sidepit_api.proto

syntax = "proto3";

message Transaction {
    int32 version = 1;                  
    uint64 timestamp = 10; 
    oneof tx {
        NewOrder        new_order = 20;
        CancelReplace   replace_order = 22;
        string          cancel_orderid = 30;
        AuctionBid      auction_bid = 40;
        UnlockRequest   unlock_req = 50;
        BtcLocks        btc_locks = 60;
        Delegate        new_delegate    = 70;
        string          revoke_delegate = 72;
    }
    string sidepit_id = 101;
    string agent_id  = 102;
}

message SignedTransaction {
    int32       signature_version = 2;
    Transaction transaction       = 11;
    string      tx_digest         = 21;
    string      pubkey            = 31;
    string      signature         = 111;
}

message RejectedTransaction {
    Transaction         transaction         = 110;
    RejectCode          reject_code         = 120; 
}

message NewOrder {
    sint32      side   = 11;
    int32       size   = 20;
    int32       price  = 30; 
    string      ticker = 40;
}

message CancelReplace {
    int32       price  = 30; 
    string      ref_orderid = 40;
}

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

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

message Delegate {
    string  agent_id = 10;
    string  agent_pubkey = 20;
    string  signature = 111;
}

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

message ExchangeEvent {
    ExchangeState   state = 10;
}

message BtcEvent {
    SignedTransaction    btc_locks = 10;
}

message AccountEvent {
    SignedTransaction    account_tx = 10;
}

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

    oneof txepoch {
        EpochEvent            epoch_event = 25;
        SignedTransaction     stx = 31;
        ExchangeEvent         exchange_event = 40;
        BtcEvent              btc_event = 50;
        AccountEvent          account_event = 60;
    }
}

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 BarHistory {
    string              ticker = 10;
    repeated EpochBar   bars = 20;
    string              session_id = 30;
    string              prev_session_id = 40;
    string              next_session_id = 50;
}

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;
    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;
    string      traderid = 100;
    string      agentid = 110;
    uint64      sequence = 120;
}

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;
    string      ticker = 12;
    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;
}

message OrderData {
    int32       version = 1;
    uint64      epoch = 10;
    string      ticker = 12;
    repeated    BookOrder bookorders = 40;
    repeated    FillData fills = 50;
    repeated    TraderMarginState margin_states = 70;
    uint32      more_in_epoch = 80;
}

message TraderMarginState {
    string  sidepit_id       = 10;
    sint64  available_margin = 20;
    sint32  risk_position    = 30;
    sint64  open_pnl         = 40;
    sint32  net_oi           = 50;
}

message Contract {
    string      symbol = 10;
    uint32      unit_size = 20;
    string      unit = 30;
    string      price_quote = 40;
    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;
    string      trading_open_time_zone = 140;
    string      trading_close_time_zone = 150;
}

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;             
}

message CalendarSchedule {
    string              exchange_id = 10;
    repeated Schedule   products = 30;
}

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; 
}

message Position { 
    sint32         position = 10; 
    float          avg_price = 21;
    uint32         old_avg = 20;
}

message ContractScheduleProducts {
    Contract            contract = 10;
    Schedule            schedule = 20;
    repeated Product    products = 30;
}

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

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 PositionMargin {
    int64           realized_pnl = 50;
    int64           realized_fees = 52;
    int64           margin_required = 80;
    int32           reduce_only = 112;
    sint32          carried_position = 130;
    sint32          new_position = 140;
}

message AccountTickerPosition {
    string          ticker = 1;
    Position        position = 10;
    PositionMargin  margin = 20;
    int32           open_bids = 150;
    int32           open_asks = 160;
}

message ContractMargin {
    string          symbol = 113;
    PositionMargin  margin = 115;
    map<string, AccountTickerPosition>   
                    positions = 121;
    sint32          carried_open_interest = 200;
    sint32          net_open_interest = 210;
    int32           bid_margin_required = 220;
    int32           ask_margin_required = 230;
}

message AccountMarginState {
    string              sidepit_id = 10;
    string              pubkey = 20;
    repeated Delegate   active_delegates = 25;
    int64               total_balance = 24;
    int64               net_locked = 30;
    int64               pending_unlock = 40;
    int64               available_balance = 90;
    int64               available_margin = 100;
    bool                is_restricted = 110;
    map<string, ContractMargin>   
                        contract_margins = 121;
}

message AccountDelegate {
    string   delegateid_oid = 10;
    string   agent_id = 20;
    enum DelegateStatus {
        DELEGATE_NONE    = 0;
        DELEGATE_ACTIVE  = 1;
        DELEGATE_REVOKED = 2;
    }
    DelegateStatus status = 30;
    bool     is_active = 40;
    uint64   updatetime = 50;
}

message AccountRequest {
    Transaction     account_tx = 10;
    bool            is_pending = 20;
    string          oid = 30;
}

message DelegateData {
    AccountDelegate         account_delegate = 10;
    repeated AccountRequest requests = 50;
}

message UnlockRecord {
    AccountRequest  unlock_tx = 10;

    enum UnlockStatus {
        UNLOCK_NONE       = 0;
        UNLOCK_PENDING    = 1;
        UNLOCK_REJECTED   = 2;
        UNLOCK_RESERVED  = 3;
        UNLOCK_PROCESSING   = 4;
        UNLOCK_COMPLETED = 5;
    }
    UnlockStatus    status = 20;
    string          oid = 30;
    uint64          amount_sats = 40;
    string          btc_txid = 50;
    map <uint64, UnlockStatus>
                    updatetime = 60;
}

message AccountOperations {
    repeated AccountDelegate    delegate_data = 80;
    repeated UnlockRecord       unlock_records = 82;
    repeated AccountRequest     account_requests = 90;
}

message RequestReply {
    int32                   TypeMask = 1;
    string                  traderid = 10;
    string                  ticker = 30;
    SignedTransaction       account_tx = 40;
    string                  session_id = 50;
}

message ReplyRequest {
    int32                   TypeMask = 10;
    TraderPositionOrders    trader_positions = 20;
    ActiveProduct           active_product = 30;
    MarketData              market_data = 40;
    BarHistory              bars = 50;
    CalendarSchedule        calendar_schedule = 60;
}

message TraderPositionOrders {
    string                      traderid = 10; 
    string                      symbol = 20;
    map<string, OrderFills>     orderfills = 40;
    AccountMarginState          accountstate = 50;
    repeated BtcLocks           locks = 60;
    TraderMarginState           trader_margin_state = 70;
    AccountOperations           accountops = 100; 
}

message ActiveProduct { 
    string                  ticker = 2;
    ActiveContractProduct   active_contract_product = 10;
    ExchangeStatus          exchange_status = 20;
    ContractBar             contractbar = 30; 
}

message EpochOrders {
    uint64                  epoch = 10;
    ExchangeState           estate = 15; 
    map<string, Transaction> 
                            orders = 20;
    repeated Transaction    locks = 30;
    repeated Transaction    accountops = 40;
}

enum ReplyRequestTypes {
    NONE = 0;
    ACTIVE_PRODUCT = 1;
    POSITIONS = 2;
    QUOTE = 4;
    SNAPSHOT = 8;
    HISTORICAL_BARS = 16;
    SCHEDULES = 32;
    DELEGATE = 64;
    UNLOCK = 128;
}

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

enum RejectCode {
    RC_NONE = 0;
    RC_VERIFY = 1;
    RC_DUP = 2; 
    RC_ID = 4;
    RC_BAD = 5;
    RC_REDUCE = 6;
    RC_MARGIN = 7;
    RC_DK = 8;
    RC_CDUP = 9; 
    RC_CREJ = 10; 
    RC_OTHER = 100; 
}

enum AmountType {
    AMOUNT_NONE = 0;
    MAX = 1;
    MIN = 2;
    EXPLICIT = 3;
}