sig-pub/api/exchange.proto

syntax = "proto3";

import "api/pub.proto";

option go_package = "./pb";

// 订阅/查询/存储,交易所k线图/热度/深度等基础数据指标
service ExchangeService {
  rpc SubscribeKline(stream ReqStreamSubscribeKline)
      returns (stream RspStreamSubscribeKline);
}

message ReqStreamSubscribeKline {
  SubscribeType subType = 1;
  repeated Exchange exchanges = 2; // 交易所
  repeated string instIds = 3;
  repeated string intervals = 4;
  bool onlyConfirm = 5; // 只要confirm的k线
}

message RspStreamSubscribeKline { StreamKline kline = 1; }

message StreamKline {
  repeated Kline klines = 2;
  Exchange exchange = 3; // 交易所
  string instId = 4;     // 交易产品id
}