73 lines
1.7 KiB
Protocol Buffer
73 lines
1.7 KiB
Protocol Buffer
syntax = "proto3";
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package optiver.exchange;
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enum MessageType {
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// Auth
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AUTH_LOGIN_REQUEST = 0;
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AUTH_LOGIN_RESPONSE = 1;
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// Instrument admin
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ADMIN_CREATE_INSTRUMENT_REQUEST = 20;
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ADMIN_CREATE_INSTRUMENT_RESPONSE = 21;
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// Info
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INFO_ON_INSTRUMENT = 30;
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INFO_SUBSCRIBE_REQUEST = 31;
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INFO_SUBSCRIBE_RESPONSE = 32;
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INFO_ON_TOP_OF_BOOK = 33;
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INFO_ON_PRICE_DEPTH_BOOK = 34;
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INFO_ON_TRADE = 35;
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// Order Book
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ORDER_BOOK_ON_ORDER_BOOK_CREATED = 40;
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ORDER_BOOK_ON_ORDER_INSERTED = 41;
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ORDER_BOOK_ON_ORDER_CANCELLED = 42;
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ORDER_BOOK_ON_TRADE = 43;
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ORDER_BOOK_GET_ALL_REQUEST = 44;
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ORDER_BOOK_GET_ALL_RESPONSE = 45;
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ORDER_BOOK_INSERT_ORDER_REQUEST = 46;
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ORDER_BOOK_INSERT_ORDER_RESPONSE = 47;
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ORDER_BOOK_CANCEL_ORDER_REQUEST = 48;
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ORDER_BOOK_CANCEL_ORDER_RESPONSE = 49;
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// Execution
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EXEC_INSERT_ORDER_REQUEST = 50;
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EXEC_INSERT_ORDER_RESPONSE = 51;
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EXEC_CANCEL_ORDER_REQUEST = 52;
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EXEC_CANCEL_ORDER_RESPONSE = 53;
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EXEC_ON_TRADE = 54;
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// Risk
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RISK_GET_USER_LIMITS_REQUEST = 60;
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RISK_GET_USER_LIMITS_RESPONSE = 61;
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RISK_SET_USER_LIMITS_REQUEST = 62;
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RISK_SET_USER_LIMITS_RESPONSE = 63;
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RISK_GET_INSTRUMENT_LIMITS_REQUEST = 64;
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RISK_GET_INSTRUMENT_LIMITS_RESPONSE = 65;
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RISK_SET_INSTRUMENT_LIMITS_REQUEST = 66;
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RISK_SET_INSTRUMENT_LIMITS_RESPONSE = 67;
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}
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message LoginRequest {
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int64 request_id = 1;
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string username = 2;
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string password = 3;
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}
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message LoginResponse {
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int64 request_id = 1;
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string error_message = 2;
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}
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enum Side {
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BUY = 0;
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SELL = 1;
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}
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message Instrument {
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string symbol = 1;
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string description = 2;
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string currency = 3;
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double multiplier = 4;
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}
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