add order book endpoint

This commit is contained in:
Asim Aslam
2021-06-29 12:18:50 +01:00
parent 6b88ce5b3e
commit 6120c1b5ba
7 changed files with 545 additions and 112 deletions

View File

@@ -1,2 +1,3 @@
package main
//go:generate make proto

View File

@@ -25,6 +25,20 @@ type Stock struct {
Cache *cache.Cache
}
type OrderBook struct {
Symbol string
Results []*Order
}
type Order struct {
Symbol string
Ask float64
Bid float64
Asize int32
Bsize int32
T int64
}
type Quote struct {
Symbol string
Ask float64
@@ -44,6 +58,63 @@ type History struct {
From string
}
func (s *Stock) OrderBook(ctx context.Context, req *pb.OrderBookRequest, rsp *pb.OrderBookResponse) error {
if len(req.Stock) <= 0 || len(req.Stock) > 5 {
return errors.BadRequest("stock.orderbook", "invalid symbol")
}
if len(req.Date) == 0 {
return errors.BadRequest("stock.orderbook", "missing date")
}
if req.Limit <= 0 {
req.Limit = 25
}
uri := fmt.Sprintf("%shistory/stock/all?apikey=%s&stock=%s&date=%s&limit=%d", s.Api, s.Key, req.Stock, req.Date, req.Limit)
if req.Start > 0 {
uri = fmt.Sprintf("%s&ts=%d", uri, req.Start)
}
if req.End > 0 {
uri = fmt.Sprintf("%s&te=%d", uri, req.End)
}
resp, err := http.Get(uri)
if err != nil {
logger.Errorf("Failed to get orderbook: %v\n", err)
return errors.InternalServerError("stock.orderbook", "failed to get orderbook")
}
defer resp.Body.Close()
b, _ := ioutil.ReadAll(resp.Body)
if resp.StatusCode != 200 {
logger.Errorf("Failed to get orderbook (non 200): %d %v\n", resp.StatusCode, string(b))
return errors.InternalServerError("stock.orderbook", "failed to get orderbook")
}
var respBody OrderBook
if err := json.Unmarshal(b, &respBody); err != nil {
logger.Errorf("Failed to unmarshal orderbook: %v\n", err)
return errors.InternalServerError("stock.orderbook", "failed to get orderbook")
}
rsp.Symbol = respBody.Symbol
rsp.Date = req.Date
for _, result := range respBody.Results {
rsp.Orders = append(rsp.Orders, &pb.Order{
AskPrice: result.Ask,
BidPrice: result.Bid,
AskSize: result.Asize,
BidSize: result.Bsize,
Timestamp: time.Unix(0, result.T).UTC().Format(time.RFC3339Nano),
})
}
return nil
}
func (s *Stock) History(ctx context.Context, req *pb.HistoryRequest, rsp *pb.HistoryResponse) error {
if len(req.Stock) <= 0 || len(req.Stock) > 5 {
return errors.BadRequest("stock.history", "invalid symbol")
@@ -85,6 +156,7 @@ func (s *Stock) History(ctx context.Context, req *pb.HistoryRequest, rsp *pb.His
rsp.Volume = respBody.Volume
return nil
}
func (s *Stock) Quote(ctx context.Context, req *pb.QuoteRequest, rsp *pb.QuoteResponse) error {
if len(req.Symbol) <= 0 || len(req.Symbol) > 5 {
return errors.BadRequest("stock.quote", "invalid symbol")

View File

@@ -6,10 +6,10 @@ import (
"github.com/micro/services/stock/handler"
pb "github.com/micro/services/stock/proto"
"github.com/patrickmn/go-cache"
"github.com/micro/micro/v3/service"
"github.com/micro/micro/v3/service/config"
"github.com/micro/micro/v3/service/logger"
"github.com/patrickmn/go-cache"
)
func main() {
@@ -19,29 +19,29 @@ func main() {
service.Version("latest"),
)
v, err := config.Get("finage.api")
if err != nil {
logger.Fatalf("finage.api config not found: %v", err)
}
api := v.String("")
if len(api) == 0 {
logger.Fatal("finage.api config not found")
}
v, err = config.Get("finage.key")
if err != nil {
logger.Fatalf("finage.key config not found: %v", err)
}
key := v.String("")
if len(key) == 0 {
logger.Fatal("finage.key config not found")
}
v, err := config.Get("finage.api")
if err != nil {
logger.Fatalf("finage.api config not found: %v", err)
}
api := v.String("")
if len(api) == 0 {
logger.Fatal("finage.api config not found")
}
v, err = config.Get("finage.key")
if err != nil {
logger.Fatalf("finage.key config not found: %v", err)
}
key := v.String("")
if len(key) == 0 {
logger.Fatal("finage.key config not found")
}
// Register handler
pb.RegisterStockHandler(srv.Server(), &handler.Stock{
Api: api,
Key: key,
// Register handler
pb.RegisterStockHandler(srv.Server(), &handler.Stock{
Api: api,
Key: key,
Cache: cache.New(5*time.Minute, 10*time.Minute),
})
})
// Run service
if err := srv.Run(); err != nil {

View File

@@ -20,6 +20,241 @@ const (
_ = protoimpl.EnforceVersion(protoimpl.MaxVersion - 20)
)
type Order struct {
state protoimpl.MessageState
sizeCache protoimpl.SizeCache
unknownFields protoimpl.UnknownFields
// the asking price
AskPrice float64 `protobuf:"fixed64,2,opt,name=ask_price,json=askPrice,proto3" json:"ask_price,omitempty"`
// the bidding price
BidPrice float64 `protobuf:"fixed64,3,opt,name=bid_price,json=bidPrice,proto3" json:"bid_price,omitempty"`
// the ask size
AskSize int32 `protobuf:"varint,4,opt,name=ask_size,json=askSize,proto3" json:"ask_size,omitempty"`
// the bid size
BidSize int32 `protobuf:"varint,5,opt,name=bid_size,json=bidSize,proto3" json:"bid_size,omitempty"`
// the UTC timestamp of the quote
Timestamp string `protobuf:"bytes,6,opt,name=timestamp,proto3" json:"timestamp,omitempty"`
}
func (x *Order) Reset() {
*x = Order{}
if protoimpl.UnsafeEnabled {
mi := &file_proto_stock_proto_msgTypes[0]
ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
ms.StoreMessageInfo(mi)
}
}
func (x *Order) String() string {
return protoimpl.X.MessageStringOf(x)
}
func (*Order) ProtoMessage() {}
func (x *Order) ProtoReflect() protoreflect.Message {
mi := &file_proto_stock_proto_msgTypes[0]
if protoimpl.UnsafeEnabled && x != nil {
ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
if ms.LoadMessageInfo() == nil {
ms.StoreMessageInfo(mi)
}
return ms
}
return mi.MessageOf(x)
}
// Deprecated: Use Order.ProtoReflect.Descriptor instead.
func (*Order) Descriptor() ([]byte, []int) {
return file_proto_stock_proto_rawDescGZIP(), []int{0}
}
func (x *Order) GetAskPrice() float64 {
if x != nil {
return x.AskPrice
}
return 0
}
func (x *Order) GetBidPrice() float64 {
if x != nil {
return x.BidPrice
}
return 0
}
func (x *Order) GetAskSize() int32 {
if x != nil {
return x.AskSize
}
return 0
}
func (x *Order) GetBidSize() int32 {
if x != nil {
return x.BidSize
}
return 0
}
func (x *Order) GetTimestamp() string {
if x != nil {
return x.Timestamp
}
return ""
}
// Get the historic order book and each trade by timestamp
type OrderBookRequest struct {
state protoimpl.MessageState
sizeCache protoimpl.SizeCache
unknownFields protoimpl.UnknownFields
// stock to retrieve e.g AAPL
Stock string `protobuf:"bytes,1,opt,name=stock,proto3" json:"stock,omitempty"`
// the date in format YYYY-MM-dd
Date string `protobuf:"bytes,2,opt,name=date,proto3" json:"date,omitempty"`
// optional nanosecond timestamp start
Start int64 `protobuf:"varint,3,opt,name=start,proto3" json:"start,omitempty"`
// optional nanosecond timestamp end
End int64 `protobuf:"varint,4,opt,name=end,proto3" json:"end,omitempty"`
// limit number of prices
Limit int32 `protobuf:"varint,5,opt,name=limit,proto3" json:"limit,omitempty"`
}
func (x *OrderBookRequest) Reset() {
*x = OrderBookRequest{}
if protoimpl.UnsafeEnabled {
mi := &file_proto_stock_proto_msgTypes[1]
ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
ms.StoreMessageInfo(mi)
}
}
func (x *OrderBookRequest) String() string {
return protoimpl.X.MessageStringOf(x)
}
func (*OrderBookRequest) ProtoMessage() {}
func (x *OrderBookRequest) ProtoReflect() protoreflect.Message {
mi := &file_proto_stock_proto_msgTypes[1]
if protoimpl.UnsafeEnabled && x != nil {
ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
if ms.LoadMessageInfo() == nil {
ms.StoreMessageInfo(mi)
}
return ms
}
return mi.MessageOf(x)
}
// Deprecated: Use OrderBookRequest.ProtoReflect.Descriptor instead.
func (*OrderBookRequest) Descriptor() ([]byte, []int) {
return file_proto_stock_proto_rawDescGZIP(), []int{1}
}
func (x *OrderBookRequest) GetStock() string {
if x != nil {
return x.Stock
}
return ""
}
func (x *OrderBookRequest) GetDate() string {
if x != nil {
return x.Date
}
return ""
}
func (x *OrderBookRequest) GetStart() int64 {
if x != nil {
return x.Start
}
return 0
}
func (x *OrderBookRequest) GetEnd() int64 {
if x != nil {
return x.End
}
return 0
}
func (x *OrderBookRequest) GetLimit() int32 {
if x != nil {
return x.Limit
}
return 0
}
type OrderBookResponse struct {
state protoimpl.MessageState
sizeCache protoimpl.SizeCache
unknownFields protoimpl.UnknownFields
// the stock symbol
Symbol string `protobuf:"bytes,1,opt,name=symbol,proto3" json:"symbol,omitempty"`
// date of the request
Date string `protobuf:"bytes,2,opt,name=date,proto3" json:"date,omitempty"`
// list of orders
Orders []*Order `protobuf:"bytes,3,rep,name=orders,proto3" json:"orders,omitempty"`
}
func (x *OrderBookResponse) Reset() {
*x = OrderBookResponse{}
if protoimpl.UnsafeEnabled {
mi := &file_proto_stock_proto_msgTypes[2]
ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
ms.StoreMessageInfo(mi)
}
}
func (x *OrderBookResponse) String() string {
return protoimpl.X.MessageStringOf(x)
}
func (*OrderBookResponse) ProtoMessage() {}
func (x *OrderBookResponse) ProtoReflect() protoreflect.Message {
mi := &file_proto_stock_proto_msgTypes[2]
if protoimpl.UnsafeEnabled && x != nil {
ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
if ms.LoadMessageInfo() == nil {
ms.StoreMessageInfo(mi)
}
return ms
}
return mi.MessageOf(x)
}
// Deprecated: Use OrderBookResponse.ProtoReflect.Descriptor instead.
func (*OrderBookResponse) Descriptor() ([]byte, []int) {
return file_proto_stock_proto_rawDescGZIP(), []int{2}
}
func (x *OrderBookResponse) GetSymbol() string {
if x != nil {
return x.Symbol
}
return ""
}
func (x *OrderBookResponse) GetDate() string {
if x != nil {
return x.Date
}
return ""
}
func (x *OrderBookResponse) GetOrders() []*Order {
if x != nil {
return x.Orders
}
return nil
}
// Get the last price for a given stock ticker
type PriceRequest struct {
state protoimpl.MessageState
@@ -33,7 +268,7 @@ type PriceRequest struct {
func (x *PriceRequest) Reset() {
*x = PriceRequest{}
if protoimpl.UnsafeEnabled {
mi := &file_proto_stock_proto_msgTypes[0]
mi := &file_proto_stock_proto_msgTypes[3]
ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
ms.StoreMessageInfo(mi)
}
@@ -46,7 +281,7 @@ func (x *PriceRequest) String() string {
func (*PriceRequest) ProtoMessage() {}
func (x *PriceRequest) ProtoReflect() protoreflect.Message {
mi := &file_proto_stock_proto_msgTypes[0]
mi := &file_proto_stock_proto_msgTypes[3]
if protoimpl.UnsafeEnabled && x != nil {
ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
if ms.LoadMessageInfo() == nil {
@@ -59,7 +294,7 @@ func (x *PriceRequest) ProtoReflect() protoreflect.Message {
// Deprecated: Use PriceRequest.ProtoReflect.Descriptor instead.
func (*PriceRequest) Descriptor() ([]byte, []int) {
return file_proto_stock_proto_rawDescGZIP(), []int{0}
return file_proto_stock_proto_rawDescGZIP(), []int{3}
}
func (x *PriceRequest) GetSymbol() string {
@@ -83,7 +318,7 @@ type PriceResponse struct {
func (x *PriceResponse) Reset() {
*x = PriceResponse{}
if protoimpl.UnsafeEnabled {
mi := &file_proto_stock_proto_msgTypes[1]
mi := &file_proto_stock_proto_msgTypes[4]
ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
ms.StoreMessageInfo(mi)
}
@@ -96,7 +331,7 @@ func (x *PriceResponse) String() string {
func (*PriceResponse) ProtoMessage() {}
func (x *PriceResponse) ProtoReflect() protoreflect.Message {
mi := &file_proto_stock_proto_msgTypes[1]
mi := &file_proto_stock_proto_msgTypes[4]
if protoimpl.UnsafeEnabled && x != nil {
ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
if ms.LoadMessageInfo() == nil {
@@ -109,7 +344,7 @@ func (x *PriceResponse) ProtoReflect() protoreflect.Message {
// Deprecated: Use PriceResponse.ProtoReflect.Descriptor instead.
func (*PriceResponse) Descriptor() ([]byte, []int) {
return file_proto_stock_proto_rawDescGZIP(), []int{1}
return file_proto_stock_proto_rawDescGZIP(), []int{4}
}
func (x *PriceResponse) GetSymbol() string {
@@ -139,7 +374,7 @@ type QuoteRequest struct {
func (x *QuoteRequest) Reset() {
*x = QuoteRequest{}
if protoimpl.UnsafeEnabled {
mi := &file_proto_stock_proto_msgTypes[2]
mi := &file_proto_stock_proto_msgTypes[5]
ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
ms.StoreMessageInfo(mi)
}
@@ -152,7 +387,7 @@ func (x *QuoteRequest) String() string {
func (*QuoteRequest) ProtoMessage() {}
func (x *QuoteRequest) ProtoReflect() protoreflect.Message {
mi := &file_proto_stock_proto_msgTypes[2]
mi := &file_proto_stock_proto_msgTypes[5]
if protoimpl.UnsafeEnabled && x != nil {
ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
if ms.LoadMessageInfo() == nil {
@@ -165,7 +400,7 @@ func (x *QuoteRequest) ProtoReflect() protoreflect.Message {
// Deprecated: Use QuoteRequest.ProtoReflect.Descriptor instead.
func (*QuoteRequest) Descriptor() ([]byte, []int) {
return file_proto_stock_proto_rawDescGZIP(), []int{2}
return file_proto_stock_proto_rawDescGZIP(), []int{5}
}
func (x *QuoteRequest) GetSymbol() string {
@@ -197,7 +432,7 @@ type QuoteResponse struct {
func (x *QuoteResponse) Reset() {
*x = QuoteResponse{}
if protoimpl.UnsafeEnabled {
mi := &file_proto_stock_proto_msgTypes[3]
mi := &file_proto_stock_proto_msgTypes[6]
ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
ms.StoreMessageInfo(mi)
}
@@ -210,7 +445,7 @@ func (x *QuoteResponse) String() string {
func (*QuoteResponse) ProtoMessage() {}
func (x *QuoteResponse) ProtoReflect() protoreflect.Message {
mi := &file_proto_stock_proto_msgTypes[3]
mi := &file_proto_stock_proto_msgTypes[6]
if protoimpl.UnsafeEnabled && x != nil {
ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
if ms.LoadMessageInfo() == nil {
@@ -223,7 +458,7 @@ func (x *QuoteResponse) ProtoReflect() protoreflect.Message {
// Deprecated: Use QuoteResponse.ProtoReflect.Descriptor instead.
func (*QuoteResponse) Descriptor() ([]byte, []int) {
return file_proto_stock_proto_rawDescGZIP(), []int{3}
return file_proto_stock_proto_rawDescGZIP(), []int{6}
}
func (x *QuoteResponse) GetSymbol() string {
@@ -283,7 +518,7 @@ type HistoryRequest struct {
func (x *HistoryRequest) Reset() {
*x = HistoryRequest{}
if protoimpl.UnsafeEnabled {
mi := &file_proto_stock_proto_msgTypes[4]
mi := &file_proto_stock_proto_msgTypes[7]
ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
ms.StoreMessageInfo(mi)
}
@@ -296,7 +531,7 @@ func (x *HistoryRequest) String() string {
func (*HistoryRequest) ProtoMessage() {}
func (x *HistoryRequest) ProtoReflect() protoreflect.Message {
mi := &file_proto_stock_proto_msgTypes[4]
mi := &file_proto_stock_proto_msgTypes[7]
if protoimpl.UnsafeEnabled && x != nil {
ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
if ms.LoadMessageInfo() == nil {
@@ -309,7 +544,7 @@ func (x *HistoryRequest) ProtoReflect() protoreflect.Message {
// Deprecated: Use HistoryRequest.ProtoReflect.Descriptor instead.
func (*HistoryRequest) Descriptor() ([]byte, []int) {
return file_proto_stock_proto_rawDescGZIP(), []int{4}
return file_proto_stock_proto_rawDescGZIP(), []int{7}
}
func (x *HistoryRequest) GetStock() string {
@@ -350,7 +585,7 @@ type HistoryResponse struct {
func (x *HistoryResponse) Reset() {
*x = HistoryResponse{}
if protoimpl.UnsafeEnabled {
mi := &file_proto_stock_proto_msgTypes[5]
mi := &file_proto_stock_proto_msgTypes[8]
ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
ms.StoreMessageInfo(mi)
}
@@ -363,7 +598,7 @@ func (x *HistoryResponse) String() string {
func (*HistoryResponse) ProtoMessage() {}
func (x *HistoryResponse) ProtoReflect() protoreflect.Message {
mi := &file_proto_stock_proto_msgTypes[5]
mi := &file_proto_stock_proto_msgTypes[8]
if protoimpl.UnsafeEnabled && x != nil {
ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
if ms.LoadMessageInfo() == nil {
@@ -376,7 +611,7 @@ func (x *HistoryResponse) ProtoReflect() protoreflect.Message {
// Deprecated: Use HistoryResponse.ProtoReflect.Descriptor instead.
func (*HistoryResponse) Descriptor() ([]byte, []int) {
return file_proto_stock_proto_rawDescGZIP(), []int{5}
return file_proto_stock_proto_rawDescGZIP(), []int{8}
}
func (x *HistoryResponse) GetSymbol() string {
@@ -432,54 +667,82 @@ var File_proto_stock_proto protoreflect.FileDescriptor
var file_proto_stock_proto_rawDesc = []byte{
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}
var (
@@ -494,27 +757,33 @@ func file_proto_stock_proto_rawDescGZIP() []byte {
return file_proto_stock_proto_rawDescData
}
var file_proto_stock_proto_msgTypes = make([]protoimpl.MessageInfo, 6)
var file_proto_stock_proto_msgTypes = make([]protoimpl.MessageInfo, 9)
var file_proto_stock_proto_goTypes = []interface{}{
(*PriceRequest)(nil), // 0: stock.PriceRequest
(*PriceResponse)(nil), // 1: stock.PriceResponse
(*QuoteRequest)(nil), // 2: stock.QuoteRequest
(*QuoteResponse)(nil), // 3: stock.QuoteResponse
(*HistoryRequest)(nil), // 4: stock.HistoryRequest
(*HistoryResponse)(nil), // 5: stock.HistoryResponse
(*Order)(nil), // 0: stock.Order
(*OrderBookRequest)(nil), // 1: stock.OrderBookRequest
(*OrderBookResponse)(nil), // 2: stock.OrderBookResponse
(*PriceRequest)(nil), // 3: stock.PriceRequest
(*PriceResponse)(nil), // 4: stock.PriceResponse
(*QuoteRequest)(nil), // 5: stock.QuoteRequest
(*QuoteResponse)(nil), // 6: stock.QuoteResponse
(*HistoryRequest)(nil), // 7: stock.HistoryRequest
(*HistoryResponse)(nil), // 8: stock.HistoryResponse
}
var file_proto_stock_proto_depIdxs = []int32{
2, // 0: stock.Stock.Quote:input_type -> stock.QuoteRequest
0, // 1: stock.Stock.Price:input_type -> stock.PriceRequest
4, // 2: stock.Stock.History:input_type -> stock.HistoryRequest
3, // 3: stock.Stock.Quote:output_type -> stock.QuoteResponse
1, // 4: stock.Stock.Price:output_type -> stock.PriceResponse
5, // 5: stock.Stock.History:output_type -> stock.HistoryResponse
3, // [3:6] is the sub-list for method output_type
0, // [0:3] is the sub-list for method input_type
0, // [0:0] is the sub-list for extension type_name
0, // [0:0] is the sub-list for extension extendee
0, // [0:0] is the sub-list for field type_name
0, // 0: stock.OrderBookResponse.orders:type_name -> stock.Order
5, // 1: stock.Stock.Quote:input_type -> stock.QuoteRequest
3, // 2: stock.Stock.Price:input_type -> stock.PriceRequest
7, // 3: stock.Stock.History:input_type -> stock.HistoryRequest
1, // 4: stock.Stock.OrderBook:input_type -> stock.OrderBookRequest
6, // 5: stock.Stock.Quote:output_type -> stock.QuoteResponse
4, // 6: stock.Stock.Price:output_type -> stock.PriceResponse
8, // 7: stock.Stock.History:output_type -> stock.HistoryResponse
2, // 8: stock.Stock.OrderBook:output_type -> stock.OrderBookResponse
5, // [5:9] is the sub-list for method output_type
1, // [1:5] is the sub-list for method input_type
1, // [1:1] is the sub-list for extension type_name
1, // [1:1] is the sub-list for extension extendee
0, // [0:1] is the sub-list for field type_name
}
func init() { file_proto_stock_proto_init() }
@@ -524,7 +793,7 @@ func file_proto_stock_proto_init() {
}
if !protoimpl.UnsafeEnabled {
file_proto_stock_proto_msgTypes[0].Exporter = func(v interface{}, i int) interface{} {
switch v := v.(*PriceRequest); i {
switch v := v.(*Order); i {
case 0:
return &v.state
case 1:
@@ -536,7 +805,7 @@ func file_proto_stock_proto_init() {
}
}
file_proto_stock_proto_msgTypes[1].Exporter = func(v interface{}, i int) interface{} {
switch v := v.(*PriceResponse); i {
switch v := v.(*OrderBookRequest); i {
case 0:
return &v.state
case 1:
@@ -548,7 +817,7 @@ func file_proto_stock_proto_init() {
}
}
file_proto_stock_proto_msgTypes[2].Exporter = func(v interface{}, i int) interface{} {
switch v := v.(*QuoteRequest); i {
switch v := v.(*OrderBookResponse); i {
case 0:
return &v.state
case 1:
@@ -560,7 +829,7 @@ func file_proto_stock_proto_init() {
}
}
file_proto_stock_proto_msgTypes[3].Exporter = func(v interface{}, i int) interface{} {
switch v := v.(*QuoteResponse); i {
switch v := v.(*PriceRequest); i {
case 0:
return &v.state
case 1:
@@ -572,7 +841,7 @@ func file_proto_stock_proto_init() {
}
}
file_proto_stock_proto_msgTypes[4].Exporter = func(v interface{}, i int) interface{} {
switch v := v.(*HistoryRequest); i {
switch v := v.(*PriceResponse); i {
case 0:
return &v.state
case 1:
@@ -584,6 +853,42 @@ func file_proto_stock_proto_init() {
}
}
file_proto_stock_proto_msgTypes[5].Exporter = func(v interface{}, i int) interface{} {
switch v := v.(*QuoteRequest); i {
case 0:
return &v.state
case 1:
return &v.sizeCache
case 2:
return &v.unknownFields
default:
return nil
}
}
file_proto_stock_proto_msgTypes[6].Exporter = func(v interface{}, i int) interface{} {
switch v := v.(*QuoteResponse); i {
case 0:
return &v.state
case 1:
return &v.sizeCache
case 2:
return &v.unknownFields
default:
return nil
}
}
file_proto_stock_proto_msgTypes[7].Exporter = func(v interface{}, i int) interface{} {
switch v := v.(*HistoryRequest); i {
case 0:
return &v.state
case 1:
return &v.sizeCache
case 2:
return &v.unknownFields
default:
return nil
}
}
file_proto_stock_proto_msgTypes[8].Exporter = func(v interface{}, i int) interface{} {
switch v := v.(*HistoryResponse); i {
case 0:
return &v.state
@@ -602,7 +907,7 @@ func file_proto_stock_proto_init() {
GoPackagePath: reflect.TypeOf(x{}).PkgPath(),
RawDescriptor: file_proto_stock_proto_rawDesc,
NumEnums: 0,
NumMessages: 6,
NumMessages: 9,
NumExtensions: 0,
NumServices: 1,
},

View File

@@ -45,6 +45,7 @@ type StockService interface {
Quote(ctx context.Context, in *QuoteRequest, opts ...client.CallOption) (*QuoteResponse, error)
Price(ctx context.Context, in *PriceRequest, opts ...client.CallOption) (*PriceResponse, error)
History(ctx context.Context, in *HistoryRequest, opts ...client.CallOption) (*HistoryResponse, error)
OrderBook(ctx context.Context, in *OrderBookRequest, opts ...client.CallOption) (*OrderBookResponse, error)
}
type stockService struct {
@@ -89,12 +90,23 @@ func (c *stockService) History(ctx context.Context, in *HistoryRequest, opts ...
return out, nil
}
func (c *stockService) OrderBook(ctx context.Context, in *OrderBookRequest, opts ...client.CallOption) (*OrderBookResponse, error) {
req := c.c.NewRequest(c.name, "Stock.OrderBook", in)
out := new(OrderBookResponse)
err := c.c.Call(ctx, req, out, opts...)
if err != nil {
return nil, err
}
return out, nil
}
// Server API for Stock service
type StockHandler interface {
Quote(context.Context, *QuoteRequest, *QuoteResponse) error
Price(context.Context, *PriceRequest, *PriceResponse) error
History(context.Context, *HistoryRequest, *HistoryResponse) error
OrderBook(context.Context, *OrderBookRequest, *OrderBookResponse) error
}
func RegisterStockHandler(s server.Server, hdlr StockHandler, opts ...server.HandlerOption) error {
@@ -102,6 +114,7 @@ func RegisterStockHandler(s server.Server, hdlr StockHandler, opts ...server.Han
Quote(ctx context.Context, in *QuoteRequest, out *QuoteResponse) error
Price(ctx context.Context, in *PriceRequest, out *PriceResponse) error
History(ctx context.Context, in *HistoryRequest, out *HistoryResponse) error
OrderBook(ctx context.Context, in *OrderBookRequest, out *OrderBookResponse) error
}
type Stock struct {
stock
@@ -125,3 +138,7 @@ func (h *stockHandler) Price(ctx context.Context, in *PriceRequest, out *PriceRe
func (h *stockHandler) History(ctx context.Context, in *HistoryRequest, out *HistoryResponse) error {
return h.StockHandler.History(ctx, in, out)
}
func (h *stockHandler) OrderBook(ctx context.Context, in *OrderBookRequest, out *OrderBookResponse) error {
return h.StockHandler.OrderBook(ctx, in, out)
}

View File

@@ -8,6 +8,43 @@ service Stock {
rpc Quote(QuoteRequest) returns (QuoteResponse) {}
rpc Price(PriceRequest) returns (PriceResponse) {}
rpc History(HistoryRequest) returns (HistoryResponse) {}
rpc OrderBook(OrderBookRequest) returns (OrderBookResponse) {}
}
message Order {
// the asking price
double ask_price = 2;
// the bidding price
double bid_price = 3;
// the ask size
int32 ask_size = 4;
// the bid size
int32 bid_size = 5;
// the UTC timestamp of the quote
string timestamp = 6;
}
// Get the historic order book and each trade by timestamp
message OrderBookRequest {
// stock to retrieve e.g AAPL
string stock = 1;
// the date in format YYYY-MM-dd
string date = 2;
// optional nanosecond timestamp start
int64 start = 3;
// optional nanosecond timestamp end
int64 end = 4;
// limit number of prices
int32 limit = 5;
}
message OrderBookResponse {
// the stock symbol
string symbol = 1;
// date of the request
string date = 2;
// list of orders
repeated Order orders = 3;
}
// Get the last price for a given stock ticker

View File

@@ -5,6 +5,7 @@
"pricing": {
"Stock.Price": 2000,
"Stock.Quote": 2000,
"Stock.History": 3500
"Stock.History": 3500,
"Stock.OrderBook": 3500
}
}