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bbgo_origin/python
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Yo-An Lin 4cd646e346
feature: basic grpc server (#514)
2022-04-08 19:21:57 +08:00
..
bbgo feature: basic grpc server (#514) 2022-04-08 19:21:57 +08:00
tests Add grpc client 2022-03-15 18:43:57 +08:00
.gitignore Add python gitignore 2022-03-15 18:40:53 +08:00
poetry.lock Add grpc client 2022-03-15 18:43:57 +08:00
pyproject.toml Add grpc client 2022-03-15 18:43:57 +08:00
README.md fix: readme typo 2022-03-15 22:10:39 +08:00
setup.cfg Add grpc client 2022-03-15 18:43:57 +08:00

README.md

pybbgo

Installation

cd <path/to/bbgo/python>
pip install .

Usage

Stream

from bbgo import Stream
from bbgo import bbgo_pb2

subscriptions = [
    bbgo_pb2.Subscription(exchange='max', channel=bbgo_pb2.Channel.BOOK, symbol='btcusdt', depth=2),
    bbgo_pb2.Subscription(exchange='max', channel=bbgo_pb2.Channel.BOOK, symbol='ethusdt', depth=2),
    ...
]

stream = Stream(host, port, subscriptions)
stream.on_book_event(book_event_callback)
stream.on_ticker_event(ticker_event_callback)
...
stream.start()