syntax = "proto3";
package optiver.exchange;

enum MessageType {
    // Auth
    AUTH_LOGIN_REQUEST = 0;
    AUTH_LOGIN_RESPONSE = 1;

    // Instrument admin
    ADMIN_CREATE_INSTRUMENT_REQUEST = 20;
    ADMIN_CREATE_INSTRUMENT_RESPONSE = 21;

    // Info
    INFO_ON_INSTRUMENT = 30;
    INFO_SUBSCRIBE_REQUEST = 31;
    INFO_SUBSCRIBE_RESPONSE = 32;
    INFO_ON_TOP_OF_BOOK = 33;
    INFO_ON_PRICE_DEPTH_BOOK = 34;
    INFO_ON_TRADE = 35;
    // Internal management messages (used by admin service)
    INFO_CREATE_INSTRUMENT_REQUEST = 130;
    INFO_CREATE_INSTRUMENT_RESPONSE = 131;

    // Order Book
    ORDER_BOOK_ON_ORDER_BOOK_CREATED = 40;
    ORDER_BOOK_ON_ORDER_INSERTED = 41;
    ORDER_BOOK_ON_ORDER_CANCELLED = 42;
    ORDER_BOOK_ON_TRADE = 43;
    ORDER_BOOK_GET_ALL_REQUEST = 44;
    ORDER_BOOK_GET_ALL_RESPONSE = 45;
    ORDER_BOOK_INSERT_ORDER_REQUEST = 46;
    ORDER_BOOK_INSERT_ORDER_RESPONSE = 47;
    ORDER_BOOK_CANCEL_ORDER_REQUEST = 48;
    ORDER_BOOK_CANCEL_ORDER_RESPONSE = 49;
    // Internal management messages (used by admin service)
    ORDER_BOOK_CREATE_REQUEST = 140;
    ORDER_BOOK_CREATE_RESPONSE = 141;
    ORDER_BOOK_DELETE_REQUEST = 142;
    ORDER_BOOK_DELETE_RESPONSE = 143;

    // Execution
    EXEC_INSERT_ORDER_REQUEST = 50;
    EXEC_INSERT_ORDER_RESPONSE = 51;
    EXEC_CANCEL_ORDER_REQUEST = 52;
    EXEC_CANCEL_ORDER_RESPONSE = 53;
    EXEC_ON_TRADE = 54;

    // Risk
    RISK_GET_USER_LIMITS_REQUEST = 60;
    RISK_GET_USER_LIMITS_RESPONSE = 61;
    RISK_SET_USER_LIMITS_REQUEST = 62;
    RISK_SET_USER_LIMITS_RESPONSE = 63;
    RISK_GET_INSTRUMENT_LIMITS_REQUEST = 64;
    RISK_GET_INSTRUMENT_LIMITS_RESPONSE = 65;
    RISK_SET_INSTRUMENT_LIMITS_REQUEST = 66;
    RISK_SET_INSTRUMENT_LIMITS_RESPONSE = 67;
}

message LoginRequest {
    int64 request_id = 1;
    string username = 2;
    string password = 3;
}

message LoginResponse {
    int64 request_id = 1;
    string error_message = 2;
}

enum Side {
    BUY = 0;
    SELL = 1;
}

message Instrument {
    string symbol = 1;
    string description = 2;
    string currency = 3;
    double multiplier = 4;
}