grpc: separate market data message and user data message

SynapticDreams · Apr 13, 2022 · 8e81716 · 8e81716
1 parent ec6a94e
commit 8e81716
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Showing 5 changed files with 770 additions and 647 deletions.
diff --git a/pkg/grpc/convert.go b/pkg/grpc/convert.go
@@ -49,8 +49,8 @@ func transPriceVolume(srcPvs types.PriceVolumeSlice) (pvs []*pb.PriceVolume) {
 	return pvs
 }
 
-func transBook(session *bbgo.ExchangeSession, book types.SliceOrderBook, event pb.Event) *pb.SubscribeResponse {
-	return &pb.SubscribeResponse{
+func transBook(session *bbgo.ExchangeSession, book types.SliceOrderBook, event pb.Event) *pb.MarketData {
+	return &pb.MarketData{
 		Session:  session.Name,
 		Exchange: session.ExchangeName.String(),
 		Symbol:   book.Symbol,
@@ -65,8 +65,8 @@ func transBook(session *bbgo.ExchangeSession, book types.SliceOrderBook, event p
 	}
 }
 
-func transMarketTrade(session *bbgo.ExchangeSession, marketTrade types.Trade) *pb.SubscribeResponse {
-	return &pb.SubscribeResponse{
+func transMarketTrade(session *bbgo.ExchangeSession, marketTrade types.Trade) *pb.MarketData {
+	return &pb.MarketData{
 		Session:  session.Name,
 		Exchange: session.ExchangeName.String(),
 		Symbol:   marketTrade.Symbol,
@@ -100,27 +100,31 @@ func transSide(side types.SideType) pb.Side {
 	return pb.Side_SELL
 }
 
-func transKLine(session *bbgo.ExchangeSession, kline types.KLine) *pb.SubscribeResponse {
-	return &pb.SubscribeResponse{
-		Session:  session.Name,
-		Exchange: kline.Exchange.String(),
-		Symbol:   kline.Symbol,
-		Channel:  pb.Channel_KLINE,
-		Event:    pb.Event_UPDATE,
-		Kline: &pb.KLine{
-			Session:     session.Name,
-			Exchange:    kline.Exchange.String(),
-			Symbol:      kline.Symbol,
-			Open:        kline.Open.String(),
-			High:        kline.High.String(),
-			Low:         kline.Low.String(),
-			Close:       kline.Close.String(),
-			Volume:      kline.Volume.String(),
-			QuoteVolume: kline.QuoteVolume.String(),
-			StartTime:   kline.StartTime.UnixMilli(),
-			EndTime:     kline.StartTime.UnixMilli(),
-			Closed:      kline.Closed,
-		},
+func transKLine(session *bbgo.ExchangeSession, kline types.KLine) *pb.KLine {
+	return &pb.KLine{
+		Session:     session.Name,
+		Exchange:    kline.Exchange.String(),
+		Symbol:      kline.Symbol,
+		Open:        kline.Open.String(),
+		High:        kline.High.String(),
+		Low:         kline.Low.String(),
+		Close:       kline.Close.String(),
+		Volume:      kline.Volume.String(),
+		QuoteVolume: kline.QuoteVolume.String(),
+		StartTime:   kline.StartTime.UnixMilli(),
+		EndTime:     kline.StartTime.UnixMilli(),
+		Closed:      kline.Closed,
+	}
+}
+
+func transKLineResponse(session *bbgo.ExchangeSession, kline types.KLine) *pb.MarketData {
+	return &pb.MarketData{
+		Session:      session.Name,
+		Exchange:     kline.Exchange.String(),
+		Symbol:       kline.Symbol,
+		Channel:      pb.Channel_KLINE,
+		Event:        pb.Event_UPDATE,
+		Kline:        transKLine(session, kline),
 		SubscribedAt: 0,
 	}
 }
diff --git a/pkg/grpc/server.go b/pkg/grpc/server.go
@@ -22,6 +22,11 @@ type Server struct {
 	Trader  *bbgo.Trader
 
 	pb.UnimplementedMarketDataServiceServer
+	pb.UnimplementedUserDataServiceServer
+}
+
+func (s *Server) SubscribeUserData(empty *pb.Empty, server pb.UserDataService_SubscribeServer) error {
+	return nil
 }
 
 func (s *Server) Subscribe(request *pb.SubscribeRequest, server pb.MarketDataService_SubscribeServer) error {
@@ -73,7 +78,7 @@ func (s *Server) Subscribe(request *pb.SubscribeRequest, server pb.MarketDataSer
 			}
 		})
 		stream.OnKLineClosed(func(kline types.KLine) {
-			err := server.Send(transKLine(session, kline))
+			err := server.Send(transKLineResponse(session, kline))
 			if err != nil {
 				log.WithError(err).Error("grpc stream send error")
 			}
@@ -132,19 +137,7 @@ func (s *Server) QueryKLines(ctx context.Context, request *pb.QueryKLinesRequest
 			}
 
 			for _, kline := range klines {
-				response.Klines = append(response.Klines, &pb.KLine{
-					Exchange:    kline.Exchange.String(),
-					Symbol:      kline.Symbol,
-					Open:        kline.Open.String(),
-					High:        kline.High.String(),
-					Low:         kline.Low.String(),
-					Close:       kline.Close.String(),
-					Volume:      kline.Volume.String(),
-					QuoteVolume: kline.QuoteVolume.String(),
-					Closed:      kline.Closed,
-					StartTime:   kline.StartTime.UnixMilli(),
-					EndTime:     kline.EndTime.UnixMilli(),
-				})
+				response.Klines = append(response.Klines, transKLine(session, kline))
 			}
 
 			return response, nil