messages-public.proto

syntax = "proto3";

// version: 132

package digitex_wire;

option java_package = "com.smartdec.digitex";

enum OrderSide
{
  SIDE_UNDEFINED = 0;
  BUY = 1;
  SELL = 2;
}

enum OrderType
{
  TYPE_UNDEFINED = 0;
  MARKET = 1;
  LIMIT = 2;
}

enum OrderDuration
{
  DURATION_UNDEFINED = 0;
  GFD = 1;  // good for the day
  GTC = 2;  // good till cancel
  GTF = 3;  // good till funding
  IOC = 4;  // immediate or cancel
  FOK = 5;  // fill or kill
}

enum OrderStatus
{
  STATUS_UNDEFINED = 0;
  PENDING = 1;
  ACCEPTED = 2;
  REJECTED = 3;
  CANCELED = 4;
  FILLED = 5;
  PARTIAL = 6;
  TERMINATED = 7;
  EXPIRED = 8;
  TRIGGERED = 9;
}

enum OrderPosition
{
  UNDEFINED = 0;
  LONG = 1;
  SHORT = 2;
}

enum DelayedActionType
{
  DA_UNDEFINED = 0;
  DA_ORDER = 1;
}

enum DelayedTriggerVariable
{
  DTV_UNDEFINED = 0;
  DTV_ORACLE_PRICE = 1;
  DTV_LAST_TRADE_PRICE = 2;
}

enum DelayedTriggerCondition
{
  DTC_UNDEFINED = 0;
  DTC_GREATER_OR_EQUAL = 1;
  DTC_LESS_OR_EQUAL = 2;
}

message Decimal
{
  int64 value64 = 36;
  uint32 scale = 37;
}

message PlaceOrderMessage
{
  OrderType order_type = 32;
  OrderSide side = 33;
  uint32 leverage = 34;
  OrderDuration duration = 35;
  Decimal price = 38;
  Decimal quantity = 39;
  int32 is_closing = 280;
}

message UpdateOrderMessage
{
  bytes prev_client_id = 40;
  OrderType order_type = 32;
  OrderSide side = 33;
  uint32 leverage = 34;
  OrderDuration duration = 35;
  Decimal price = 38;
  Decimal quantity = 39;
}

message CancelOrderMessage
{
  bytes prev_client_id = 40;
}

message CancelAllOrdersMessage
{
  OrderSide side = 33;
  Decimal price = 38;
}

message ChangeLeverageAllMessage
{
  uint32 leverage = 34;
}

message OrderStatusMessage
{
  OrderStatus status = 42;

  Decimal trader_balance = 51;
  Decimal order_margin = 76;
  Decimal position_margin = 78;
  Decimal upnl = 79;
  Decimal pnl = 154;
  Decimal accum_quantity = 181;
  Decimal buy_order_margin = 118;
  Decimal sell_order_margin = 119;
  Decimal buy_order_quantity = 182;
  Decimal sell_order_quantity = 183;
  Decimal trader_balance_2 = 278; // for spot market, balance in base currency
  Decimal full_position_margin = 298;
  Decimal full_buy_order_margin = 299;
  Decimal full_sell_order_margin = 300;
  Decimal position_contracts = 104;
  Decimal position_volume = 105;
  Decimal position_liquidation_volume = 106;
  Decimal position_bankruptcy_volume = 117;
  OrderPosition position_type = 107;

  Decimal mark_price = 52;

  OrderType order_type = 32;
  OrderSide side = 33;
  uint32 leverage = 34;
  OrderDuration duration = 35;
  Decimal price = 38;
  Decimal quantity = 39;
  Decimal paid_price = 66;
  uint64 old_contract_id = 57;
  Decimal volume = 279; // for spot market if 'price * quantity' has been rounded
  int32 is_closing = 280;

  bytes order_client_id = 71;
  int64 order_timestamp = 72;

  bytes orig_client_id = 204;
  int64 open_time = 205;
  Decimal orig_quantity = 206;

  bytes orig_order_id = 327;    // from v129: the auto-generated order_id of the first order in chain
}

message LeverageMessage
{
  uint32 leverage = 34;
  repeated TradeMessage trades = 46;
  repeated OrderMessage orders = 70;

  Decimal trader_balance = 51;
  Decimal order_margin = 76;
  Decimal position_margin = 78;
  Decimal upnl = 79;
  Decimal pnl = 154;
  Decimal accum_quantity = 181;
  Decimal position_contracts = 104;
  Decimal position_volume = 105;
  Decimal position_liquidation_volume = 106;
  Decimal position_bankruptcy_volume = 117;
  OrderPosition position_type = 107;
  Decimal buy_order_margin = 118;
  Decimal sell_order_margin = 119;
  Decimal last_trade_price = 113;
  Decimal last_trade_quantity = 116;
  int64 last_trade_timestamp = 296;
  Decimal buy_order_quantity = 182;
  Decimal sell_order_quantity = 183;
  Decimal full_position_margin = 298;
  Decimal full_buy_order_margin = 299;
  Decimal full_sell_order_margin = 300;
}

message TradeMessage
{
  int64 trade_timestamp = 69;
  uint32 trade_trader_id = 74;
  OrderPosition position = 45;
  Decimal price = 38;
  Decimal paid_price = 66;
  Decimal liquidation_price = 67;
  Decimal bankruptcy_price = 202;
  Decimal quantity = 39;
  Decimal exit_price = 166;
  uint32 leverage = 34;
  uint64 contract_id = 41;
  uint64 old_contract_id = 57;
  bytes old_client_id = 65;
  int32 is_increase = 164;
  int32 is_liquidation = 167;
  int64 open_time = 194;
  Decimal entry_quantity = 195;
  Decimal exit_quantity = 196;
  Decimal exit_volume = 197;

  Decimal funding_paid_price = 198;
  Decimal funding_quantity = 199;
  Decimal funding_volume = 200;
  int32 funding_count = 201;
  int32 is_funding = 203;
  int32 is_maker = 207;
  uint64 orig_contract_id = 208;
  int32 is_settlement = 277;
  Decimal volume = 279; // for spot market if 'price * quantity' has been rounded
}

message OrderFilledMessage
{
  OrderStatus status = 42;

  bytes new_client_id = 44;
  OrderType order_type = 32;
  OrderSide side = 33;
  uint32 leverage = 34;
  OrderDuration duration = 35;
  Decimal price = 38;
  Decimal quantity = 39;
  Decimal paid_price = 66;
  bytes orig_client_id = 204;
  int64 open_time = 205;
  Decimal orig_quantity = 206;
  Decimal volume = 279; // for spot market if 'price * quantity' has been rounded

  Decimal dropped_quantity = 152;

  bytes old_order_id = 153;     // from v129: the auto-generated order_id that matched
  bytes orig_order_id = 327;    // from v129: the auto-generated order_id of the first order in chain

  Decimal trader_balance = 51;
  Decimal order_margin = 76;
  Decimal position_margin = 78;
  Decimal upnl = 79;
  Decimal pnl = 154;
  Decimal accum_quantity = 181;
  Decimal position_contracts = 104;
  Decimal position_volume = 105;
  Decimal position_liquidation_volume = 106;
  Decimal position_bankruptcy_volume = 117;
  OrderPosition position_type = 107;
  Decimal last_trade_price = 113;
  Decimal last_trade_quantity = 116;
  int64 last_trade_timestamp = 296;
  Decimal buy_order_margin = 118;
  Decimal sell_order_margin = 119;
  Decimal buy_order_quantity = 182;
  Decimal sell_order_quantity = 183;
  Decimal mark_price = 52;
  Decimal trader_balance_2 = 278; // for spot market, balance in base currency
  Decimal full_position_margin = 298;
  Decimal full_buy_order_margin = 299;
  Decimal full_sell_order_margin = 300;

  repeated TradeMessage trades = 46;
  repeated TradeMessage raw_trades = 82;
}

message ExchangeRateUpdateMessage
{
  uint32 currency_pair_id = 47;
  Decimal volume = 48;
  Decimal quantity = 39;
  int32 unreliable = 209;
  int32 source_count = 301;
  bytes price_updater_id = 302;
}

message ExchangeRateMessage
{
  uint32 currency_pair_id = 47;
  Decimal mark_price = 52;
  int32 unreliable = 209;
}

message TraderBalanceMessage
{
  uint32 currency_id = 49;
  Decimal trader_balance = 51;
  Decimal order_margin = 76;
  Decimal position_margin = 78;
}

message PositionEventMessage
{
  repeated TradeMessage liquidated_trades = 168;
  repeated bytes terminated_orders = 96;     // DEPRECATED, see orders
  repeated OrderMessage orders = 70;         // liquidated orders

  Decimal trader_balance = 51;
  Decimal order_margin = 76;
  Decimal position_margin = 78;
  Decimal upnl = 79;
  Decimal pnl = 154;
  Decimal accum_quantity = 181;
  Decimal position_contracts = 104;
  Decimal position_volume = 105;
  Decimal position_liquidation_volume = 106;
  Decimal position_bankruptcy_volume = 117;
  OrderPosition position_type = 107;
  Decimal last_trade_price = 113;
  Decimal last_trade_quantity = 116;
  int64 last_trade_timestamp = 296;
  Decimal buy_order_margin = 118;
  Decimal sell_order_margin = 119;
  Decimal trader_balance_increment = 134;
  Decimal buy_order_quantity = 182;
  Decimal sell_order_quantity = 183;
  Decimal full_position_margin = 298;
  Decimal full_buy_order_margin = 299;
  Decimal full_sell_order_margin = 300;

  Decimal mark_price = 52;
  Decimal floor_mark_price = 135;
  Decimal ceil_mark_price = 136;
}

message OrderBookRequestMessage
{
}

message OrderBookEntryMessage
{
  Decimal price = 38;
  Decimal quantity = 39;
  int64 entry_timestamp = 155;
}

message OrderBookTradeEntryMessage
{
  Decimal price = 38;
  Decimal quantity = 39;
  int64 entry_timestamp = 155;
  OrderSide side = 33;
}

message OrderBookMessage
{
  repeated OrderBookEntryMessage bids = 53;
  repeated OrderBookEntryMessage asks = 54;
  Decimal mark_price = 52;
  Decimal last_trade_price = 113;
  Decimal last_trade_quantity = 116;
  int64 last_trade_timestamp = 296;
}

message OrderBookUpdatedMessage
{
  repeated OrderBookEntryMessage bid_updates = 58;
  repeated OrderBookEntryMessage ask_updates = 59;
  repeated OrderBookEntryMessage trades = 60;
  repeated OrderBookTradeEntryMessage trades2 = 292;
  Decimal mark_price = 52;
  int64 last_full_timestamp = 55;
  int64 update_serial = 56;
  Decimal last_trade_price = 113;
  Decimal last_trade_quantity = 116;
  int64 last_trade_timestamp = 296;
}

message PingMessage
{
}

message PongMessage
{
  uint32 ping_sender = 61;
  uint64 ping_serial = 62;
  int64  ping_timestamp = 63;
}

message GetTraderStatusMessage
{
}

message OrderMessage
{
  bytes order_client_id = 71;   // FIXME: rename to order_id
  int64 order_timestamp = 72;
  uint32 order_trader_id = 73;
  OrderType order_type = 32;
  OrderSide side = 33;
  uint32 leverage = 34;
  OrderDuration duration = 35;
  Decimal price = 38;
  Decimal quantity = 39;
  Decimal paid_price = 66;
  Decimal volume = 279; // for spot market if 'price * quantity' has been rounded

  uint64 contract_id = 41;

  bytes old_client_id = 153;    // FIXME: rename to old_order_id
  bytes orig_client_id = 204;
  int64 open_time = 205;
  Decimal orig_quantity = 206;
  int32 is_closing = 280;
  int32 may_increase = 293;

  bytes orig_order_id = 327;    // from v129: the auto-generated order_id of the first order in chain
}

message TraderStatusMessage
{
  Decimal trader_balance = 51;
  Decimal order_margin = 76;
  Decimal position_margin = 78;
  Decimal upnl = 79;
  Decimal pnl = 154;
  Decimal accum_quantity = 181;
  Decimal mark_price = 52;
  Decimal position_contracts = 104;
  Decimal position_volume = 105;
  Decimal position_liquidation_volume = 106;
  Decimal position_bankruptcy_volume = 117;
  OrderPosition position_type = 107;
  Decimal last_trade_price = 113;
  Decimal last_trade_quantity = 116;
  int64 last_trade_timestamp = 296;
  Decimal buy_order_margin = 118;
  Decimal sell_order_margin = 119;
  repeated TradeMessage trades = 46;
  repeated OrderMessage orders = 70;
  uint32 leverage = 34;
  Decimal buy_order_quantity = 182;
  Decimal sell_order_quantity = 183;
  Decimal trader_balance_2 = 278;
  repeated DelayedActionMessage delayed_actions = 288;
  Decimal full_position_margin = 298;
  Decimal full_buy_order_margin = 299;
  Decimal full_sell_order_margin = 300;
}

message FundingMessage
{
  repeated TradeMessage trades = 46;
  Decimal trader_balance = 51;
  Decimal order_margin = 76;
  Decimal position_margin = 78;
  Decimal upnl = 79;
  Decimal pnl = 154;
  Decimal accum_quantity = 181;
  Decimal position_contracts = 104;
  Decimal position_volume = 105;
  Decimal position_liquidation_volume = 106;
  Decimal position_bankruptcy_volume = 117;
  OrderPosition position_type = 107;
  Decimal buy_order_margin = 118;
  Decimal sell_order_margin = 119;
  Decimal payout_per_contract = 102;
  Decimal payout = 101;
  Decimal last_trade_price = 113;
  Decimal last_trade_quantity = 116;
  int64 last_trade_timestamp = 296;
  Decimal mark_price = 52;
  Decimal position_margin_change = 163;
  Decimal buy_order_quantity = 182;
  Decimal sell_order_quantity = 183;
  Decimal full_position_margin = 298;
  Decimal full_buy_order_margin = 299;
  Decimal full_sell_order_margin = 300;
  int64 funding_time = 127;

  /*
  Decimal rounded_mark_price = 81;
  */
}

message OHLCVMessage
{
  Decimal open_price = 87;
  Decimal high_price = 88;
  Decimal low_price = 89;
  Decimal close_price = 90;
  Decimal volume = 48;
  Decimal average_oracle_price = 130;
  int64 timestamp = 2;
}

message SubscribeMessage
{
  uint64 subscribe_mask = 94;
  uint64 unsubscribe_mask = 95;
}

message SubscribeStatusMessage
{
  uint64 subscribe_mask = 94;
}

message CloseContractMessage
{
  uint64 contract_id = 41;
  OrderType order_type = 32;
  Decimal price = 38;
  Decimal quantity = 39;
}

message CloseAllContractsMessage
{
  OrderType order_type = 32;
  Decimal price = 38;
}

message OrderCanceledMessage
{
  OrderStatus status = 42;

  bytes prev_client_id = 40;

  // the canceled orders: deprecated!
  repeated bytes order_ids = 103;

  // the verbose list of canceled orders
  repeated OrderMessage orders = 70;

  Decimal trader_balance = 51;
  Decimal order_margin = 76;
  Decimal position_margin = 78;
  Decimal upnl = 79;
  Decimal pnl = 154;
  Decimal accum_quantity = 181;
  Decimal buy_order_margin = 118;
  Decimal sell_order_margin = 119;
  Decimal buy_order_quantity = 182;
  Decimal sell_order_quantity = 183;
  Decimal trader_balance_2 = 278; // for spot market, balance in base currency
  Decimal full_position_margin = 298;
  Decimal full_buy_order_margin = 299;
  Decimal full_sell_order_margin = 300;

  Decimal mark_price = 52;
}

message GetMarketStateMessage
{
}

message DailyStatisticsMessage
{
  int64 start_timestamp = 124;
  Decimal volume = 125;
  Decimal gross = 126;
  Decimal high_price = 156;
  Decimal low_price = 157;
}

message MarketStateMessage
{
  repeated TradeMessage trades = 46;
  repeated OHLCVMessage ohlcvs = 91;
  Decimal last_trade_price = 113;
  Decimal last_trade_quantity = 116;
  int64 last_trade_timestamp = 296;

  int64 event_timestamp = 122;
  repeated DailyStatisticsMessage daily_stats = 123;

  int64 funding_time = 127;
  Decimal funding_rate = 128;
  Decimal next_funding_rate = 129;
  Decimal tick_value = 131;
  Decimal tick_price = 132;
  Decimal contract_value = 133;
  int64 funding_interval = 162;
  Decimal payout_per_contract = 102;

  int64 alert_timestamp = 210;
  string alert_text = 211;

  Decimal open_interest = 295;
  Decimal insurance_fund = 297;
}

message MarketStateUpdateMessage
{
  repeated TradeMessage trades = 46;
  repeated OHLCVMessage ohlcvs = 91;
  Decimal last_trade_price = 113;
  Decimal last_trade_quantity = 116;
  int64 last_trade_timestamp = 296;

  int64 event_timestamp = 122;
  repeated DailyStatisticsMessage daily_stats = 123;

  int64 funding_time = 127;
  Decimal funding_rate = 128;
  int64 funding_interval = 162;

  Decimal impact_base_quantity = 137;
  Decimal dgtx_to_base_price = 138;
  Decimal impact_value = 158;
  Decimal impact_quantity = 140;
  Decimal impact_bid_value = 141;
  Decimal impact_bid_count = 159;
  Decimal impact_ask_value = 142;
  Decimal impact_ask_count = 160;
  Decimal future_value = 143;
  Decimal future_count = 161;
  Decimal spot_price = 139;
  Decimal payout_per_contract = 102;
  int64 alert_timestamp = 210;
  string alert_text = 211;

  Decimal open_interest = 295;
  Decimal insurance_fund = 297;
}

message GetExchangeRatesMessage
{
}

message ExchangeRateItemMessage
{
  uint32 currency_pair_id = 47;
  Decimal mark_price = 52;
  int64 last_update_time = 121;
  int32 unreliable = 209;
}

message ExchangeRatesMessage
{
  repeated ExchangeRateItemMessage items = 120;
}

message ContractClosedMessage
{
  repeated bytes order_ids = 103;
}

message GetTraderBalanceMessage
{
  uint32 currency_id = 49;
}

message DelayedActionMessage
{
  int64 delayed_action_timestamp = 291;
  bytes delayed_action_client_id = 289;
  bytes old_delayed_action_client_id = 290;
  DelayedActionType action_type = 281;
  DelayedTriggerVariable trigger_variable = 282;
  DelayedTriggerCondition trigger_condition = 283;
  Decimal trigger_value = 284;
  OrderMessage order = 287;
}

message PlaceDelayedActionMessage
{
  DelayedActionMessage delayed_action = 285;
}

message UpdateDelayedActionMessage
{
  bytes prev_client_id = 40;
  DelayedActionMessage delayed_action = 285;
}

message CancelDelayedActionMessage
{
  bytes prev_client_id = 40;
  int32 all_for_trader = 286;
}

message DelayedActionStatusMessage
{
  OrderStatus status = 42;
  repeated DelayedActionMessage delayed_actions = 288;
}

message LiquidationEntryMessage
{
  Decimal liquidation_price = 67;
  Decimal quantity = 39;
  int64 entry_timestamp = 155;
  OrderPosition position = 45;
}

message LiquidationsMessage
{
  repeated LiquidationEntryMessage liquidation_entries = 294;
}

message FundingInfoMessage
{
  int64 funding_time = 127;
  Decimal funding_rate = 128;
  Decimal payout_per_contract = 102;
  Decimal open_interest = 295;
}

// minimal message to return the error code
message ErrorMessage
{
}

message Message
{
  int64 timestamp = 2;
  uint64 serial = 4;
  uint32 market_id = 5;
  uint32 trader_id = 6;
  bytes client_id = 7;
  uint32 error_code = 43;
  int64 session_id = 8;
  bytes auth = 9;

  oneof kontent
  {
    PlaceOrderMessage place_order_msg = 513;
    CancelOrderMessage cancel_order_msg = 514;
    CancelAllOrdersMessage cancel_all_orders_msg = 515;
    OrderStatusMessage order_status_msg = 517;
    OrderFilledMessage order_filled_msg = 518;
    ChangeLeverageAllMessage change_leverage_all_msg = 519;
    TraderBalanceMessage trader_balance_msg = 522;
    PositionEventMessage position_event_msg = 523;
    LeverageMessage leverage_msg = 524;
    ExchangeRateMessage exchange_rate_msg = 525;
    OrderBookRequestMessage order_book_request_msg = 526;
    OrderBookMessage order_book_msg = 527;
    OrderBookUpdatedMessage order_book_updated_msg = 528;
    PingMessage ping_msg = 529;
    PongMessage pong_msg = 530;
    UpdateOrderMessage update_order_msg = 531;
    GetTraderStatusMessage get_trader_status_msg = 532;
    TraderStatusMessage trader_status_msg = 533;
    FundingMessage funding_msg = 535;
    SubscribeMessage subscribe_msg = 538;
    SubscribeStatusMessage subscribe_status_msg = 539;
    CloseContractMessage close_contract_msg = 542;
    CloseAllContractsMessage close_all_contracts_msg = 543;
    OrderCanceledMessage order_canceled_msg = 546;
    GetMarketStateMessage get_market_state_msg = 548;
    MarketStateMessage market_state_msg = 549;
    GetExchangeRatesMessage get_exchange_rates_msg = 550;
    ExchangeRatesMessage exchange_rates_msg = 551;
    MarketStateUpdateMessage market_state_update_msg = 552;
    ContractClosedMessage contract_closed_msg = 553;
    GetTraderBalanceMessage get_trader_balance_msg = 562;
    PlaceDelayedActionMessage place_delayed_action_msg = 566;
    UpdateDelayedActionMessage update_delayed_action_msg = 567;
    CancelDelayedActionMessage cancel_delayed_action_msg = 568;
    DelayedActionStatusMessage delayed_action_status_msg = 569;
    LiquidationsMessage liquidations_msg = 570;
    FundingInfoMessage funding_info_msg = 571;
    ErrorMessage error_msg = 572;
  }
}