add QueryKLines

This commit is contained in:
なるみ 2022-02-20 04:41:39 +08:00
parent 136d36b2b1
commit f2bca1d5b7
2 changed files with 511 additions and 194 deletions

View File

@ -200,7 +200,7 @@ type SuccessResponse struct {
Ticker *Ticker `protobuf:"bytes,8,opt,name=ticker,proto3" json:"ticker,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"` Orders []*Order `protobuf:"bytes,9,rep,name=orders,proto3" json:"orders,omitempty"`
Balances []*Balance `protobuf:"bytes,10,rep,name=balances,proto3" json:"balances,omitempty"` Balances []*Balance `protobuf:"bytes,10,rep,name=balances,proto3" json:"balances,omitempty"`
Timestamp int64 `protobuf:"varint,11,opt,name=timestamp,proto3" json:"timestamp,omitempty"` CreatedAt int64 `protobuf:"varint,11,opt,name=created_at,json=createdAt,proto3" json:"created_at,omitempty"`
} }
func (x *SuccessResponse) Reset() { func (x *SuccessResponse) Reset() {
@ -305,9 +305,9 @@ func (x *SuccessResponse) GetBalances() []*Balance {
return nil return nil
} }
func (x *SuccessResponse) GetTimestamp() int64 { func (x *SuccessResponse) GetCreatedAt() int64 {
if x != nil { if x != nil {
return x.Timestamp return x.CreatedAt
} }
return 0 return 0
} }
@ -1511,6 +1511,228 @@ func (x *QueryTradesResponse) GetStatusCode() int64 {
return 0 return 0
} }
// https://max.maicoin.com/documents/api_list/v2#!/public/getApiV2K
type QueryKlinesRequest struct {
state protoimpl.MessageState
sizeCache protoimpl.SizeCache
unknownFields protoimpl.UnknownFields
Exchange string `protobuf:"bytes,1,opt,name=exchange,proto3" json:"exchange,omitempty"`
Market string `protobuf:"bytes,2,opt,name=market,proto3" json:"market,omitempty"`
Int64 int64 `protobuf:"varint,3,opt,name=int64,proto3" json:"int64,omitempty"`
Period int64 `protobuf:"varint,4,opt,name=period,proto3" json:"period,omitempty"` // time period of K line in minute
Timestamp int64 `protobuf:"varint,5,opt,name=timestamp,proto3" json:"timestamp,omitempty"`
}
func (x *QueryKlinesRequest) Reset() {
*x = QueryKlinesRequest{}
if protoimpl.UnsafeEnabled {
mi := &file_bbgo_proto_msgTypes[19]
ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
ms.StoreMessageInfo(mi)
}
}
func (x *QueryKlinesRequest) String() string {
return protoimpl.X.MessageStringOf(x)
}
func (*QueryKlinesRequest) ProtoMessage() {}
func (x *QueryKlinesRequest) ProtoReflect() protoreflect.Message {
mi := &file_bbgo_proto_msgTypes[19]
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 QueryKlinesRequest.ProtoReflect.Descriptor instead.
func (*QueryKlinesRequest) Descriptor() ([]byte, []int) {
return file_bbgo_proto_rawDescGZIP(), []int{19}
}
func (x *QueryKlinesRequest) GetExchange() string {
if x != nil {
return x.Exchange
}
return ""
}
func (x *QueryKlinesRequest) GetMarket() string {
if x != nil {
return x.Market
}
return ""
}
func (x *QueryKlinesRequest) GetInt64() int64 {
if x != nil {
return x.Int64
}
return 0
}
func (x *QueryKlinesRequest) GetPeriod() int64 {
if x != nil {
return x.Period
}
return 0
}
func (x *QueryKlinesRequest) GetTimestamp() int64 {
if x != nil {
return x.Timestamp
}
return 0
}
type QueryKLinesResponse struct {
state protoimpl.MessageState
sizeCache protoimpl.SizeCache
unknownFields protoimpl.UnknownFields
Exchange string `protobuf:"bytes,1,opt,name=exchange,proto3" json:"exchange,omitempty"`
Klines []*KLine `protobuf:"bytes,2,rep,name=klines,proto3" json:"klines,omitempty"`
StatusCode int64 `protobuf:"varint,3,opt,name=status_code,json=statusCode,proto3" json:"status_code,omitempty"`
}
func (x *QueryKLinesResponse) Reset() {
*x = QueryKLinesResponse{}
if protoimpl.UnsafeEnabled {
mi := &file_bbgo_proto_msgTypes[20]
ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
ms.StoreMessageInfo(mi)
}
}
func (x *QueryKLinesResponse) String() string {
return protoimpl.X.MessageStringOf(x)
}
func (*QueryKLinesResponse) ProtoMessage() {}
func (x *QueryKLinesResponse) ProtoReflect() protoreflect.Message {
mi := &file_bbgo_proto_msgTypes[20]
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 QueryKLinesResponse.ProtoReflect.Descriptor instead.
func (*QueryKLinesResponse) Descriptor() ([]byte, []int) {
return file_bbgo_proto_rawDescGZIP(), []int{20}
}
func (x *QueryKLinesResponse) GetExchange() string {
if x != nil {
return x.Exchange
}
return ""
}
func (x *QueryKLinesResponse) GetKlines() []*KLine {
if x != nil {
return x.Klines
}
return nil
}
func (x *QueryKLinesResponse) GetStatusCode() int64 {
if x != nil {
return x.StatusCode
}
return 0
}
type KLine struct {
state protoimpl.MessageState
sizeCache protoimpl.SizeCache
unknownFields protoimpl.UnknownFields
Timestamp int64 `protobuf:"varint,1,opt,name=timestamp,proto3" json:"timestamp,omitempty"`
Open float64 `protobuf:"fixed64,2,opt,name=open,proto3" json:"open,omitempty"`
High float64 `protobuf:"fixed64,3,opt,name=high,proto3" json:"high,omitempty"`
Low float64 `protobuf:"fixed64,4,opt,name=low,proto3" json:"low,omitempty"`
Close float64 `protobuf:"fixed64,5,opt,name=close,proto3" json:"close,omitempty"`
}
func (x *KLine) Reset() {
*x = KLine{}
if protoimpl.UnsafeEnabled {
mi := &file_bbgo_proto_msgTypes[21]
ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
ms.StoreMessageInfo(mi)
}
}
func (x *KLine) String() string {
return protoimpl.X.MessageStringOf(x)
}
func (*KLine) ProtoMessage() {}
func (x *KLine) ProtoReflect() protoreflect.Message {
mi := &file_bbgo_proto_msgTypes[21]
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 KLine.ProtoReflect.Descriptor instead.
func (*KLine) Descriptor() ([]byte, []int) {
return file_bbgo_proto_rawDescGZIP(), []int{21}
}
func (x *KLine) GetTimestamp() int64 {
if x != nil {
return x.Timestamp
}
return 0
}
func (x *KLine) GetOpen() float64 {
if x != nil {
return x.Open
}
return 0
}
func (x *KLine) GetHigh() float64 {
if x != nil {
return x.High
}
return 0
}
func (x *KLine) GetLow() float64 {
if x != nil {
return x.Low
}
return 0
}
func (x *KLine) GetClose() float64 {
if x != nil {
return x.Close
}
return 0
}
var File_bbgo_proto protoreflect.FileDescriptor var File_bbgo_proto protoreflect.FileDescriptor
var file_bbgo_proto_rawDesc = []byte{ var file_bbgo_proto_rawDesc = []byte{
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} }
var ( var (
@ -1739,7 +1990,7 @@ func file_bbgo_proto_rawDescGZIP() []byte {
return file_bbgo_proto_rawDescData return file_bbgo_proto_rawDescData
} }
var file_bbgo_proto_msgTypes = make([]protoimpl.MessageInfo, 19) var file_bbgo_proto_msgTypes = make([]protoimpl.MessageInfo, 22)
var file_bbgo_proto_goTypes = []interface{}{ var file_bbgo_proto_goTypes = []interface{}{
(*SubscribeRequest)(nil), // 0: pb.SubscribeRequest (*SubscribeRequest)(nil), // 0: pb.SubscribeRequest
(*Subscription)(nil), // 1: pb.Subscription (*Subscription)(nil), // 1: pb.Subscription
@ -1760,6 +2011,9 @@ var file_bbgo_proto_goTypes = []interface{}{
(*QueryOrdersResponse)(nil), // 16: pb.QueryOrdersResponse (*QueryOrdersResponse)(nil), // 16: pb.QueryOrdersResponse
(*QueryTradesRequest)(nil), // 17: pb.QueryTradesRequest (*QueryTradesRequest)(nil), // 17: pb.QueryTradesRequest
(*QueryTradesResponse)(nil), // 18: pb.QueryTradesResponse (*QueryTradesResponse)(nil), // 18: pb.QueryTradesResponse
(*QueryKlinesRequest)(nil), // 19: pb.QueryKlinesRequest
(*QueryKLinesResponse)(nil), // 20: pb.QueryKLinesResponse
(*KLine)(nil), // 21: pb.KLine
} }
var file_bbgo_proto_depIdxs = []int32{ var file_bbgo_proto_depIdxs = []int32{
1, // 0: pb.SubscribeRequest.subscriptions:type_name -> pb.Subscription 1, // 0: pb.SubscribeRequest.subscriptions:type_name -> pb.Subscription
@ -1776,23 +2030,26 @@ var file_bbgo_proto_depIdxs = []int32{
7, // 11: pb.QueryOrderResponse.order:type_name -> pb.Order 7, // 11: pb.QueryOrderResponse.order:type_name -> pb.Order
7, // 12: pb.QueryOrdersResponse.orders:type_name -> pb.Order 7, // 12: pb.QueryOrdersResponse.orders:type_name -> pb.Order
5, // 13: pb.QueryTradesResponse.trades:type_name -> pb.Trade 5, // 13: pb.QueryTradesResponse.trades:type_name -> pb.Trade
0, // 14: pb.BBGO.Subcribe:input_type -> pb.SubscribeRequest 21, // 14: pb.QueryKLinesResponse.klines:type_name -> pb.KLine
9, // 15: pb.BBGO.CreateOrder:input_type -> pb.CreateOrderRequest 0, // 15: pb.BBGO.Subcribe:input_type -> pb.SubscribeRequest
11, // 16: pb.BBGO.CancelOrder:input_type -> pb.CancelOrderRequest 9, // 16: pb.BBGO.CreateOrder:input_type -> pb.CreateOrderRequest
13, // 17: pb.BBGO.QueryOrder:input_type -> pb.QueryOrderRequest 11, // 17: pb.BBGO.CancelOrder:input_type -> pb.CancelOrderRequest
15, // 18: pb.BBGO.QueryOrders:input_type -> pb.QueryOrdersRequest 13, // 18: pb.BBGO.QueryOrder:input_type -> pb.QueryOrderRequest
17, // 19: pb.BBGO.QueryTrades:input_type -> pb.QueryTradesRequest 15, // 19: pb.BBGO.QueryOrders:input_type -> pb.QueryOrdersRequest
2, // 20: pb.BBGO.Subcribe:output_type -> pb.SubscribeResponse 17, // 20: pb.BBGO.QueryTrades:input_type -> pb.QueryTradesRequest
10, // 21: pb.BBGO.CreateOrder:output_type -> pb.CreateOrderResponse 19, // 21: pb.BBGO.QueryKLines:input_type -> pb.QueryKlinesRequest
12, // 22: pb.BBGO.CancelOrder:output_type -> pb.CancelOrderResponse 2, // 22: pb.BBGO.Subcribe:output_type -> pb.SubscribeResponse
14, // 23: pb.BBGO.QueryOrder:output_type -> pb.QueryOrderResponse 10, // 23: pb.BBGO.CreateOrder:output_type -> pb.CreateOrderResponse
16, // 24: pb.BBGO.QueryOrders:output_type -> pb.QueryOrdersResponse 12, // 24: pb.BBGO.CancelOrder:output_type -> pb.CancelOrderResponse
18, // 25: pb.BBGO.QueryTrades:output_type -> pb.QueryTradesResponse 14, // 25: pb.BBGO.QueryOrder:output_type -> pb.QueryOrderResponse
20, // [20:26] is the sub-list for method output_type 16, // 26: pb.BBGO.QueryOrders:output_type -> pb.QueryOrdersResponse
14, // [14:20] is the sub-list for method input_type 18, // 27: pb.BBGO.QueryTrades:output_type -> pb.QueryTradesResponse
14, // [14:14] is the sub-list for extension type_name 20, // 28: pb.BBGO.QueryKLines:output_type -> pb.QueryKLinesResponse
14, // [14:14] is the sub-list for extension extendee 22, // [22:29] is the sub-list for method output_type
0, // [0:14] is the sub-list for field type_name 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
} }
func init() { file_bbgo_proto_init() } func init() { file_bbgo_proto_init() }
@ -2029,6 +2286,42 @@ func file_bbgo_proto_init() {
return nil return nil
} }
} }
file_bbgo_proto_msgTypes[19].Exporter = func(v interface{}, i int) interface{} {
switch v := v.(*QueryKlinesRequest); i {
case 0:
return &v.state
case 1:
return &v.sizeCache
case 2:
return &v.unknownFields
default:
return nil
}
}
file_bbgo_proto_msgTypes[20].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[21].Exporter = func(v interface{}, i int) interface{} {
switch v := v.(*KLine); i {
case 0:
return &v.state
case 1:
return &v.sizeCache
case 2:
return &v.unknownFields
default:
return nil
}
}
} }
type x struct{} type x struct{}
out := protoimpl.TypeBuilder{ out := protoimpl.TypeBuilder{
@ -2036,7 +2329,7 @@ func file_bbgo_proto_init() {
GoPackagePath: reflect.TypeOf(x{}).PkgPath(), GoPackagePath: reflect.TypeOf(x{}).PkgPath(),
RawDescriptor: file_bbgo_proto_rawDesc, RawDescriptor: file_bbgo_proto_rawDesc,
NumEnums: 0, NumEnums: 0,
NumMessages: 19, NumMessages: 22,
NumExtensions: 0, NumExtensions: 0,
NumServices: 1, NumServices: 1,
}, },

View File

@ -14,6 +14,7 @@ service BBGO {
rpc QueryOrder(QueryOrderRequest) returns (QueryOrderResponse) {} rpc QueryOrder(QueryOrderRequest) returns (QueryOrderResponse) {}
rpc QueryOrders(QueryOrdersRequest) returns (QueryOrdersResponse) {} rpc QueryOrders(QueryOrdersRequest) returns (QueryOrdersResponse) {}
rpc QueryTrades(QueryTradesRequest) returns (QueryTradesResponse) {} rpc QueryTrades(QueryTradesRequest) returns (QueryTradesResponse) {}
rpc QueryKLines(QueryKlinesRequest) returns (QueryKLinesResponse) {}
} }
message SubscribeRequest { message SubscribeRequest {
@ -42,7 +43,7 @@ message SuccessResponse {
Ticker ticker = 8; Ticker ticker = 8;
repeated Order orders = 9; repeated Order orders = 9;
repeated Balance balances = 10; repeated Balance balances = 10;
int64 timestamp = 11; int64 created_at = 11;
} }
message PriceVolume { message PriceVolume {
@ -171,3 +172,26 @@ message QueryTradesResponse {
repeated Trade trades = 2; repeated Trade trades = 2;
int64 status_code = 3; int64 status_code = 3;
} }
// https://max.maicoin.com/documents/api_list/v2#!/public/getApiV2K
message QueryKlinesRequest {
string exchange = 1;
string market = 2;
int64 int64 = 3;
int64 period = 4; // time period of K line in minute
int64 timestamp = 5;
}
message QueryKLinesResponse {
string exchange = 1;
repeated KLine klines = 2;
int64 status_code = 3;
}
message KLine {
int64 timestamp = 1;
double open = 2;
double high = 3;
double low = 4;
double close = 5;
}