syntax = "proto3"; package pb; option go_package = "../pb"; service BBGO { // should support streaming rpc Subcribe(SubscribeRequest) returns (stream SubscribeResponse) {} rpc SubcribeUserData(Empty) returns (stream SubscribeResponse) {} // request-response rpc SubmitOrder(SubmitOrderRequest) returns (SubmitOrderResponse) {} rpc CancelOrder(CancelOrderRequest) returns (CancelOrderResponse) {} rpc QueryOrder(QueryOrderRequest) returns (QueryOrderResponse) {} rpc QueryOrders(QueryOrdersRequest) returns (QueryOrdersResponse) {} rpc QueryTrades(QueryTradesRequest) returns (QueryTradesResponse) {} rpc QueryKLines(QueryKLinesRequest) returns (QueryKLinesResponse) {} } message Empty {} message Error { int64 error_code = 1; string error_message = 2; } message SubscribeRequest { repeated Subscription subscriptions = 1; } message Subscription { string exchange = 1; string channel = 2; // book, trade, ticker string symbol = 3; int64 depth = 4; } message SubscribeResponse { string exchange = 1; string symbol = 2; string channel = 3; // book, trade, ticker, user string 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; } message Depth { string exchange = 1; string symbol = 2; repeated PriceVolume asks = 3; repeated PriceVolume bids = 4; } message PriceVolume { int64 price = 1; int64 volume = 2; } // https://maicoin.github.io/max-websocket-docs/#/private_channels?id=trade-response // https://maicoin.github.io/max-websocket-docs/#/public_trade?id=success-response message Trade { string exchange = 1; string symbol = 2; int64 id = 3; double price = 4; double volume = 5; int64 created_at = 6; string side = 7; double fee = 8; string fee_currency = 9; bool maker = 10; string trend = 11; } // https://maicoin.github.io/max-websocket-docs/#/public_ticker?id=success-response message Ticker { string exchange = 1; string symbol = 2; double open = 3; double high = 4; double low = 5; double close = 6; double volume = 7; } // https://maicoin.github.io/max-websocket-docs/#/private_channels?id=snapshot message Order { string exchange = 1; string symbol = 2; int64 id = 3; string side = 4; string order_type = 5; double price = 6; double stop_price = 7; double avg_price = 8; string status = 9; int64 created_at = 10; double quantity = 11; double executed_volume = 12; int64 trades_count = 13; int64 client_order_id = 14; int64 group_id = 15; } message SubmitOrder { string exchange = 1; string symbol = 2; string side = 3; double quantity = 4; double price = 5; double stop_price = 6; string order_type = 7; int64 client_order_id = 8; int64 group_id = 9; } // https://maicoin.github.io/max-websocket-docs/#/private_channels?id=account-response message Balance { string exchange = 1; string symbol = 2; string currency = 3; double available = 4; double locked = 5; } message SubmitOrderRequest { SubmitOrder submit_order = 1; } message SubmitOrderResponse { Order order = 1; Error error = 2; } message CancelOrderRequest { string exchange = 1; int64 id = 2; int64 client_order_id = 3; } message CancelOrderResponse { Order order = 1; Error error = 2; } message QueryOrderRequest { int64 id = 1; int64 client_order_id = 2; } message QueryOrderResponse { Order order = 1; Error error = 2; } message QueryOrdersRequest { string exchange = 1; string symbol = 2; repeated string state = 3; string order_by = 4; int64 group_id = 5; bool pagination = 6; int64 page = 7; int64 limit = 8; int64 offset = 9; } message QueryOrdersResponse { repeated Order orders = 1; Error error = 2; } message QueryTradesRequest { string exchange = 1; string symbol = 2; int64 timestamp = 3; int64 from = 4; int64 to = 5; string order_by = 6; bool pagination = 7; int64 page = 8; int64 limit = 9; int64 offset = 10; } message QueryTradesResponse { repeated Trade trades = 1; Error error = 2; } message QueryKLinesRequest { string exchange = 1; string symbol = 2; int64 limit = 3; int64 interval = 4; // time period of K line in minute int64 timestamp = 5; } message QueryKLinesResponse { repeated KLine klines = 1; Error error = 2; } message KLine { string exchange = 1; string symbol = 2; int64 timestamp = 3; double open = 4; double high = 5; double low = 6; double close = 7; double volume = 8; double quote_volume = 9; }