mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-22 23:05:15 +00:00
142 lines
5.2 KiB
Python
142 lines
5.2 KiB
Python
import asyncio
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from typing import Callable
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from typing import List
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import grpc
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from . import bbgo_pb2
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from . import bbgo_pb2_grpc
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class Stream(object):
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def __init__(self, host: str, port: int, subscriptions: List[bbgo_pb2.Subscription]):
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self.host = host
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self.port = port
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self.subscriptions = subscriptions
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# callbacks for public channel
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self.book_event_callbacks = []
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self.trade_event_callbacks = []
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self.ticker_event_callbacks = []
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# callbacks for private channel
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self.order_snapshot_event_callbacks = []
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self.order_update_event_callbacks = []
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self.trade_snapshot_event_callbacks = []
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self.trade_update_event_callbacks = []
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self.account_snapshot_event_callbacks = []
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self.account_update_event_callbacks = []
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@property
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def address(self):
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return f'{self.host}:{self.port}'
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async def subscribe(self):
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async with grpc.aio.insecure_channel(self.address) as channel:
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stub = bbgo_pb2_grpc.BBGOStub(channel)
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request = bbgo_pb2.SubscribeRequest(subscriptions=self.subscriptions)
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async for response in stub.Subcribe(request):
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self.dispatch(response)
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async def subscribe_user_data(self):
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async with grpc.aio.insecure_channel(self.address) as channel:
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stub = bbgo_pb2_grpc.BBGOStub(channel)
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request = bbgo_pb2.Empty()
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async for response in stub.SubcribeUserData(request):
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self.dispatch_user_events(response)
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def start(self):
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group = asyncio.gather(
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self.subscribe(),
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self.subscribe_user_data(),
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)
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loop = asyncio.get_event_loop()
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loop.run_until_complete(group)
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loop.close()
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def dispatch(self, response: bbgo_pb2.SubscribeResponse):
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m = {
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bbgo_pb2.Channel.BOOK: self.emit_book_event_callbacks,
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bbgo_pb2.Channel.TRADE: self.emit_trade_event_callbacks,
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bbgo_pb2.Channel.TICKER: self.emit_ticker_event_callbacks,
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bbgo_pb2.Channel.USER: self.dispatch_user_events,
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}
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m[response.channel](response)
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def dispatch_user_events(self, response: bbgo_pb2.SubscribeResponse):
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m = {
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bbgo_pb2.Event.ORDER_SNAPSHOT: self.emit_order_snapshot_event_callbacks,
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bbgo_pb2.Event.ORDER_UPDATE: self.emit_order_update_event_callbacks,
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bbgo_pb2.Event.TRADE_SNAPSHOT: self.emit_trade_snapshot_event_callbacks,
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bbgo_pb2.Event.TRADE_UPDATE: self.emit_trade_update_event_callbacks,
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bbgo_pb2.Event.ACCOUNT_SNAPSHOT: self.emit_account_snapshot_event_callbacks,
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bbgo_pb2.Event.ACCOUNT_UPDATE: self.emit_account_update_event_callbacks,
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}
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m[response.event](response)
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def on_book_event(self, callback: Callable) -> None:
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self.book_event_callbacks.append(callback)
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def emit_book_event_callbacks(self, event) -> None:
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for callback in self.book_event_callbacks:
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callback(event)
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def on_trade_event(self, callback: Callable) -> None:
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self.trade_event_callbacks.append(callback)
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def emit_trade_event_callbacks(self, event) -> None:
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for callback in self.trade_event_callbacks:
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callback(event)
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def on_ticker_event(self, callback: Callable) -> None:
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self.ticker_event_callbacks.append(callback)
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def emit_ticker_event_callbacks(self, event) -> None:
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for callback in self.ticker_event_callbacks:
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callback(event)
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def on_order_snapshot_event(self, callback: Callable) -> None:
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self.order_snapshot_event_callbacks.append(callback)
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def emit_order_snapshot_event_callbacks(self, event) -> None:
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for callback in self.order_snapshot_event_callbacks:
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callback(event)
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def on_order_update_event(self, callback: Callable) -> None:
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self.order_update_event_callbacks.append(callback)
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def emit_order_update_event_callbacks(self, event) -> None:
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for callback in self.order_update_event_callbacks:
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callback(event)
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def on_trade_snapshot_event(self, callback: Callable) -> None:
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self.trade_snapshot_event_callbacks.append(callback)
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def emit_trade_snapshot_event_callbacks(self, event) -> None:
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for callback in self.trade_snapshot_event_callbacks:
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callback(event)
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def on_trade_update_event(self, callback: Callable) -> None:
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self.trade_update_event_callbacks.append(callback)
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def emit_trade_update_event_callbacks(self, event) -> None:
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for callback in self.trade_update_event_callbacks:
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callback(event)
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def on_account_snapshot_event(self, callback: Callable) -> None:
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self.account_snapshot_event_callbacks.append(callback)
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def emit_account_snapshot_event_callbacks(self, event) -> None:
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for callback in self.account_snapshot_event_callbacks:
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callback(event)
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def on_account_update_event(self, callback: Callable) -> None:
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self.account_update_event_callbacks.append(callback)
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def emit_account_update_event_callbacks(self, event) -> None:
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for callback in self.account_update_event_callbacks:
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callback(event)
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