mirror of
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105 lines
4.6 KiB
Python
105 lines
4.6 KiB
Python
from typing import List
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from . import bbgo_pb2
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from .utils import create_stub
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class BBGO(object):
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def __init__(self, host: str, port: int):
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self.stub = create_stub(host, port)
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def submit_order(self,
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exchange: str,
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symbol: str,
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side: bbgo_pb2.Side,
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quantity: float,
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order_type: bbgo_pb2.OrderType,
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price: float = None,
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stop_price: float = None,
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client_order_id: float = None,
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group_id: float = None) -> bbgo_pb2.Order:
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submit_order = bbgo_pb2.SubmitOrder(exchange=exchange,
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symbol=symbol,
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side=side,
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quantity=quantity,
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order_type=order_type,
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price=price,
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stop_price=stop_price,
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client_order_id=client_order_id,
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group_id=group_id)
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request = bbgo_pb2.SubmitOrderRequest(submit_order=submit_order)
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response = self.stub.SubmitOrder(request)
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return response
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def cancel_order(self, exchange: str, order_id: int, client_order_id: int = None) -> bbgo_pb2.CancelOrderResponse:
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request = bbgo_pb2.CancelOrderRequest(exchange=exchange, id=order_id, client_order_id=client_order_id)
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response = self.stub.CancelOrder(request)
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return response
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def query_order(self, order_id: int = None, client_order_id: int = None) -> bbgo_pb2.QueryOrderResponse:
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request = bbgo_pb2.QueryOrderRequest(id=order_id, client_order_id=client_order_id)
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response = self.stub.QueryOrder(request)
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return response
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def query_orders(self,
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exchange: str,
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symbol: str,
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states: List[str] = None,
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order_by: str = 'asc',
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group_id: int = None,
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pagination: bool = True,
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page: int = 0,
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limit: int = 100,
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offset: int = 0) -> bbgo_pb2.QueryOrdersResponse:
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# set default value to ['wait', 'convert']
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states = states or ['wait', 'convert']
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request = bbgo_pb2.QueryOrdersRequest(exchange=exchange,
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symbol=symbol,
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states=states,
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order_by=order_by,
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group_id=group_id,
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pagination=pagination,
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page=page,
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limit=limit,
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offset=offset)
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reponse = self.stub.QueryOrders(request)
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return reponse
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def query_trades(self,
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exchange: str,
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symbol: str,
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timestamp: int,
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order_by: str = 'asc',
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pagination: bool = True,
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page: int = 1,
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limit: int = 100,
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offset: int = 0) -> bbgo_pb2.QueryTradesResponse:
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request = bbgo_pb2.QueryTradesRequest(exchange=exchange,
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symbol=symbol,
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timestamp=timestamp,
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order_by=order_by,
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pagination=pagination,
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page=page,
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limit=limit,
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offset=offset)
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response = self.stub.QueryTrades(request)
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return response
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def query_klines(self,
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exchange: str,
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symbol: str,
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limit: int = 30,
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interval: int = 1,
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timestamp: int = None) -> bbgo_pb2.QueryKLinesResponse:
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request = bbgo_pb2.QueryKLinesRequest(exchange=exchange,
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symbol=symbol,
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limit=limit,
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interval=interval,
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timestamp=timestamp)
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response = self.stub.QueryKLines(request)
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return response
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