sig-pub/api/trading.proto

syntax = "proto3";

import "api/pub.proto";

option go_package = "./pb";

service TradingService {
    rpc SubIndicator(IndicatorSubReq) returns (stream Indicator); // 订阅指标
    rpc IndicatorSeries(ReqIndicatorSeries) returns (RspIndicatorSeries); // 获取指标序列
    rpc StrategySeries(ReqStrategySeries) returns (RspStrategySeries); // 获取指标序列
    rpc Backtest(ReqBacktest) returns (RspBacktest); // 交易计划回测 
}

message IndicatorSubReq {
    string topic  = 1;
    string instId = 2;
    int32 window  = 3;
}

message Indicator {
    ExchangeType exhcange = 1;
    string instId = 2;
    string indicator = 3;
    string sub = 4; // 指标子标题, MA5, MA10, MA20
    int64 Ts      = 5;
    bytes payload = 8;
}

message ReqIndicatorSeries {
    string indicator = 1;
    uint32 window = 2; // 指标窗口大小
    SeriesRange series = 9;
}
message RspIndicatorSeries{
    repeated double matrix = 1;
    repeated int64 times = 2;
}

message ReqStrategySeries {
    SeriesRange series = 1;
    string sigStrategy = 2;
    map<string,string> sigParam = 3; // 策略参数
}
message RspStrategySeries {
    repeated Side signal = 1; // 0.sell,1.buy
    repeated int64 times = 2;
}

message ReqBacktest {
    int64 planId = 1;
    string stime = 2;
    string etime = 3;
}
message RspBacktest{

}