sig-pub/api/pub.proto

syntax = "proto3";

import "google/protobuf/struct.proto";

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 {
  None = 0;
  BUY = 1;
  SELL = 2;
}

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 time = 2;
  string interval = 3; // 周期
  double open = 4;
  double high = 5;
  double low = 6;
  double close = 7;
  double vol = 8;      // 交易量
  double 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;
}

message SeriesRange {
  ExchangeType exchange = 1; // 交易所
  string instId = 2;
  string interval = 3;
  int64 before = 4;
  int64 after = 5;
  uint32 count = 6; // k线条数,before或after其中一个为0时有效
  bool open = 7; // 是否开区间, before/after不为0时不包含
  bool live = 8; // 实时k线, before和after为0时是否追加实时k线
  bool desc = 9;  // 是否降序, 默认升序

  uint32 windowExtra = 10; // 需要额外拉取更早的k线条数
  uint32 limit = 11; // 大于0时检查, 数据长度超过limit则返回错误
}

// 分页参数
message Paging {
  int32 page = 1;
  int32 size = 2;
  bool asc = 3; // 升序排序
}

message IndicatorPlot {
    string indicator = 1;
    IndicatorPlotSeries series = 2;
    repeated IndicatorPlotSeries stateSeries = 3;
}
message IndicatorPlotSeries {
  string state = 1;
  int32 type = 2;
  google.protobuf.Struct props = 3;
  repeated IndicatorStateEnumProps stateEnumProps = 4;
}
message IndicatorStateEnumProps {
  string state = 1;
  map<int32, google.protobuf.Struct> enumProps = 2;
}