderType
14, // 17: pb.SubmitOrderRequest.submit_order:type_name -> pb.SubmitOrder
13, // 18: pb.SubmitOrderResponse.order:type_name -> pb.Order
5, // 19: pb.SubmitOrderResponse.error:type_name -> pb.Error
13, // 20: pb.CancelOrderResponse.order:type_name -> pb.Order
5, // 21: pb.CancelOrderResponse.error:type_name -> pb.Error
13, // 22: pb.QueryOrderResponse.order:type_name -> pb.Order
5, // 23: pb.QueryOrderResponse.error:type_name -> pb.Error
13, // 24: pb.QueryOrdersResponse.orders:type_name -> pb.Order
5, // 25: pb.QueryOrdersResponse.error:type_name -> pb.Error
11, // 26: pb.QueryTradesResponse.trades:type_name -> pb.Trade
5, // 27: pb.QueryTradesResponse.error:type_name -> pb.Error
28, // 28: pb.QueryKLinesResponse.klines:type_name -> pb.KLine
5, // 29: pb.QueryKLinesResponse.error:type_name -> pb.Error
6, // 30: pb.MarketDataService.Subscribe:input_type -> pb.SubscribeRequest
26, // 31: pb.MarketDataService.QueryKLines:input_type -> pb.QueryKLinesRequest
4, // 32: pb.UserDataService.SubscribeUserData:input_type -> pb.Empty
16, // 33: pb.TradingService.SubmitOrder:input_type -> pb.SubmitOrderRequest
18, // 34: pb.TradingService.CancelOrder:input_type -> pb.CancelOrderRequest
20, // 35: pb.TradingService.QueryOrder:input_type -> pb.QueryOrderRequest
22, // 36: pb.TradingService.QueryOrders:input_type -> pb.QueryOrdersRequest
24, // 37: pb.TradingService.QueryTrades:input_type -> pb.QueryTradesRequest
8, // 38: pb.MarketDataService.Subscribe:output_type -> pb.SubscribeResponse
27, // 39: pb.MarketDataService.QueryKLines:output_type -> pb.QueryKLinesResponse
8, // 40: pb.UserDataService.SubscribeUserData:output_type -> pb.SubscribeResponse
17, // 41: pb.TradingService.SubmitOrder:output_type -> pb.SubmitOrderResponse
19, // 42: pb.TradingService.CancelOrder:output_type -> pb.CancelOrderResponse
21, // 43: pb.TradingService.QueryOrder:output_type -> pb.QueryOrderResponse
23, // 44: pb.TradingService.QueryOrders:output_type -> pb.QueryOrdersResponse
25, // 45: pb.TradingService.QueryTrades:output_type -> pb.QueryTradesResponse
7, // 0: bbgo.SubscribeRequest.subscriptions:type_name -> bbgo.Subscription
1, // 1: bbgo.Subscription.channel:type_name -> bbgo.Channel
1, // 2: bbgo.SubscribeResponse.channel:type_name -> bbgo.Channel
0, // 3: bbgo.SubscribeResponse.event:type_name -> bbgo.Event
9, // 4: bbgo.SubscribeResponse.depth:type_name -> bbgo.Depth
11, // 5: bbgo.SubscribeResponse.trades:type_name -> bbgo.Trade
12, // 6: bbgo.SubscribeResponse.ticker:type_name -> bbgo.Ticker
13, // 7: bbgo.SubscribeResponse.orders:type_name -> bbgo.Order
15, // 8: bbgo.SubscribeResponse.balances:type_name -> bbgo.Balance
5, // 9: bbgo.SubscribeResponse.error:type_name -> bbgo.Error
10, // 10: bbgo.Depth.asks:type_name -> bbgo.PriceVolume
10, // 11: bbgo.Depth.bids:type_name -> bbgo.PriceVolume
2, // 12: bbgo.Trade.side:type_name -> bbgo.Side
2, // 13: bbgo.Order.side:type_name -> bbgo.Side
3, // 14: bbgo.Order.order_type:type_name -> bbgo.OrderType
2, // 15: bbgo.SubmitOrder.side:type_name -> bbgo.Side
3, // 16: bbgo.SubmitOrder.order_type:type_name -> bbgo.OrderType
14, // 17: bbgo.SubmitOrderRequest.submit_order:type_name -> bbgo.SubmitOrder
13, // 18: bbgo.SubmitOrderResponse.order:type_name -> bbgo.Order
5, // 19: bbgo.SubmitOrderResponse.error:type_name -> bbgo.Error
13, // 20: bbgo.CancelOrderResponse.order:type_name -> bbgo.Order
5, // 21: bbgo.CancelOrderResponse.error:type_name -> bbgo.Error
13, // 22: bbgo.QueryOrderResponse.order:type_name -> bbgo.Order
5, // 23: bbgo.QueryOrderResponse.error:type_name -> bbgo.Error
13, // 24: bbgo.QueryOrdersResponse.orders:type_name -> bbgo.Order
5, // 25: bbgo.QueryOrdersResponse.error:type_name -> bbgo.Error
11, // 26: bbgo.QueryTradesResponse.trades:type_name -> bbgo.Trade
5, // 27: bbgo.QueryTradesResponse.error:type_name -> bbgo.Error
28, // 28: bbgo.QueryKLinesResponse.klines:type_name -> bbgo.KLine
5, // 29: bbgo.QueryKLinesResponse.error:type_name -> bbgo.Error
6, // 30: bbgo.MarketDataService.Subscribe:input_type -> bbgo.SubscribeRequest
26, // 31: bbgo.MarketDataService.QueryKLines:input_type -> bbgo.QueryKLinesRequest
4, // 32: bbgo.UserDataService.SubscribeUserData:input_type -> bbgo.Empty
16, // 33: bbgo.TradingService.SubmitOrder:input_type -> bbgo.SubmitOrderRequest
18, // 34: bbgo.TradingService.CancelOrder:input_type -> bbgo.CancelOrderRequest
20, // 35: bbgo.TradingService.QueryOrder:input_type -> bbgo.QueryOrderRequest
22, // 36: bbgo.TradingService.QueryOrders:input_type -> bbgo.QueryOrdersRequest
24, // 37: bbgo.TradingService.QueryTrades:input_type -> bbgo.QueryTradesRequest
8, // 38: bbgo.MarketDataService.Subscribe:output_type -> bbgo.SubscribeResponse
27, // 39: bbgo.MarketDataService.QueryKLines:output_type -> bbgo.QueryKLinesResponse
8, // 40: bbgo.UserDataService.SubscribeUserData:output_type -> bbgo.SubscribeResponse
17, // 41: bbgo.TradingService.SubmitOrder:output_type -> bbgo.SubmitOrderResponse
19, // 42: bbgo.TradingService.CancelOrder:output_type -> bbgo.CancelOrderResponse
21, // 43: bbgo.TradingService.QueryOrder:output_type -> bbgo.QueryOrderResponse
23, // 44: bbgo.TradingService.QueryOrders:output_type -> bbgo.QueryOrdersResponse
25, // 45: bbgo.TradingService.QueryTrades:output_type -> bbgo.QueryTradesResponse
38, // [38:46] is the sub-list for method output_type
30, // [30:38] is the sub-list for method input_type
30, // [30:30] is the sub-list for extension type_name

View File

@ -1,6 +1,6 @@
syntax = "proto3";
package pb;
package bbgo;
option go_package = "../pb";

View File

@ -31,7 +31,7 @@ func NewMarketDataServiceClient(cc grpc.ClientConnInterface) MarketDataServiceCl
}
func (c *marketDataServiceClient) Subscribe(ctx context.Context, in *SubscribeRequest, opts ...grpc.CallOption) (MarketDataService_SubscribeClient, error) {
stream, err := c.cc.NewStream(ctx, &MarketDataService_ServiceDesc.Streams[0], "/pb.MarketDataService/Subscribe", opts...)
stream, err := c.cc.NewStream(ctx, &MarketDataService_ServiceDesc.Streams[0], "/bbgo.MarketDataService/Subscribe", opts...)
if err != nil {
return nil, err
}
@ -64,7 +64,7 @@ func (x *marketDataServiceSubscribeClient) Recv() (*SubscribeResponse, error) {
func (c *marketDataServiceClient) QueryKLines(ctx context.Context, in *QueryKLinesRequest, opts ...grpc.CallOption) (*QueryKLinesResponse, error) {
out := new(QueryKLinesResponse)
err := c.cc.Invoke(ctx, "/pb.MarketDataService/QueryKLines", in, out, opts...)
err := c.cc.Invoke(ctx, "/bbgo.MarketDataService/QueryKLines", in, out, opts...)
if err != nil {
return nil, err
}
@ -134,7 +134,7 @@ func _MarketDataService_QueryKLines_Handler(srv interface{}, ctx context.Context
}
info := &grpc.UnaryServerInfo{
Server: srv,
FullMethod: "/pb.MarketDataService/QueryKLines",
FullMethod: "/bbgo.MarketDataService/QueryKLines",
}
handler := func(ctx context.Context, req interface{}) (interface{}, error) {
return srv.(MarketDataServiceServer).QueryKLines(ctx, req.(*QueryKLinesRequest))
@ -146,7 +146,7 @@ func _MarketDataService_QueryKLines_Handler(srv interface{}, ctx context.Context
// It's only intended for direct use with grpc.RegisterService,
// and not to be introspected or modified (even as a copy)
var MarketDataService_ServiceDesc = grpc.ServiceDesc{
ServiceName: "pb.MarketDataService",
ServiceName: "bbgo.MarketDataService",
HandlerType: (*MarketDataServiceServer)(nil),
Methods: []grpc.MethodDesc{
{
@ -181,7 +181,7 @@ func NewUserDataServiceClient(cc grpc.ClientConnInterface) UserDataServiceClient
}
func (c *userDataServiceClient) SubscribeUserData(ctx context.Context, in *Empty, opts ...grpc.CallOption) (UserDataService_SubscribeUserDataClient, error) {
stream, err := c.cc.NewStream(ctx, &UserDataService_ServiceDesc.Streams[0], "/pb.UserDataService/SubscribeUserData", opts...)
stream, err := c.cc.NewStream(ctx, &UserDataService_ServiceDesc.Streams[0], "/bbgo.UserDataService/SubscribeUserData", opts...)
if err != nil {
return nil, err
}
@ -266,7 +266,7 @@ func (x *userDataServiceSubscribeUserDataServer) Send(m *SubscribeResponse) erro
// It's only intended for direct use with grpc.RegisterService,
// and not to be introspected or modified (even as a copy)
var UserDataService_ServiceDesc = grpc.ServiceDesc{
ServiceName: "pb.UserDataService",
ServiceName: "bbgo.UserDataService",
HandlerType: (*UserDataServiceServer)(nil),
Methods: []grpc.MethodDesc{},
Streams: []grpc.StreamDesc{
@ -301,7 +301,7 @@ func NewTradingServiceClient(cc grpc.ClientConnInterface) TradingServiceClient {
func (c *tradingServiceClient) SubmitOrder(ctx context.Context, in *SubmitOrderRequest, opts ...grpc.CallOption) (*SubmitOrderResponse, error) {
out := new(SubmitOrderResponse)
err := c.cc.Invoke(ctx, "/pb.TradingService/SubmitOrder", in, out, opts...)
err := c.cc.Invoke(ctx, "/bbgo.TradingService/SubmitOrder", in, out, opts...)
if err != nil {
return nil, err
}
@ -310,7 +310,7 @@ func (c *tradingServiceClient) SubmitOrder(ctx context.Context, in *SubmitOrderR
func (c *tradingServiceClient) CancelOrder(ctx context.Context, in *CancelOrderRequest, opts ...grpc.CallOption) (*CancelOrderResponse, error) {
out := new(CancelOrderResponse)
err := c.cc.Invoke(ctx, "/pb.TradingService/CancelOrder", in, out, opts...)
err := c.cc.Invoke(ctx, "/bbgo.TradingService/CancelOrder", in, out, opts...)
if err != nil {
return nil, err
}
@ -319,7 +319,7 @@ func (c *tradingServiceClient) CancelOrder(ctx context.Context, in *CancelOrderR
func (c *tradingServiceClient) QueryOrder(ctx context.Context, in *QueryOrderRequest, opts ...grpc.CallOption) (*QueryOrderResponse, error) {
out := new(QueryOrderResponse)
err := c.cc.Invoke(ctx, "/pb.TradingService/QueryOrder", in, out, opts...)
err := c.cc.Invoke(ctx, "/bbgo.TradingService/QueryOrder", in, out, opts...)
if err != nil {
return nil, err
}
@ -328,7 +328,7 @@ func (c *tradingServiceClient) QueryOrder(ctx context.Context, in *QueryOrderReq
func (c *tradingServiceClient) QueryOrders(ctx context.Context, in *QueryOrdersRequest, opts ...grpc.CallOption) (*QueryOrdersResponse, error) {
out := new(QueryOrdersResponse)
err := c.cc.Invoke(ctx, "/pb.TradingService/QueryOrders", in, out, opts...)
err := c.cc.Invoke(ctx, "/bbgo.TradingService/QueryOrders", in, out, opts...)
if err != nil {
return nil, err
}
@ -337,7 +337,7 @@ func (c *tradingServiceClient) QueryOrders(ctx context.Context, in *QueryOrdersR
func (c *tradingServiceClient) QueryTrades(ctx context.Context, in *QueryTradesRequest, opts ...grpc.CallOption) (*QueryTradesResponse, error) {
out := new(QueryTradesResponse)
err := c.cc.Invoke(ctx, "/pb.TradingService/QueryTrades", in, out, opts...)
err := c.cc.Invoke(ctx, "/bbgo.TradingService/QueryTrades", in, out, opts...)
if err != nil {
return nil, err
}
@ -399,7 +399,7 @@ func _TradingService_SubmitOrder_Handler(srv interface{}, ctx context.Context, d
}
info := &grpc.UnaryServerInfo{
Server: srv,
FullMethod: "/pb.TradingService/SubmitOrder",
FullMethod: "/bbgo.TradingService/SubmitOrder",
}
handler := func(ctx context.Context, req interface{}) (interface{}, error) {
return srv.(TradingServiceServer).SubmitOrder(ctx, req.(*SubmitOrderRequest))
@ -417,7 +417,7 @@ func _TradingService_CancelOrder_Handler(srv interface{}, ctx context.Context, d
}
info := &grpc.UnaryServerInfo{
Server: srv,
FullMethod: "/pb.TradingService/CancelOrder",
FullMethod: "/bbgo.TradingService/CancelOrder",
}
handler := func(ctx context.Context, req interface{}) (interface{}, error) {
return srv.(TradingServiceServer).CancelOrder(ctx, req.(*CancelOrderRequest))
@ -435,7 +435,7 @@ func _TradingService_QueryOrder_Handler(srv interface{}, ctx context.Context, de
}
info := &grpc.UnaryServerInfo{
Server: srv,
FullMethod: "/pb.TradingService/QueryOrder",
FullMethod: "/bbgo.TradingService/QueryOrder",
}
handler := func(ctx context.Context, req interface{}) (interface{}, error) {
return srv.(TradingServiceServer).QueryOrder(ctx, req.(*QueryOrderRequest))
@ -453,7 +453,7 @@ func _TradingService_QueryOrders_Handler(srv interface{}, ctx context.Context, d
}
info := &grpc.UnaryServerInfo{
Server: srv,
FullMethod: "/pb.TradingService/QueryOrders",
FullMethod: "/bbgo.TradingService/QueryOrders",
}
handler := func(ctx context.Context, req interface{}) (interface{}, error) {
return srv.(TradingServiceServer).QueryOrders(ctx, req.(*QueryOrdersRequest))
@ -471,7 +471,7 @@ func _TradingService_QueryTrades_Handler(srv interface{}, ctx context.Context, d
}
info := &grpc.UnaryServerInfo{
Server: srv,
FullMethod: "/pb.TradingService/QueryTrades",
FullMethod: "/bbgo.TradingService/QueryTrades",
}
handler := func(ctx context.Context, req interface{}) (interface{}, error) {
return srv.(TradingServiceServer).QueryTrades(ctx, req.(*QueryTradesRequest))
@ -483,7 +483,7 @@ func _TradingService_QueryTrades_Handler(srv interface{}, ctx context.Context, d
// It's only intended for direct use with grpc.RegisterService,
// and not to be introspected or modified (even as a copy)
var TradingService_ServiceDesc = grpc.ServiceDesc{
ServiceName: "pb.TradingService",
ServiceName: "bbgo.TradingService",
HandlerType: (*TradingServiceServer)(nil),
Methods: []grpc.MethodDesc{
{