def public_orderbook_service_get_orderbook(channel):
# CODEINCLUDE-BEGIN-MARKER: ref-code-example-request
stub = orderbook_pb2_grpc.PublicOrderbookServiceStub(channel)
# Create a request for the BTC_EUR orderbook, with the greatest precision, largest length,
# and highest update frequency
# See TBD for semantics of Precision and Length
request = orderbook_pb2.GetOrderbookRequest(
market=orders_pb2.BTC_EUR,
precision=orderbook_pb2.P0,
length=orderbook_pb2.NUM_ENTRIES_25,
)
try:
# Make the request synchronously with a 1s deadline
response = stub.GetOrderbook(request, timeout=1)
print(response)
except grpc.RpcError as e:
print("PublicOrderbookService.GetOrderbook error: " + str(e),
file=sys.stderr)
# CODEINCLUDE-END-MARKER: ref-code-example-request
# CODEINCLUDE-BEGIN-MARKER: ref-code-example-response
result_string = "{}\n".format(type(response).__name__)
for orderbook_entry in response.entries:
result_string += "\t{} {} {} orders @ {} total {}\n".format(
type(orderbook_entry).__name__,
orders_pb2.Side.Name(orderbook_entry.side),
orderbook_entry.orders_at_price_level,
orderbook_entry.price_level,
orderbook_entry.amount,
)
print(result_string)
def public_orderbook_service_get_orderbook(channel):
stub = orderbook_pb2_grpc.PublicOrderbookServiceStub(channel)
# Create a request for the BTC_EUR orderbook, with the greatest precision, largest length,
# and highest update frequency
# See TBD for semantics of Precision and Length
request = orderbook_pb2.GetOrderbookRequest(
market=orders_pb2.BTC_EUR,
precision=orderbook_pb2.P0,
length=orderbook_pb2.L0,
)
try:
# Make the request synchronously with a 1s deadline
response = stub.GetOrderbook(request, timeout=1)
print(response)
except grpc.RpcError as e:
print("PublicOrderbookService.GetOrderbook error: " + str(e),
file=sys.stderr)
def public_orderbook_service_stream_orderbook(channel):
stub = orderbook_pb2_grpc.PublicOrderbookServiceStub(channel)
# Create a request for streaming the BTC_EUR orderbook, with the greatest precision, largest length,
# and highest update frequency
# See TBD for semantics of Precision, Length and Frequency
request = orderbook_pb2.StreamOrderbookRequest(
market=orders_pb2.BTC_EUR,
precision=orderbook_pb2.P3,
length=orderbook_pb2.NUM_ENTRIES_100,
frequency=orderbook_pb2.BEST_EFFORT,
)
try:
# Make the request synchronously and iterate over the received orderbook entries
for response in stub.StreamOrderbook(request):
print(response)
except grpc.RpcError as e:
print("PublicOrderbookService.StreamOrderbook error: " + str(e),
file=sys.stderr)
# Subscribe to a public orderbook stream and set a new order
if __name__ == '__main__':
creds = grpc.ssl_channel_credentials()
with grpc.secure_channel('mockgrpc.test.tulipsolutions.nl:443',
creds) as channel:
# Create a SHA256 HMAC with the base64 decoded 'secret' string as its key
dummy_secret = base64.standard_b64decode("secret==")
dummy_jwt = "eyJraWQiOiI2YzY4OTIzMi03YTcxLTQ3NGItYjBlMi1lMmI1MzMyNDQzOWUiLCJ0eXAiOiJKV1QiLCJhbGciOiJSUzI1NiJ9.eyJzdWIiOiIxMjM0In0.IL9QJQl55qn3oPsT7sFa7iwd5g1GsEQVr0IO7gCe1UmQdjT7jCIc-pUfjyYUgptPR8HBQl5ncXuBnxwjdXqOMwW1WhPmi_B3BRHQh3Sfu0zNXqKhkuz2-6DffXK1ek3DmK1NpaSikXtg2ruSQ4Uk5xHcnxmXY_SwEij0yot_JRKYEs-0RbyD5Z4jOFKcsbEW46WQmiWdgG3PUKiJT5TfdFd55JM55BwzSOdPIP1S_3dQ4VTDo30mWqAs1KaVbcPqCQmjT1PL0QScTp4w8-YPDcajcafIj98ve9LUoLBLraCIAX34D-hOxu643h9DoG2kIPFfZyXbkDTiUKOl7t-Ykg"
# Create an interceptor that signs messages with the provided secret.
# Only messages to the private API that have a 'signed' field will be signed.
message_auth_interceptor = message_authentication_interceptor.create(
dummy_secret)
# Create an interceptor that adds a JWT token when a request to a private service is made.
jwt_interceptor = jwt_interceptor.create(dummy_jwt)
# Add interceptors to all requests over the channel
channel = grpc.intercept_channel(channel, jwt_interceptor,
message_auth_interceptor)
# Construct clients for accessing PublicOrderbookService and PrivateOrderService using the existing connection.
# Add a deadline to all requests to the PrivateOrderService
public_orderbook_service_stub = orderbook_pb2_grpc.PublicOrderbookServiceStub(
channel)
private_order_service_stub = order_pb2_grpc.PrivateOrderServiceStub(
channel)
with ThreadPoolExecutor(max_workers=2) as executor:
executor.submit(stream_orderbook, public_orderbook_service_stub),
executor.submit(create_order, private_order_service_stub),