_go

package
v0.0.0-...-7b0a1f7 Latest Latest
Warning

This package is not in the latest version of its module.

 Go to latest Published: Sep 19, 2023 License: MIT Imports: 4 Imported by: 0

Documentation

Index

Constants

This section is empty.

Variables

View Source 
var (
	Side_name = map[int32]string{
		0: "BID",
		1: "ASK",
	}
	Side_value = map[string]int32{
		"BID": 0,
		"ASK": 1,
	}
)

Enum value maps for Side.

View Source 
var (
	KlineInterval_name = map[int32]string{
		0: "S1",
		1: "M1",
		2: "M15",
		3: "H1",
		4: "H4",
		5: "D1",
	}
	KlineInterval_value = map[string]int32{
		"S1":  0,
		"M1":  1,
		"M15": 2,
		"H1":  3,
		"H4":  4,
		"D1":  5,
	}
)

Enum value maps for KlineInterval.

View Source 
var (
	RateUpdateSide_name = map[int32]string{
		0: "BASE",
		1: "QUOTE",
	}
	RateUpdateSide_value = map[string]int32{
		"BASE":  0,
		"QUOTE": 1,
	}
)

Enum value maps for RateUpdateSide.

View Source 
var (
	MarketByPriceDiff_DiffOp_name = map[int32]string{
		0: "ADD",
		1: "REMOVE",
		2: "REPLACE",
	}
	MarketByPriceDiff_DiffOp_value = map[string]int32{
		"ADD":     0,
		"REMOVE":  1,
		"REPLACE": 2,
	}
)

Enum value maps for MarketByPriceDiff_DiffOp.

View Source 
var (
	MarketByOrderDiff_DiffOp_name = map[int32]string{
		0: "ADD",
		1: "REMOVE",
		2: "REPLACE",
	}
	MarketByOrderDiff_DiffOp_value = map[string]int32{
		"ADD":     0,
		"REMOVE":  1,
		"REPLACE": 2,
	}
)

Enum value maps for MarketByOrderDiff_DiffOp.

View Source 
var (
	Side_name = map[int32]string{
		0: "BID",
		1: "ASK",
	}
	Side_value = map[string]int32{
		"BID": 0,
		"ASK": 1,
	}
)

Enum value maps for Side.

View Source 
var (
	TimeInForce_name = map[int32]string{
		0: "IMMEDIATE_OR_CANCEL",
		1: "GOOD_FOR_SESSION",
		2: "FILL_OR_KILL",
	}
	TimeInForce_value = map[string]int32{
		"IMMEDIATE_OR_CANCEL": 0,
		"GOOD_FOR_SESSION":    1,
		"FILL_OR_KILL":        2,
	}
)

Enum value maps for TimeInForce.

View Source 
var (
	OrderType_name = map[int32]string{
		0: "LIMIT",
		1: "MARKET_LIMIT",
		2: "MARKET_WITH_PROTECTION",
	}
	OrderType_value = map[string]int32{
		"LIMIT":                  0,
		"MARKET_LIMIT":           1,
		"MARKET_WITH_PROTECTION": 2,
	}
)

Enum value maps for OrderType.

View Source 
var (
	SelfTradePrevention_name = map[int32]string{
		0: "CANCEL_RESTING",
		1: "CANCEL_AGGRESSING",
		2: "ALLOW_SELF_TRADE",
	}
	SelfTradePrevention_value = map[string]int32{
		"CANCEL_RESTING":    0,
		"CANCEL_AGGRESSING": 1,
		"ALLOW_SELF_TRADE":  2,
	}
)

Enum value maps for SelfTradePrevention.

View Source 
var (
	PostOnly_name = map[int32]string{
		0: "DISABLED",
		1: "ENABLED",
	}
	PostOnly_value = map[string]int32{
		"DISABLED": 0,
		"ENABLED":  1,
	}
)

Enum value maps for PostOnly.

View Source 
var (
	CancelOrderAck_Reason_name = map[int32]string{
		0: "UNCLASSIFIED",
		1: "DISCONNECT",
		2: "REQUESTED",
		3: "IOC",
		4: "STP_RESTING",
		5: "STP_AGGRESSING",
		6: "MASS_CANCEL",
	}
	CancelOrderAck_Reason_value = map[string]int32{
		"UNCLASSIFIED":   0,
		"DISCONNECT":     1,
		"REQUESTED":      2,
		"IOC":            3,
		"STP_RESTING":    4,
		"STP_AGGRESSING": 5,
		"MASS_CANCEL":    6,
	}
)

Enum value maps for CancelOrderAck_Reason.

View Source 
var (
	MassCancelAck_Reason_name = map[int32]string{
		0: "UNCLASSIFIED",
		1: "INVALID_MARKET_ID",
		2: "INVALID_SIDE",
	}
	MassCancelAck_Reason_value = map[string]int32{
		"UNCLASSIFIED":      0,
		"INVALID_MARKET_ID": 1,
		"INVALID_SIDE":      2,
	}
)

Enum value maps for MassCancelAck_Reason.

View Source 
var (
	NewOrderReject_Reason_name = map[int32]string{
		0:  "UNCLASSIFIED",
		1:  "INVALID_QUANTITY",
		2:  "INVALID_MARKET_ID",
		3:  "DUPLICATE_ORDER_ID",
		4:  "INVALID_SIDE",
		5:  "INVALID_TIME_IN_FORCE",
		6:  "INVALID_ORDER_TYPE",
		7:  "INVALID_POST_ONLY",
		8:  "INVALID_SELF_TRADE_PREVENTION",
		9:  "UNKNOWN_TRADER",
		10: "PRICE_WITH_MARKET_ORDER",
		11: "POST_ONLY_WITH_MARKET_ORDER",
		12: "POST_ONLY_WITH_INVALID_TIF",
		13: "EXCEEDED_SPOT_POSITION",
		14: "NO_OPPOSING_LIMIT_ORDER",
		15: "POST_ONLY_WOULD_TRADE",
		16: "DID_NOT_FULLY_FILL",
	}
	NewOrderReject_Reason_value = map[string]int32{
		"UNCLASSIFIED":                  0,
		"INVALID_QUANTITY":              1,
		"INVALID_MARKET_ID":             2,
		"DUPLICATE_ORDER_ID":            3,
		"INVALID_SIDE":                  4,
		"INVALID_TIME_IN_FORCE":         5,
		"INVALID_ORDER_TYPE":            6,
		"INVALID_POST_ONLY":             7,
		"INVALID_SELF_TRADE_PREVENTION": 8,
		"UNKNOWN_TRADER":                9,
		"PRICE_WITH_MARKET_ORDER":       10,
		"POST_ONLY_WITH_MARKET_ORDER":   11,
		"POST_ONLY_WITH_INVALID_TIF":    12,
		"EXCEEDED_SPOT_POSITION":        13,
		"NO_OPPOSING_LIMIT_ORDER":       14,
		"POST_ONLY_WOULD_TRADE":         15,
		"DID_NOT_FULLY_FILL":            16,
	}
)

Enum value maps for NewOrderReject_Reason.

View Source 
var (
	CancelOrderReject_Reason_name = map[int32]string{
		0: "UNCLASSIFIED",
		1: "INVALID_MARKET_ID",
		2: "ORDER_NOT_FOUND",
	}
	CancelOrderReject_Reason_value = map[string]int32{
		"UNCLASSIFIED":      0,
		"INVALID_MARKET_ID": 1,
		"ORDER_NOT_FOUND":   2,
	}
)

Enum value maps for CancelOrderReject_Reason.

View Source 
var (
	ModifyOrderReject_Reason_name = map[int32]string{
		0: "UNCLASSIFIED",
		1: "INVALID_QUANTITY",
		2: "INVALID_MARKET_ID",
		3: "ORDER_NOT_FOUND",
		4: "INVALID_IFM",
		5: "INVALID_POST_ONLY",
		6: "INVALID_SELF_TRADE_PREVENTION",
		7: "UNKNOWN_TRADER",
		8: "EXCEEDED_SPOT_POSITION",
		9: "POST_ONLY_WOULD_TRADE",
	}
	ModifyOrderReject_Reason_value = map[string]int32{
		"UNCLASSIFIED":                  0,
		"INVALID_QUANTITY":              1,
		"INVALID_MARKET_ID":             2,
		"ORDER_NOT_FOUND":               3,
		"INVALID_IFM":                   4,
		"INVALID_POST_ONLY":             5,
		"INVALID_SELF_TRADE_PREVENTION": 6,
		"UNKNOWN_TRADER":                7,
		"EXCEEDED_SPOT_POSITION":        8,
		"POST_ONLY_WOULD_TRADE":         9,
	}
)

Enum value maps for ModifyOrderReject_Reason.

View Source 
var File_market_data_proto protoreflect.FileDescriptor
View Source 
var File_trade_proto protoreflect.FileDescriptor

Functions

This section is empty.

Types

type AggMessage 

type AggMessage struct {

	// Types that are assignable to Inner:
	//
	//	*AggMessage_Heartbeat
	//	*AggMessage_TopOfBooks
	//	*AggMessage_RateUpdates
	Inner isAggMessage_Inner `protobuf_oneof:"inner"`
	// contains filtered or unexported fields
}

Every exchange message from `/tops` will be wrapped as an `AggMessage`.

func (*AggMessage) Descriptor deprecated 

func (*AggMessage) Descriptor() ([]byte, []int)

Deprecated: Use AggMessage.ProtoReflect.Descriptor instead.

func (*AggMessage) GetHeartbeat 

func (x *AggMessage) GetHeartbeat() *Heartbeat

func (*AggMessage) GetInner 

func (m *AggMessage) GetInner() isAggMessage_Inner

func (*AggMessage) GetRateUpdates 

func (x *AggMessage) GetRateUpdates() *RateUpdates

func (*AggMessage) GetTopOfBooks 

func (x *AggMessage) GetTopOfBooks() *TopOfBooks

func (*AggMessage) ProtoMessage 

func (*AggMessage) ProtoMessage()

func (*AggMessage) ProtoReflect 

func (x *AggMessage) ProtoReflect() protoreflect.Message

func (*AggMessage) Reset 

func (x *AggMessage) Reset()

func (*AggMessage) String 

func (x *AggMessage) String() string

type AggMessage_Heartbeat 

type AggMessage_Heartbeat struct {
	// Server heartbeat reply
	Heartbeat *Heartbeat `protobuf:"bytes,1,opt,name=heartbeat,proto3,oneof"`
}

type AggMessage_RateUpdates 

type AggMessage_RateUpdates struct {
	// Rates for all assets
	RateUpdates *RateUpdates `protobuf:"bytes,3,opt,name=rateUpdates,proto3,oneof"`
}

type AggMessage_TopOfBooks 

type AggMessage_TopOfBooks struct {
	// Top of books
	TopOfBooks *TopOfBooks `protobuf:"bytes,2,opt,name=topOfBooks,proto3,oneof"`
}

type AssetPosition 

type AssetPosition struct {
	SubaccountId uint64    `protobuf:"varint,1,opt,name=subaccountId,proto3" json:"subaccountId,omitempty"`
	AssetId      uint64    `protobuf:"varint,2,opt,name=assetId,proto3" json:"assetId,omitempty"`
	Total        *RawUnits `protobuf:"bytes,3,opt,name=total,proto3" json:"total,omitempty"`
	// The available amount after open orders are subtracted.
	Available *RawUnits `protobuf:"bytes,4,opt,name=available,proto3" json:"available,omitempty"`
	// contains filtered or unexported fields
}

The user's underlying asset position. These are sent asynchronously as positions are updated and broadcast through internal position channels. They can also be tracked by applying other OrderResponse messages individually.

func (*AssetPosition) Descriptor deprecated 

func (*AssetPosition) Descriptor() ([]byte, []int)

Deprecated: Use AssetPosition.ProtoReflect.Descriptor instead.

func (*AssetPosition) GetAssetId 

func (x *AssetPosition) GetAssetId() uint64

func (*AssetPosition) GetAvailable 

func (x *AssetPosition) GetAvailable() *RawUnits

func (*AssetPosition) GetSubaccountId 

func (x *AssetPosition) GetSubaccountId() uint64

func (*AssetPosition) GetTotal 

func (x *AssetPosition) GetTotal() *RawUnits

func (*AssetPosition) ProtoMessage 

func (*AssetPosition) ProtoMessage()

func (*AssetPosition) ProtoReflect 

func (x *AssetPosition) ProtoReflect() protoreflect.Message

func (*AssetPosition) Reset 

func (x *AssetPosition) Reset()

func (*AssetPosition) String 

func (x *AssetPosition) String() string

type AssetPositions 

type AssetPositions struct {
	Positions []*AssetPosition `protobuf:"bytes,1,rep,name=positions,proto3" json:"positions,omitempty"`
	// contains filtered or unexported fields
}

A chunk of asset positions. Sent on bootstrap.

func (*AssetPositions) Descriptor deprecated 

func (*AssetPositions) Descriptor() ([]byte, []int)

Deprecated: Use AssetPositions.ProtoReflect.Descriptor instead.

func (*AssetPositions) GetPositions 

func (x *AssetPositions) GetPositions() []*AssetPosition

func (*AssetPositions) ProtoMessage 

func (*AssetPositions) ProtoMessage()

func (*AssetPositions) ProtoReflect 

func (x *AssetPositions) ProtoReflect() protoreflect.Message

func (*AssetPositions) Reset 

func (x *AssetPositions) Reset()

func (*AssetPositions) String 

func (x *AssetPositions) String() string

type Bootstrap 

type Bootstrap struct {

	// Types that are assignable to Inner:
	//
	//	*Bootstrap_Done
	//	*Bootstrap_Resting
	//	*Bootstrap_Position
	Inner isBootstrap_Inner `protobuf_oneof:"inner"`
	// contains filtered or unexported fields
}

A bootstrap message sent after Credentials authentication. Client resting and pending orders used to bootstrap state. Sent as the first message(s) after initialization. Bootstrap is complete after a message tagged `Done` is received and every message after that will be an `OrderResponse`. Multiple messages may be received for `RestingOrders` and `AssetPositions` and these should be concatenated.

func (*Bootstrap) Descriptor deprecated 

func (*Bootstrap) Descriptor() ([]byte, []int)

Deprecated: Use Bootstrap.ProtoReflect.Descriptor instead.

func (*Bootstrap) GetDone 

func (x *Bootstrap) GetDone() *Done

func (*Bootstrap) GetInner 

func (m *Bootstrap) GetInner() isBootstrap_Inner

func (*Bootstrap) GetPosition 

func (x *Bootstrap) GetPosition() *AssetPositions

func (*Bootstrap) GetResting 

func (x *Bootstrap) GetResting() *RestingOrders

func (*Bootstrap) ProtoMessage 

func (*Bootstrap) ProtoMessage()

func (*Bootstrap) ProtoReflect 

func (x *Bootstrap) ProtoReflect() protoreflect.Message

func (*Bootstrap) Reset 

func (x *Bootstrap) Reset()

func (*Bootstrap) String 

func (x *Bootstrap) String() string

type Bootstrap_Done 

type Bootstrap_Done struct {
	Done *Done `protobuf:"bytes,1,opt,name=done,proto3,oneof"`
}

type Bootstrap_Position 

type Bootstrap_Position struct {
	Position *AssetPositions `protobuf:"bytes,3,opt,name=position,proto3,oneof"`
}

type Bootstrap_Resting 

type Bootstrap_Resting struct {
	Resting *RestingOrders `protobuf:"bytes,2,opt,name=resting,proto3,oneof"`
}

type CancelOrder 

type CancelOrder struct {
	MarketId uint64 `protobuf:"varint,1,opt,name=marketId,proto3" json:"marketId,omitempty"`
	// The order ID specified by the client on the NewOrder request.
	ClientOrderId uint64 `protobuf:"varint,2,opt,name=clientOrderId,proto3" json:"clientOrderId,omitempty"`
	// A request ID that is echoed back on the CancelOrderAck or CancelOrderReject
	RequestId uint64 `protobuf:"varint,3,opt,name=requestId,proto3" json:"requestId,omitempty"`
	// The subaccount that the NewOrder was placed on.
	SubaccountId uint64 `protobuf:"varint,4,opt,name=subaccountId,proto3" json:"subaccountId,omitempty"`
	// contains filtered or unexported fields
}

Cancel a resting order. Note that this can be done before the order is acknowledged (an aggressive cancel) since the identifying field is the `clientOrderId`.

func (*CancelOrder) Descriptor deprecated 

func (*CancelOrder) Descriptor() ([]byte, []int)

Deprecated: Use CancelOrder.ProtoReflect.Descriptor instead.

func (*CancelOrder) GetClientOrderId 

func (x *CancelOrder) GetClientOrderId() uint64

func (*CancelOrder) GetMarketId 

func (x *CancelOrder) GetMarketId() uint64

func (*CancelOrder) GetRequestId 

func (x *CancelOrder) GetRequestId() uint64

func (*CancelOrder) GetSubaccountId 

func (x *CancelOrder) GetSubaccountId() uint64

func (*CancelOrder) ProtoMessage 

func (*CancelOrder) ProtoMessage()

func (*CancelOrder) ProtoReflect 

func (x *CancelOrder) ProtoReflect() protoreflect.Message

func (*CancelOrder) Reset 

func (x *CancelOrder) Reset()

func (*CancelOrder) String 

func (x *CancelOrder) String() string

type CancelOrderAck 

type CancelOrderAck struct {
	MsgSeqNum     uint64 `protobuf:"varint,1,opt,name=msgSeqNum,proto3" json:"msgSeqNum,omitempty"`
	ClientOrderId uint64 `protobuf:"varint,2,opt,name=clientOrderId,proto3" json:"clientOrderId,omitempty"`
	// If the Reason is `DISCONNECT`, `IOC`, `STP_RESTING`, or `STP_AGGRESSING`,
	// this request ID will be `u64::MAX`. Otherwise, it will be the request ID of
	// the initiated cancel action. For a mass cancel, each cancel order ack will
	// have the MassCancel's requestId.
	RequestId uint64 `protobuf:"varint,3,opt,name=requestId,proto3" json:"requestId,omitempty"`
	// [Transact time](#transact-time)
	TransactTime uint64                `protobuf:"varint,4,opt,name=transactTime,proto3" json:"transactTime,omitempty"`
	SubaccountId uint64                `protobuf:"varint,5,opt,name=subaccountId,proto3" json:"subaccountId,omitempty"`
	Reason       CancelOrderAck_Reason `protobuf:"varint,6,opt,name=reason,proto3,enum=trade.CancelOrderAck_Reason" json:"reason,omitempty"`
	MarketId     uint64                `protobuf:"varint,7,opt,name=marketId,proto3" json:"marketId,omitempty"`
	// contains filtered or unexported fields
}

Cancel-order-ack confirms a cancel request, or that an order has been canceled as the result of a different user-initiated reason.

func (*CancelOrderAck) Descriptor deprecated 

func (*CancelOrderAck) Descriptor() ([]byte, []int)

Deprecated: Use CancelOrderAck.ProtoReflect.Descriptor instead.

func (*CancelOrderAck) GetClientOrderId 

func (x *CancelOrderAck) GetClientOrderId() uint64

func (*CancelOrderAck) GetMarketId 

func (x *CancelOrderAck) GetMarketId() uint64

func (*CancelOrderAck) GetMsgSeqNum 

func (x *CancelOrderAck) GetMsgSeqNum() uint64

func (*CancelOrderAck) GetReason 

func (x *CancelOrderAck) GetReason() CancelOrderAck_Reason

func (*CancelOrderAck) GetRequestId 

func (x *CancelOrderAck) GetRequestId() uint64

func (*CancelOrderAck) GetSubaccountId 

func (x *CancelOrderAck) GetSubaccountId() uint64

func (*CancelOrderAck) GetTransactTime 

func (x *CancelOrderAck) GetTransactTime() uint64

func (*CancelOrderAck) ProtoMessage 

func (*CancelOrderAck) ProtoMessage()

func (*CancelOrderAck) ProtoReflect 

func (x *CancelOrderAck) ProtoReflect() protoreflect.Message

func (*CancelOrderAck) Reset 

func (x *CancelOrderAck) Reset()

func (*CancelOrderAck) String 

func (x *CancelOrderAck) String() string

type CancelOrderAck_Reason 

type CancelOrderAck_Reason int32
const (
	CancelOrderAck_UNCLASSIFIED CancelOrderAck_Reason = 0
	CancelOrderAck_DISCONNECT   CancelOrderAck_Reason = 1
	// This order was specified in a cancel request.
	CancelOrderAck_REQUESTED CancelOrderAck_Reason = 2
	// This was an IOC new-order that does not get fully filled.
	CancelOrderAck_IOC CancelOrderAck_Reason = 3
	// A resting order was STP canceled.
	CancelOrderAck_STP_RESTING CancelOrderAck_Reason = 4
	// An aggressing order was STP canceled.
	CancelOrderAck_STP_AGGRESSING CancelOrderAck_Reason = 5
	// This order was covered by a mass-cancel request.
	CancelOrderAck_MASS_CANCEL CancelOrderAck_Reason = 6
)

func (CancelOrderAck_Reason) Descriptor 

func (CancelOrderAck_Reason) Descriptor() protoreflect.EnumDescriptor

func (CancelOrderAck_Reason) Enum 

func (x CancelOrderAck_Reason) Enum() *CancelOrderAck_Reason

func (CancelOrderAck_Reason) EnumDescriptor deprecated 

func (CancelOrderAck_Reason) EnumDescriptor() ([]byte, []int)

Deprecated: Use CancelOrderAck_Reason.Descriptor instead.

func (CancelOrderAck_Reason) Number 

func (x CancelOrderAck_Reason) Number() protoreflect.EnumNumber

func (CancelOrderAck_Reason) String 

func (x CancelOrderAck_Reason) String() string

func (CancelOrderAck_Reason) Type 

func (CancelOrderAck_Reason) Type() protoreflect.EnumType

type CancelOrderReject 

type CancelOrderReject struct {
	MsgSeqNum uint64 `protobuf:"varint,1,opt,name=msgSeqNum,proto3" json:"msgSeqNum,omitempty"`
	// The client order ID specified in the cancel-order request.
	ClientOrderId uint64 `protobuf:"varint,2,opt,name=clientOrderId,proto3" json:"clientOrderId,omitempty"`
	// The request ID specified in the cancel-order request.
	RequestId uint64 `protobuf:"varint,3,opt,name=requestId,proto3" json:"requestId,omitempty"`
	// [Transact time](#transact-time)
	TransactTime uint64                   `protobuf:"varint,4,opt,name=transactTime,proto3" json:"transactTime,omitempty"`
	SubaccountId uint64                   `protobuf:"varint,5,opt,name=subaccountId,proto3" json:"subaccountId,omitempty"`
	Reason       CancelOrderReject_Reason `protobuf:"varint,6,opt,name=reason,proto3,enum=trade.CancelOrderReject_Reason" json:"reason,omitempty"`
	MarketId     uint64                   `protobuf:"varint,7,opt,name=marketId,proto3" json:"marketId,omitempty"`
	// contains filtered or unexported fields
}

Cancel-order-reject indicates that a cancel-order request was not applied.

func (*CancelOrderReject) Descriptor deprecated 

func (*CancelOrderReject) Descriptor() ([]byte, []int)

Deprecated: Use CancelOrderReject.ProtoReflect.Descriptor instead.

func (*CancelOrderReject) GetClientOrderId 

func (x *CancelOrderReject) GetClientOrderId() uint64

func (*CancelOrderReject) GetMarketId 

func (x *CancelOrderReject) GetMarketId() uint64

func (*CancelOrderReject) GetMsgSeqNum 

func (x *CancelOrderReject) GetMsgSeqNum() uint64

func (*CancelOrderReject) GetReason 

func (x *CancelOrderReject) GetReason() CancelOrderReject_Reason

func (*CancelOrderReject) GetRequestId 

func (x *CancelOrderReject) GetRequestId() uint64

func (*CancelOrderReject) GetSubaccountId 

func (x *CancelOrderReject) GetSubaccountId() uint64

func (*CancelOrderReject) GetTransactTime 

func (x *CancelOrderReject) GetTransactTime() uint64

func (*CancelOrderReject) ProtoMessage 

func (*CancelOrderReject) ProtoMessage()

func (*CancelOrderReject) ProtoReflect 

func (x *CancelOrderReject) ProtoReflect() protoreflect.Message

func (*CancelOrderReject) Reset 

func (x *CancelOrderReject) Reset()

func (*CancelOrderReject) String 

func (x *CancelOrderReject) String() string

type CancelOrderReject_Reason 

type CancelOrderReject_Reason int32
const (
	CancelOrderReject_UNCLASSIFIED CancelOrderReject_Reason = 0
	// The specified market ID does not exist.
	CancelOrderReject_INVALID_MARKET_ID CancelOrderReject_Reason = 1
	// The specified client order ID does not exist for the corresponding market
	// ID and subaccount ID.
	CancelOrderReject_ORDER_NOT_FOUND CancelOrderReject_Reason = 2
)

func (CancelOrderReject_Reason) Descriptor 

func (CancelOrderReject_Reason) Descriptor() protoreflect.EnumDescriptor

func (CancelOrderReject_Reason) Enum 

func (x CancelOrderReject_Reason) Enum() *CancelOrderReject_Reason

func (CancelOrderReject_Reason) EnumDescriptor deprecated 

func (CancelOrderReject_Reason) EnumDescriptor() ([]byte, []int)

Deprecated: Use CancelOrderReject_Reason.Descriptor instead.

func (CancelOrderReject_Reason) Number 

func (x CancelOrderReject_Reason) Number() protoreflect.EnumNumber

func (CancelOrderReject_Reason) String 

func (x CancelOrderReject_Reason) String() string

func (CancelOrderReject_Reason) Type 

func (CancelOrderReject_Reason) Type() protoreflect.EnumType

type ClientMessage 

type ClientMessage struct {

	// Types that are assignable to Inner:
	//
	//	*ClientMessage_Heartbeat
	//	*ClientMessage_Config
	Inner isClientMessage_Inner `protobuf_oneof:"inner"`
	// contains filtered or unexported fields
}

Client heartbeats and configs. This wrapper is used for both `/book/:market_id` and `/tops`, but `config` messages are ignored on the latter.

func (*ClientMessage) Descriptor deprecated 

func (*ClientMessage) Descriptor() ([]byte, []int)

Deprecated: Use ClientMessage.ProtoReflect.Descriptor instead.

func (*ClientMessage) GetConfig 

func (x *ClientMessage) GetConfig() *Config

func (*ClientMessage) GetHeartbeat 

func (x *ClientMessage) GetHeartbeat() *Heartbeat

func (*ClientMessage) GetInner 

func (m *ClientMessage) GetInner() isClientMessage_Inner

func (*ClientMessage) ProtoMessage 

func (*ClientMessage) ProtoMessage()

func (*ClientMessage) ProtoReflect 

func (x *ClientMessage) ProtoReflect() protoreflect.Message

func (*ClientMessage) Reset 

func (x *ClientMessage) Reset()

func (*ClientMessage) String 

func (x *ClientMessage) String() string

type ClientMessage_Config 

type ClientMessage_Config struct {
	Config *Config `protobuf:"bytes,2,opt,name=config,proto3,oneof"`
}

type ClientMessage_Heartbeat 

type ClientMessage_Heartbeat struct {
	Heartbeat *Heartbeat `protobuf:"bytes,1,opt,name=heartbeat,proto3,oneof"`
}

type Config 

type Config struct {

	// Enable MBP feeds
	Mbp bool `protobuf:"varint,1,opt,name=mbp,proto3" json:"mbp,omitempty"`
	// Enable MBO feeds
	Mbo bool `protobuf:"varint,2,opt,name=mbo,proto3" json:"mbo,omitempty"`
	// Enable recent trades
	Trades bool `protobuf:"varint,3,opt,name=trades,proto3" json:"trades,omitempty"`
	// Enable 24h summary
	Summary bool `protobuf:"varint,4,opt,name=summary,proto3" json:"summary,omitempty"`
	// Enable price klines
	Klines []KlineInterval `protobuf:"varint,5,rep,packed,name=klines,proto3,enum=md.KlineInterval" json:"klines,omitempty"`
	// contains filtered or unexported fields
}

Set the message subscriptions for `/book/:market_id`. At most one of `mbp` and `mbo` can be set.

func (*Config) Descriptor deprecated 

func (*Config) Descriptor() ([]byte, []int)

Deprecated: Use Config.ProtoReflect.Descriptor instead.

func (*Config) GetKlines 

func (x *Config) GetKlines() []KlineInterval

func (*Config) GetMbo 

func (x *Config) GetMbo() bool

func (*Config) GetMbp 

func (x *Config) GetMbp() bool

func (*Config) GetSummary 

func (x *Config) GetSummary() bool

func (*Config) GetTrades 

func (x *Config) GetTrades() bool

func (*Config) ProtoMessage 

func (*Config) ProtoMessage()

func (*Config) ProtoReflect 

func (x *Config) ProtoReflect() protoreflect.Message

func (*Config) Reset 

func (x *Config) Reset()

func (*Config) String 

func (x *Config) String() string

type Credentials 

type Credentials struct {

	// Public API key
	AccessKeyId string `protobuf:"bytes,1,opt,name=accessKeyId,proto3" json:"accessKeyId,omitempty"`
	// HMAC signature
	Signature string `protobuf:"bytes,2,opt,name=signature,proto3" json:"signature,omitempty"`
	// Timestamp in seconds
	Timestamp uint64 `protobuf:"varint,3,opt,name=timestamp,proto3" json:"timestamp,omitempty"`
	// contains filtered or unexported fields
}

Sent by client on websocket initialization. Once the websocket has been connected, the client is expected to send this credentials message immediately. The API key (UUID) and secret access key (hex-encoded 32-byte array) should be generated on the settings page with the write access. The signature should be calculated as the concatenation of the byte string `cube.xyz` and the current unix epoch in seconds interpreted at a little-endian 64-bit number. For example:

```rust compile_fail use hmac::{Hmac, Mac, NewMac}; use std::time::SystemTime;

let secret_key = [...];

let timestamp = SystemTime::now() 

.duration_since(SystemTime::UNIX_EPOCH)
.expect("clock went backwords")
.as_secs();

let mut mac = Hmac::<sha2::Sha256>::new_from_slice( 

secret_key

).expect("new HMAC error"); mac.update(b"cube.xyz"); mac.update(&timestamp.to_le_bytes()); let signature = <[u8; 32]>::from(mac.finalize().into_bytes()); ```

func (*Credentials) Descriptor deprecated 

func (*Credentials) Descriptor() ([]byte, []int)

Deprecated: Use Credentials.ProtoReflect.Descriptor instead.

func (*Credentials) GetAccessKeyId 

func (x *Credentials) GetAccessKeyId() string

func (*Credentials) GetSignature 

func (x *Credentials) GetSignature() string

func (*Credentials) GetTimestamp 

func (x *Credentials) GetTimestamp() uint64

func (*Credentials) ProtoMessage 

func (*Credentials) ProtoMessage()

func (*Credentials) ProtoReflect 

func (x *Credentials) ProtoReflect() protoreflect.Message

func (*Credentials) Reset 

func (x *Credentials) Reset()

func (*Credentials) String 

func (x *Credentials) String() string

type Done 

type Done struct {

	// [Transact time](#transact-time)
	LatestTransactTime uint64 `protobuf:"varint,1,opt,name=latestTransactTime,proto3" json:"latestTransactTime,omitempty"`
	// contains filtered or unexported fields
}

An indication that bootstrap is complete.

func (*Done) Descriptor deprecated 

func (*Done) Descriptor() ([]byte, []int)

Deprecated: Use Done.ProtoReflect.Descriptor instead.

func (*Done) GetLatestTransactTime 

func (x *Done) GetLatestTransactTime() uint64

func (*Done) ProtoMessage 

func (*Done) ProtoMessage()

func (*Done) ProtoReflect 

func (x *Done) ProtoReflect() protoreflect.Message

func (*Done) Reset 

func (x *Done) Reset()

func (*Done) String 

func (x *Done) String() string

type Fill 

type Fill struct {
	MsgSeqNum uint64 `protobuf:"varint,1,opt,name=msgSeqNum,proto3" json:"msgSeqNum,omitempty"`
	MarketId  uint64 `protobuf:"varint,2,opt,name=marketId,proto3" json:"marketId,omitempty"`
	// The client order ID specified in the new-order request.
	ClientOrderId uint64 `protobuf:"varint,3,opt,name=clientOrderId,proto3" json:"clientOrderId,omitempty"`
	// [Exchange order ID](#exchange-order-id)
	ExchangeOrderId uint64 `protobuf:"varint,4,opt,name=exchangeOrderId,proto3" json:"exchangeOrderId,omitempty"`
	// The price that this trade occured at.
	FillPrice uint64 `protobuf:"varint,5,opt,name=fillPrice,proto3" json:"fillPrice,omitempty"`
	// The quantity that was traded in this fill.
	FillQuantity uint64 `protobuf:"varint,6,opt,name=fillQuantity,proto3" json:"fillQuantity,omitempty"`
	// The remaining quantity for this order after the fill is applied.
	LeavesQuantity uint64 `protobuf:"varint,7,opt,name=leavesQuantity,proto3" json:"leavesQuantity,omitempty"`
	// [Transact time](#transact-time)
	TransactTime uint64 `protobuf:"varint,8,opt,name=transactTime,proto3" json:"transactTime,omitempty"`
	SubaccountId uint64 `protobuf:"varint,9,opt,name=subaccountId,proto3" json:"subaccountId,omitempty"`
	// contains filtered or unexported fields
}

A fill for an order.

func (*Fill) Descriptor deprecated 

func (*Fill) Descriptor() ([]byte, []int)

Deprecated: Use Fill.ProtoReflect.Descriptor instead.

func (*Fill) GetClientOrderId 

func (x *Fill) GetClientOrderId() uint64

func (*Fill) GetExchangeOrderId 

func (x *Fill) GetExchangeOrderId() uint64

func (*Fill) GetFillPrice 

func (x *Fill) GetFillPrice() uint64

func (*Fill) GetFillQuantity 

func (x *Fill) GetFillQuantity() uint64

func (*Fill) GetLeavesQuantity 

func (x *Fill) GetLeavesQuantity() uint64

func (*Fill) GetMarketId 

func (x *Fill) GetMarketId() uint64

func (*Fill) GetMsgSeqNum 

func (x *Fill) GetMsgSeqNum() uint64

func (*Fill) GetSubaccountId 

func (x *Fill) GetSubaccountId() uint64

func (*Fill) GetTransactTime 

func (x *Fill) GetTransactTime() uint64

func (*Fill) ProtoMessage 

func (*Fill) ProtoMessage()

func (*Fill) ProtoReflect 

func (x *Fill) ProtoReflect() protoreflect.Message

func (*Fill) Reset 

func (x *Fill) Reset()

func (*Fill) String 

func (x *Fill) String() string

type Heartbeat 

type Heartbeat struct {

	// A request ID that is echoed back on the Heartbeat
	RequestId uint64 `protobuf:"varint,1,opt,name=requestId,proto3" json:"requestId,omitempty"`
	Timestamp uint64 `protobuf:"varint,2,opt,name=timestamp,proto3" json:"timestamp,omitempty"`
	// contains filtered or unexported fields
}

A client and server heartbeat. The heartbeat reply, including the timestamp value, comes from the order service and not the matching engine. Matching engine timestamps can be extracted from `transactTime` (below).

Latency can be estimated from this, but only the relative difference between successive server messages should be used. In particular, the client and server clock should not be expected to be synchronized.

func (*Heartbeat) Descriptor deprecated 

func (*Heartbeat) Descriptor() ([]byte, []int)

Deprecated: Use Heartbeat.ProtoReflect.Descriptor instead.

func (*Heartbeat) GetRequestId 

func (x *Heartbeat) GetRequestId() uint64

func (*Heartbeat) GetTimestamp 

func (x *Heartbeat) GetTimestamp() uint64

func (*Heartbeat) ProtoMessage 

func (*Heartbeat) ProtoMessage()

func (*Heartbeat) ProtoReflect 

func (x *Heartbeat) ProtoReflect() protoreflect.Message

func (*Heartbeat) Reset 

func (x *Heartbeat) Reset()

func (*Heartbeat) String 

func (x *Heartbeat) String() string

type Kline 

type Kline struct {
	Interval KlineInterval `protobuf:"varint,1,opt,name=interval,proto3,enum=md.KlineInterval" json:"interval,omitempty"`
	// The unix nanosecond timestamp that this kline covers.
	StartTime uint64 `protobuf:"varint,2,opt,name=startTime,proto3" json:"startTime,omitempty"`
	// Kline open price.
	Open uint64 `protobuf:"varint,3,opt,name=open,proto3" json:"open,omitempty"`
	// Kline close price.
	Close uint64 `protobuf:"varint,4,opt,name=close,proto3" json:"close,omitempty"`
	// Kline high price.
	High uint64 `protobuf:"varint,5,opt,name=high,proto3" json:"high,omitempty"`
	// Kline low price.
	Low uint64 `protobuf:"varint,6,opt,name=low,proto3" json:"low,omitempty"`
	// Low 64-bits of the base quantity traded.
	VolumeLo uint64 `protobuf:"varint,7,opt,name=volumeLo,proto3" json:"volumeLo,omitempty"`
	// High 64-bits of the base quantity traded.
	VolumeHi uint64 `protobuf:"varint,8,opt,name=volumeHi,proto3" json:"volumeHi,omitempty"`
	// contains filtered or unexported fields
}

Candlestick bar.

func (*Kline) Descriptor deprecated 

func (*Kline) Descriptor() ([]byte, []int)

Deprecated: Use Kline.ProtoReflect.Descriptor instead.

func (*Kline) GetClose 

func (x *Kline) GetClose() uint64

func (*Kline) GetHigh 

func (x *Kline) GetHigh() uint64

func (*Kline) GetInterval 

func (x *Kline) GetInterval() KlineInterval

func (*Kline) GetLow 

func (x *Kline) GetLow() uint64

func (*Kline) GetOpen 

func (x *Kline) GetOpen() uint64

func (*Kline) GetStartTime 

func (x *Kline) GetStartTime() uint64

func (*Kline) GetVolumeHi 

func (x *Kline) GetVolumeHi() uint64

func (*Kline) GetVolumeLo 

func (x *Kline) GetVolumeLo() uint64

func (*Kline) ProtoMessage 

func (*Kline) ProtoMessage()

func (*Kline) ProtoReflect 

func (x *Kline) ProtoReflect() protoreflect.Message

func (*Kline) Reset 

func (x *Kline) Reset()

func (*Kline) String 

func (x *Kline) String() string

type KlineInterval 

type KlineInterval int32

The candlestick interval. 

const (
	// 1 second
	KlineInterval_S1 KlineInterval = 0
	// 1 minute
	KlineInterval_M1 KlineInterval = 1
	// 15 minutes
	KlineInterval_M15 KlineInterval = 2
	// 1 hour
	KlineInterval_H1 KlineInterval = 3
	// 4 hours
	KlineInterval_H4 KlineInterval = 4
	// 1 day
	KlineInterval_D1 KlineInterval = 5
)

func (KlineInterval) Descriptor 

func (KlineInterval) Descriptor() protoreflect.EnumDescriptor

func (KlineInterval) Enum 

func (x KlineInterval) Enum() *KlineInterval

func (KlineInterval) EnumDescriptor deprecated 

func (KlineInterval) EnumDescriptor() ([]byte, []int)

Deprecated: Use KlineInterval.Descriptor instead.

func (KlineInterval) Number 

func (x KlineInterval) Number() protoreflect.EnumNumber

func (KlineInterval) String 

func (x KlineInterval) String() string

func (KlineInterval) Type 

func (KlineInterval) Type() protoreflect.EnumType

type MarketByOrder 

type MarketByOrder struct {
	Orders    []*MarketByOrder_Order `protobuf:"bytes,1,rep,name=orders,proto3" json:"orders,omitempty"`
	Chunk     uint32                 `protobuf:"varint,2,opt,name=chunk,proto3" json:"chunk,omitempty"`
	NumChunks uint32                 `protobuf:"varint,3,opt,name=numChunks,proto3" json:"numChunks,omitempty"`
	// contains filtered or unexported fields
}

Market by order snapshot message. This is chunked into `numChunks` and starts with `chunk = 0`. A snapshot is sent on first connect. `Level`'s should be concatened until `chunk = numChunks - 1`. Orders are sent in order of FIFO queue priority so the first order of a level should be the first order to be matched when that level is aggressed.

func (*MarketByOrder) Descriptor deprecated 

func (*MarketByOrder) Descriptor() ([]byte, []int)

Deprecated: Use MarketByOrder.ProtoReflect.Descriptor instead.

func (*MarketByOrder) GetChunk 

func (x *MarketByOrder) GetChunk() uint32

func (*MarketByOrder) GetNumChunks 

func (x *MarketByOrder) GetNumChunks() uint32

func (*MarketByOrder) GetOrders 

func (x *MarketByOrder) GetOrders() []*MarketByOrder_Order

func (*MarketByOrder) ProtoMessage 

func (*MarketByOrder) ProtoMessage()

func (*MarketByOrder) ProtoReflect 

func (x *MarketByOrder) ProtoReflect() protoreflect.Message

func (*MarketByOrder) Reset 

func (x *MarketByOrder) Reset()

func (*MarketByOrder) String 

func (x *MarketByOrder) String() string

type MarketByOrderDiff 

type MarketByOrderDiff struct {
	Diffs []*MarketByOrderDiff_Diff `protobuf:"bytes,1,rep,name=diffs,proto3" json:"diffs,omitempty"`
	// Total number of bid levels after this diff is applied.
	TotalBidLevels uint32 `protobuf:"varint,2,opt,name=totalBidLevels,proto3" json:"totalBidLevels,omitempty"`
	// Total number of ask levels after this diff is applied.
	TotalAskLevels uint32 `protobuf:"varint,3,opt,name=totalAskLevels,proto3" json:"totalAskLevels,omitempty"`
	// Total number of bid orders after this diff is applied.
	TotalBidOrders uint32 `protobuf:"varint,4,opt,name=totalBidOrders,proto3" json:"totalBidOrders,omitempty"`
	// Total number of ask orders after this diff is applied.
	TotalAskOrders uint32 `protobuf:"varint,5,opt,name=totalAskOrders,proto3" json:"totalAskOrders,omitempty"`
	// contains filtered or unexported fields
}

Market by order diff message. Book updates for the MBO feed are sent as diffs after the initial snapshot. The number of total side levels and orders are for reconciliation.

Note that for orders that are cancel-replace'd (a modify that lost queue priority), the new price and quantity will be reported as a `REPLACE` but the exchange order ID will not change.

func (*MarketByOrderDiff) Descriptor deprecated 

func (*MarketByOrderDiff) Descriptor() ([]byte, []int)

Deprecated: Use MarketByOrderDiff.ProtoReflect.Descriptor instead.

func (*MarketByOrderDiff) GetDiffs 

func (x *MarketByOrderDiff) GetDiffs() []*MarketByOrderDiff_Diff

func (*MarketByOrderDiff) GetTotalAskLevels 

func (x *MarketByOrderDiff) GetTotalAskLevels() uint32

func (*MarketByOrderDiff) GetTotalAskOrders 

func (x *MarketByOrderDiff) GetTotalAskOrders() uint32

func (*MarketByOrderDiff) GetTotalBidLevels 

func (x *MarketByOrderDiff) GetTotalBidLevels() uint32

func (*MarketByOrderDiff) GetTotalBidOrders 

func (x *MarketByOrderDiff) GetTotalBidOrders() uint32

func (*MarketByOrderDiff) ProtoMessage 

func (*MarketByOrderDiff) ProtoMessage()

func (*MarketByOrderDiff) ProtoReflect 

func (x *MarketByOrderDiff) ProtoReflect() protoreflect.Message

func (*MarketByOrderDiff) Reset 

func (x *MarketByOrderDiff) Reset()

func (*MarketByOrderDiff) String 

func (x *MarketByOrderDiff) String() string

type MarketByOrderDiff_Diff 

type MarketByOrderDiff_Diff struct {
	Price    uint64 `protobuf:"varint,1,opt,name=price,proto3" json:"price,omitempty"`
	Quantity uint64 `protobuf:"varint,2,opt,name=quantity,proto3" json:"quantity,omitempty"`
	// [Exchange order ID](/docs/api_reference/trade#exchange-order-id)
	ExchangeOrderId uint64                   `protobuf:"varint,3,opt,name=exchangeOrderId,proto3" json:"exchangeOrderId,omitempty"`
	Side            Side                     `protobuf:"varint,4,opt,name=side,proto3,enum=md.Side" json:"side,omitempty"`
	Op              MarketByOrderDiff_DiffOp `protobuf:"varint,5,opt,name=op,proto3,enum=md.MarketByOrderDiff_DiffOp" json:"op,omitempty"`
	// contains filtered or unexported fields
}

An order diff creates, updates, or deletes a resting order based on the `exchangeOrderId`

func (*MarketByOrderDiff_Diff) Descriptor deprecated 

func (*MarketByOrderDiff_Diff) Descriptor() ([]byte, []int)

Deprecated: Use MarketByOrderDiff_Diff.ProtoReflect.Descriptor instead.

func (*MarketByOrderDiff_Diff) GetExchangeOrderId 

func (x *MarketByOrderDiff_Diff) GetExchangeOrderId() uint64

func (*MarketByOrderDiff_Diff) GetOp 

func (x *MarketByOrderDiff_Diff) GetOp() MarketByOrderDiff_DiffOp

func (*MarketByOrderDiff_Diff) GetPrice 

func (x *MarketByOrderDiff_Diff) GetPrice() uint64

func (*MarketByOrderDiff_Diff) GetQuantity 

func (x *MarketByOrderDiff_Diff) GetQuantity() uint64

func (*MarketByOrderDiff_Diff) GetSide 

func (x *MarketByOrderDiff_Diff) GetSide() Side

func (*MarketByOrderDiff_Diff) ProtoMessage 

func (*MarketByOrderDiff_Diff) ProtoMessage()

func (*MarketByOrderDiff_Diff) ProtoReflect 

func (x *MarketByOrderDiff_Diff) ProtoReflect() protoreflect.Message

func (*MarketByOrderDiff_Diff) Reset 

func (x *MarketByOrderDiff_Diff) Reset()

func (*MarketByOrderDiff_Diff) String 

func (x *MarketByOrderDiff_Diff) String() string

type MarketByOrderDiff_DiffOp 

type MarketByOrderDiff_DiffOp int32

The operation to apply for this price level. For example, an resting order that gets filled will be `REPLACE`'d with the new resting quantity. An order is `REMOVE`'d when it is fully filled or canceled. 

const (
	MarketByOrderDiff_ADD     MarketByOrderDiff_DiffOp = 0
	MarketByOrderDiff_REMOVE  MarketByOrderDiff_DiffOp = 1
	MarketByOrderDiff_REPLACE MarketByOrderDiff_DiffOp = 2
)

func (MarketByOrderDiff_DiffOp) Descriptor 

func (MarketByOrderDiff_DiffOp) Descriptor() protoreflect.EnumDescriptor

func (MarketByOrderDiff_DiffOp) Enum 

func (x MarketByOrderDiff_DiffOp) Enum() *MarketByOrderDiff_DiffOp

func (MarketByOrderDiff_DiffOp) EnumDescriptor deprecated 

func (MarketByOrderDiff_DiffOp) EnumDescriptor() ([]byte, []int)

Deprecated: Use MarketByOrderDiff_DiffOp.Descriptor instead.

func (MarketByOrderDiff_DiffOp) Number 

func (x MarketByOrderDiff_DiffOp) Number() protoreflect.EnumNumber

func (MarketByOrderDiff_DiffOp) String 

func (x MarketByOrderDiff_DiffOp) String() string

func (MarketByOrderDiff_DiffOp) Type 

func (MarketByOrderDiff_DiffOp) Type() protoreflect.EnumType

type MarketByOrder_Order 

type MarketByOrder_Order struct {
	Price    uint64 `protobuf:"varint,1,opt,name=price,proto3" json:"price,omitempty"`
	Quantity uint64 `protobuf:"varint,2,opt,name=quantity,proto3" json:"quantity,omitempty"`
	// [Exchange order ID](/docs/api_reference/trade#exchange-order-id)
	ExchangeOrderId uint64 `protobuf:"varint,3,opt,name=exchangeOrderId,proto3" json:"exchangeOrderId,omitempty"`
	Side            Side   `protobuf:"varint,4,opt,name=side,proto3,enum=md.Side" json:"side,omitempty"`
	// contains filtered or unexported fields
}

A resting order.

func (*MarketByOrder_Order) Descriptor deprecated 

func (*MarketByOrder_Order) Descriptor() ([]byte, []int)

Deprecated: Use MarketByOrder_Order.ProtoReflect.Descriptor instead.

func (*MarketByOrder_Order) GetExchangeOrderId 

func (x *MarketByOrder_Order) GetExchangeOrderId() uint64

func (*MarketByOrder_Order) GetPrice 

func (x *MarketByOrder_Order) GetPrice() uint64

func (*MarketByOrder_Order) GetQuantity 

func (x *MarketByOrder_Order) GetQuantity() uint64

func (*MarketByOrder_Order) GetSide 

func (x *MarketByOrder_Order) GetSide() Side

func (*MarketByOrder_Order) ProtoMessage 

func (*MarketByOrder_Order) ProtoMessage()

func (*MarketByOrder_Order) ProtoReflect 

func (x *MarketByOrder_Order) ProtoReflect() protoreflect.Message

func (*MarketByOrder_Order) Reset 

func (x *MarketByOrder_Order) Reset()

func (*MarketByOrder_Order) String 

func (x *MarketByOrder_Order) String() string

type MarketByPrice 

type MarketByPrice struct {
	Levels    []*MarketByPrice_Level `protobuf:"bytes,1,rep,name=levels,proto3" json:"levels,omitempty"`
	Chunk     uint32                 `protobuf:"varint,2,opt,name=chunk,proto3" json:"chunk,omitempty"`
	NumChunks uint32                 `protobuf:"varint,3,opt,name=numChunks,proto3" json:"numChunks,omitempty"`
	// contains filtered or unexported fields
}

Market by price snapshot message. This is chunked into `numChunks` and starts with `chunk = 0`. A snapshot is sent on first connect. `Level`'s should be concatened until `chunk = numChunks - 1`. Currently, the chunks and levels are streamed from tightest price level outwards with interleaved Bid and Ask levels, but no ordering is guaranteed.

func (*MarketByPrice) Descriptor deprecated 

func (*MarketByPrice) Descriptor() ([]byte, []int)

Deprecated: Use MarketByPrice.ProtoReflect.Descriptor instead.

func (*MarketByPrice) GetChunk 

func (x *MarketByPrice) GetChunk() uint32

func (*MarketByPrice) GetLevels 

func (x *MarketByPrice) GetLevels() []*MarketByPrice_Level

func (*MarketByPrice) GetNumChunks 

func (x *MarketByPrice) GetNumChunks() uint32

func (*MarketByPrice) ProtoMessage 

func (*MarketByPrice) ProtoMessage()

func (*MarketByPrice) ProtoReflect 

func (x *MarketByPrice) ProtoReflect() protoreflect.Message

func (*MarketByPrice) Reset 

func (x *MarketByPrice) Reset()

func (*MarketByPrice) String 

func (x *MarketByPrice) String() string

type MarketByPriceDiff 

type MarketByPriceDiff struct {
	Diffs []*MarketByPriceDiff_Diff `protobuf:"bytes,1,rep,name=diffs,proto3" json:"diffs,omitempty"`
	// Total number of bid levels after this diff is applied.
	TotalBidLevels uint32 `protobuf:"varint,2,opt,name=totalBidLevels,proto3" json:"totalBidLevels,omitempty"`
	// Total number of ask levels after this diff is applied.
	TotalAskLevels uint32 `protobuf:"varint,3,opt,name=totalAskLevels,proto3" json:"totalAskLevels,omitempty"`
	// contains filtered or unexported fields
}

Market by price diff message. Book updates for the MBP feed are sent as diffs after the initial snapshot. The number of total side levels are for reconciliation.

func (*MarketByPriceDiff) Descriptor deprecated 

func (*MarketByPriceDiff) Descriptor() ([]byte, []int)

Deprecated: Use MarketByPriceDiff.ProtoReflect.Descriptor instead.

func (*MarketByPriceDiff) GetDiffs 

func (x *MarketByPriceDiff) GetDiffs() []*MarketByPriceDiff_Diff

func (*MarketByPriceDiff) GetTotalAskLevels 

func (x *MarketByPriceDiff) GetTotalAskLevels() uint32

func (*MarketByPriceDiff) GetTotalBidLevels 

func (x *MarketByPriceDiff) GetTotalBidLevels() uint32

func (*MarketByPriceDiff) ProtoMessage 

func (*MarketByPriceDiff) ProtoMessage()

func (*MarketByPriceDiff) ProtoReflect 

func (x *MarketByPriceDiff) ProtoReflect() protoreflect.Message

func (*MarketByPriceDiff) Reset 

func (x *MarketByPriceDiff) Reset()

func (*MarketByPriceDiff) String 

func (x *MarketByPriceDiff) String() string

type MarketByPriceDiff_Diff 

type MarketByPriceDiff_Diff struct {
	Price    uint64                   `protobuf:"varint,1,opt,name=price,proto3" json:"price,omitempty"`
	Quantity uint64                   `protobuf:"varint,2,opt,name=quantity,proto3" json:"quantity,omitempty"`
	Side     Side                     `protobuf:"varint,3,opt,name=side,proto3,enum=md.Side" json:"side,omitempty"`
	Op       MarketByPriceDiff_DiffOp `protobuf:"varint,4,opt,name=op,proto3,enum=md.MarketByPriceDiff_DiffOp" json:"op,omitempty"`
	// contains filtered or unexported fields
}

A price level diff overwrites the existing price level.

func (*MarketByPriceDiff_Diff) Descriptor deprecated 

func (*MarketByPriceDiff_Diff) Descriptor() ([]byte, []int)

Deprecated: Use MarketByPriceDiff_Diff.ProtoReflect.Descriptor instead.

func (*MarketByPriceDiff_Diff) GetOp 

func (x *MarketByPriceDiff_Diff) GetOp() MarketByPriceDiff_DiffOp

func (*MarketByPriceDiff_Diff) GetPrice 

func (x *MarketByPriceDiff_Diff) GetPrice() uint64

func (*MarketByPriceDiff_Diff) GetQuantity 

func (x *MarketByPriceDiff_Diff) GetQuantity() uint64

func (*MarketByPriceDiff_Diff) GetSide 

func (x *MarketByPriceDiff_Diff) GetSide() Side

func (*MarketByPriceDiff_Diff) ProtoMessage 

func (*MarketByPriceDiff_Diff) ProtoMessage()

func (*MarketByPriceDiff_Diff) ProtoReflect 

func (x *MarketByPriceDiff_Diff) ProtoReflect() protoreflect.Message

func (*MarketByPriceDiff_Diff) Reset 

func (x *MarketByPriceDiff_Diff) Reset()

func (*MarketByPriceDiff_Diff) String 

func (x *MarketByPriceDiff_Diff) String() string

type MarketByPriceDiff_DiffOp 

type MarketByPriceDiff_DiffOp int32

The operation to apply for this price level. Currently, new price levels are created with `REPLACE`. 

const (
	MarketByPriceDiff_ADD     MarketByPriceDiff_DiffOp = 0
	MarketByPriceDiff_REMOVE  MarketByPriceDiff_DiffOp = 1
	MarketByPriceDiff_REPLACE MarketByPriceDiff_DiffOp = 2
)

func (MarketByPriceDiff_DiffOp) Descriptor 

func (MarketByPriceDiff_DiffOp) Descriptor() protoreflect.EnumDescriptor

func (MarketByPriceDiff_DiffOp) Enum 

func (x MarketByPriceDiff_DiffOp) Enum() *MarketByPriceDiff_DiffOp

func (MarketByPriceDiff_DiffOp) EnumDescriptor deprecated 

func (MarketByPriceDiff_DiffOp) EnumDescriptor() ([]byte, []int)

Deprecated: Use MarketByPriceDiff_DiffOp.Descriptor instead.

func (MarketByPriceDiff_DiffOp) Number 

func (x MarketByPriceDiff_DiffOp) Number() protoreflect.EnumNumber

func (MarketByPriceDiff_DiffOp) String 

func (x MarketByPriceDiff_DiffOp) String() string

func (MarketByPriceDiff_DiffOp) Type 

func (MarketByPriceDiff_DiffOp) Type() protoreflect.EnumType

type MarketByPrice_Level 

type MarketByPrice_Level struct {
	Price    uint64 `protobuf:"varint,1,opt,name=price,proto3" json:"price,omitempty"`
	Quantity uint64 `protobuf:"varint,2,opt,name=quantity,proto3" json:"quantity,omitempty"`
	Side     Side   `protobuf:"varint,3,opt,name=side,proto3,enum=md.Side" json:"side,omitempty"`
	// contains filtered or unexported fields
}

Each price level is the aggregate total quantity of orders placed at that price.

func (*MarketByPrice_Level) Descriptor deprecated 

func (*MarketByPrice_Level) Descriptor() ([]byte, []int)

Deprecated: Use MarketByPrice_Level.ProtoReflect.Descriptor instead.

func (*MarketByPrice_Level) GetPrice 

func (x *MarketByPrice_Level) GetPrice() uint64

func (*MarketByPrice_Level) GetQuantity 

func (x *MarketByPrice_Level) GetQuantity() uint64

func (*MarketByPrice_Level) GetSide 

func (x *MarketByPrice_Level) GetSide() Side

func (*MarketByPrice_Level) ProtoMessage 

func (*MarketByPrice_Level) ProtoMessage()

func (*MarketByPrice_Level) ProtoReflect 

func (x *MarketByPrice_Level) ProtoReflect() protoreflect.Message

func (*MarketByPrice_Level) Reset 

func (x *MarketByPrice_Level) Reset()

func (*MarketByPrice_Level) String 

func (x *MarketByPrice_Level) String() string

type MassCancel 

type MassCancel struct {

	// The subaccount to cancel orders for.
	SubaccountId uint64 `protobuf:"varint,1,opt,name=subaccountId,proto3" json:"subaccountId,omitempty"`
	// A request ID that is echoed back on the MassCancelAck and individual
	// CancelOrderAck's.
	RequestId uint64 `protobuf:"varint,2,opt,name=requestId,proto3" json:"requestId,omitempty"`
	// If specified, only orders on the corresponding market will be canceled.
	MarketId *uint64 `protobuf:"varint,3,opt,name=marketId,proto3,oneof" json:"marketId,omitempty"`
	// If specified, only orders with this side will be canceled.
	Side *Side `protobuf:"varint,4,opt,name=side,proto3,enum=trade.Side,oneof" json:"side,omitempty"`
	// contains filtered or unexported fields
}

Cancel all resting orders, optionally limiting to a particular market and / or order book side.

func (*MassCancel) Descriptor deprecated 

func (*MassCancel) Descriptor() ([]byte, []int)

Deprecated: Use MassCancel.ProtoReflect.Descriptor instead.

func (*MassCancel) GetMarketId 

func (x *MassCancel) GetMarketId() uint64

func (*MassCancel) GetRequestId 

func (x *MassCancel) GetRequestId() uint64

func (*MassCancel) GetSide 

func (x *MassCancel) GetSide() Side

func (*MassCancel) GetSubaccountId 

func (x *MassCancel) GetSubaccountId() uint64

func (*MassCancel) ProtoMessage 

func (*MassCancel) ProtoMessage()

func (*MassCancel) ProtoReflect 

func (x *MassCancel) ProtoReflect() protoreflect.Message

func (*MassCancel) Reset 

func (x *MassCancel) Reset()

func (*MassCancel) String 

func (x *MassCancel) String() string

type MassCancelAck 

type MassCancelAck struct {
	MsgSeqNum    uint64 `protobuf:"varint,1,opt,name=msgSeqNum,proto3" json:"msgSeqNum,omitempty"`
	SubaccountId uint64 `protobuf:"varint,2,opt,name=subaccountId,proto3" json:"subaccountId,omitempty"`
	// The request ID specified in the mass-cancel request.
	RequestId uint64 `protobuf:"varint,3,opt,name=requestId,proto3" json:"requestId,omitempty"`
	// [Transact time](#transact-time)
	TransactTime uint64                `protobuf:"varint,4,opt,name=transactTime,proto3" json:"transactTime,omitempty"`
	Reason       *MassCancelAck_Reason `protobuf:"varint,6,opt,name=reason,proto3,enum=trade.MassCancelAck_Reason,oneof" json:"reason,omitempty"`
	// The total number of orders that were canceled.
	TotalAffectedOrders uint32 `protobuf:"varint,7,opt,name=totalAffectedOrders,proto3" json:"totalAffectedOrders,omitempty"`
	// contains filtered or unexported fields
}

Mass-cancel-ack confirms a mass-cancel request. If `reason` is set, the mass cancel was not applied and there are no affected orders. Individual CancelOrderAck's will be sent for each order that was affected.

func (*MassCancelAck) Descriptor deprecated 

func (*MassCancelAck) Descriptor() ([]byte, []int)

Deprecated: Use MassCancelAck.ProtoReflect.Descriptor instead.

func (*MassCancelAck) GetMsgSeqNum 

func (x *MassCancelAck) GetMsgSeqNum() uint64

func (*MassCancelAck) GetReason 

func (x *MassCancelAck) GetReason() MassCancelAck_Reason

func (*MassCancelAck) GetRequestId 

func (x *MassCancelAck) GetRequestId() uint64

func (*MassCancelAck) GetSubaccountId 

func (x *MassCancelAck) GetSubaccountId() uint64

func (*MassCancelAck) GetTotalAffectedOrders 

func (x *MassCancelAck) GetTotalAffectedOrders() uint32

func (*MassCancelAck) GetTransactTime 

func (x *MassCancelAck) GetTransactTime() uint64

func (*MassCancelAck) ProtoMessage 

func (*MassCancelAck) ProtoMessage()

func (*MassCancelAck) ProtoReflect 

func (x *MassCancelAck) ProtoReflect() protoreflect.Message

func (*MassCancelAck) Reset 

func (x *MassCancelAck) Reset()

func (*MassCancelAck) String 

func (x *MassCancelAck) String() string

type MassCancelAck_Reason 

type MassCancelAck_Reason int32
const (
	MassCancelAck_UNCLASSIFIED      MassCancelAck_Reason = 0
	MassCancelAck_INVALID_MARKET_ID MassCancelAck_Reason = 1
	MassCancelAck_INVALID_SIDE      MassCancelAck_Reason = 2
)

func (MassCancelAck_Reason) Descriptor 

func (MassCancelAck_Reason) Descriptor() protoreflect.EnumDescriptor

func (MassCancelAck_Reason) Enum 

func (x MassCancelAck_Reason) Enum() *MassCancelAck_Reason

func (MassCancelAck_Reason) EnumDescriptor deprecated 

func (MassCancelAck_Reason) EnumDescriptor() ([]byte, []int)

Deprecated: Use MassCancelAck_Reason.Descriptor instead.

func (MassCancelAck_Reason) Number 

func (x MassCancelAck_Reason) Number() protoreflect.EnumNumber

func (MassCancelAck_Reason) String 

func (x MassCancelAck_Reason) String() string

func (MassCancelAck_Reason) Type 

func (MassCancelAck_Reason) Type() protoreflect.EnumType

type MdMessage 

type MdMessage struct {

	// Types that are assignable to Inner:
	//
	//	*MdMessage_Heartbeat
	//	*MdMessage_Summary
	//	*MdMessage_Trades
	//	*MdMessage_MboSnapshot
	//	*MdMessage_MboDiff
	//	*MdMessage_MbpSnapshot
	//	*MdMessage_MbpDiff
	//	*MdMessage_Kline
	Inner isMdMessage_Inner `protobuf_oneof:"inner"`
	// contains filtered or unexported fields
}

Every exchange message from `/book/:market_id` will be wrapped as an [`MdMessages`](#md-messages) which contains multiple `MdMessage`'s.

func (*MdMessage) Descriptor deprecated 

func (*MdMessage) Descriptor() ([]byte, []int)

Deprecated: Use MdMessage.ProtoReflect.Descriptor instead.

func (*MdMessage) GetHeartbeat 

func (x *MdMessage) GetHeartbeat() *Heartbeat

func (*MdMessage) GetInner 

func (m *MdMessage) GetInner() isMdMessage_Inner

func (*MdMessage) GetKline 

func (x *MdMessage) GetKline() *Kline

func (*MdMessage) GetMboDiff 

func (x *MdMessage) GetMboDiff() *MarketByOrderDiff

func (*MdMessage) GetMboSnapshot 

func (x *MdMessage) GetMboSnapshot() *MarketByOrder

func (*MdMessage) GetMbpDiff 

func (x *MdMessage) GetMbpDiff() *MarketByPriceDiff

func (*MdMessage) GetMbpSnapshot 

func (x *MdMessage) GetMbpSnapshot() *MarketByPrice

func (*MdMessage) GetSummary 

func (x *MdMessage) GetSummary() *Summary

func (*MdMessage) GetTrades 

func (x *MdMessage) GetTrades() *Trades

func (*MdMessage) ProtoMessage 

func (*MdMessage) ProtoMessage()

func (*MdMessage) ProtoReflect 

func (x *MdMessage) ProtoReflect() protoreflect.Message

func (*MdMessage) Reset 

func (x *MdMessage) Reset()

func (*MdMessage) String 

func (x *MdMessage) String() string

type MdMessage_Heartbeat 

type MdMessage_Heartbeat struct {
	// Server heartbeat reply
	Heartbeat *Heartbeat `protobuf:"bytes,1,opt,name=heartbeat,proto3,oneof"`
}

type MdMessage_Kline 

type MdMessage_Kline struct {
	// Candlestick
	Kline *Kline `protobuf:"bytes,8,opt,name=kline,proto3,oneof"`
}

type MdMessage_MboDiff 

type MdMessage_MboDiff struct {
	// Market by order diff
	MboDiff *MarketByOrderDiff `protobuf:"bytes,5,opt,name=mboDiff,proto3,oneof"`
}

type MdMessage_MboSnapshot 

type MdMessage_MboSnapshot struct {
	// Market by order snapshot
	MboSnapshot *MarketByOrder `protobuf:"bytes,4,opt,name=mboSnapshot,proto3,oneof"`
}

type MdMessage_MbpDiff 

type MdMessage_MbpDiff struct {
	// Market by price diff
	MbpDiff *MarketByPriceDiff `protobuf:"bytes,7,opt,name=mbpDiff,proto3,oneof"`
}

type MdMessage_MbpSnapshot 

type MdMessage_MbpSnapshot struct {
	// Market by price snapshot
	MbpSnapshot *MarketByPrice `protobuf:"bytes,6,opt,name=mbpSnapshot,proto3,oneof"`
}

type MdMessage_Summary 

type MdMessage_Summary struct {
	// 24h summary
	Summary *Summary `protobuf:"bytes,2,opt,name=summary,proto3,oneof"`
}

type MdMessage_Trades 

type MdMessage_Trades struct {
	// Recent trades
	Trades *Trades `protobuf:"bytes,3,opt,name=trades,proto3,oneof"`
}

type MdMessages 

type MdMessages struct {
	Messages []*MdMessage `protobuf:"bytes,1,rep,name=messages,proto3" json:"messages,omitempty"`
	// contains filtered or unexported fields
}

func (*MdMessages) Descriptor deprecated 

func (*MdMessages) Descriptor() ([]byte, []int)

Deprecated: Use MdMessages.ProtoReflect.Descriptor instead.

func (*MdMessages) GetMessages 

func (x *MdMessages) GetMessages() []*MdMessage

func (*MdMessages) ProtoMessage 

func (*MdMessages) ProtoMessage()

func (*MdMessages) ProtoReflect 

func (x *MdMessages) ProtoReflect() protoreflect.Message

func (*MdMessages) Reset 

func (x *MdMessages) Reset()

func (*MdMessages) String 

func (x *MdMessages) String() string

type ModifyOrder 

type ModifyOrder struct {
	MarketId uint64 `protobuf:"varint,1,opt,name=marketId,proto3" json:"marketId,omitempty"`
	// The order ID specified by the client on the NewOrder request.
	ClientOrderId uint64 `protobuf:"varint,2,opt,name=clientOrderId,proto3" json:"clientOrderId,omitempty"`
	// A request ID that is echoed back on the ModifyOrderAck or ModifyOrderReject
	RequestId   uint64 `protobuf:"varint,3,opt,name=requestId,proto3" json:"requestId,omitempty"`
	NewPrice    uint64 `protobuf:"varint,4,opt,name=newPrice,proto3" json:"newPrice,omitempty"`
	NewQuantity uint64 `protobuf:"varint,5,opt,name=newQuantity,proto3" json:"newQuantity,omitempty"`
	// The subaccount that the NewOrder was placed on.
	SubaccountId        uint64               `protobuf:"varint,6,opt,name=subaccountId,proto3" json:"subaccountId,omitempty"`
	SelfTradePrevention *SelfTradePrevention `` /* 129-byte string literal not displayed */
	PostOnly            PostOnly             `protobuf:"varint,8,opt,name=postOnly,proto3,enum=trade.PostOnly" json:"postOnly,omitempty"`
	// contains filtered or unexported fields
}

Modify a resting order. - If the `newPrice` and the current resting order's price is the same, and `newQuantity` is not greater, then the modify is considered a modify down, and the FIFO queue priority is maintained. Otherwise, the modify-order request is treated as an atomic cancel-replace and the replacement order is placed at the end of the FIFO queue for the new price level. - If post-only is specified and the replacement order would trade, then the request is rejected and the current resting order remains resting.

Currently, in-flight-mitigation (IFM) is always enabled. That is, the cumulative fill qty is subtracted from `newQuantity` to calculate the new resting quantity. For example:

```text 

| Resting | Filled

---------+---------+-------- New 5 | 5 | 0 Fill 2 | 3 | 2 Modify 4 | 2 | 2 ```

The post-modify quantity will be `newQuantity - filled = 4 - 2 = 2`.

func (*ModifyOrder) Descriptor deprecated 

func (*ModifyOrder) Descriptor() ([]byte, []int)

Deprecated: Use ModifyOrder.ProtoReflect.Descriptor instead.

func (*ModifyOrder) GetClientOrderId 

func (x *ModifyOrder) GetClientOrderId() uint64

func (*ModifyOrder) GetMarketId 

func (x *ModifyOrder) GetMarketId() uint64

func (*ModifyOrder) GetNewPrice 

func (x *ModifyOrder) GetNewPrice() uint64

func (*ModifyOrder) GetNewQuantity 

func (x *ModifyOrder) GetNewQuantity() uint64

func (*ModifyOrder) GetPostOnly 

func (x *ModifyOrder) GetPostOnly() PostOnly

func (*ModifyOrder) GetRequestId 

func (x *ModifyOrder) GetRequestId() uint64

func (*ModifyOrder) GetSelfTradePrevention 

func (x *ModifyOrder) GetSelfTradePrevention() SelfTradePrevention

func (*ModifyOrder) GetSubaccountId 

func (x *ModifyOrder) GetSubaccountId() uint64

func (*ModifyOrder) ProtoMessage 

func (*ModifyOrder) ProtoMessage()

func (*ModifyOrder) ProtoReflect 

func (x *ModifyOrder) ProtoReflect() protoreflect.Message

func (*ModifyOrder) Reset 

func (x *ModifyOrder) Reset()

func (*ModifyOrder) String 

func (x *ModifyOrder) String() string

type ModifyOrderAck 

type ModifyOrderAck struct {
	MsgSeqNum     uint64 `protobuf:"varint,1,opt,name=msgSeqNum,proto3" json:"msgSeqNum,omitempty"`
	ClientOrderId uint64 `protobuf:"varint,2,opt,name=clientOrderId,proto3" json:"clientOrderId,omitempty"`
	// The request ID specified in the modify request.
	RequestId uint64 `protobuf:"varint,3,opt,name=requestId,proto3" json:"requestId,omitempty"`
	// [Transact time](#transact-time)
	TransactTime uint64 `protobuf:"varint,4,opt,name=transactTime,proto3" json:"transactTime,omitempty"`
	// The quantity submitted in the modify request after applying IFM
	// logic.
	NewQuantity  uint64 `protobuf:"varint,5,opt,name=newQuantity,proto3" json:"newQuantity,omitempty"`
	SubaccountId uint64 `protobuf:"varint,6,opt,name=subaccountId,proto3" json:"subaccountId,omitempty"`
	MarketId     uint64 `protobuf:"varint,7,opt,name=marketId,proto3" json:"marketId,omitempty"`
	Price        uint64 `protobuf:"varint,8,opt,name=price,proto3" json:"price,omitempty"`
	// contains filtered or unexported fields
}

Modify-order-ack confirms a modify-order request. If the modify resulted in an aggressing cancel-replace, the ack will be ordered before any fills for this order.

func (*ModifyOrderAck) Descriptor deprecated 

func (*ModifyOrderAck) Descriptor() ([]byte, []int)

Deprecated: Use ModifyOrderAck.ProtoReflect.Descriptor instead.

func (*ModifyOrderAck) GetClientOrderId 

func (x *ModifyOrderAck) GetClientOrderId() uint64

func (*ModifyOrderAck) GetMarketId 

func (x *ModifyOrderAck) GetMarketId() uint64

func (*ModifyOrderAck) GetMsgSeqNum 

func (x *ModifyOrderAck) GetMsgSeqNum() uint64

func (*ModifyOrderAck) GetNewQuantity 

func (x *ModifyOrderAck) GetNewQuantity() uint64

func (*ModifyOrderAck) GetPrice 

func (x *ModifyOrderAck) GetPrice() uint64

func (*ModifyOrderAck) GetRequestId 

func (x *ModifyOrderAck) GetRequestId() uint64

func (*ModifyOrderAck) GetSubaccountId 

func (x *ModifyOrderAck) GetSubaccountId() uint64

func (*ModifyOrderAck) GetTransactTime 

func (x *ModifyOrderAck) GetTransactTime() uint64

func (*ModifyOrderAck) ProtoMessage 

func (*ModifyOrderAck) ProtoMessage()

func (*ModifyOrderAck) ProtoReflect 

func (x *ModifyOrderAck) ProtoReflect() protoreflect.Message

func (*ModifyOrderAck) Reset 

func (x *ModifyOrderAck) Reset()

func (*ModifyOrderAck) String 

func (x *ModifyOrderAck) String() string

type ModifyOrderReject 

type ModifyOrderReject struct {
	MsgSeqNum uint64 `protobuf:"varint,1,opt,name=msgSeqNum,proto3" json:"msgSeqNum,omitempty"`
	// The client order ID specified in the modify-order request.
	ClientOrderId uint64 `protobuf:"varint,2,opt,name=clientOrderId,proto3" json:"clientOrderId,omitempty"`
	// The request ID specified in the modify-order request.
	RequestId uint64 `protobuf:"varint,3,opt,name=requestId,proto3" json:"requestId,omitempty"`
	// [Transact time](#transact-time)
	TransactTime uint64                   `protobuf:"varint,4,opt,name=transactTime,proto3" json:"transactTime,omitempty"`
	SubaccountId uint64                   `protobuf:"varint,5,opt,name=subaccountId,proto3" json:"subaccountId,omitempty"`
	Reason       ModifyOrderReject_Reason `protobuf:"varint,6,opt,name=reason,proto3,enum=trade.ModifyOrderReject_Reason" json:"reason,omitempty"`
	MarketId     uint64                   `protobuf:"varint,7,opt,name=marketId,proto3" json:"marketId,omitempty"`
	// contains filtered or unexported fields
}

Modify-order-reject indicates that a modify-order request was not applied.

func (*ModifyOrderReject) Descriptor deprecated 

func (*ModifyOrderReject) Descriptor() ([]byte, []int)

Deprecated: Use ModifyOrderReject.ProtoReflect.Descriptor instead.

func (*ModifyOrderReject) GetClientOrderId 

func (x *ModifyOrderReject) GetClientOrderId() uint64

func (*ModifyOrderReject) GetMarketId 

func (x *ModifyOrderReject) GetMarketId() uint64

func (*ModifyOrderReject) GetMsgSeqNum 

func (x *ModifyOrderReject) GetMsgSeqNum() uint64

func (*ModifyOrderReject) GetReason 

func (x *ModifyOrderReject) GetReason() ModifyOrderReject_Reason

func (*ModifyOrderReject) GetRequestId 

func (x *ModifyOrderReject) GetRequestId() uint64

func (*ModifyOrderReject) GetSubaccountId 

func (x *ModifyOrderReject) GetSubaccountId() uint64

func (*ModifyOrderReject) GetTransactTime 

func (x *ModifyOrderReject) GetTransactTime() uint64

func (*ModifyOrderReject) ProtoMessage 

func (*ModifyOrderReject) ProtoMessage()

func (*ModifyOrderReject) ProtoReflect 

func (x *ModifyOrderReject) ProtoReflect() protoreflect.Message

func (*ModifyOrderReject) Reset 

func (x *ModifyOrderReject) Reset()

func (*ModifyOrderReject) String 

func (x *ModifyOrderReject) String() string

type ModifyOrderReject_Reason 

type ModifyOrderReject_Reason int32

Reasons that are prefixed with `INVALID_` normally indicate that the corresponding field did not take a valid value. 

const (
	ModifyOrderReject_UNCLASSIFIED ModifyOrderReject_Reason = 0
	// Quantity was zero.
	ModifyOrderReject_INVALID_QUANTITY ModifyOrderReject_Reason = 1
	// The specified market ID does not exist.
	ModifyOrderReject_INVALID_MARKET_ID ModifyOrderReject_Reason = 2
	// The specified client order ID does not exist for the corresponding market
	// ID and subaccount ID.
	ModifyOrderReject_ORDER_NOT_FOUND               ModifyOrderReject_Reason = 3
	ModifyOrderReject_INVALID_IFM                   ModifyOrderReject_Reason = 4
	ModifyOrderReject_INVALID_POST_ONLY             ModifyOrderReject_Reason = 5
	ModifyOrderReject_INVALID_SELF_TRADE_PREVENTION ModifyOrderReject_Reason = 6
	// Internal error: the matching engine could not find this subaccounts
	// positions.
	ModifyOrderReject_UNKNOWN_TRADER ModifyOrderReject_Reason = 7
	// If the modify-order would cause a cancel-replace, the sum of open orders
	// and this replacement order would exceed the subaccounts spot limits.
	ModifyOrderReject_EXCEEDED_SPOT_POSITION ModifyOrderReject_Reason = 8
	// If the modify-order would cause a cancel-replace, the post-only
	// replacement would have crossed and traded.
	ModifyOrderReject_POST_ONLY_WOULD_TRADE ModifyOrderReject_Reason = 9
)

func (ModifyOrderReject_Reason) Descriptor 

func (ModifyOrderReject_Reason) Descriptor() protoreflect.EnumDescriptor

func (ModifyOrderReject_Reason) Enum 

func (x ModifyOrderReject_Reason) Enum() *ModifyOrderReject_Reason

func (ModifyOrderReject_Reason) EnumDescriptor deprecated 

func (ModifyOrderReject_Reason) EnumDescriptor() ([]byte, []int)

Deprecated: Use ModifyOrderReject_Reason.Descriptor instead.

func (ModifyOrderReject_Reason) Number 

func (x ModifyOrderReject_Reason) Number() protoreflect.EnumNumber

func (ModifyOrderReject_Reason) String 

func (x ModifyOrderReject_Reason) String() string

func (ModifyOrderReject_Reason) Type 

func (ModifyOrderReject_Reason) Type() protoreflect.EnumType

type NewOrder 

type NewOrder struct {

	// A unique order ID assigned by the client for this order. The ID must be
	// unique among open orders by this subaccount.
	ClientOrderId uint64 `protobuf:"varint,1,opt,name=clientOrderId,proto3" json:"clientOrderId,omitempty"`
	// A request ID that is echoed back on the NewOrderAck or NewOrderReject
	RequestId   uint64      `protobuf:"varint,2,opt,name=requestId,proto3" json:"requestId,omitempty"`
	MarketId    uint64      `protobuf:"varint,3,opt,name=marketId,proto3" json:"marketId,omitempty"`
	Price       *uint64     `protobuf:"varint,4,opt,name=price,proto3,oneof" json:"price,omitempty"`
	Quantity    uint64      `protobuf:"varint,5,opt,name=quantity,proto3" json:"quantity,omitempty"`
	Side        Side        `protobuf:"varint,6,opt,name=side,proto3,enum=trade.Side" json:"side,omitempty"`
	TimeInForce TimeInForce `protobuf:"varint,7,opt,name=timeInForce,proto3,enum=trade.TimeInForce" json:"timeInForce,omitempty"`
	OrderType   OrderType   `protobuf:"varint,8,opt,name=orderType,proto3,enum=trade.OrderType" json:"orderType,omitempty"`
	// The subaccount to place this order on. This subaccount must be writable by
	// the API key specified in the Credentials message.
	SubaccountId        uint64               `protobuf:"varint,9,opt,name=subaccountId,proto3" json:"subaccountId,omitempty"`
	SelfTradePrevention *SelfTradePrevention `` /* 130-byte string literal not displayed */
	PostOnly            PostOnly             `protobuf:"varint,11,opt,name=postOnly,proto3,enum=trade.PostOnly" json:"postOnly,omitempty"`
	// contains filtered or unexported fields
}

Place a new order.

func (*NewOrder) Descriptor deprecated 

func (*NewOrder) Descriptor() ([]byte, []int)

Deprecated: Use NewOrder.ProtoReflect.Descriptor instead.

func (*NewOrder) GetClientOrderId 

func (x *NewOrder) GetClientOrderId() uint64

func (*NewOrder) GetMarketId 

func (x *NewOrder) GetMarketId() uint64

func (*NewOrder) GetOrderType 

func (x *NewOrder) GetOrderType() OrderType

func (*NewOrder) GetPostOnly 

func (x *NewOrder) GetPostOnly() PostOnly

func (*NewOrder) GetPrice 

func (x *NewOrder) GetPrice() uint64

func (*NewOrder) GetQuantity 

func (x *NewOrder) GetQuantity() uint64

func (*NewOrder) GetRequestId 

func (x *NewOrder) GetRequestId() uint64

func (*NewOrder) GetSelfTradePrevention 

func (x *NewOrder) GetSelfTradePrevention() SelfTradePrevention

func (*NewOrder) GetSide 

func (x *NewOrder) GetSide() Side

func (*NewOrder) GetSubaccountId 

func (x *NewOrder) GetSubaccountId() uint64

func (*NewOrder) GetTimeInForce 

func (x *NewOrder) GetTimeInForce() TimeInForce

func (*NewOrder) ProtoMessage 

func (*NewOrder) ProtoMessage()

func (*NewOrder) ProtoReflect 

func (x *NewOrder) ProtoReflect() protoreflect.Message

func (*NewOrder) Reset 

func (x *NewOrder) Reset()

func (*NewOrder) String 

func (x *NewOrder) String() string

type NewOrderAck 

type NewOrderAck struct {
	MsgSeqNum uint64 `protobuf:"varint,1,opt,name=msgSeqNum,proto3" json:"msgSeqNum,omitempty"`
	// The client order ID specified in the new-order request.
	ClientOrderId uint64 `protobuf:"varint,2,opt,name=clientOrderId,proto3" json:"clientOrderId,omitempty"`
	// The request ID specified in the new-order request.
	RequestId uint64 `protobuf:"varint,3,opt,name=requestId,proto3" json:"requestId,omitempty"`
	// [Exchange order ID](#exchange-order-id)
	ExchangeOrderId uint64 `protobuf:"varint,4,opt,name=exchangeOrderId,proto3" json:"exchangeOrderId,omitempty"`
	MarketId        uint64 `protobuf:"varint,5,opt,name=marketId,proto3" json:"marketId,omitempty"`
	// If the order ultimately rests, the `price` field will include the resting
	// price.
	Price *uint64 `protobuf:"varint,6,opt,name=price,proto3,oneof" json:"price,omitempty"`
	// The quantity submitted in the new-order request.
	Quantity    uint64      `protobuf:"varint,7,opt,name=quantity,proto3" json:"quantity,omitempty"`
	Side        Side        `protobuf:"varint,8,opt,name=side,proto3,enum=trade.Side" json:"side,omitempty"`
	TimeInForce TimeInForce `protobuf:"varint,9,opt,name=timeInForce,proto3,enum=trade.TimeInForce" json:"timeInForce,omitempty"`
	OrderType   OrderType   `protobuf:"varint,10,opt,name=orderType,proto3,enum=trade.OrderType" json:"orderType,omitempty"`
	// [Transact time](#transact-time)
	TransactTime uint64 `protobuf:"varint,11,opt,name=transactTime,proto3" json:"transactTime,omitempty"`
	SubaccountId uint64 `protobuf:"varint,12,opt,name=subaccountId,proto3" json:"subaccountId,omitempty"`
	// contains filtered or unexported fields
}

New-order-ack confirms a new-order request. The ack will be ordered before any fills for this order.

func (*NewOrderAck) Descriptor deprecated 

func (*NewOrderAck) Descriptor() ([]byte, []int)

Deprecated: Use NewOrderAck.ProtoReflect.Descriptor instead.

func (*NewOrderAck) GetClientOrderId 

func (x *NewOrderAck) GetClientOrderId() uint64

func (*NewOrderAck) GetExchangeOrderId 

func (x *NewOrderAck) GetExchangeOrderId() uint64

func (*NewOrderAck) GetMarketId 

func (x *NewOrderAck) GetMarketId() uint64

func (*NewOrderAck) GetMsgSeqNum 

func (x *NewOrderAck) GetMsgSeqNum() uint64

func (*NewOrderAck) GetOrderType 

func (x *NewOrderAck) GetOrderType() OrderType

func (*NewOrderAck) GetPrice 

func (x *NewOrderAck) GetPrice() uint64

func (*NewOrderAck) GetQuantity 

func (x *NewOrderAck) GetQuantity() uint64

func (*NewOrderAck) GetRequestId 

func (x *NewOrderAck) GetRequestId() uint64

func (*NewOrderAck) GetSide 

func (x *NewOrderAck) GetSide() Side

func (*NewOrderAck) GetSubaccountId 

func (x *NewOrderAck) GetSubaccountId() uint64

func (*NewOrderAck) GetTimeInForce 

func (x *NewOrderAck) GetTimeInForce() TimeInForce

func (*NewOrderAck) GetTransactTime 

func (x *NewOrderAck) GetTransactTime() uint64

func (*NewOrderAck) ProtoMessage 

func (*NewOrderAck) ProtoMessage()

func (*NewOrderAck) ProtoReflect 

func (x *NewOrderAck) ProtoReflect() protoreflect.Message

func (*NewOrderAck) Reset 

func (x *NewOrderAck) Reset()

func (*NewOrderAck) String 

func (x *NewOrderAck) String() string

type NewOrderReject 

type NewOrderReject struct {
	MsgSeqNum uint64 `protobuf:"varint,1,opt,name=msgSeqNum,proto3" json:"msgSeqNum,omitempty"`
	// The client order ID specified in the new-order request.
	ClientOrderId uint64 `protobuf:"varint,2,opt,name=clientOrderId,proto3" json:"clientOrderId,omitempty"`
	// The request ID specified in the new-order request.
	RequestId uint64 `protobuf:"varint,3,opt,name=requestId,proto3" json:"requestId,omitempty"`
	// [Transact time](#transact-time)
	TransactTime uint64                `protobuf:"varint,4,opt,name=transactTime,proto3" json:"transactTime,omitempty"`
	SubaccountId uint64                `protobuf:"varint,5,opt,name=subaccountId,proto3" json:"subaccountId,omitempty"`
	Reason       NewOrderReject_Reason `protobuf:"varint,6,opt,name=reason,proto3,enum=trade.NewOrderReject_Reason" json:"reason,omitempty"`
	MarketId     uint64                `protobuf:"varint,7,opt,name=marketId,proto3" json:"marketId,omitempty"`
	Price        *uint64               `protobuf:"varint,8,opt,name=price,proto3,oneof" json:"price,omitempty"`
	Quantity     uint64                `protobuf:"varint,9,opt,name=quantity,proto3" json:"quantity,omitempty"`
	Side         Side                  `protobuf:"varint,10,opt,name=side,proto3,enum=trade.Side" json:"side,omitempty"`
	TimeInForce  TimeInForce           `protobuf:"varint,11,opt,name=timeInForce,proto3,enum=trade.TimeInForce" json:"timeInForce,omitempty"`
	OrderType    OrderType             `protobuf:"varint,12,opt,name=orderType,proto3,enum=trade.OrderType" json:"orderType,omitempty"`
	// contains filtered or unexported fields
}

New-order-reject indicates that a new-order request was not applied.

func (*NewOrderReject) Descriptor deprecated 

func (*NewOrderReject) Descriptor() ([]byte, []int)

Deprecated: Use NewOrderReject.ProtoReflect.Descriptor instead.

func (*NewOrderReject) GetClientOrderId 

func (x *NewOrderReject) GetClientOrderId() uint64

func (*NewOrderReject) GetMarketId 

func (x *NewOrderReject) GetMarketId() uint64

func (*NewOrderReject) GetMsgSeqNum 

func (x *NewOrderReject) GetMsgSeqNum() uint64

func (*NewOrderReject) GetOrderType 

func (x *NewOrderReject) GetOrderType() OrderType

func (*NewOrderReject) GetPrice 

func (x *NewOrderReject) GetPrice() uint64

func (*NewOrderReject) GetQuantity 

func (x *NewOrderReject) GetQuantity() uint64

func (*NewOrderReject) GetReason 

func (x *NewOrderReject) GetReason() NewOrderReject_Reason

func (*NewOrderReject) GetRequestId 

func (x *NewOrderReject) GetRequestId() uint64

func (*NewOrderReject) GetSide 

func (x *NewOrderReject) GetSide() Side

func (*NewOrderReject) GetSubaccountId 

func (x *NewOrderReject) GetSubaccountId() uint64

func (*NewOrderReject) GetTimeInForce 

func (x *NewOrderReject) GetTimeInForce() TimeInForce

func (*NewOrderReject) GetTransactTime 

func (x *NewOrderReject) GetTransactTime() uint64

func (*NewOrderReject) ProtoMessage 

func (*NewOrderReject) ProtoMessage()

func (*NewOrderReject) ProtoReflect 

func (x *NewOrderReject) ProtoReflect() protoreflect.Message

func (*NewOrderReject) Reset 

func (x *NewOrderReject) Reset()

func (*NewOrderReject) String 

func (x *NewOrderReject) String() string

type NewOrderReject_Reason 

type NewOrderReject_Reason int32

Reasons that are prefixed with `INVALID_` normally indicate that the corresponding field did not take a valid value. 

const (
	NewOrderReject_UNCLASSIFIED NewOrderReject_Reason = 0
	// Quantity was zero.
	NewOrderReject_INVALID_QUANTITY NewOrderReject_Reason = 1
	// The specified market ID does not exist.
	NewOrderReject_INVALID_MARKET_ID NewOrderReject_Reason = 2
	// The specified client order ID was not unique among open orders for this
	// subaccount.
	NewOrderReject_DUPLICATE_ORDER_ID            NewOrderReject_Reason = 3
	NewOrderReject_INVALID_SIDE                  NewOrderReject_Reason = 4
	NewOrderReject_INVALID_TIME_IN_FORCE         NewOrderReject_Reason = 5
	NewOrderReject_INVALID_ORDER_TYPE            NewOrderReject_Reason = 6
	NewOrderReject_INVALID_POST_ONLY             NewOrderReject_Reason = 7
	NewOrderReject_INVALID_SELF_TRADE_PREVENTION NewOrderReject_Reason = 8
	// Internal error: the matching engine could not find this subaccounts
	// positions.
	NewOrderReject_UNKNOWN_TRADER              NewOrderReject_Reason = 9
	NewOrderReject_PRICE_WITH_MARKET_ORDER     NewOrderReject_Reason = 10
	NewOrderReject_POST_ONLY_WITH_MARKET_ORDER NewOrderReject_Reason = 11
	NewOrderReject_POST_ONLY_WITH_INVALID_TIF  NewOrderReject_Reason = 12
	// The sum of open orders and this new-order would exceed the subaccounts
	// spot limits.
	NewOrderReject_EXCEEDED_SPOT_POSITION  NewOrderReject_Reason = 13
	NewOrderReject_NO_OPPOSING_LIMIT_ORDER NewOrderReject_Reason = 14
	// The post-only order would have crossed and traded.
	NewOrderReject_POST_ONLY_WOULD_TRADE NewOrderReject_Reason = 15
	// A FOK was not fully fillable against resting orders at the requested
	// price and quantity.
	NewOrderReject_DID_NOT_FULLY_FILL NewOrderReject_Reason = 16
)

func (NewOrderReject_Reason) Descriptor 

func (NewOrderReject_Reason) Descriptor() protoreflect.EnumDescriptor

func (NewOrderReject_Reason) Enum 

func (x NewOrderReject_Reason) Enum() *NewOrderReject_Reason

func (NewOrderReject_Reason) EnumDescriptor deprecated 

func (NewOrderReject_Reason) EnumDescriptor() ([]byte, []int)

Deprecated: Use NewOrderReject_Reason.Descriptor instead.

func (NewOrderReject_Reason) Number 

func (x NewOrderReject_Reason) Number() protoreflect.EnumNumber

func (NewOrderReject_Reason) String 

func (x NewOrderReject_Reason) String() string

func (NewOrderReject_Reason) Type 

func (NewOrderReject_Reason) Type() protoreflect.EnumType

type OrderRequest 

type OrderRequest struct {

	// Types that are assignable to Inner:
	//
	//	*OrderRequest_New
	//	*OrderRequest_Cancel
	//	*OrderRequest_Modify
	//	*OrderRequest_Heartbeat
	//	*OrderRequest_Mc
	Inner isOrderRequest_Inner `protobuf_oneof:"inner"`
	// contains filtered or unexported fields
}

Every client message, aside from Credentials, must be wrapped as an OrderRequest.

func (*OrderRequest) Descriptor deprecated 

func (*OrderRequest) Descriptor() ([]byte, []int)

Deprecated: Use OrderRequest.ProtoReflect.Descriptor instead.

func (*OrderRequest) GetCancel 

func (x *OrderRequest) GetCancel() *CancelOrder

func (*OrderRequest) GetHeartbeat 

func (x *OrderRequest) GetHeartbeat() *Heartbeat

func (*OrderRequest) GetInner 

func (m *OrderRequest) GetInner() isOrderRequest_Inner

func (*OrderRequest) GetMc 

func (x *OrderRequest) GetMc() *MassCancel

func (*OrderRequest) GetModify 

func (x *OrderRequest) GetModify() *ModifyOrder

func (*OrderRequest) GetNew 

func (x *OrderRequest) GetNew() *NewOrder

func (*OrderRequest) ProtoMessage 

func (*OrderRequest) ProtoMessage()

func (*OrderRequest) ProtoReflect 

func (x *OrderRequest) ProtoReflect() protoreflect.Message

func (*OrderRequest) Reset 

func (x *OrderRequest) Reset()

func (*OrderRequest) String 

func (x *OrderRequest) String() string

type OrderRequest_Cancel 

type OrderRequest_Cancel struct {
	Cancel *CancelOrder `protobuf:"bytes,2,opt,name=cancel,proto3,oneof"`
}

type OrderRequest_Heartbeat 

type OrderRequest_Heartbeat struct {
	Heartbeat *Heartbeat `protobuf:"bytes,4,opt,name=heartbeat,proto3,oneof"`
}

type OrderRequest_Mc 

type OrderRequest_Mc struct {
	Mc *MassCancel `protobuf:"bytes,5,opt,name=mc,proto3,oneof"`
}

type OrderRequest_Modify 

type OrderRequest_Modify struct {
	Modify *ModifyOrder `protobuf:"bytes,3,opt,name=modify,proto3,oneof"`
}

type OrderRequest_New 

type OrderRequest_New struct {
	New *NewOrder `protobuf:"bytes,1,opt,name=new,proto3,oneof"`
}

type OrderResponse 

type OrderResponse struct {

	// Types that are assignable to Inner:
	//
	//	*OrderResponse_NewAck
	//	*OrderResponse_CancelAck
	//	*OrderResponse_ModifyAck
	//	*OrderResponse_NewReject
	//	*OrderResponse_CancelReject
	//	*OrderResponse_ModifyReject
	//	*OrderResponse_Fill
	//	*OrderResponse_Heartbeat
	//	*OrderResponse_Position
	//	*OrderResponse_MassCancelAck
	Inner isOrderResponse_Inner `protobuf_oneof:"inner"`
	// contains filtered or unexported fields
}

Every exchange message after the initial bootstrap will be wrapped as an OrderResponse.

func (*OrderResponse) Descriptor deprecated 

func (*OrderResponse) Descriptor() ([]byte, []int)

Deprecated: Use OrderResponse.ProtoReflect.Descriptor instead.

func (*OrderResponse) GetCancelAck 

func (x *OrderResponse) GetCancelAck() *CancelOrderAck

func (*OrderResponse) GetCancelReject 

func (x *OrderResponse) GetCancelReject() *CancelOrderReject

func (*OrderResponse) GetFill 

func (x *OrderResponse) GetFill() *Fill

func (*OrderResponse) GetHeartbeat 

func (x *OrderResponse) GetHeartbeat() *Heartbeat

func (*OrderResponse) GetInner 

func (m *OrderResponse) GetInner() isOrderResponse_Inner

func (*OrderResponse) GetMassCancelAck 

func (x *OrderResponse) GetMassCancelAck() *MassCancelAck

func (*OrderResponse) GetModifyAck 

func (x *OrderResponse) GetModifyAck() *ModifyOrderAck

func (*OrderResponse) GetModifyReject 

func (x *OrderResponse) GetModifyReject() *ModifyOrderReject

func (*OrderResponse) GetNewAck 

func (x *OrderResponse) GetNewAck() *NewOrderAck

func (*OrderResponse) GetNewReject 

func (x *OrderResponse) GetNewReject() *NewOrderReject

func (*OrderResponse) GetPosition 

func (x *OrderResponse) GetPosition() *AssetPosition

func (*OrderResponse) ProtoMessage 

func (*OrderResponse) ProtoMessage()

func (*OrderResponse) ProtoReflect 

func (x *OrderResponse) ProtoReflect() protoreflect.Message

func (*OrderResponse) Reset 

func (x *OrderResponse) Reset()

func (*OrderResponse) String 

func (x *OrderResponse) String() string

type OrderResponse_CancelAck 

type OrderResponse_CancelAck struct {
	CancelAck *CancelOrderAck `protobuf:"bytes,2,opt,name=cancelAck,proto3,oneof"`
}

type OrderResponse_CancelReject 

type OrderResponse_CancelReject struct {
	CancelReject *CancelOrderReject `protobuf:"bytes,5,opt,name=cancelReject,proto3,oneof"`
}

type OrderResponse_Fill 

type OrderResponse_Fill struct {
	Fill *Fill `protobuf:"bytes,7,opt,name=fill,proto3,oneof"`
}

type OrderResponse_Heartbeat 

type OrderResponse_Heartbeat struct {
	Heartbeat *Heartbeat `protobuf:"bytes,8,opt,name=heartbeat,proto3,oneof"`
}

type OrderResponse_MassCancelAck 

type OrderResponse_MassCancelAck struct {
	MassCancelAck *MassCancelAck `protobuf:"bytes,10,opt,name=massCancelAck,proto3,oneof"`
}

type OrderResponse_ModifyAck 

type OrderResponse_ModifyAck struct {
	ModifyAck *ModifyOrderAck `protobuf:"bytes,3,opt,name=modifyAck,proto3,oneof"`
}

type OrderResponse_ModifyReject 

type OrderResponse_ModifyReject struct {
	ModifyReject *ModifyOrderReject `protobuf:"bytes,6,opt,name=modifyReject,proto3,oneof"`
}

type OrderResponse_NewAck 

type OrderResponse_NewAck struct {
	NewAck *NewOrderAck `protobuf:"bytes,1,opt,name=newAck,proto3,oneof"`
}

type OrderResponse_NewReject 

type OrderResponse_NewReject struct {
	NewReject *NewOrderReject `protobuf:"bytes,4,opt,name=newReject,proto3,oneof"`
}

type OrderResponse_Position 

type OrderResponse_Position struct {
	Position *AssetPosition `protobuf:"bytes,9,opt,name=position,proto3,oneof"`
}

type OrderType 

type OrderType int32

Order-type specifies how the order will be placed into the order book. 

const (
	// A limit order is accompanied with a price (inclusive) that specifies the
	// upper limit to buy and the lower limit to sell. If the price is not
	// immediately available and the TIF allows resting orders, the limit order
	// will rest until filled or canceled.
	OrderType_LIMIT OrderType = 0
	// A market limit order crosses the bid-ask spread and, if not fully filled,
	// becomes a limit order at the best available market price. If there is no
	// opposing market, the order is rejected with the NO_OPPOSING_LIMIT_ORDER
	// reason. Price must be null.
	OrderType_MARKET_LIMIT OrderType = 1
	// A market with protection order crosses the bid-ask spread and continues to
	// cross until the order is fully filled or the price protection level,
	// defined by the best market price widened by a market-specific protection
	// point count, is reached. If there is no opposing market, the order is
	// rejected with the NO_OPPOSING_LIMIT_ORDER reason. Price must be null.
	OrderType_MARKET_WITH_PROTECTION OrderType = 2
)

func (OrderType) Descriptor 

func (OrderType) Descriptor() protoreflect.EnumDescriptor

func (OrderType) Enum 

func (x OrderType) Enum() *OrderType

func (OrderType) EnumDescriptor deprecated 

func (OrderType) EnumDescriptor() ([]byte, []int)

Deprecated: Use OrderType.Descriptor instead.

func (OrderType) Number 

func (x OrderType) Number() protoreflect.EnumNumber

func (OrderType) String 

func (x OrderType) String() string

func (OrderType) Type 

func (OrderType) Type() protoreflect.EnumType

type PostOnly 

type PostOnly int32

Post-only specifies whether a new order is allowed to immediately execute. Post-only cannot be enabled with market orders or with a TIF that does not allow resting orders. 

const (
	PostOnly_DISABLED PostOnly = 0
	PostOnly_ENABLED  PostOnly = 1
)

func (PostOnly) Descriptor 

func (PostOnly) Descriptor() protoreflect.EnumDescriptor

func (PostOnly) Enum 

func (x PostOnly) Enum() *PostOnly

func (PostOnly) EnumDescriptor deprecated 

func (PostOnly) EnumDescriptor() ([]byte, []int)

Deprecated: Use PostOnly.Descriptor instead.

func (PostOnly) Number 

func (x PostOnly) Number() protoreflect.EnumNumber

func (PostOnly) String 

func (x PostOnly) String() string

func (PostOnly) Type 

func (PostOnly) Type() protoreflect.EnumType

type RateUpdate 

type RateUpdate struct {
	AssetId uint64 `protobuf:"varint,1,opt,name=assetId,proto3" json:"assetId,omitempty"`
	// The nanosecond timestamp of the update.
	Timestamp uint64 `protobuf:"varint,2,opt,name=timestamp,proto3" json:"timestamp,omitempty"`
	// The asset rate at the given timestamp.
	Rate uint64         `protobuf:"varint,3,opt,name=rate,proto3" json:"rate,omitempty"`
	Side RateUpdateSide `protobuf:"varint,4,opt,name=side,proto3,enum=md.RateUpdateSide" json:"side,omitempty"`
	// contains filtered or unexported fields
}

Rate update. Used in conjuction with another rate update to get the price of that divisor. Rate's should not be used alone. For example, given a RateUpdate for `assetId = BTC, updateSide = BASE` of `r1`, and `assetId = EUR, updateSide = QUOTE` of `r2`, the BTC-EUR price estimate is `r1 * r2`.

func (*RateUpdate) Descriptor deprecated 

func (*RateUpdate) Descriptor() ([]byte, []int)

Deprecated: Use RateUpdate.ProtoReflect.Descriptor instead.

func (*RateUpdate) GetAssetId 

func (x *RateUpdate) GetAssetId() uint64

func (*RateUpdate) GetRate 

func (x *RateUpdate) GetRate() uint64

func (*RateUpdate) GetSide 

func (x *RateUpdate) GetSide() RateUpdateSide

func (*RateUpdate) GetTimestamp 

func (x *RateUpdate) GetTimestamp() uint64

func (*RateUpdate) ProtoMessage 

func (*RateUpdate) ProtoMessage()

func (*RateUpdate) ProtoReflect 

func (x *RateUpdate) ProtoReflect() protoreflect.Message

func (*RateUpdate) Reset 

func (x *RateUpdate) Reset()

func (*RateUpdate) String 

func (x *RateUpdate) String() string

type RateUpdateSide 

type RateUpdateSide int32

The side of the rate update. Given a `BASE` rate of `r`, the `QUOTE` rate is `1 / r`, and vice versa. 

const (
	// The asset serves as the base asset for the given rate.
	RateUpdateSide_BASE RateUpdateSide = 0
	// The asset serves as the quote asset for the given rate.
	RateUpdateSide_QUOTE RateUpdateSide = 1
)

func (RateUpdateSide) Descriptor 

func (RateUpdateSide) Descriptor() protoreflect.EnumDescriptor

func (RateUpdateSide) Enum 

func (x RateUpdateSide) Enum() *RateUpdateSide

func (RateUpdateSide) EnumDescriptor deprecated 

func (RateUpdateSide) EnumDescriptor() ([]byte, []int)

Deprecated: Use RateUpdateSide.Descriptor instead.

func (RateUpdateSide) Number 

func (x RateUpdateSide) Number() protoreflect.EnumNumber

func (RateUpdateSide) String 

func (x RateUpdateSide) String() string

func (RateUpdateSide) Type 

func (RateUpdateSide) Type() protoreflect.EnumType

type RateUpdates 

type RateUpdates struct {
	Updates []*RateUpdate `protobuf:"bytes,1,rep,name=updates,proto3" json:"updates,omitempty"`
	// contains filtered or unexported fields
}

Rates for all assets. Published on connect and updates since the last rate-updates message.

func (*RateUpdates) Descriptor deprecated 

func (*RateUpdates) Descriptor() ([]byte, []int)

Deprecated: Use RateUpdates.ProtoReflect.Descriptor instead.

func (*RateUpdates) GetUpdates 

func (x *RateUpdates) GetUpdates() []*RateUpdate

func (*RateUpdates) ProtoMessage 

func (*RateUpdates) ProtoMessage()

func (*RateUpdates) ProtoReflect 

func (x *RateUpdates) ProtoReflect() protoreflect.Message

func (*RateUpdates) Reset 

func (x *RateUpdates) Reset()

func (*RateUpdates) String 

func (x *RateUpdates) String() string

type RawUnits 

type RawUnits struct {
	Word0 uint64 `protobuf:"varint,1,opt,name=word0,proto3" json:"word0,omitempty"`
	Word1 uint64 `protobuf:"varint,2,opt,name=word1,proto3" json:"word1,omitempty"`
	Word2 uint64 `protobuf:"varint,3,opt,name=word2,proto3" json:"word2,omitempty"`
	Word3 uint64 `protobuf:"varint,4,opt,name=word3,proto3" json:"word3,omitempty"`
	// contains filtered or unexported fields
}

Raw-units is a 256-bit number for the amount of an asset. The precision is based on the underlying asset. For example, ETH is specified as if in fixed-point 10^18, while BTC is specified as if in fixed-point 10^8.

The number is interpreted in 'little-endian' as `[word0, word1, word2, word3]`.

func (*RawUnits) Descriptor deprecated 

func (*RawUnits) Descriptor() ([]byte, []int)

Deprecated: Use RawUnits.ProtoReflect.Descriptor instead.

func (*RawUnits) GetWord0 

func (x *RawUnits) GetWord0() uint64

func (*RawUnits) GetWord1 

func (x *RawUnits) GetWord1() uint64

func (*RawUnits) GetWord2 

func (x *RawUnits) GetWord2() uint64

func (*RawUnits) GetWord3 

func (x *RawUnits) GetWord3() uint64

func (*RawUnits) ProtoMessage 

func (*RawUnits) ProtoMessage()

func (*RawUnits) ProtoReflect 

func (x *RawUnits) ProtoReflect() protoreflect.Message

func (*RawUnits) Reset 

func (x *RawUnits) Reset()

func (*RawUnits) String 

func (x *RawUnits) String() string

type RestingOrder 

type RestingOrder struct {

	// The client order ID specified in the new-order request.
	ClientOrderId uint64 `protobuf:"varint,1,opt,name=clientOrderId,proto3" json:"clientOrderId,omitempty"`
	// [Exchange order ID](#exchange-order-id)
	ExchangeOrderId uint64 `protobuf:"varint,2,opt,name=exchangeOrderId,proto3" json:"exchangeOrderId,omitempty"`
	MarketId        uint64 `protobuf:"varint,3,opt,name=marketId,proto3" json:"marketId,omitempty"`
	Price           uint64 `protobuf:"varint,4,opt,name=price,proto3" json:"price,omitempty"`
	// The quantity submitted in the new-order request.
	OriginalQuantity uint64      `protobuf:"varint,5,opt,name=originalQuantity,proto3" json:"originalQuantity,omitempty"`
	Side             Side        `protobuf:"varint,6,opt,name=side,proto3,enum=trade.Side" json:"side,omitempty"`
	TimeInForce      TimeInForce `protobuf:"varint,7,opt,name=timeInForce,proto3,enum=trade.TimeInForce" json:"timeInForce,omitempty"`
	OrderType        OrderType   `protobuf:"varint,8,opt,name=orderType,proto3,enum=trade.OrderType" json:"orderType,omitempty"`
	// The current remaining quantity on the book.
	RemainingQuantity uint64 `protobuf:"varint,9,opt,name=remainingQuantity,proto3" json:"remainingQuantity,omitempty"`
	// [Transact time](#transact-time) of the NewOrderAck
	RestTime     uint64 `protobuf:"varint,10,opt,name=restTime,proto3" json:"restTime,omitempty"`
	SubaccountId uint64 `protobuf:"varint,11,opt,name=subaccountId,proto3" json:"subaccountId,omitempty"`
	// contains filtered or unexported fields
}

A resting order. Sent on bootstrap in `RestingOrders`.

func (*RestingOrder) Descriptor deprecated 

func (*RestingOrder) Descriptor() ([]byte, []int)

Deprecated: Use RestingOrder.ProtoReflect.Descriptor instead.

func (*RestingOrder) GetClientOrderId 

func (x *RestingOrder) GetClientOrderId() uint64

func (*RestingOrder) GetExchangeOrderId 

func (x *RestingOrder) GetExchangeOrderId() uint64

func (*RestingOrder) GetMarketId 

func (x *RestingOrder) GetMarketId() uint64

func (*RestingOrder) GetOrderType 

func (x *RestingOrder) GetOrderType() OrderType

func (*RestingOrder) GetOriginalQuantity 

func (x *RestingOrder) GetOriginalQuantity() uint64

func (*RestingOrder) GetPrice 

func (x *RestingOrder) GetPrice() uint64

func (*RestingOrder) GetRemainingQuantity 

func (x *RestingOrder) GetRemainingQuantity() uint64

func (*RestingOrder) GetRestTime 

func (x *RestingOrder) GetRestTime() uint64

func (*RestingOrder) GetSide 

func (x *RestingOrder) GetSide() Side

func (*RestingOrder) GetSubaccountId 

func (x *RestingOrder) GetSubaccountId() uint64

func (*RestingOrder) GetTimeInForce 

func (x *RestingOrder) GetTimeInForce() TimeInForce

func (*RestingOrder) ProtoMessage 

func (*RestingOrder) ProtoMessage()

func (*RestingOrder) ProtoReflect 

func (x *RestingOrder) ProtoReflect() protoreflect.Message

func (*RestingOrder) Reset 

func (x *RestingOrder) Reset()

func (*RestingOrder) String 

func (x *RestingOrder) String() string

type RestingOrders 

type RestingOrders struct {
	Orders []*RestingOrder `protobuf:"bytes,1,rep,name=orders,proto3" json:"orders,omitempty"`
	// contains filtered or unexported fields
}

A chunk of resting orders. Sent on bootstrap.

func (*RestingOrders) Descriptor deprecated 

func (*RestingOrders) Descriptor() ([]byte, []int)

Deprecated: Use RestingOrders.ProtoReflect.Descriptor instead.

func (*RestingOrders) GetOrders 

func (x *RestingOrders) GetOrders() []*RestingOrder

func (*RestingOrders) ProtoMessage 

func (*RestingOrders) ProtoMessage()

func (*RestingOrders) ProtoReflect 

func (x *RestingOrders) ProtoReflect() protoreflect.Message

func (*RestingOrders) Reset 

func (x *RestingOrders) Reset()

func (*RestingOrders) String 

func (x *RestingOrders) String() string

type SelfTradePrevention 

type SelfTradePrevention int32

Self-trade-prevention (STP) allows market participants to prevent the matching of orders for accounts with common ownership. Currently, STP only applies for orders with the same subaccountId. STP will only be applied when a match is about to occur between the two orders. That is, if the aggressing order is fully filled before reaching the resting order in FIFO order, no STP cancels will happen. 

const (
	// Cancel-resting specifies that if a self-trade is about to occur, the
	// resting order should be canceled instead and further order book processing
	// should occur as normal.
	SelfTradePrevention_CANCEL_RESTING SelfTradePrevention = 0
	// Cancel-aggressing specifies that if a self-trade is about to occur, the
	// aggressing order should be canceled instead and no further action should be
	// taken.
	SelfTradePrevention_CANCEL_AGGRESSING SelfTradePrevention = 1
	// Allow-self-trade disables STP functionality.
	SelfTradePrevention_ALLOW_SELF_TRADE SelfTradePrevention = 2
)

func (SelfTradePrevention) Descriptor 

func (SelfTradePrevention) Descriptor() protoreflect.EnumDescriptor

func (SelfTradePrevention) Enum 

func (x SelfTradePrevention) Enum() *SelfTradePrevention

func (SelfTradePrevention) EnumDescriptor deprecated 

func (SelfTradePrevention) EnumDescriptor() ([]byte, []int)

Deprecated: Use SelfTradePrevention.Descriptor instead.

func (SelfTradePrevention) Number 

func (x SelfTradePrevention) Number() protoreflect.EnumNumber

func (SelfTradePrevention) String 

func (x SelfTradePrevention) String() string

func (SelfTradePrevention) Type 

func (SelfTradePrevention) Type() protoreflect.EnumType

type Side 

type Side int32

Side specifies whether the order is buying or selling the base asset. A trade is matched when a buyer (BID) and a seller (ASK) agree on a price (cross). The bid-ask spread is the gap between the highest bid price and lowest ask price on the orderbook. 

const (
	// Bids buy the base asset with the quote asset.
	Side_BID Side = 0
	// Asks (or offers) sell the base asset and get the quote asset.
	Side_ASK Side = 1
)
const (
	// A bid order buys the base asset with the quote asset.
	Side_BID Side = 0
	// An ask (or offer) order sells the base asset and gets the quote asset.
	Side_ASK Side = 1
)

func (Side) Descriptor 

func (Side) Descriptor() protoreflect.EnumDescriptor

func (Side) Enum 

func (x Side) Enum() *Side

func (Side) EnumDescriptor deprecated 

func (Side) EnumDescriptor() ([]byte, []int)

Deprecated: Use Side.Descriptor instead.

func (Side) Number 

func (x Side) Number() protoreflect.EnumNumber

func (Side) String 

func (x Side) String() string

func (Side) Type 

func (Side) Type() protoreflect.EnumType

type Summary 

type Summary struct {

	// 24h open price
	Open uint64 `protobuf:"varint,1,opt,name=open,proto3" json:"open,omitempty"`
	// Latest price
	Close uint64 `protobuf:"varint,2,opt,name=close,proto3" json:"close,omitempty"`
	// 24h low price
	Low uint64 `protobuf:"varint,3,opt,name=low,proto3" json:"low,omitempty"`
	// 24h high price
	High uint64 `protobuf:"varint,4,opt,name=high,proto3" json:"high,omitempty"`
	// Low 64-bits of the base quantity traded
	BaseVolumeLo uint64 `protobuf:"varint,5,opt,name=baseVolumeLo,proto3" json:"baseVolumeLo,omitempty"`
	// High 64-bits of the base quantity traded
	BaseVolumeHi uint64 `protobuf:"varint,6,opt,name=baseVolumeHi,proto3" json:"baseVolumeHi,omitempty"`
	// Low 64-bits of the quote quantity traded
	QuoteVolumeLo uint64 `protobuf:"varint,7,opt,name=quoteVolumeLo,proto3" json:"quoteVolumeLo,omitempty"`
	// High 64-bits of the quote quantity traded
	QuoteVolumeHi uint64 `protobuf:"varint,8,opt,name=quoteVolumeHi,proto3" json:"quoteVolumeHi,omitempty"`
	// contains filtered or unexported fields
}

Rolling 24h stats.

func (*Summary) Descriptor deprecated 

func (*Summary) Descriptor() ([]byte, []int)

Deprecated: Use Summary.ProtoReflect.Descriptor instead.

func (*Summary) GetBaseVolumeHi 

func (x *Summary) GetBaseVolumeHi() uint64

func (*Summary) GetBaseVolumeLo 

func (x *Summary) GetBaseVolumeLo() uint64

func (*Summary) GetClose 

func (x *Summary) GetClose() uint64

func (*Summary) GetHigh 

func (x *Summary) GetHigh() uint64

func (*Summary) GetLow 

func (x *Summary) GetLow() uint64

func (*Summary) GetOpen 

func (x *Summary) GetOpen() uint64

func (*Summary) GetQuoteVolumeHi 

func (x *Summary) GetQuoteVolumeHi() uint64

func (*Summary) GetQuoteVolumeLo 

func (x *Summary) GetQuoteVolumeLo() uint64

func (*Summary) ProtoMessage 

func (*Summary) ProtoMessage()

func (*Summary) ProtoReflect 

func (x *Summary) ProtoReflect() protoreflect.Message

func (*Summary) Reset 

func (x *Summary) Reset()

func (*Summary) String 

func (x *Summary) String() string

type TimeInForce 

type TimeInForce int32

Time-in-force (TIF) specifies how long the order remains in effect. 

const (
	// Immediate-or-cancel (IOC), also known as fill-and-kill (FAK), orders are
	// immediately executed against resting orders. If the order cannot be fully
	// filled, the remaining balance will be canceled, and an additional
	// CancelOrderAck with the IOC reason will be sent.
	TimeInForce_IMMEDIATE_OR_CANCEL TimeInForce = 0
	// Good-for-session (GFS) orders are active until they are completely
	// executed, canceled, or when the session expires.
	TimeInForce_GOOD_FOR_SESSION TimeInForce = 1
	// Fill-or-kill (FOK), also known as all-or-none (AON), orders must be filled
	// immediately against resting orders or the entire order is canceled.
	TimeInForce_FILL_OR_KILL TimeInForce = 2
)

func (TimeInForce) Descriptor 

func (TimeInForce) Descriptor() protoreflect.EnumDescriptor

func (TimeInForce) Enum 

func (x TimeInForce) Enum() *TimeInForce

func (TimeInForce) EnumDescriptor deprecated 

func (TimeInForce) EnumDescriptor() ([]byte, []int)

Deprecated: Use TimeInForce.Descriptor instead.

func (TimeInForce) Number 

func (x TimeInForce) Number() protoreflect.EnumNumber

func (TimeInForce) String 

func (x TimeInForce) String() string

func (TimeInForce) Type 

func (TimeInForce) Type() protoreflect.EnumType

type TopOfBook 

type TopOfBook struct {
	MarketId uint64 `protobuf:"varint,1,opt,name=marketId,proto3" json:"marketId,omitempty"`
	// The [transact time](/docs/api_reference/trade#transact-time) of the latest
	// book update on this market.
	TransactTime uint64 `protobuf:"varint,2,opt,name=transactTime,proto3" json:"transactTime,omitempty"`
	// The best bid price.
	BidPrice uint64 `protobuf:"varint,3,opt,name=bidPrice,proto3" json:"bidPrice,omitempty"`
	// The total bid quantity at the best bid price.
	BidQuantity uint64 `protobuf:"varint,4,opt,name=bidQuantity,proto3" json:"bidQuantity,omitempty"`
	// The best ask price.
	AskPrice uint64 `protobuf:"varint,5,opt,name=askPrice,proto3" json:"askPrice,omitempty"`
	// The total ask quantity at the best ask price.
	AskQuantity uint64 `protobuf:"varint,6,opt,name=askQuantity,proto3" json:"askQuantity,omitempty"`
	// The last trade price.
	LastPrice uint64 `protobuf:"varint,7,opt,name=lastPrice,proto3" json:"lastPrice,omitempty"`
	// The 24h open price.
	Rolling24HPrice uint64 `protobuf:"varint,8,opt,name=rolling24hPrice,proto3" json:"rolling24hPrice,omitempty"`
	// contains filtered or unexported fields
}

Top of book

func (*TopOfBook) Descriptor deprecated 

func (*TopOfBook) Descriptor() ([]byte, []int)

Deprecated: Use TopOfBook.ProtoReflect.Descriptor instead.

func (*TopOfBook) GetAskPrice 

func (x *TopOfBook) GetAskPrice() uint64

func (*TopOfBook) GetAskQuantity 

func (x *TopOfBook) GetAskQuantity() uint64

func (*TopOfBook) GetBidPrice 

func (x *TopOfBook) GetBidPrice() uint64

func (*TopOfBook) GetBidQuantity 

func (x *TopOfBook) GetBidQuantity() uint64

func (*TopOfBook) GetLastPrice 

func (x *TopOfBook) GetLastPrice() uint64

func (*TopOfBook) GetMarketId 

func (x *TopOfBook) GetMarketId() uint64

func (*TopOfBook) GetRolling24HPrice 

func (x *TopOfBook) GetRolling24HPrice() uint64

func (*TopOfBook) GetTransactTime 

func (x *TopOfBook) GetTransactTime() uint64

func (*TopOfBook) ProtoMessage 

func (*TopOfBook) ProtoMessage()

func (*TopOfBook) ProtoReflect 

func (x *TopOfBook) ProtoReflect() protoreflect.Message

func (*TopOfBook) Reset 

func (x *TopOfBook) Reset()

func (*TopOfBook) String 

func (x *TopOfBook) String() string

type TopOfBooks 

type TopOfBooks struct {
	Tops []*TopOfBook `protobuf:"bytes,1,rep,name=tops,proto3" json:"tops,omitempty"`
	// contains filtered or unexported fields
}

Top of books for all books that were updates since the last top-of-books message.

func (*TopOfBooks) Descriptor deprecated 

func (*TopOfBooks) Descriptor() ([]byte, []int)

Deprecated: Use TopOfBooks.ProtoReflect.Descriptor instead.

func (*TopOfBooks) GetTops 

func (x *TopOfBooks) GetTops() []*TopOfBook

func (*TopOfBooks) ProtoMessage 

func (*TopOfBooks) ProtoMessage()

func (*TopOfBooks) ProtoReflect 

func (x *TopOfBooks) ProtoReflect() protoreflect.Message

func (*TopOfBooks) Reset 

func (x *TopOfBooks) Reset()

func (*TopOfBooks) String 

func (x *TopOfBooks) String() string

type Trades 

type Trades struct {
	Trades []*Trades_Trade `protobuf:"bytes,1,rep,name=trades,proto3" json:"trades,omitempty"`
	// contains filtered or unexported fields
}

Trades since the latest `Trades` message. The result of the trades will also appear in the MBP and MBO feeds independently as updates to the resting orders and levels, respectively.

func (*Trades) Descriptor deprecated 

func (*Trades) Descriptor() ([]byte, []int)

Deprecated: Use Trades.ProtoReflect.Descriptor instead.

func (*Trades) GetTrades 

func (x *Trades) GetTrades() []*Trades_Trade

func (*Trades) ProtoMessage 

func (*Trades) ProtoMessage()

func (*Trades) ProtoReflect 

func (x *Trades) ProtoReflect() protoreflect.Message

func (*Trades) Reset 

func (x *Trades) Reset()

func (*Trades) String 

func (x *Trades) String() string

type Trades_Trade 

type Trades_Trade struct {

	// The ID assigned to this trade. All trades that occur from the same event
	// will be assigned the same ID, and are considered to be an atomic batch.
	TradeId uint64 `protobuf:"varint,1,opt,name=tradeId,proto3" json:"tradeId,omitempty"`
	// The price that this trade occurred at.
	Price uint64 `protobuf:"varint,2,opt,name=price,proto3" json:"price,omitempty"`
	// The side of the aggressing order.
	AggressingSide Side `protobuf:"varint,3,opt,name=aggressingSide,proto3,enum=md.Side" json:"aggressingSide,omitempty"`
	// The [Exchange order ID](/docs/api_reference/trade#exchange-order-id) of
	// the resting order.
	RestingExchangeOrderId uint64 `protobuf:"varint,4,opt,name=restingExchangeOrderId,proto3" json:"restingExchangeOrderId,omitempty"`
	FillQuantity           uint64 `protobuf:"varint,5,opt,name=fillQuantity,proto3" json:"fillQuantity,omitempty"`
	// The [transact time](/docs/api_reference/trade#transact-time) assigned by
	// the matching engine for this trade. All trades that occur from the same
	// event will be assigned the same transact time.
	TransactTime uint64 `protobuf:"varint,6,opt,name=transactTime,proto3" json:"transactTime,omitempty"`
	// The [Exchange order ID](/docs/api_reference/trade#exchange-order-id) of
	// the aggressing order.
	AggressingExchangeOrderId uint64 `protobuf:"varint,7,opt,name=aggressingExchangeOrderId,proto3" json:"aggressingExchangeOrderId,omitempty"`
	// contains filtered or unexported fields
}

func (*Trades_Trade) Descriptor deprecated 

func (*Trades_Trade) Descriptor() ([]byte, []int)

Deprecated: Use Trades_Trade.ProtoReflect.Descriptor instead.

func (*Trades_Trade) GetAggressingExchangeOrderId 

func (x *Trades_Trade) GetAggressingExchangeOrderId() uint64

func (*Trades_Trade) GetAggressingSide 

func (x *Trades_Trade) GetAggressingSide() Side

func (*Trades_Trade) GetFillQuantity 

func (x *Trades_Trade) GetFillQuantity() uint64

func (*Trades_Trade) GetPrice 

func (x *Trades_Trade) GetPrice() uint64

func (*Trades_Trade) GetRestingExchangeOrderId 

func (x *Trades_Trade) GetRestingExchangeOrderId() uint64

func (*Trades_Trade) GetTradeId 

func (x *Trades_Trade) GetTradeId() uint64

func (*Trades_Trade) GetTransactTime 

func (x *Trades_Trade) GetTransactTime() uint64

func (*Trades_Trade) ProtoMessage 

func (*Trades_Trade) ProtoMessage()

func (*Trades_Trade) ProtoReflect 

func (x *Trades_Trade) ProtoReflect() protoreflect.Message

func (*Trades_Trade) Reset 

func (x *Trades_Trade) Reset()

func (*Trades_Trade) String 

func (x *Trades_Trade) String() string

Source Files

View all Source files

Jump to

Keyboard shortcuts

? : This menu
/ : Search site
f or F : Jump to
y or Y : Canonical URL
go.dev uses cookies from Google to deliver and enhance the quality of its services and to analyze traffic. Learn more.