mirror of
https://github.com/kevin-DL/services.git
synced 2026-01-22 15:25:19 +00:00
add order book endpoint
This commit is contained in:
Asim Aslam
@@ -20,6 +20,241 @@ const (
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_ = protoimpl.EnforceVersion(protoimpl.MaxVersion - 20)
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)
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type Order struct {
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state protoimpl.MessageState
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sizeCache protoimpl.SizeCache
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unknownFields protoimpl.UnknownFields
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// the asking price
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AskPrice float64 `protobuf:"fixed64,2,opt,name=ask_price,json=askPrice,proto3" json:"ask_price,omitempty"`
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// the bidding price
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BidPrice float64 `protobuf:"fixed64,3,opt,name=bid_price,json=bidPrice,proto3" json:"bid_price,omitempty"`
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// the ask size
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AskSize int32 `protobuf:"varint,4,opt,name=ask_size,json=askSize,proto3" json:"ask_size,omitempty"`
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// the bid size
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BidSize int32 `protobuf:"varint,5,opt,name=bid_size,json=bidSize,proto3" json:"bid_size,omitempty"`
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// the UTC timestamp of the quote
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Timestamp string `protobuf:"bytes,6,opt,name=timestamp,proto3" json:"timestamp,omitempty"`
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}
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func (x *Order) Reset() {
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*x = Order{}
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if protoimpl.UnsafeEnabled {
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mi := &file_proto_stock_proto_msgTypes[0]
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ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
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ms.StoreMessageInfo(mi)
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}
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}
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func (x *Order) String() string {
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return protoimpl.X.MessageStringOf(x)
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}
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func (*Order) ProtoMessage() {}
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func (x *Order) ProtoReflect() protoreflect.Message {
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mi := &file_proto_stock_proto_msgTypes[0]
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if protoimpl.UnsafeEnabled && x != nil {
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ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
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if ms.LoadMessageInfo() == nil {
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ms.StoreMessageInfo(mi)
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}
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return ms
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}
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return mi.MessageOf(x)
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}
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// Deprecated: Use Order.ProtoReflect.Descriptor instead.
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func (*Order) Descriptor() ([]byte, []int) {
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return file_proto_stock_proto_rawDescGZIP(), []int{0}
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}
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func (x *Order) GetAskPrice() float64 {
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if x != nil {
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return x.AskPrice
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}
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return 0
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}
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func (x *Order) GetBidPrice() float64 {
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if x != nil {
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return x.BidPrice
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}
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return 0
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}
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func (x *Order) GetAskSize() int32 {
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if x != nil {
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return x.AskSize
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}
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return 0
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}
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func (x *Order) GetBidSize() int32 {
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if x != nil {
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return x.BidSize
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}
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return 0
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}
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func (x *Order) GetTimestamp() string {
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if x != nil {
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return x.Timestamp
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}
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return ""
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}
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// Get the historic order book and each trade by timestamp
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type OrderBookRequest struct {
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state protoimpl.MessageState
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sizeCache protoimpl.SizeCache
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unknownFields protoimpl.UnknownFields
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// stock to retrieve e.g AAPL
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Stock string `protobuf:"bytes,1,opt,name=stock,proto3" json:"stock,omitempty"`
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// the date in format YYYY-MM-dd
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Date string `protobuf:"bytes,2,opt,name=date,proto3" json:"date,omitempty"`
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// optional nanosecond timestamp start
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Start int64 `protobuf:"varint,3,opt,name=start,proto3" json:"start,omitempty"`
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// optional nanosecond timestamp end
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End int64 `protobuf:"varint,4,opt,name=end,proto3" json:"end,omitempty"`
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// limit number of prices
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Limit int32 `protobuf:"varint,5,opt,name=limit,proto3" json:"limit,omitempty"`
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}
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func (x *OrderBookRequest) Reset() {
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*x = OrderBookRequest{}
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if protoimpl.UnsafeEnabled {
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mi := &file_proto_stock_proto_msgTypes[1]
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ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
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ms.StoreMessageInfo(mi)
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}
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}
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func (x *OrderBookRequest) String() string {
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return protoimpl.X.MessageStringOf(x)
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}
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func (*OrderBookRequest) ProtoMessage() {}
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func (x *OrderBookRequest) ProtoReflect() protoreflect.Message {
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mi := &file_proto_stock_proto_msgTypes[1]
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if protoimpl.UnsafeEnabled && x != nil {
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ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
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if ms.LoadMessageInfo() == nil {
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ms.StoreMessageInfo(mi)
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}
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return ms
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}
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return mi.MessageOf(x)
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}
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// Deprecated: Use OrderBookRequest.ProtoReflect.Descriptor instead.
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func (*OrderBookRequest) Descriptor() ([]byte, []int) {
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return file_proto_stock_proto_rawDescGZIP(), []int{1}
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}
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func (x *OrderBookRequest) GetStock() string {
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if x != nil {
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return x.Stock
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}
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return ""
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}
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func (x *OrderBookRequest) GetDate() string {
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if x != nil {
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return x.Date
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}
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return ""
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}
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func (x *OrderBookRequest) GetStart() int64 {
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if x != nil {
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return x.Start
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}
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return 0
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}
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func (x *OrderBookRequest) GetEnd() int64 {
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if x != nil {
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return x.End
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}
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return 0
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}
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func (x *OrderBookRequest) GetLimit() int32 {
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if x != nil {
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return x.Limit
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}
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return 0
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}
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type OrderBookResponse struct {
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state protoimpl.MessageState
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sizeCache protoimpl.SizeCache
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unknownFields protoimpl.UnknownFields
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// the stock symbol
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Symbol string `protobuf:"bytes,1,opt,name=symbol,proto3" json:"symbol,omitempty"`
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// date of the request
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Date string `protobuf:"bytes,2,opt,name=date,proto3" json:"date,omitempty"`
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// list of orders
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Orders []*Order `protobuf:"bytes,3,rep,name=orders,proto3" json:"orders,omitempty"`
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}
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func (x *OrderBookResponse) Reset() {
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*x = OrderBookResponse{}
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if protoimpl.UnsafeEnabled {
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mi := &file_proto_stock_proto_msgTypes[2]
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ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
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ms.StoreMessageInfo(mi)
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}
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}
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func (x *OrderBookResponse) String() string {
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return protoimpl.X.MessageStringOf(x)
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}
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func (*OrderBookResponse) ProtoMessage() {}
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func (x *OrderBookResponse) ProtoReflect() protoreflect.Message {
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mi := &file_proto_stock_proto_msgTypes[2]
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if protoimpl.UnsafeEnabled && x != nil {
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ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
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if ms.LoadMessageInfo() == nil {
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ms.StoreMessageInfo(mi)
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}
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return ms
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}
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return mi.MessageOf(x)
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}
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// Deprecated: Use OrderBookResponse.ProtoReflect.Descriptor instead.
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func (*OrderBookResponse) Descriptor() ([]byte, []int) {
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return file_proto_stock_proto_rawDescGZIP(), []int{2}
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}
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func (x *OrderBookResponse) GetSymbol() string {
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if x != nil {
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return x.Symbol
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}
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return ""
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}
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func (x *OrderBookResponse) GetDate() string {
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if x != nil {
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return x.Date
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}
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return ""
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}
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func (x *OrderBookResponse) GetOrders() []*Order {
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if x != nil {
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return x.Orders
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}
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return nil
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}
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// Get the last price for a given stock ticker
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type PriceRequest struct {
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state protoimpl.MessageState
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@@ -33,7 +268,7 @@ type PriceRequest struct {
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func (x *PriceRequest) Reset() {
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*x = PriceRequest{}
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if protoimpl.UnsafeEnabled {
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mi := &file_proto_stock_proto_msgTypes[0]
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mi := &file_proto_stock_proto_msgTypes[3]
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ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
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ms.StoreMessageInfo(mi)
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}
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@@ -46,7 +281,7 @@ func (x *PriceRequest) String() string {
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func (*PriceRequest) ProtoMessage() {}
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func (x *PriceRequest) ProtoReflect() protoreflect.Message {
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mi := &file_proto_stock_proto_msgTypes[0]
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mi := &file_proto_stock_proto_msgTypes[3]
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if protoimpl.UnsafeEnabled && x != nil {
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ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
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if ms.LoadMessageInfo() == nil {
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@@ -59,7 +294,7 @@ func (x *PriceRequest) ProtoReflect() protoreflect.Message {
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// Deprecated: Use PriceRequest.ProtoReflect.Descriptor instead.
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func (*PriceRequest) Descriptor() ([]byte, []int) {
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return file_proto_stock_proto_rawDescGZIP(), []int{0}
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return file_proto_stock_proto_rawDescGZIP(), []int{3}
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}
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func (x *PriceRequest) GetSymbol() string {
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@@ -83,7 +318,7 @@ type PriceResponse struct {
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func (x *PriceResponse) Reset() {
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*x = PriceResponse{}
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if protoimpl.UnsafeEnabled {
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mi := &file_proto_stock_proto_msgTypes[1]
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mi := &file_proto_stock_proto_msgTypes[4]
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ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
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ms.StoreMessageInfo(mi)
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}
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@@ -96,7 +331,7 @@ func (x *PriceResponse) String() string {
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func (*PriceResponse) ProtoMessage() {}
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func (x *PriceResponse) ProtoReflect() protoreflect.Message {
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mi := &file_proto_stock_proto_msgTypes[1]
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mi := &file_proto_stock_proto_msgTypes[4]
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if protoimpl.UnsafeEnabled && x != nil {
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ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
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if ms.LoadMessageInfo() == nil {
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@@ -109,7 +344,7 @@ func (x *PriceResponse) ProtoReflect() protoreflect.Message {
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// Deprecated: Use PriceResponse.ProtoReflect.Descriptor instead.
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func (*PriceResponse) Descriptor() ([]byte, []int) {
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return file_proto_stock_proto_rawDescGZIP(), []int{1}
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return file_proto_stock_proto_rawDescGZIP(), []int{4}
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}
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func (x *PriceResponse) GetSymbol() string {
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@@ -139,7 +374,7 @@ type QuoteRequest struct {
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func (x *QuoteRequest) Reset() {
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*x = QuoteRequest{}
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if protoimpl.UnsafeEnabled {
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mi := &file_proto_stock_proto_msgTypes[2]
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mi := &file_proto_stock_proto_msgTypes[5]
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ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
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ms.StoreMessageInfo(mi)
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}
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@@ -152,7 +387,7 @@ func (x *QuoteRequest) String() string {
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func (*QuoteRequest) ProtoMessage() {}
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func (x *QuoteRequest) ProtoReflect() protoreflect.Message {
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mi := &file_proto_stock_proto_msgTypes[2]
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mi := &file_proto_stock_proto_msgTypes[5]
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if protoimpl.UnsafeEnabled && x != nil {
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ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
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if ms.LoadMessageInfo() == nil {
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@@ -165,7 +400,7 @@ func (x *QuoteRequest) ProtoReflect() protoreflect.Message {
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// Deprecated: Use QuoteRequest.ProtoReflect.Descriptor instead.
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func (*QuoteRequest) Descriptor() ([]byte, []int) {
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return file_proto_stock_proto_rawDescGZIP(), []int{2}
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return file_proto_stock_proto_rawDescGZIP(), []int{5}
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}
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func (x *QuoteRequest) GetSymbol() string {
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@@ -197,7 +432,7 @@ type QuoteResponse struct {
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func (x *QuoteResponse) Reset() {
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*x = QuoteResponse{}
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if protoimpl.UnsafeEnabled {
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mi := &file_proto_stock_proto_msgTypes[3]
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mi := &file_proto_stock_proto_msgTypes[6]
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ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
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ms.StoreMessageInfo(mi)
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}
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@@ -210,7 +445,7 @@ func (x *QuoteResponse) String() string {
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func (*QuoteResponse) ProtoMessage() {}
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func (x *QuoteResponse) ProtoReflect() protoreflect.Message {
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mi := &file_proto_stock_proto_msgTypes[3]
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mi := &file_proto_stock_proto_msgTypes[6]
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if protoimpl.UnsafeEnabled && x != nil {
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ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
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if ms.LoadMessageInfo() == nil {
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@@ -223,7 +458,7 @@ func (x *QuoteResponse) ProtoReflect() protoreflect.Message {
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// Deprecated: Use QuoteResponse.ProtoReflect.Descriptor instead.
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func (*QuoteResponse) Descriptor() ([]byte, []int) {
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return file_proto_stock_proto_rawDescGZIP(), []int{3}
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return file_proto_stock_proto_rawDescGZIP(), []int{6}
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}
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func (x *QuoteResponse) GetSymbol() string {
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@@ -283,7 +518,7 @@ type HistoryRequest struct {
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func (x *HistoryRequest) Reset() {
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*x = HistoryRequest{}
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if protoimpl.UnsafeEnabled {
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mi := &file_proto_stock_proto_msgTypes[4]
|
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mi := &file_proto_stock_proto_msgTypes[7]
|
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ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
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ms.StoreMessageInfo(mi)
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}
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@@ -296,7 +531,7 @@ func (x *HistoryRequest) String() string {
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func (*HistoryRequest) ProtoMessage() {}
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func (x *HistoryRequest) ProtoReflect() protoreflect.Message {
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mi := &file_proto_stock_proto_msgTypes[4]
|
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mi := &file_proto_stock_proto_msgTypes[7]
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if protoimpl.UnsafeEnabled && x != nil {
|
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ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
|
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if ms.LoadMessageInfo() == nil {
|
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@@ -309,7 +544,7 @@ func (x *HistoryRequest) ProtoReflect() protoreflect.Message {
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// Deprecated: Use HistoryRequest.ProtoReflect.Descriptor instead.
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func (*HistoryRequest) Descriptor() ([]byte, []int) {
|
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return file_proto_stock_proto_rawDescGZIP(), []int{4}
|
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return file_proto_stock_proto_rawDescGZIP(), []int{7}
|
||||
}
|
||||
|
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func (x *HistoryRequest) GetStock() string {
|
||||
@@ -350,7 +585,7 @@ type HistoryResponse struct {
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||||
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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|
||||
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|
||||
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|
||||
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|
||||
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|
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|
||||
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|
||||
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|
||||
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0x2e, 0x48, 0x69, 0x73, 0x74, 0x6f, 0x72, 0x79, 0x52, 0x65, 0x73, 0x70, 0x6f, 0x6e, 0x73, 0x65,
|
||||
0x22, 0x00, 0x12, 0x40, 0x0a, 0x09, 0x4f, 0x72, 0x64, 0x65, 0x72, 0x42, 0x6f, 0x6f, 0x6b, 0x12,
|
||||
0x17, 0x2e, 0x73, 0x74, 0x6f, 0x63, 0x6b, 0x2e, 0x4f, 0x72, 0x64, 0x65, 0x72, 0x42, 0x6f, 0x6f,
|
||||
0x6b, 0x52, 0x65, 0x71, 0x75, 0x65, 0x73, 0x74, 0x1a, 0x18, 0x2e, 0x73, 0x74, 0x6f, 0x63, 0x6b,
|
||||
0x2e, 0x4f, 0x72, 0x64, 0x65, 0x72, 0x42, 0x6f, 0x6f, 0x6b, 0x52, 0x65, 0x73, 0x70, 0x6f, 0x6e,
|
||||
0x73, 0x65, 0x22, 0x00, 0x42, 0x0f, 0x5a, 0x0d, 0x2e, 0x2f, 0x70, 0x72, 0x6f, 0x74, 0x6f, 0x3b,
|
||||
0x73, 0x74, 0x6f, 0x63, 0x6b, 0x62, 0x06, 0x70, 0x72, 0x6f, 0x74, 0x6f, 0x33,
|
||||
}
|
||||
|
||||
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,
|
||||
},
|
||||
|
||||
@@ -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)
|
||||
}
|
||||
|
||||
@@ -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
|
||||
|
||||
Reference in New Issue
Block a user