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 {
  // 订阅实时K线
  rpc SubscribeKline(stream ReqStreamSubscribeKline) returns (stream RspStreamSubscribeKline);

  // 获取支持的交易所列表
  rpc Exchanges(ReqExchanges) returns (RspExchanges);

  // 获取交易所交易产品状态
  rpc ExchangeInstanceState(ReqExchangeInstanceState) returns (RspExchangeInstanceState);

  // 查询SeriesRange时间范围
  rpc SeriesRange(ReqSeriesRange) returns (RspSeriesRange);

  // 查询历史k线
  rpc HistoryKline(ReqHistoryKline) returns (RspHistoryKline);

  // 查询历史k线(流式返回)
  rpc HistoryKlineStream(ReqHistoryKlineStream) returns (stream RspHistoryKlineStream);
}

message ReqStreamSubscribeKline {
  SubscribeType subType = 1;
  repeated ExchangeType 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;
  ExchangeType exchange = 3; // 交易所
  string instId = 4;         // 交易产品id
  int64 streamId = 5;        // subscribe stream id
}

message ReqExchanges {
}
message RspExchanges {
  repeated ExchangeType exchanges = 1;
}

message ReqExchangeInstanceState {
  bool allExchange = 1; // 所有交易所
  bool allInsts = 2; // 所有交易产品
  bool allStatus = 3; // 所有状态
  repeated ExchangeType exchanges = 4; // 指定交易所
  repeated string insts = 5; // 指定交易产品
  repeated int32 status = 6; // 指定交易产品状态
}
message RspExchangeInstanceState {
  repeated TradeInstanceState instsState = 1; // 交易产品列表
}

message ReqSeriesRange {
  SeriesRange series = 1;
}
message RspSeriesRange {
  int64 after = 1;
  int64 before = 2;
  int64 total = 3;
}

message ReqHistoryKline {
  SeriesRange series = 1;
}
message RspHistoryKline {
  ExchangeType exchange = 1; // 交易所
  string instId = 2;
  string interval = 3;
  bool live = 4; // 第一根是否实时k线
  // bool next = 5; // 是否有更多历史数据: 为true时, 可以用最后一根k线的ts作为before继续请求
  repeated Kline klines = 9;
}

message ReqHistoryKlineStream {
  SeriesRange series = 1;
}
message RspHistoryKlineStream {
  repeated Kline klines = 2;
}