feat: auto generating contracts

base_service.py

@@ -0,0 +1,6 @@
+class BaseService:
+    _protobuf_stub = None
+
+    def __init__(self, channel, metadata):
+        self._stub = self._protobuf_stub(channel)
+        self._metadata = metadata

examples/stream_client.py

@@ -1,9 +1,9 @@
 import os
 import time
 
-from tinkoff.invest import (
+from tinkoff.invest import Client
+from tinkoff.invest.grpc.marketdata import (
     CandleInstrument,
-    Client,
     MarketDataRequest,
     SubscribeCandlesRequest,
     SubscriptionAction,
@@ -23,6 +23,7 @@ def request_iterator():
                     CandleInstrument(
                         figi="BBG004730N88",
                         interval=SubscriptionInterval.SUBSCRIPTION_INTERVAL_ONE_MINUTE,
+                        instrument_id="BBG004730N88",
                     )
                 ],
             )
@@ -31,7 +32,7 @@ def request_iterator():
             time.sleep(1)
 
     with Client(TOKEN) as client:
-        for marketdata in client.market_data_stream.market_data_stream(
+        for marketdata in client.market_data_stream.MarketDataStream(
             request_iterator()
         ):
             print(marketdata)

pyproject.toml

@@ -57,6 +57,7 @@ types-protobuf = "^4.23.0.4"
 types-python-dateutil = "^2.8.12"
 types-PyYAML = "^6.0.7"
 types-requests = "^2.27.7"
+iprotopy = "^0.3.0"
 
 [tool.poetry.group.docs.dependencies]
 mkdocs = "^1.5"

scripts/generate_models.py

@@ -0,0 +1,16 @@
+import logging
+from pathlib import Path
+
+from iprotopy import PackageGenerator
+
+logging.basicConfig(level=logging.DEBUG)
+
+
+if __name__ == "__main__":
+    generator = PackageGenerator()
+    base_dir = Path().absolute().parent
+
+    generator.generate_sources(
+        proto_dir=base_dir / "protos",
+        out_dir=base_dir,
+    )

tinkoff/invest/grpc/common.py

@@ -0,0 +1,100 @@
+from dataclasses import dataclass
+from datetime import datetime
+from enum import IntEnum
+
+
+class InstrumentType(IntEnum):
+    INSTRUMENT_TYPE_UNSPECIFIED = 0
+    INSTRUMENT_TYPE_BOND = 1
+    INSTRUMENT_TYPE_SHARE = 2
+    INSTRUMENT_TYPE_CURRENCY = 3
+    INSTRUMENT_TYPE_ETF = 4
+    INSTRUMENT_TYPE_FUTURES = 5
+    INSTRUMENT_TYPE_SP = 6
+    INSTRUMENT_TYPE_OPTION = 7
+    INSTRUMENT_TYPE_CLEARING_CERTIFICATE = 8
+    INSTRUMENT_TYPE_INDEX = 9
+    INSTRUMENT_TYPE_COMMODITY = 10
+
+
+@dataclass
+class MoneyValue:
+    currency: str
+    units: int
+    nano: int
+
+
+@dataclass
+class Quotation:
+    units: int
+    nano: int
+
+
+class SecurityTradingStatus(IntEnum):
+    SECURITY_TRADING_STATUS_UNSPECIFIED = 0
+    SECURITY_TRADING_STATUS_NOT_AVAILABLE_FOR_TRADING = 1
+    SECURITY_TRADING_STATUS_OPENING_PERIOD = 2
+    SECURITY_TRADING_STATUS_CLOSING_PERIOD = 3
+    SECURITY_TRADING_STATUS_BREAK_IN_TRADING = 4
+    SECURITY_TRADING_STATUS_NORMAL_TRADING = 5
+    SECURITY_TRADING_STATUS_CLOSING_AUCTION = 6
+    SECURITY_TRADING_STATUS_DARK_POOL_AUCTION = 7
+    SECURITY_TRADING_STATUS_DISCRETE_AUCTION = 8
+    SECURITY_TRADING_STATUS_OPENING_AUCTION_PERIOD = 9
+    SECURITY_TRADING_STATUS_TRADING_AT_CLOSING_AUCTION_PRICE = 10
+    SECURITY_TRADING_STATUS_SESSION_ASSIGNED = 11
+    SECURITY_TRADING_STATUS_SESSION_CLOSE = 12
+    SECURITY_TRADING_STATUS_SESSION_OPEN = 13
+    SECURITY_TRADING_STATUS_DEALER_NORMAL_TRADING = 14
+    SECURITY_TRADING_STATUS_DEALER_BREAK_IN_TRADING = 15
+    SECURITY_TRADING_STATUS_DEALER_NOT_AVAILABLE_FOR_TRADING = 16
+
+
+@dataclass
+class Ping:
+    time: datetime
+    stream_id: str
+
+
+class PriceType(IntEnum):
+    PRICE_TYPE_UNSPECIFIED = 0
+    PRICE_TYPE_POINT = 1
+    PRICE_TYPE_CURRENCY = 2
+
+
+@dataclass
+class Page:
+    limit: int
+    page_number: int
+
+
+@dataclass
+class PageResponse:
+    limit: int
+    page_number: int
+    total_count: int
+
+
+@dataclass
+class ResponseMetadata:
+    tracking_id: str
+    server_time: datetime
+
+
+@dataclass
+class BrandData:
+    logo_name: str
+    logo_base_color: str
+    text_color: str
+
+
+class ResultSubscriptionStatus(IntEnum):
+    RESULT_SUBSCRIPTION_STATUS_UNSPECIFIED = 0
+    RESULT_SUBSCRIPTION_STATUS_OK = 1
+    RESULT_SUBSCRIPTION_STATUS_ERROR = 13
+
+
+@dataclass
+class ErrorDetail:
+    code: str
+    message: str

tinkoff/invest/grpc/google/api/field_behavior.py

@@ -0,0 +1,12 @@
+from enum import IntEnum
+
+
+class FieldBehavior(IntEnum):
+    FIELD_BEHAVIOR_UNSPECIFIED = 0
+    OPTIONAL = 1
+    REQUIRED = 2
+    OUTPUT_ONLY = 3
+    INPUT_ONLY = 4
+    IMMUTABLE = 5
+    UNORDERED_LIST = 6
+    NON_EMPTY_DEFAULT = 7