bbgo_origin/python/README.md
2022-03-15 22:10:39 +08:00

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# pybbgo
## Installation
```sh
cd <path/to/bbgo/python>
pip install .
```
## Usage
### Stream
```python
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()
```