mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-10 01:01:56 +00:00
grpc: implement book stream
This commit is contained in:
parent
46cf220e2c
commit
fb5703bf13
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@ -6,6 +6,7 @@ import (
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"net"
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"github.com/pkg/errors"
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log "github.com/sirupsen/logrus"
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"google.golang.org/grpc"
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"google.golang.org/grpc/reflection"
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@ -30,13 +31,14 @@ func (s *Server) Subscribe(request *pb.SubscribeRequest, server pb.MarketDataSer
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return fmt.Errorf("exchange %s not found", sub.Exchange)
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}
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switch types.Channel(sub.Channel) {
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case types.MarketTradeChannel:
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// TODO
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case types.BookTickerChannel:
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// TODO
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switch sub.Channel {
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case pb.Channel_TRADE:
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exchangeSubscriptions[session.Name] = append(exchangeSubscriptions[session.Name], types.Subscription{
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Symbol: sub.Symbol,
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Channel: types.MarketTradeChannel,
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})
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case types.BookChannel:
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case pb.Channel_BOOK:
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exchangeSubscriptions[session.Name] = append(exchangeSubscriptions[session.Name], types.Subscription{
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Symbol: sub.Symbol,
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Channel: types.BookChannel,
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@ -44,7 +46,8 @@ func (s *Server) Subscribe(request *pb.SubscribeRequest, server pb.MarketDataSer
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Depth: types.Depth(sub.Depth),
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},
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})
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case types.KLineChannel:
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case pb.Channel_KLINE:
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exchangeSubscriptions[session.Name] = append(exchangeSubscriptions[session.Name], types.Subscription{
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Symbol: sub.Symbol,
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Channel: types.KLineChannel,
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@ -56,12 +59,31 @@ func (s *Server) Subscribe(request *pb.SubscribeRequest, server pb.MarketDataSer
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}
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for sessionName, subs := range exchangeSubscriptions {
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if session, ok := s.Environ.Session(sessionName) ; ok {
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if session, ok := s.Environ.Session(sessionName); ok {
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stream := session.Exchange.NewStream()
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stream.SetPublicOnly()
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for _, sub := range subs {
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stream.Subscribe(sub.Channel, sub.Symbol, sub.Options)
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}
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stream.OnBookSnapshot(func(book types.SliceOrderBook) {
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if err := server.Send(transBook(session, book, pb.Event_SNAPSHOT)); err != nil {
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log.WithError(err).Error("grpc stream send error")
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}
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})
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stream.OnBookUpdate(func(book types.SliceOrderBook) {
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if err := server.Send(transBook(session, book, pb.Event_UPDATE)); err != nil {
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log.WithError(err).Error("grpc stream send error")
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}
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})
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stream.OnKLineClosed(func(kline types.KLine) {
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err := server.Send(transKLine(session, kline))
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if err != nil {
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log.WithError(err).Error("grpc stream send error")
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}
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})
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go stream.Connect(server.Context())
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}
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}
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@ -94,7 +116,7 @@ func (s *Server) QueryKLines(ctx context.Context, request *pb.QueryKLinesRequest
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response.Klines = append(response.Klines, &pb.KLine{
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Exchange: kline.Exchange.String(),
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Symbol: kline.Symbol,
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Timestamp: kline.StartTime.Unix(),
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StartTime: kline.StartTime.UnixMilli(),
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Open: kline.Open.Float64(),
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High: kline.High.Float64(),
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Low: kline.Low.Float64(),
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@ -128,3 +150,53 @@ func (s *Server) ListenAndServe(bind string) error {
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return nil
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}
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func transPriceVolume(srcPvs types.PriceVolumeSlice) (pvs []*pb.PriceVolume) {
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for _, srcPv := range srcPvs {
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pvs = append(pvs, &pb.PriceVolume{
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Price: srcPv.Price.String(),
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Volume: srcPv.Volume.String(),
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})
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}
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return pvs
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}
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func transBook(session *bbgo.ExchangeSession, book types.SliceOrderBook, event pb.Event) *pb.SubscribeResponse {
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return &pb.SubscribeResponse{
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Session: session.Name,
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Exchange: session.ExchangeName.String(),
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Symbol: book.Symbol,
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Channel: pb.Channel_BOOK,
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Event: event, // pb.Event_UPDATE
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Depth: &pb.Depth{
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Exchange: session.ExchangeName.String(),
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Symbol: book.Symbol,
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Asks: transPriceVolume(book.Asks),
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Bids: transPriceVolume(book.Bids),
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},
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}
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}
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func transKLine(session *bbgo.ExchangeSession, kline types.KLine) *pb.SubscribeResponse {
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return &pb.SubscribeResponse{
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Session: session.Name,
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Exchange: kline.Exchange.String(),
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Symbol: kline.Symbol,
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Channel: pb.Channel_KLINE,
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Event: pb.Event_UPDATE,
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Kline: &pb.KLine{
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Session: session.Name,
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Exchange: kline.Exchange.String(),
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Symbol: kline.Symbol,
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Open: kline.Open.Float64(),
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High: kline.High.Float64(),
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Low: kline.Low.Float64(),
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Close: kline.Close.Float64(),
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Volume: kline.Volume.Float64(),
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QuoteVolume: kline.QuoteVolume.Float64(),
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StartTime: kline.StartTime.UnixMilli(),
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EndTime: kline.StartTime.UnixMilli(),
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},
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SubscribedAt: 0,
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}
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}
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@ -106,6 +106,7 @@ const (
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Channel_TRADE Channel = 1
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Channel_TICKER Channel = 2
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Channel_USER Channel = 3
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Channel_KLINE Channel = 4
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)
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// Enum value maps for Channel.
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@ -115,12 +116,14 @@ var (
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1: "TRADE",
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2: "TICKER",
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3: "USER",
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4: "KLINE",
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}
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Channel_value = map[string]int32{
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"BOOK": 0,
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"TRADE": 1,
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"TICKER": 2,
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"USER": 3,
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"KLINE": 4,
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}
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)
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@ -479,17 +482,19 @@ type SubscribeResponse 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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Channel Channel `protobuf:"varint,3,opt,name=channel,proto3,enum=bbgo.Channel" json:"channel,omitempty"` // book, trade, ticker, user
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Event Event `protobuf:"varint,4,opt,name=event,proto3,enum=bbgo.Event" json:"event,omitempty"` // snapshot, update, order_snapshot, ...
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Depth *Depth `protobuf:"bytes,5,opt,name=depth,proto3" json:"depth,omitempty"`
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Trades []*Trade `protobuf:"bytes,6,rep,name=trades,proto3" json:"trades,omitempty"`
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Ticker *Ticker `protobuf:"bytes,7,opt,name=ticker,proto3" json:"ticker,omitempty"`
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Orders []*Order `protobuf:"bytes,8,rep,name=orders,proto3" json:"orders,omitempty"`
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Balances []*Balance `protobuf:"bytes,9,rep,name=balances,proto3" json:"balances,omitempty"`
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SubscribedAt int64 `protobuf:"varint,10,opt,name=subscribed_at,json=subscribedAt,proto3" json:"subscribed_at,omitempty"`
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Error *Error `protobuf:"bytes,11,opt,name=error,proto3" json:"error,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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Channel Channel `protobuf:"varint,4,opt,name=channel,proto3,enum=bbgo.Channel" json:"channel,omitempty"` // book, trade, ticker, user
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Event Event `protobuf:"varint,5,opt,name=event,proto3,enum=bbgo.Event" json:"event,omitempty"` // snapshot, update, order_snapshot, ...
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Depth *Depth `protobuf:"bytes,6,opt,name=depth,proto3" json:"depth,omitempty"` // depth: used by book
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Kline *KLine `protobuf:"bytes,7,opt,name=kline,proto3" json:"kline,omitempty"`
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Trades []*Trade `protobuf:"bytes,8,rep,name=trades,proto3" json:"trades,omitempty"`
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Ticker *Ticker `protobuf:"bytes,9,opt,name=ticker,proto3" json:"ticker,omitempty"`
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Orders []*Order `protobuf:"bytes,10,rep,name=orders,proto3" json:"orders,omitempty"`
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Balances []*Balance `protobuf:"bytes,11,rep,name=balances,proto3" json:"balances,omitempty"`
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SubscribedAt int64 `protobuf:"varint,12,opt,name=subscribed_at,json=subscribedAt,proto3" json:"subscribed_at,omitempty"`
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Error *Error `protobuf:"bytes,13,opt,name=error,proto3" json:"error,omitempty"`
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}
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func (x *SubscribeResponse) Reset() {
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@ -524,6 +529,13 @@ func (*SubscribeResponse) Descriptor() ([]byte, []int) {
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return file_pkg_pb_bbgo_proto_rawDescGZIP(), []int{4}
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}
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func (x *SubscribeResponse) 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 *SubscribeResponse) GetExchange() string {
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if x != nil {
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return x.Exchange
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@ -559,6 +571,13 @@ func (x *SubscribeResponse) GetDepth() *Depth {
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return nil
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}
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func (x *SubscribeResponse) GetKline() *KLine {
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if x != nil {
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return x.Kline
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}
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return nil
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}
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func (x *SubscribeResponse) GetTrades() []*Trade {
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if x != nil {
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return x.Trades
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@ -677,8 +696,8 @@ type PriceVolume struct {
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sizeCache protoimpl.SizeCache
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unknownFields protoimpl.UnknownFields
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Price int64 `protobuf:"varint,1,opt,name=price,proto3" json:"price,omitempty"`
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Volume int64 `protobuf:"varint,2,opt,name=volume,proto3" json:"volume,omitempty"`
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Price string `protobuf:"bytes,1,opt,name=price,proto3" json:"price,omitempty"`
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Volume string `protobuf:"bytes,2,opt,name=volume,proto3" json:"volume,omitempty"`
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}
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func (x *PriceVolume) Reset() {
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@ -713,18 +732,18 @@ func (*PriceVolume) Descriptor() ([]byte, []int) {
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return file_pkg_pb_bbgo_proto_rawDescGZIP(), []int{6}
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}
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func (x *PriceVolume) GetPrice() int64 {
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func (x *PriceVolume) GetPrice() string {
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if x != nil {
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return x.Price
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}
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return 0
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return ""
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}
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func (x *PriceVolume) GetVolume() int64 {
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func (x *PriceVolume) GetVolume() string {
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if x != nil {
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return x.Volume
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}
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return 0
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return ""
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}
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// https://maicoin.github.io/max-websocket-docs/#/private_channels?id=trade-response
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@ -2112,15 +2131,17 @@ type KLine 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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Timestamp int64 `protobuf:"varint,3,opt,name=timestamp,proto3" json:"timestamp,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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Open float64 `protobuf:"fixed64,4,opt,name=open,proto3" json:"open,omitempty"`
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High float64 `protobuf:"fixed64,5,opt,name=high,proto3" json:"high,omitempty"`
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Low float64 `protobuf:"fixed64,6,opt,name=low,proto3" json:"low,omitempty"`
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Close float64 `protobuf:"fixed64,7,opt,name=close,proto3" json:"close,omitempty"`
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Volume float64 `protobuf:"fixed64,8,opt,name=volume,proto3" json:"volume,omitempty"`
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QuoteVolume float64 `protobuf:"fixed64,9,opt,name=quote_volume,json=quoteVolume,proto3" json:"quote_volume,omitempty"`
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StartTime int64 `protobuf:"varint,10,opt,name=start_time,json=startTime,proto3" json:"start_time,omitempty"`
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EndTime int64 `protobuf:"varint,11,opt,name=end_time,json=endTime,proto3" json:"end_time,omitempty"`
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}
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func (x *KLine) Reset() {
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@ -2155,6 +2176,13 @@ func (*KLine) Descriptor() ([]byte, []int) {
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return file_pkg_pb_bbgo_proto_rawDescGZIP(), []int{24}
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}
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func (x *KLine) 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 *KLine) GetExchange() string {
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if x != nil {
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return x.Exchange
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@ -2169,13 +2197,6 @@ func (x *KLine) GetSymbol() string {
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return ""
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}
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func (x *KLine) GetTimestamp() int64 {
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if x != nil {
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return x.Timestamp
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}
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return 0
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}
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func (x *KLine) GetOpen() float64 {
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if x != nil {
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return x.Open
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@ -2218,6 +2239,20 @@ func (x *KLine) GetQuoteVolume() float64 {
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return 0
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}
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func (x *KLine) GetStartTime() int64 {
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if x != nil {
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return x.StartTime
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}
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return 0
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}
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func (x *KLine) GetEndTime() int64 {
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if x != nil {
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return x.EndTime
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}
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return 0
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}
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var File_pkg_pb_bbgo_proto protoreflect.FileDescriptor
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var file_pkg_pb_bbgo_proto_rawDesc = []byte{
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@ -2242,303 +2277,311 @@ var file_pkg_pb_bbgo_proto_rawDesc = []byte{
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|
||||
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|
||||
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|
||||
0x2e, 0x51, 0x75, 0x65, 0x72, 0x79, 0x54, 0x72, 0x61, 0x64, 0x65, 0x73, 0x52, 0x65, 0x73, 0x70,
|
||||
0x6f, 0x6e, 0x73, 0x65, 0x22, 0x00, 0x42, 0x07, 0x5a, 0x05, 0x2e, 0x2e, 0x2f, 0x70, 0x62, 0x62,
|
||||
0x06, 0x70, 0x72, 0x6f, 0x74, 0x6f, 0x33,
|
||||
}
|
||||
|
||||
var (
|
||||
|
@ -2592,52 +2635,53 @@ var file_pkg_pb_bbgo_proto_depIdxs = []int32{
|
|||
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
|
||||
30, // [30:30] is the sub-list for extension extendee
|
||||
0, // [0:30] is the sub-list for field type_name
|
||||
28, // 5: bbgo.SubscribeResponse.kline:type_name -> bbgo.KLine
|
||||
11, // 6: bbgo.SubscribeResponse.trades:type_name -> bbgo.Trade
|
||||
12, // 7: bbgo.SubscribeResponse.ticker:type_name -> bbgo.Ticker
|
||||
13, // 8: bbgo.SubscribeResponse.orders:type_name -> bbgo.Order
|
||||
15, // 9: bbgo.SubscribeResponse.balances:type_name -> bbgo.Balance
|
||||
5, // 10: bbgo.SubscribeResponse.error:type_name -> bbgo.Error
|
||||
10, // 11: bbgo.Depth.asks:type_name -> bbgo.PriceVolume
|
||||
10, // 12: bbgo.Depth.bids:type_name -> bbgo.PriceVolume
|
||||
2, // 13: bbgo.Trade.side:type_name -> bbgo.Side
|
||||
2, // 14: bbgo.Order.side:type_name -> bbgo.Side
|
||||
3, // 15: bbgo.Order.order_type:type_name -> bbgo.OrderType
|
||||
2, // 16: bbgo.SubmitOrder.side:type_name -> bbgo.Side
|
||||
3, // 17: bbgo.SubmitOrder.order_type:type_name -> bbgo.OrderType
|
||||
14, // 18: bbgo.SubmitOrderRequest.submit_order:type_name -> bbgo.SubmitOrder
|
||||
13, // 19: bbgo.SubmitOrderResponse.order:type_name -> bbgo.Order
|
||||
5, // 20: bbgo.SubmitOrderResponse.error:type_name -> bbgo.Error
|
||||
13, // 21: bbgo.CancelOrderResponse.order:type_name -> bbgo.Order
|
||||
5, // 22: bbgo.CancelOrderResponse.error:type_name -> bbgo.Error
|
||||
13, // 23: bbgo.QueryOrderResponse.order:type_name -> bbgo.Order
|
||||
5, // 24: bbgo.QueryOrderResponse.error:type_name -> bbgo.Error
|
||||
13, // 25: bbgo.QueryOrdersResponse.orders:type_name -> bbgo.Order
|
||||
5, // 26: bbgo.QueryOrdersResponse.error:type_name -> bbgo.Error
|
||||
11, // 27: bbgo.QueryTradesResponse.trades:type_name -> bbgo.Trade
|
||||
5, // 28: bbgo.QueryTradesResponse.error:type_name -> bbgo.Error
|
||||
28, // 29: bbgo.QueryKLinesResponse.klines:type_name -> bbgo.KLine
|
||||
5, // 30: bbgo.QueryKLinesResponse.error:type_name -> bbgo.Error
|
||||
6, // 31: bbgo.MarketDataService.Subscribe:input_type -> bbgo.SubscribeRequest
|
||||
26, // 32: bbgo.MarketDataService.QueryKLines:input_type -> bbgo.QueryKLinesRequest
|
||||
4, // 33: bbgo.UserDataService.SubscribeUserData:input_type -> bbgo.Empty
|
||||
16, // 34: bbgo.TradingService.SubmitOrder:input_type -> bbgo.SubmitOrderRequest
|
||||
18, // 35: bbgo.TradingService.CancelOrder:input_type -> bbgo.CancelOrderRequest
|
||||
20, // 36: bbgo.TradingService.QueryOrder:input_type -> bbgo.QueryOrderRequest
|
||||
22, // 37: bbgo.TradingService.QueryOrders:input_type -> bbgo.QueryOrdersRequest
|
||||
24, // 38: bbgo.TradingService.QueryTrades:input_type -> bbgo.QueryTradesRequest
|
||||
8, // 39: bbgo.MarketDataService.Subscribe:output_type -> bbgo.SubscribeResponse
|
||||
27, // 40: bbgo.MarketDataService.QueryKLines:output_type -> bbgo.QueryKLinesResponse
|
||||
8, // 41: bbgo.UserDataService.SubscribeUserData:output_type -> bbgo.SubscribeResponse
|
||||
17, // 42: bbgo.TradingService.SubmitOrder:output_type -> bbgo.SubmitOrderResponse
|
||||
19, // 43: bbgo.TradingService.CancelOrder:output_type -> bbgo.CancelOrderResponse
|
||||
21, // 44: bbgo.TradingService.QueryOrder:output_type -> bbgo.QueryOrderResponse
|
||||
23, // 45: bbgo.TradingService.QueryOrders:output_type -> bbgo.QueryOrdersResponse
|
||||
25, // 46: bbgo.TradingService.QueryTrades:output_type -> bbgo.QueryTradesResponse
|
||||
39, // [39:47] is the sub-list for method output_type
|
||||
31, // [31:39] is the sub-list for method input_type
|
||||
31, // [31:31] is the sub-list for extension type_name
|
||||
31, // [31:31] is the sub-list for extension extendee
|
||||
0, // [0:31] is the sub-list for field type_name
|
||||
}
|
||||
|
||||
func init() { file_pkg_pb_bbgo_proto_init() }
|
||||
|
|
|
@ -44,6 +44,7 @@ enum Channel {
|
|||
TRADE = 1;
|
||||
TICKER = 2;
|
||||
USER = 3;
|
||||
KLINE = 4;
|
||||
}
|
||||
|
||||
enum Side {
|
||||
|
@ -80,19 +81,22 @@ message Subscription {
|
|||
}
|
||||
|
||||
message SubscribeResponse {
|
||||
string exchange = 1;
|
||||
string symbol = 2;
|
||||
Channel channel = 3; // book, trade, ticker, user
|
||||
Event event = 4; // snapshot, update, order_snapshot, ...
|
||||
Depth depth = 5;
|
||||
repeated Trade trades = 6;
|
||||
Ticker ticker = 7;
|
||||
repeated Order orders = 8;
|
||||
repeated Balance balances = 9;
|
||||
int64 subscribed_at = 10;
|
||||
Error error = 11;
|
||||
string session = 1;
|
||||
string exchange = 2;
|
||||
string symbol = 3;
|
||||
Channel channel = 4; // book, trade, ticker, user
|
||||
Event event = 5; // snapshot, update, order_snapshot, ...
|
||||
Depth depth = 6; // depth: used by book
|
||||
KLine kline = 7;
|
||||
repeated Trade trades = 8;
|
||||
Ticker ticker = 9;
|
||||
repeated Order orders = 10;
|
||||
repeated Balance balances = 11;
|
||||
int64 subscribed_at = 12;
|
||||
Error error = 13;
|
||||
}
|
||||
|
||||
|
||||
message Depth {
|
||||
string exchange = 1;
|
||||
string symbol = 2;
|
||||
|
@ -101,8 +105,8 @@ message Depth {
|
|||
}
|
||||
|
||||
message PriceVolume {
|
||||
int64 price = 1;
|
||||
int64 volume = 2;
|
||||
string price = 1;
|
||||
string volume = 2;
|
||||
}
|
||||
|
||||
// https://maicoin.github.io/max-websocket-docs/#/private_channels?id=trade-response
|
||||
|
@ -251,13 +255,15 @@ message QueryKLinesResponse {
|
|||
}
|
||||
|
||||
message KLine {
|
||||
string exchange = 1;
|
||||
string symbol = 2;
|
||||
int64 timestamp = 3;
|
||||
string session = 1;
|
||||
string exchange = 2;
|
||||
string symbol = 3;
|
||||
double open = 4;
|
||||
double high = 5;
|
||||
double low = 6;
|
||||
double close = 7;
|
||||
double volume = 8;
|
||||
double quote_volume = 9;
|
||||
int64 start_time = 10;
|
||||
int64 end_time = 11;
|
||||
}
|
||||
|
|
|
@ -162,6 +162,10 @@ func (t Time) Unix() int64 {
|
|||
return time.Time(t).Unix()
|
||||
}
|
||||
|
||||
func (t Time) UnixMilli() int64 {
|
||||
return time.Time(t).UnixMilli()
|
||||
}
|
||||
|
||||
func (t Time) After(time2 time.Time) bool {
|
||||
return time.Time(t).After(time2)
|
||||
}
|
||||
|
|
Loading…
Reference in New Issue
Block a user