syntax = "proto3";

option go_package = "pusherpb";
option java_outer_classname = "PXNProtos";
option java_package = "one.pxn.proto";
option swift_prefix = "PXN";

import "google/protobuf/timestamp.proto";

message Request {
  string request_id = 1;
  oneof payload {
    HeartbeatRequest heartbeat_request = 200;
    Ping ping = 100;
    SubscribeMarketsTickerRequest subscribe_markets_ticker_request = 101;
    SubscribeMarketTradesRequest subscribe_market_trades_request = 102;
    SubscribeMarketDepthRequest subscribe_market_depth_request = 103;
    SubscribeMarketCandlesRequest subscribe_market_candles_request = 104;
    SubscribeViewerAccountsRequest subscribe_viewer_accounts_request = 105;
    SubscribeViewerOrdersRequest subscribe_viewer_orders_request = 106;
    UnsubscribeMarketsTickerRequest unsubscribe_markets_ticker_request = 107;
    UnsubscribeMarketTradesRequest unsubscribe_market_trades_request = 108;
    UnsubscribeMarketDepthRequest unsubscribe_market_depth_request = 109;
    UnsubscribeMarketCandlesRequest unsubscribe_market_candles_request = 110;
    UnsubscribeViewerAccountsRequest unsubscribe_viewer_accounts_request = 111;
    UnsubscribeViewerOrdersRequest unsubscribe_viewer_orders_request = 112;
    AuthenticateCustomerRequest authenticate_customer_request = 113;
    CreateOrderRequest create_order_request = 114;
    CancelOrderRequest cancel_order_request = 115;
    CancelAllOrdersRequest cancel_all_orders_request = 116;
    ListMarketsRequest list_markets_request = 117;
    SubscribeMarketTickersRequest subscribe_market_tickers_request = 118;
    UnsubscribeMarketTickersRequest unsubscribe_market_tickers_request = 119;
    SubscribeViewerMarginAccountsRequest subscribe_viewer_margin_accounts_request = 120;
    UnsubscribeViewerMarginAccountsRequest unsubscribe_viewer_margin_accounts_request = 121;
    SubscribeExchangeRatesListRequest subscribe_exchange_rates_list_request = 122;
    UnsubscribeExchangeRatesListRequest unsubscribe_exchange_rates_list_request = 123;
    SubscribeFlashExchangeOrdersRequest subscribe_flash_exchange_orders_request = 124;
    UnsubscribeFlashExchangeOrdersRequest unsubscribe_flash_exchange_orders_request = 125;
    SubscribeAllViewerOrdersRequest subscribe_all_viewer_orders_request = 126;
    UnsubscribeAllViewerOrdersRequest unsubscribe_all_viewer_orders_request = 127;
    SubscribeSpotCostPriceRequest subscribe_spot_cost_price_request = 128;
    UnSubscribeSpotCostPriceRequest unsubscribe_spot_cost_price_request = 129;
  }
}

message Response {
  string request_id = 1;
  oneof payload {
    Success success = 98;
    Error error = 99;
    Pong pong = 100;
    Heartbeat heartbeat = 200;
    TickersSnapshot tickers_snapshot = 101;
    TickerUpdate ticker_update = 102;
    TradesSnapshot trades_snapshot = 103;
    TradeUpdate trade_update = 104;
    DepthSnapshot depth_snapshot = 105;
    DepthUpdate depth_update = 106;
    AccountsSnapshot accounts_snapshot = 107;
    AccountUpdate account_update = 108;
    CandlesSnapshot candles_snapshot = 109;
    CandleUpdate candle_update = 110;
    OrdersSnapshot orders_snapshot = 111;
    OrderUpdate order_update = 112;
    ListMarketsResponse list_markets_response = 113;
    MarginAccountsSnapshot margin_accounts_snapshot = 114;
    MarginAccountUpdate margin_account_update = 115;
    ExchangeRatesListSnapshot exchange_rates_list_snapshot = 116;
    FlashExchangeOrdersSnapshot flash_exchange_orders_snapshot = 117;
    FlashExchangeOrderUpdate flash_exchange_order_update = 118;
    ExchangeRatesListUpdate exchange_rates_list_update = 119;
    SpotCostPriceSnapshot spot_cost_price_snapshot = 120;
    SpotCostPriceUpdate spot_cost_price_update = 121;
  }
}

message SubscribeFlashExchangeOrdersRequest {
  uint64 start_order_id = 1;
  uint32 limit = 2;
}

message UnsubscribeFlashExchangeOrdersRequest {}

message FlashExchangeOrder {
  enum Status {
    UNSPECIFIED = 0;
    COMPLETED = 1;
  }
  uint64 id = 1;
  string exchange_asset_symbol = 2;
  string pay_asset_symbol = 3;
  uint64 customer_id = 4;
  uint64 dealer_cid = 5;
  string exchange_amount = 6;
  string estimated_pay_amount = 7;
  string pay_amount = 8;
  Status status = 9;
  google.protobuf.Timestamp created_at = 10;
  google.protobuf.Timestamp updated_at = 11;
  string price = 12;
}

message FlashExchangeOrdersSnapshot {
  repeated FlashExchangeOrder flash_exchange_orders = 1;
}

message FlashExchangeOrderUpdate {
  FlashExchangeOrder flash_exchange_order = 1;
}

message Error {
  int64 code = 1;
  string message = 2;
}

message Success {
  bool ok = 1;
}

message HeartbeatRequest {
  uint64 interval = 1; // second
}

message Heartbeat {}

message Ping {}

message Pong {}

message Market {
  string name = 1;
  string base_asset = 2;
  string quote_asset = 3;
  uint32 base_scale = 4;
  uint32 quote_scale = 5;
  string min_quote_value = 6;
}

message PriceLevel {
  string price = 1;
  string amount = 2;
  int64 order_count = 3;
}

message Depth {
  string market = 1;
  repeated PriceLevel asks = 2;
  repeated PriceLevel bids = 3;
}

message Ticker {
  string market = 1;
  PriceLevel ask = 2;
  PriceLevel bid = 3;
  string open = 4;
  string high = 5;
  string low = 6;
  string close = 7;
  string volume = 8;
  string dailyChange = 9;
  string dailyChangePerc = 10;
}

message Trade {
  uint64 id = 1;
  string price = 2;
  string amount = 3;
  string market = 4;
  google.protobuf.Timestamp created_at = 7;
  Order maker_order = 9;
  Order taker_order = 10;
  Order.Side taker_side = 11;
}

enum BusinessUnit {
  SPOT = 0;
  MARGIN = 1;
}

message Order {
  enum Side {
    BID = 0;
    ASK = 1;
  }
  enum State {
    PENDING = 0;
    FILLED = 1;
    CANCELLED = 2;
    FIRED = 3;
    REJECTED = 4;
  }
  enum Type {
    LIMIT = 0;
    MARKET = 1;
    STOP_LIMIT = 2;
    STOP_MARKET = 3;
  }
  enum Operator {
    LTE = 0;
    GTE = 1;
  }
  string id = 1;
  string price = 2; // decimal or "MARKET"
  string stop_price = 3; // decimal or empty
  string amount = 4; // decimal non null
  string market = 5; // market name
  Side side = 6;
  State state = 7;
  string filled_amount = 8; // decimal
  string filled_fees = 9; // decimal
  string avg_deal_price = 10; // decimal
  google.protobuf.Timestamp created_at = 11;
  google.protobuf.Timestamp updated_at = 12;
  BusinessUnit business_unit = 13;
  Type type = 14;
  Operator operator = 15;
  bool ioc = 16;
  string client_order_id = 17;
}

message Account {
  string asset = 1; // asset symbol
  string balance = 2;
  string locked_balance = 3;
}

message MarginAccount {
  enum State {
    NORMAL = 0;
    LIQUIDATION = 1;
    PIERCING = 2;
  }
  string asset = 1; // asset symbol
  string balance = 2;
  string locked_balance = 3;
  string loan_balance = 4;
  State state = 5;
}

message MarginMarketAccount {
  string name = 1;
  string risk_rate = 2;
  string liquidation_price = 3;
  MarginAccount base = 4;
  MarginAccount quota = 5;
}

message Candle {
  enum Period {
    MIN1 = 0;
    MIN5 = 1;
    MIN15 = 2;
    MIN30 = 3;
    HOUR1 = 4;
    HOUR3 = 5;
    HOUR4 = 6;
    HOUR6 = 7;
    HOUR12 = 8;
    DAY1 = 9;
    WEEK1 = 10;
    MONTH1 = 11;
  }
  string market = 1;
  google.protobuf.Timestamp time = 2;
  string open = 3;
  string high = 4;
  string low = 5;
  string close = 6;
  string volume = 7;
  Period period = 8;
}

message SubscribeMarketTickersRequest {}

message SubscribeExchangeRatesListRequest {
  string quote = 1;
  repeated string bases = 2;
}

message UnsubscribeExchangeRatesListRequest {}

message SubscribeMarketsTickerRequest {
  repeated string markets = 1; // list of market name, empty means subscribing all markets
}

message SubscribeMarketTradesRequest {
  string market = 1;
  int64 limit = 2;
}

message SubscribeMarketDepthRequest {
  string market = 1;
}

message SubscribeMarketCandlesRequest {
  string market = 1;
  Candle.Period period = 2;
  int64 limit = 3;
}

message SubscribeViewerAccountsRequest {}

message SubscribeViewerMarginAccountsRequest {}

message UnsubscribeViewerMarginAccountsRequest {}

message SubscribeViewerOrdersRequest {
  string market = 1;
  BusinessUnit business_unit = 2;
}

message UnsubscribeMarketsTickerRequest {
  repeated string markets = 1; // list of market name, empty means unsubscribing all markets
}

message UnsubscribeMarketTickersRequest {}

message UnsubscribeMarketTradesRequest {
  string market = 1;
}

message UnsubscribeMarketDepthRequest {
  string market = 1;
}

message UnsubscribeMarketCandlesRequest {
  string market = 1;
  Candle.Period period = 2;
}

message UnsubscribeViewerAccountsRequest {}

message UnsubscribeViewerOrdersRequest {
  string market = 1;
  BusinessUnit business_unit = 2;
}

message AuthenticateCustomerRequest {
  string token = 1;
  string device_id = 2;
}

message CreateOrderRequest {
  string price = 1; // decimal or "MARKET"
  string stop_price = 2; // decimal or empty
  string amount = 3; // decimal non null
  string market = 4; // market name
  Order.Side side = 5;
  bool hidden = 6;
  bool immediate_or_cancel = 7;
}

message CancelOrderRequest {
  string order_id = 1;
}

message CancelAllOrdersRequest {
  repeated string markets = 1; // list of market name, empty means cancel all markets' orders
}

message ListMarketsRequest {}

message TickersSnapshot {
  repeated Ticker tickers = 1;
}

message TickerUpdate {
  Ticker ticker = 1;
}

message TradesSnapshot {
  repeated Trade trades = 1;
}

message TradeUpdate {
  Trade trade = 1;
}

message DepthSnapshot {
  Depth depth = 1;
  uint64 change_id = 2;
}

message DepthUpdate {
  Depth depth = 1;
  uint64 change_id = 2;
  uint64 prev_id = 3;
}

message AccountsSnapshot {
  repeated Account accounts = 1;
}

message AccountUpdate {
  Account account = 1;
}

message MarginAccountsSnapshot {
  repeated MarginMarketAccount accounts = 1;
}

message MarginAccountUpdate {
  MarginMarketAccount account = 1;
}

message CandlesSnapshot {
  repeated Candle candles = 1;
}

message CandleUpdate {
  Candle candle = 1;
}

message OrdersSnapshot {
  repeated Order orders = 1;
}

message OrderUpdate {
  Order order = 1;
}

message ListMarketsResponse {
  repeated Market markets = 1;
}

message ExchangeRatesListSnapshot {
  string quote_asset = 1;
  repeated ExchangeRate base_assets = 2;
  google.protobuf.Timestamp updated_at = 3;
}

message ExchangeRatesListUpdate {
  string quote_asset = 1;
  repeated ExchangeRate base_assets = 2;
  google.protobuf.Timestamp updated_at = 3;
}

message ExchangeRate {
  string quote_asset = 1;
  string base_asset = 2;
  string price = 3;
  google.protobuf.Timestamp updated_at = 4;
}


message SubscribeAllViewerOrdersRequest {
  BusinessUnit business_unit = 1;
}

message UnsubscribeAllViewerOrdersRequest {
  BusinessUnit business_unit = 1;
}

message SubscribeSpotCostPriceRequest {
  repeated string asset_uuids = 1;
}

message UnSubscribeSpotCostPriceRequest {
  repeated string asset_uuids = 1;
}

message SpotCostPrice {
  string asset_uuid = 1;
  string average_cost_price = 2; // 平均成本价
  string average_inflow = 3; // 净入账数量
}


message SpotCostPriceSnapshot {
  repeated SpotCostPrice spot_cost_prices = 1;
}

message SpotCostPriceUpdate {
  SpotCostPrice spot_cost_price = 1;
}