Proto commits in c9s/bbgo

These 73 commits are when the Protocol Buffers files have changed:

2026-09-23

✨ feat(marketdata): add gRPC replay protocol and client Add pkg/marketdata/pb, a protocol for replaying historical market data between bbgo nodes, and the client source that consumes it. A separate protocol rather than an extension of bbgo.proto's MarketDataService. That service is a live subscription with no time range, its MarketData and Depth messages carry no per-event timestamp and no sequence, and it already has external users including a Python client. Retrofitting replay would either renumber fields or leave half of them meaningful in only one mode; this one is designed for the job from field number one, with a nanosecond event time and a sequence on every event and a bounded, resumable request. As a bonus, pkg/pb is untouched, so none of its generated files are regenerated and there is no unreviewable diff from a newer plugin. The protocol carries prev_sequence, which the venue supplies (Binance's "pu") and which is what actually proves no update was lost. A sequence is not a counter, so a receiver cannot check contiguity by incrementing it. grpcsource/convert.go is the sole translation boundary. The wire model uses strings for decimals and carries protobuf reflection state; the in-process model uses fixedpoint and is cheap to copy, so keeping them separate stops a proto change rippling into every consumer. Unlike a retrofit this protocol has no legacy senders, so a zero event_time_ns is rejected rather than guessed around — it would sort before every other event in a merge. Backpressure needs no policy here: the receive goroutine blocks in ChanCursor.Push, which stops it calling Recv, which closes the HTTP/2 window and stops the server. Tested against an in-process bufconn server with payloads large enough to exceed the default 64 KiB window, since small events complete regardless of the client's buffer. Also fixes a real bug in ChanCursor found by these tests: Next checked the error before reading the channel, so events the producer had already delivered were discarded when a failure arrived — silently truncating a stream immediately before the error that explained it. It now drains what arrived, then reports the failure. Makefile: the PROTOS wildcard and clean target now cover the new directory, and the pattern rule carries a note that install-grpc-tools must run first, because its pinned protoc-gen-go v1.26 is what the committed files were generated with. Co-Authored-By: Claude Opus 5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01SiABKm1gC5XWSF2Ex57ScX

2022-04-15

grpc: implement cancel order

The documentation is generated from this commit.

grpc: implement cancel order

The documentation is generated from this commit.

grpc: fix price,quantity types

grpc: fix price,quantity types

grpc: add trading service

grpc: add trading service

2022-04-13

grpc: translate private trade and balances

grpc: translate private trade and balances

grpc: convert order

grpc: convert order

grpc: separate market data message and user data message

grpc: separate market data message and user data message

convert: trade price/volume to string

convert: trade price/volume to string

grpc: convert kline prices to string

grpc: convert kline prices to string

grpc: integrate market trade

grpc: integrate market trade

2022-04-12

grpc: add start/end time to fix queryklines

grpc: add start/end time to fix queryklines

grpc: implement book stream

implement market data subscription

grpc: implement book stream

implement market data subscription

2022-04-08

feature: basic grpc server (#514)

feature: basic grpc server (#514)

add a basic grpc service

add a basic grpc service

improve proto spec

improve proto spec

2022-04-07

pb: move ERROR enum to 99

pb: move ERROR enum to 99

rebuild proto files and import google.golang.org/protobuf

rebuild proto files and import google.golang.org/protobuf

fix grpc typo

fix grpc typo

2022-03-15

Add grpc client

Add grpc client

Remove symbol from balance

Remove symbol from balance

2022-03-09

Change id type

Change id type

2022-03-08

Add exchange field to QueryOrderRequest

Add exchange field to QueryOrderRequest

2022-02-23

Add Error message

Add Error message

Add SubcribeUserData

Add SubcribeUserData

Add exchange and symbol to Ticker

Add exchange and symbol to Ticker

Merge SuccessResponse and SubscribeResponse

Merge SuccessResponse and SubscribeResponse

Add Depth message for bids and asks

Add Depth message for bids and asks

2022-02-21

Put exchange field in the order and trade message

Put exchange field in the order and trade message

Add SubmitOrder, rename variables and fix typo

Add SubmitOrder, rename variables and fix typo

2022-02-19

add QueryKLines

add QueryKLines

update proto

update proto

2022-02-18

Fix package path

Fix package path

Move pkg/proto to pkg/pb

Move pkg/proto to pkg/pb

2022-02-16

Update go generated code

Update go generated code

Add Trade message and support streaming

Add Trade message and support streaming

2022-02-14

Initial commit of protobuf

Initial commit of protobuf