mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-22 06:53:52 +00:00
grpc: add trading service
This commit is contained in:
c9s
parent
84d4f312fa
commit
f15f4e1aac
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@ -4,7 +4,10 @@ import (
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"fmt"
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"strconv"
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log "github.com/sirupsen/logrus"
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"github.com/c9s/bbgo/pkg/bbgo"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/pb"
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"github.com/c9s/bbgo/pkg/types"
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)
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@ -65,6 +68,49 @@ func transBook(session *bbgo.ExchangeSession, book types.SliceOrderBook, event p
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}
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}
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func toOrderType(orderType pb.OrderType) types.OrderType {
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switch orderType {
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case pb.OrderType_MARKET:
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return types.OrderTypeMarket
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case pb.OrderType_LIMIT:
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return types.OrderTypeLimit
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}
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log.Warnf("unexpected order type: %v", orderType)
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return types.OrderTypeLimit
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}
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func toSide(side pb.Side) types.SideType {
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switch side {
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case pb.Side_BUY:
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return types.SideTypeBuy
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case pb.Side_SELL:
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return types.SideTypeSell
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}
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log.Warnf("unexpected side type: %v", side)
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return types.SideTypeBuy
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}
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func toSubmitOrders(pbOrders []*pb.SubmitOrder) (submitOrders []types.SubmitOrder) {
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for _, pbOrder := range pbOrders {
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submitOrders = append(submitOrders, types.SubmitOrder{
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ClientOrderID: pbOrder.ClientOrderId,
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Symbol: pbOrder.Symbol,
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Side: toSide(pbOrder.Side),
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Type: toOrderType(pbOrder.OrderType),
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Price: fixedpoint.MustNewFromString(pbOrder.Price),
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Quantity: fixedpoint.MustNewFromString(pbOrder.Quantity),
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StopPrice: fixedpoint.MustNewFromString(pbOrder.StopPrice),
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TimeInForce: "",
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})
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}
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return submitOrders
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}
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func transBalances(session *bbgo.ExchangeSession, balances types.BalanceMap) (pbBalances []*pb.Balance) {
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for _, b := range balances {
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pbBalances = append(pbBalances, &pb.Balance{
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@ -16,6 +16,60 @@ import (
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"github.com/c9s/bbgo/pkg/types"
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)
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type TradingService struct {
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Config *bbgo.Config
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Environ *bbgo.Environment
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Trader *bbgo.Trader
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pb.UnimplementedTradingServiceServer
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}
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func (s *TradingService) SubmitOrder(ctx context.Context, request *pb.SubmitOrderRequest) (*pb.SubmitOrderResponse, error) {
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sessionName := request.Session
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if len(sessionName) == 0 {
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return nil, fmt.Errorf("session name can not be empty")
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}
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session, ok := s.Environ.Session(sessionName)
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if !ok {
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return nil, fmt.Errorf("session %s not found", sessionName)
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}
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submitOrders := toSubmitOrders(request.SubmitOrders)
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for i := range submitOrders {
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if market, ok := session.Market(submitOrders[i].Symbol); ok {
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submitOrders[i].Market = market
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} else {
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log.Warnf("session %s market %s not found", sessionName, submitOrders[i].Symbol)
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}
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}
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createdOrders, err := session.Exchange.SubmitOrders(ctx, submitOrders...)
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if err != nil {
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return nil, err
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}
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_ = createdOrders
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return nil, nil
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}
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func (s *TradingService) CancelOrder(ctx context.Context, request *pb.CancelOrderRequest) (*pb.CancelOrderResponse, error) {
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panic("implement me")
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}
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func (s *TradingService) QueryOrder(ctx context.Context, request *pb.QueryOrderRequest) (*pb.QueryOrderResponse, error) {
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panic("implement me")
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}
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func (s *TradingService) QueryOrders(ctx context.Context, request *pb.QueryOrdersRequest) (*pb.QueryOrdersResponse, error) {
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panic("implement me")
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}
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func (s *TradingService) QueryTrades(ctx context.Context, request *pb.QueryTradesRequest) (*pb.QueryTradesResponse, error) {
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panic("implement me")
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}
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type UserDataService struct {
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Config *bbgo.Config
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Environ *bbgo.Environment
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@ -1231,15 +1231,16 @@ type SubmitOrder struct {
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sizeCache protoimpl.SizeCache
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unknownFields protoimpl.UnknownFields
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Exchange string `protobuf:"bytes,1,opt,name=exchange,proto3" json:"exchange,omitempty"`
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Symbol string `protobuf:"bytes,2,opt,name=symbol,proto3" json:"symbol,omitempty"`
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Side Side `protobuf:"varint,3,opt,name=side,proto3,enum=bbgo.Side" json:"side,omitempty"`
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Quantity float64 `protobuf:"fixed64,4,opt,name=quantity,proto3" json:"quantity,omitempty"`
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Price float64 `protobuf:"fixed64,5,opt,name=price,proto3" json:"price,omitempty"`
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StopPrice float64 `protobuf:"fixed64,6,opt,name=stop_price,json=stopPrice,proto3" json:"stop_price,omitempty"`
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OrderType OrderType `protobuf:"varint,7,opt,name=order_type,json=orderType,proto3,enum=bbgo.OrderType" json:"order_type,omitempty"`
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ClientOrderId string `protobuf:"bytes,8,opt,name=client_order_id,json=clientOrderId,proto3" json:"client_order_id,omitempty"`
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GroupId int64 `protobuf:"varint,9,opt,name=group_id,json=groupId,proto3" json:"group_id,omitempty"`
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Session string `protobuf:"bytes,1,opt,name=session,proto3" json:"session,omitempty"`
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Exchange string `protobuf:"bytes,2,opt,name=exchange,proto3" json:"exchange,omitempty"`
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Symbol string `protobuf:"bytes,3,opt,name=symbol,proto3" json:"symbol,omitempty"`
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Side Side `protobuf:"varint,4,opt,name=side,proto3,enum=bbgo.Side" json:"side,omitempty"`
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Quantity float64 `protobuf:"fixed64,5,opt,name=quantity,proto3" json:"quantity,omitempty"`
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Price float64 `protobuf:"fixed64,6,opt,name=price,proto3" json:"price,omitempty"`
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StopPrice float64 `protobuf:"fixed64,7,opt,name=stop_price,json=stopPrice,proto3" json:"stop_price,omitempty"`
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OrderType OrderType `protobuf:"varint,8,opt,name=order_type,json=orderType,proto3,enum=bbgo.OrderType" json:"order_type,omitempty"`
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ClientOrderId string `protobuf:"bytes,9,opt,name=client_order_id,json=clientOrderId,proto3" json:"client_order_id,omitempty"`
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GroupId int64 `protobuf:"varint,10,opt,name=group_id,json=groupId,proto3" json:"group_id,omitempty"`
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}
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func (x *SubmitOrder) Reset() {
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@ -1274,6 +1275,13 @@ func (*SubmitOrder) Descriptor() ([]byte, []int) {
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return file_pkg_pb_bbgo_proto_rawDescGZIP(), []int{12}
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}
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func (x *SubmitOrder) GetSession() string {
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if x != nil {
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return x.Session
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}
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return ""
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}
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func (x *SubmitOrder) GetExchange() string {
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if x != nil {
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return x.Exchange
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@ -1343,11 +1351,12 @@ type Balance struct {
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sizeCache protoimpl.SizeCache
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unknownFields protoimpl.UnknownFields
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Exchange string `protobuf:"bytes,1,opt,name=exchange,proto3" json:"exchange,omitempty"`
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Currency string `protobuf:"bytes,2,opt,name=currency,proto3" json:"currency,omitempty"`
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Available string `protobuf:"bytes,3,opt,name=available,proto3" json:"available,omitempty"`
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Locked string `protobuf:"bytes,4,opt,name=locked,proto3" json:"locked,omitempty"`
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Borrowed string `protobuf:"bytes,5,opt,name=borrowed,proto3" json:"borrowed,omitempty"`
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Session string `protobuf:"bytes,1,opt,name=session,proto3" json:"session,omitempty"`
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Exchange string `protobuf:"bytes,2,opt,name=exchange,proto3" json:"exchange,omitempty"`
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Currency string `protobuf:"bytes,3,opt,name=currency,proto3" json:"currency,omitempty"`
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Available string `protobuf:"bytes,4,opt,name=available,proto3" json:"available,omitempty"`
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Locked string `protobuf:"bytes,5,opt,name=locked,proto3" json:"locked,omitempty"`
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Borrowed string `protobuf:"bytes,6,opt,name=borrowed,proto3" json:"borrowed,omitempty"`
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}
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func (x *Balance) Reset() {
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@ -1382,6 +1391,13 @@ func (*Balance) Descriptor() ([]byte, []int) {
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return file_pkg_pb_bbgo_proto_rawDescGZIP(), []int{13}
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}
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func (x *Balance) GetSession() string {
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if x != nil {
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return x.Session
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}
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return ""
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}
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func (x *Balance) GetExchange() string {
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if x != nil {
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return x.Exchange
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@ -1422,7 +1438,8 @@ type SubmitOrderRequest struct {
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sizeCache protoimpl.SizeCache
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unknownFields protoimpl.UnknownFields
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SubmitOrder *SubmitOrder `protobuf:"bytes,1,opt,name=submit_order,json=submitOrder,proto3" json:"submit_order,omitempty"`
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Session string `protobuf:"bytes,1,opt,name=session,proto3" json:"session,omitempty"`
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SubmitOrders []*SubmitOrder `protobuf:"bytes,2,rep,name=submit_orders,json=submitOrders,proto3" json:"submit_orders,omitempty"`
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}
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func (x *SubmitOrderRequest) Reset() {
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@ -1457,9 +1474,16 @@ func (*SubmitOrderRequest) Descriptor() ([]byte, []int) {
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return file_pkg_pb_bbgo_proto_rawDescGZIP(), []int{14}
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}
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func (x *SubmitOrderRequest) GetSubmitOrder() *SubmitOrder {
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func (x *SubmitOrderRequest) GetSession() string {
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if x != nil {
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return x.SubmitOrder
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return x.Session
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}
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return ""
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}
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func (x *SubmitOrderRequest) GetSubmitOrders() []*SubmitOrder {
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if x != nil {
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return x.SubmitOrders
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}
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return nil
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}
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@ -1524,7 +1548,7 @@ type CancelOrderRequest struct {
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sizeCache protoimpl.SizeCache
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unknownFields protoimpl.UnknownFields
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Exchange string `protobuf:"bytes,1,opt,name=exchange,proto3" json:"exchange,omitempty"`
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Session string `protobuf:"bytes,1,opt,name=session,proto3" json:"session,omitempty"`
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Id string `protobuf:"bytes,2,opt,name=id,proto3" json:"id,omitempty"`
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ClientOrderId string `protobuf:"bytes,3,opt,name=client_order_id,json=clientOrderId,proto3" json:"client_order_id,omitempty"`
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}
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@ -1561,9 +1585,9 @@ func (*CancelOrderRequest) Descriptor() ([]byte, []int) {
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return file_pkg_pb_bbgo_proto_rawDescGZIP(), []int{16}
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}
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func (x *CancelOrderRequest) GetExchange() string {
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func (x *CancelOrderRequest) GetSession() string {
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if x != nil {
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return x.Exchange
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return x.Session
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}
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return ""
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}
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@ -1642,7 +1666,7 @@ type QueryOrderRequest struct {
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sizeCache protoimpl.SizeCache
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unknownFields protoimpl.UnknownFields
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Exchange string `protobuf:"bytes,1,opt,name=exchange,proto3" json:"exchange,omitempty"`
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Session string `protobuf:"bytes,1,opt,name=session,proto3" json:"session,omitempty"`
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Id string `protobuf:"bytes,2,opt,name=id,proto3" json:"id,omitempty"`
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ClientOrderId string `protobuf:"bytes,3,opt,name=client_order_id,json=clientOrderId,proto3" json:"client_order_id,omitempty"`
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}
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@ -1679,9 +1703,9 @@ func (*QueryOrderRequest) Descriptor() ([]byte, []int) {
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return file_pkg_pb_bbgo_proto_rawDescGZIP(), []int{18}
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}
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func (x *QueryOrderRequest) GetExchange() string {
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func (x *QueryOrderRequest) GetSession() string {
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if x != nil {
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return x.Exchange
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return x.Session
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}
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return ""
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}
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@ -1760,7 +1784,7 @@ type QueryOrdersRequest struct {
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sizeCache protoimpl.SizeCache
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unknownFields protoimpl.UnknownFields
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Exchange string `protobuf:"bytes,1,opt,name=exchange,proto3" json:"exchange,omitempty"`
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Session string `protobuf:"bytes,1,opt,name=session,proto3" json:"session,omitempty"`
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Symbol string `protobuf:"bytes,2,opt,name=symbol,proto3" json:"symbol,omitempty"`
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State []string `protobuf:"bytes,3,rep,name=state,proto3" json:"state,omitempty"`
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OrderBy string `protobuf:"bytes,4,opt,name=order_by,json=orderBy,proto3" json:"order_by,omitempty"`
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@ -1803,9 +1827,9 @@ func (*QueryOrdersRequest) Descriptor() ([]byte, []int) {
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return file_pkg_pb_bbgo_proto_rawDescGZIP(), []int{20}
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}
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func (x *QueryOrdersRequest) GetExchange() string {
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func (x *QueryOrdersRequest) GetSession() string {
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if x != nil {
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return x.Exchange
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return x.Session
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}
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return ""
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}
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@ -2506,209 +2530,214 @@ var file_pkg_pb_bbgo_proto_rawDesc = []byte{
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|
||||
0x33,
|
||||
}
|
||||
|
||||
var (
|
||||
|
|
@ -2780,7 +2809,7 @@ var file_pkg_pb_bbgo_proto_depIdxs = []int32{
|
|||
3, // 18: bbgo.Order.order_type:type_name -> bbgo.OrderType
|
||||
2, // 19: bbgo.SubmitOrder.side:type_name -> bbgo.Side
|
||||
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
|
||||
5, // 23: bbgo.SubmitOrderResponse.error:type_name -> bbgo.Error
|
||||
15, // 24: bbgo.CancelOrderResponse.order:type_name -> bbgo.Order
|
||||
|
|
|
|||
|
|
@ -160,37 +160,41 @@ message Order {
|
|||
}
|
||||
|
||||
message SubmitOrder {
|
||||
string exchange = 1;
|
||||
string symbol = 2;
|
||||
Side side = 3;
|
||||
double quantity = 4;
|
||||
double price = 5;
|
||||
double stop_price = 6;
|
||||
OrderType order_type = 7;
|
||||
string client_order_id = 8;
|
||||
int64 group_id = 9;
|
||||
string session = 1;
|
||||
string exchange = 2;
|
||||
string symbol = 3;
|
||||
Side side = 4;
|
||||
double quantity = 5;
|
||||
double price = 6;
|
||||
double stop_price = 7;
|
||||
OrderType order_type = 8;
|
||||
string client_order_id = 9;
|
||||
int64 group_id = 10;
|
||||
}
|
||||
|
||||
// https://maicoin.github.io/max-websocket-docs/#/private_channels?id=account-response
|
||||
message Balance {
|
||||
string exchange = 1;
|
||||
string currency = 2;
|
||||
string available = 3;
|
||||
string locked = 4;
|
||||
string borrowed = 5;
|
||||
string session = 1;
|
||||
string exchange = 2;
|
||||
string currency = 3;
|
||||
string available = 4;
|
||||
string locked = 5;
|
||||
string borrowed = 6;
|
||||
}
|
||||
|
||||
message SubmitOrderRequest {
|
||||
SubmitOrder submit_order = 1;
|
||||
string session = 1;
|
||||
repeated SubmitOrder submit_orders = 2;
|
||||
}
|
||||
|
||||
message SubmitOrderResponse {
|
||||
Order order = 1;
|
||||
Error error = 2;
|
||||
string session = 1;
|
||||
repeated Order orders = 2;
|
||||
Error error = 3;
|
||||
}
|
||||
|
||||
message CancelOrderRequest {
|
||||
string exchange = 1;
|
||||
string session = 1;
|
||||
string id = 2;
|
||||
string client_order_id = 3;
|
||||
}
|
||||
|
|
@ -201,7 +205,7 @@ message CancelOrderResponse {
|
|||
}
|
||||
|
||||
message QueryOrderRequest {
|
||||
string exchange = 1;
|
||||
string session = 1;
|
||||
string id = 2;
|
||||
string client_order_id = 3;
|
||||
}
|
||||
|
|
@ -212,7 +216,7 @@ message QueryOrderResponse {
|
|||
}
|
||||
|
||||
message QueryOrdersRequest {
|
||||
string exchange = 1;
|
||||
string session = 1;
|
||||
string symbol = 2;
|
||||
repeated string state = 3;
|
||||
string order_by = 4;
|
||||
|
|
|
|||
Loading…
Reference in New Issue
Block a user