gtat-tech-career-kickstarter-main/solution/proto/execution.proto

syntax = "proto3";
package optiver.exchange.exec;

import "common.proto";

message InsertOrderRequest {
    int64 request_id = 1;
    string instrument_symbol = 2;
    Side side = 3;
    double price = 4;
    int32 quantity = 5;
    // TODO start with LIMIT order type only
}

message InsertOrderResponse {
    int64 request_id = 1;
    string error_message = 2;

    int64 order_id = 3;
    int64 timestamp = 4;
    repeated int64 trade_ids = 5;
    int32 traded_quantity = 6;
}

message CancelOrderRequest {
    int64 request_id = 1;
    string instrument_symbol = 2;
    int64 order_id = 3;
}

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

message OnTrade {
    int64 trade_id = 1;
    string instrument_symbol = 2;
    int64 timestamp = 3;
    int64 order_id = 4;
    Side side = 5;
    double price = 6;
    int32 quantity = 7;
    bool is_aggressive = 8;
}