mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-26 08:45:16 +00:00
125 lines
5.1 KiB
Python
125 lines
5.1 KiB
Python
from typing import List
|
|
|
|
import bbgo_pb2
|
|
import bbgo_pb2_grpc
|
|
|
|
|
|
class UserDataService(object):
|
|
|
|
def __init__(self, stub: bbgo_pb2_grpc.UserDataServiceStub):
|
|
self.stub = stub
|
|
|
|
def subscribe_user_data(self):
|
|
return self.stub.SubscribeUserData(bbgo_pb2.Empty())
|
|
|
|
|
|
class MarketService(object):
|
|
|
|
def __init__(self, stub: bbgo_pb2_grpc.MarketDataServiceStub):
|
|
self.stub = stub
|
|
|
|
def subscribe(self, subscriptions: List[bbgo_pb2.Subscription]):
|
|
request = bbgo_pb2.SubscribeRequest(subscriptions=subscriptions)
|
|
request_iter = self.stub.Subscribe(request)
|
|
return request_iter
|
|
|
|
def query_klines(self,
|
|
exchange: str,
|
|
symbol: str,
|
|
limit: int = 30,
|
|
interval: int = 1,
|
|
timestamp: int = None) -> bbgo_pb2.QueryKLinesResponse:
|
|
request = bbgo_pb2.QueryKLinesRequest(exchange=exchange,
|
|
symbol=symbol,
|
|
limit=limit,
|
|
interval=interval,
|
|
timestamp=timestamp)
|
|
|
|
response = self.market_data_stub.QueryKLines(request)
|
|
return response
|
|
|
|
|
|
class TradingService(object):
|
|
|
|
def __init__(self, stub: bbgo_pb2_grpc.TradingServiceStub):
|
|
self.stub = stub
|
|
|
|
def submit_order(self,
|
|
exchange: str,
|
|
symbol: str,
|
|
side: bbgo_pb2.Side,
|
|
quantity: float,
|
|
order_type: bbgo_pb2.OrderType,
|
|
price: float = None,
|
|
stop_price: float = None,
|
|
client_order_id: float = None,
|
|
group_id: float = None) -> bbgo_pb2.Order:
|
|
submit_order = bbgo_pb2.SubmitOrder(exchange=exchange,
|
|
symbol=symbol,
|
|
side=side,
|
|
quantity=quantity,
|
|
order_type=order_type,
|
|
price=price,
|
|
stop_price=stop_price,
|
|
client_order_id=client_order_id,
|
|
group_id=group_id)
|
|
request = bbgo_pb2.SubmitOrderRequest(submit_order=submit_order)
|
|
response = self.stub.SubmitOrder(request)
|
|
return response
|
|
|
|
def cancel_order(self, exchange: str, order_id: int, client_order_id: int = None) -> bbgo_pb2.CancelOrderResponse:
|
|
request = bbgo_pb2.CancelOrderRequest(exchange=exchange, id=order_id, client_order_id=client_order_id)
|
|
response = self.stub.CancelOrder(request)
|
|
return response
|
|
|
|
def query_order(self, order_id: int = None, client_order_id: int = None) -> bbgo_pb2.QueryOrderResponse:
|
|
request = bbgo_pb2.QueryOrderRequest(id=order_id, client_order_id=client_order_id)
|
|
response = self.stub.QueryOrder(request)
|
|
return response
|
|
|
|
def query_orders(self,
|
|
exchange: str,
|
|
symbol: str,
|
|
states: List[str] = None,
|
|
order_by: str = 'asc',
|
|
group_id: int = None,
|
|
pagination: bool = True,
|
|
page: int = 0,
|
|
limit: int = 100,
|
|
offset: int = 0) -> bbgo_pb2.QueryOrdersResponse:
|
|
# set default value to ['wait', 'convert']
|
|
states = states or ['wait', 'convert']
|
|
request = bbgo_pb2.QueryOrdersRequest(exchange=exchange,
|
|
symbol=symbol,
|
|
states=states,
|
|
order_by=order_by,
|
|
group_id=group_id,
|
|
pagination=pagination,
|
|
page=page,
|
|
limit=limit,
|
|
offset=offset)
|
|
|
|
reponse = self.stub.QueryOrders(request)
|
|
return reponse
|
|
|
|
def query_trades(self,
|
|
exchange: str,
|
|
symbol: str,
|
|
timestamp: int,
|
|
order_by: str = 'asc',
|
|
pagination: bool = True,
|
|
page: int = 1,
|
|
limit: int = 100,
|
|
offset: int = 0) -> bbgo_pb2.QueryTradesResponse:
|
|
|
|
request = bbgo_pb2.QueryTradesRequest(exchange=exchange,
|
|
symbol=symbol,
|
|
timestamp=timestamp,
|
|
order_by=order_by,
|
|
pagination=pagination,
|
|
page=page,
|
|
limit=limit,
|
|
offset=offset)
|
|
response = self.stub.QueryTrades(request)
|
|
return response
|