Adding a slightly involved example with maps and lists

grpc_advanced/README.md

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+# grpc demo
+
+* `MarketDataService` implements `GetOHLC` RPC call.
+* `GetOHLC` takes in the list of stocks as well as the start and the end dates.
+* `GetOHLC` returns the open, high, low, close prices for the given list of stocks.
+
+## How to Run
+
+1. Create an virtualenv and install requirements.
+    ```bash
+    cd grpc
+    pip3 install -r requirements.txt
+    ```
+
+1. (Optional) Generate the compiled files.
+    ```bash
+    python -m grpc_tools.protoc --proto_path=. --python_out=. --grpc_python_out=. market_data.proto
+    ```
+
+1. Run Server in one terminal window:
+    ```bash
+    python3 server.py
+    ```
+
+1. Run Client in another terminal:
+    ```bash
+    python3 server.py
+    ```

grpc_advanced/client.py

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+from datetime import date
+
+import grpc
+import pandas as pd
+
+import market_data_pb2
+import market_data_pb2_grpc
+
+
+def run():
+    channel = grpc.insecure_channel('localhost:50051')
+    stub = market_data_pb2_grpc.MarketDataStub(channel)
+
+    stocks = ['TSLA', 'F', 'AAPL', 'MSFT', 'FB']
+    start_date = date(2018, 1, 1).strftime('%Y-%m-%d')
+    end_date = date(2018, 9, 1).strftime('%Y-%m-%d')
+
+    request = market_data_pb2.OHLCRequest(ticker=stocks, start_date=start_date, end_date=end_date)
+
+    response = stub.GetOHLC(request)
+
+    open_df = pd.DataFrame(index=response.dates)
+    high_df = pd.DataFrame(index=response.dates)
+    low_df = pd.DataFrame(index=response.dates)
+    close_df = pd.DataFrame(index=response.dates)
+
+    for stock in response.open:
+        open_df[stock] = response.open[stock].price
+        high_df[stock] = response.high[stock].price
+        low_df[stock] = response.low[stock].price
+        close_df[stock] = response.close[stock].price
+
+    print('Last day Open: ')
+    print(open_df.tail(1))
+    print('Last day Close: ')
+    print(close_df.tail(1))
+
+
+if __name__ == '__main__':
+    run()

grpc_advanced/market_data.proto

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+syntax = "proto3";
+package market_data;
+
+message OHLCRequest {
+  // List of stocks
+  repeated string ticker = 3;
+
+  // Start date
+  string start_date = 1;
+
+  // End date
+  string end_date = 2;
+}
+
+message OHLCReply {
+  // OHLCRet
+  message OHLCRet {
+    // Stock price list
+    repeated double price = 1;
+  }
+
+  // List of dates
+  repeated string dates = 1;
+
+  map<string, OHLCRet> open = 2;
+  map<string, OHLCRet> high = 3;
+  map<string, OHLCRet> low = 4;
+  map<string, OHLCRet> close = 5;
+}
+
+service MarketData {
+  // Get the [Open, High, Low, Close] for the given list of stocks
+  // and start/end dates
+  rpc GetOHLC(OHLCRequest) returns (OHLCReply);
+}