sidepit_api.proto

syntax = "proto3";

// input 
message Transaction {
    int32 version = 1;                  
    uint64 timestamp = 10; 
    oneof tx {
        NewOrder        new_order = 20;
        string          cancel_orderid = 30;
        AuctionBid      auction_bid = 40;
        UnlockRequest   unlock_req = 50;
    }
    string sidepit_id = 101;
}

message SignedTransaction {
    int32       signature_version = 2;   // 0 for raw, 2 for "magic bitcoin recoverable"
    Transaction transaction       = 11;  // the transaction 
    string      tx_digest         = 21;  // optional - transaction digest that was signed 
    string      pubkey            = 31;  // optional - pubkey of sidepit_id
    string      signature         = 111; // required - 64 hex encoded or 65 byte recoverable base64 encoded 
}

message NewOrder {
    sint32      side   = 11; // 1 for buy - -1 for sell 
    int32       size   = 20; // quantity - always positive 
    int32       price  = 30; 
    string      ticker = 40;
}

message AuctionBid {
    uint64      epoch = 10;
    string      hash = 20;
    string      ordering_salt = 30;
    int32       bid = 40;  // in satoshis 
}

message UnlockRequest {
    UnlockRequestAmount minmax = 20;     
    uint64 explicit_amount = 30; 
}

// output
message EpochEvent {
    uint64      epoch = 10;
    string      hash = 20;
    string      id = 100;
    bytes       signature = 110; 
}

message ExchangeEvent {
    ExchangeState state = 10;
}

message TxBlockStream { 
    uint64                     epoch = 10;
    ExchangeState              estate = 20; 

    oneof txepoch {
        EpochEvent            epoch_event = 25;
        SignedTransaction     stx = 31;
        ExchangeEvent         exchange_event = 40;
    }
}

message MarketQuote {
    int32       bidsize = 10;
    int32       bid = 20;
    int32       ask = 30;
    int32       asksize = 40;
    int32       last = 50;
    int32       lastsize = 60;
    bool        upordown = 70;
    string      ticker = 80;
    uint64      epoch = 90;
}

message EpochBar {
    string          ticker = 10;
    uint64          epoch = 15;
    int32           open = 20;
    int32           high = 30;
    int32           low = 40;
    int32           close = 50;
    int32           volume = 60;
}

message ContractBar {
    string          ticker = 10;
    uint64          epoch = 15;
    int32           day_open = 20;
    int32           day_high = 30;
    int32           day_low = 40;
    int32           day_close = 50;
    int32           day_volume = 60;
    int32           high = 70;
    int32           low = 80;
    int32           volume = 90;
    int32           open_interest = 100;
    int32           previous_close = 110;
}

message BookOrder {
    sint32      side = 10; // 1 for buy - -1 for sell 
    int32       price = 20;
    int32       open_qty = 30;
    int32       filled_qty = 40;
    int32       remaining_qty = 50;
    int32       canceled_qty = 60;
    int32       agres_fill_qty = 62;
    float       agres_avg_price = 63;
    int32       pass_fill_qty = 64;
    float       avg_price = 65;
    string      ticker = 70;
    string      update_time = 80;   
    string      orderid = 90;       // "sidepit_id" + ":" + Transaction.timestamp 
    string      traderid = 100;     // sidepit_id 
}

message DepthItem {
    int32       level = 10;
    int32       b = 30;
    int32       a = 40;
    int32       bs = 50;
    int32       as = 60;
}

message MarketData {
    int32       version = 1;
    uint64      epoch = 10;
    EpochBar    bar = 20;
    MarketQuote quote = 30;
    repeated    DepthItem depth = 40;
}

message FillData {
    string      agressiveid = 10;
    string      passiveid = 20;
    uint32      price = 30;
    uint32      qty = 40;
    int32       agressive_side = 50;
    uint64      microtime = 60; // epoch in microseconds 
}

message OrderData {
    int32       version = 1;
    uint64      epoch = 10;
    repeated    BookOrder bookorders = 40;
    repeated    FillData fills = 50;
}

// Product Specifications
message Contract {
    string      symbol = 10;
    uint32      unit_size = 20;
    string      unit = 30;  // e.g. "USD"
    string      price_quote = 40; //  e.g. "SAT"
    int32       price_quote_units = 50; 
    uint32      tic_min = 60; 
    uint32      tic_value = 70; 
    int32       price_limit_percent = 80; 
    uint64      initial_margin = 90; 
    uint64      maint_margin = 100; 
    int32       position_limits = 110;
    uint64      trading_open_time = 120; 
    uint64      trading_close_time = 130; 
}

message Product { 
    string      ticker = 10;
    string      contract_symbol = 20;
    uint64      expiration_date = 30; 
    uint64      start_trading_date = 40; 
    bool        is_active = 50;
}

message Schedule { 
    uint64      date = 10;
    uint64      trading_open_time = 20; 
    uint64      trading_close_time = 30;
    repeated string product = 40;
}

// Exchange Trading Information 
message TradingSession {
    string      session_id = 10;
    Schedule    schedule = 20;
    string      prev_session_id = 50;
}

message SessionStatus { 
    ExchangeState    estate = 10;
    string           session_id = 20;
}

message ExchangeStatus {
    TradingSession  session = 10;
    SessionStatus   status = 20;
}

message ActiveContractProduct {
    Contract        contract = 10;
    Product         product = 20; 
    Schedule        schedule = 30; 
}

// per user section 
message Position { 
    sint32          position = 10; 
    float           avg_price = 21;
}

message OrderFills {
    BookOrder       order = 10;
    repeated        FillData fills = 50;
}

message AccountState { 
    string          sidepit_id = 10;
    string          pubkey = 20;
    int64           net_locked = 30;
    int64           pending_unlock = 40;
    int64           realized_pnl = 50;
    int64           unrealized_pnl = 60;  
    // int64   initial_margin = 70;
    int64           margin_required = 80;
    int64           available_balance = 90;
    int64           available_margin = 100;
    bool            is_restricted = 110; 
    int32           reduce_only = 112; 
    map<string, Position>   positions = 120;
    sint32          carried_position = 130;
    sint32          new_position = 140;       
    int32           open_bids = 150;       
    int32           open_asks = 160;
}

message BtcLocks { 
    string          txid = 10;
    string          pubkey = 20;
    string          btc_address = 30;
    uint64          lock_sats = 40;
    uint64          unlock_sats = 50;
    bool            is_pending = 60;
}

message RequestReply {
    int32                   TypeMask = 1; 
    string                  traderid = 10;
    string                  ticker = 30; 
}

message ReplyRequest { 
    int32                   TypeMask = 10; 
    TraderPositionOrders    trader_positions = 20;
    ActiveProduct           active_product = 30; 
    MarketData              market_data = 40;
}

message TraderPositionOrders {
    string                  traderid = 10;
    string                  symbol = 20;
    map<string, OrderFills> orderfills = 40;
    AccountState            accountstate = 50;
    repeated BtcLocks       locks = 60;
} 

message ActiveProduct { 
    ActiveContractProduct   active_contract_product = 10;
    ExchangeStatus          exchange_status = 20;
    ContractBar             contractbar = 30; 
}

// EpochOrders contain ordering post auction  
message EpochOrders {
    uint64                  epoch = 10;
    ExchangeState           estate = 15; 
    map<string, Transaction> // map key is hash to be sorted by client for for final ordering 
                            orders = 20;
}

// @deprecated
// message RequestPositions {
//     string traderid = 10;
//     string symbol = 20;
// }

/*
    All enums must be at the bottom
    (protoc => jsdoc converter doesn't like it)
*/

enum UnlockRequestAmount {
    NONE_AMT = 0;
    MAX = 1;
    MIN = 2;
    EXPLICIT = 3;
}

// reply/request API 
enum ReplyRequestTypes {
    NONE = 0;
    ACTIVE_PRODUCT = 1;
    POSITIONS = 2;
    QUOTE = 4;
}

enum ExchangeState {
    EXCHANGE_UNKNOWN = 0;
    EXCHANGE_PENDING_OPEN = 1;
    EXCHANGE_OPEN = 2;
    EXCHANGE_RECOVERING = 3;
    EXCHANGE_CLOSING = 4;
    EXCHANGE_SETTLED = 5; 
    EXCHANGE_CLOSED = 6;
}