python: add enum and data classess

python/bbgo/__init__.py

@@ -1,3 +1,4 @@
+from . import enums
 from .services import MarketService
 from .services import TradingService
 from .services import UserDataService

python/bbgo/data/__init__.py

@@ -0,0 +1,3 @@
+from .balance import Balance
+from .kline import KLine
+from .order import Order

python/bbgo/data/balance.py

@@ -0,0 +1,9 @@
+from dataclasses import dataclass
+
+
+@dataclass
+class Balance:
+    exchange: str
+    currency: str
+    available: float
+    locked: float

python/bbgo/data/kline.py

@@ -0,0 +1,18 @@
+from dataclasses import dataclass
+from datetime import datetime
+
+
+@dataclass
+class KLine:
+    exchange: str
+    symbol: str
+    open: float
+    high: float
+    low: float
+    close: float
+    volume: float
+    session: str = None
+    start_time: datetime = None
+    end_time: datetime = None
+    quote_volume: float = None
+    closed: bool = None

python/bbgo/data/order.py

@@ -0,0 +1,24 @@
+from dataclasses import dataclass
+from datetime import datetime
+
+from ..enums import OrderType
+from ..enums import SideType
+
+
+@dataclass
+class Order:
+    order_id: str
+    side: SideType
+    order_type: OrderType
+    price: float
+    stop_price: float
+    average_price: float
+    status: str
+    market: str
+    created_at: datetime
+    volume: float
+    remaining_volume: float
+    executed_volume: float
+    trade_count: int
+    client_order_id: str
+    group_id: str

python/bbgo/enums/__init__.py

@@ -0,0 +1,4 @@
+from .channel_type import ChannelType
+from .event_type import EventType
+from .order_type import OrderType
+from .side_type import SideType

python/bbgo/enums/channel_type.py

@@ -0,0 +1,9 @@
+from enum import Enum
+
+
+class ChannelType(Enum):
+    BOOK = 'book'
+    TRADE = 'trade'
+    TICKER = 'ticker'
+    USER = 'user'
+    KLINE = 'kline'

python/bbgo/enums/event_type.py

@@ -0,0 +1,16 @@
+from enum import Enum
+
+
+class EventType(Enum):
+    ERROR = 'error'
+    SUBSCRIBED = 'subscribed'
+    UNSUBSCRIBED = 'unsubscribed'
+    AUTHENTICATED = 'authenticated'
+    SNAPSHOT = 'snapshot'
+    UPDATE = 'update'
+    ORDER_SNAPSHOT = 'order_snapshot'
+    ORDER_UPDATE = 'order_update'
+    TRADE_SNAPSHOT = 'trade_snapshot'
+    TRADE_UPDATE = 'trade_update'
+    ACCOUNT_SNAPSHOT = 'account_snapshot'
+    ACCOUNT_UPDATE = 'account_update'

python/bbgo/enums/order_type.py

@@ -0,0 +1,10 @@
+from enum import Enum
+
+
+class OrderType(Enum):
+    MARKET = 'market'
+    LIMIT = 'limit'
+    STOP_MARKET = 'stop_market'
+    STOP_LIMIT = 'stop_limit'
+    POST_ONLY = 'post_only'
+    IOC_LIMIT = 'ioc_limit'

python/bbgo/enums/side_type.py

@@ -0,0 +1,6 @@
+from enum import Enum
+
+
+class SideType(Enum):
+    BUY = 'buy'
+    SELL = 'sell'