sig-pub/api/pub.proto

syntax = "proto3";

option go_package = "./pb";

enum SubscribeType {
  Subscribe = 0;
  Unsubscribe = 1;
  UnsubscribeAll = 2;
}

enum ExchangeType {
  SIG = 0;
  OKX = 1;
  BINANCE = 2;
}

enum TradeInstanceType {
  Unknow = 0;
  Spot = 1;              // 1现货
  PerpetualContract = 2; // 2永续合约
}

enum Event {
  UNKNOWN = 0;
  SUBSCRIBED = 1;
  UNSUBSCRIBED = 2;
  SNAPSHOT = 3;
  UPDATE = 4;
  AUTHENTICATED = 5;
  ERROR = 99;
}

enum Channel {
  BOOK = 0;
  TRADE = 1;
  TICKER = 2;
  KLINE = 3;
  BALANCE = 4;
  ORDER = 5;
}

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

enum OrderType {
  MARKET = 0;
  LIMIT = 1;
  STOP_MARKET = 2;
  STOP_LIMIT = 3;
  POST_ONLY = 4;
  IOC_LIMIT = 5;
}

message Error {
  int64 error_code = 1;
  string error_message = 2;
}

// 交易产品基础信息
message TradeInstance {
  string instId = 1;
  string instPair = 2;
  string instCoin = 3;
  TradeInstanceType instType = 4;
  int32 status = 5;
  int32 priceSz = 6;
  int32 quantitySz = 7;
  string icon = 8;
  string updateBy = 9;
  int64 updateTime = 10;
  repeated int32 leverages = 11;
  repeated TradeInstanceExchange exchanges = 15; // 交易产品支持的交易所
}

// 交易所交易产品
message TradeInstanceExchange {
  string exchangeInstId = 1;
  string instId = 2;
  int32 status = 3;
  ExchangeType exchange = 4;
  string updateBy = 5;
  int64 updateTime = 6;
}

// 交易所交易产品基础信息
message MarketTradeInstance {
  ExchangeType exchange = 1;
  string instId = 2;
  string exchangeInstId = 3;
  TradeInstanceType instType = 4;
  string instCoin = 5;
  int32 status = 6;
  int32 priceSz = 9;
  int32 quantitySz = 10;
  repeated int32 leverages = 11;
}

// 交易所交易产品状态
message TradeInstanceState {
  ExchangeType exchange = 1;
  string instId = 2;
  int32 status = 3; 
  string last = 4; // 最后成交价格
}

message Kline {
  int64 ts = 2;
  string interval = 3; // 周期
  string open = 4;
  string high = 5;
  string low = 6;
  string close = 7;
  string vol = 8;      // 交易量
  string volQuote = 9; // 交易额
  bool confirm = 10;   // k线是否完结
}

// https://maicoin.github.io/max-websocket-docs/#/private_channels?id=snapshot
message Order {
  ExchangeType exchange = 1;
  string symbol = 2;
  string id = 3;
  Side side = 4;
  OrderType order_type = 5;
  string price = 6;
  string stop_price = 7;
  string status = 9;
  string quantity = 11;
  string executed_quantity = 12;
  string client_order_id = 14;
  int64 group_id = 15;
  int64 created_at = 10;
}