sig-pub/api/pub.proto

syntax = "proto3";

import "google/protobuf/struct.proto";

option go_package = "./pb";

enum SubscribeType {
  SUB = 0;
  UNSUB = 1;
  UNSUB_ALL = 2;
}

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

enum TradeInstanceType {
  UNKNOW = 0;
  SPOT   = 1; // 1现货
  SWAP   = 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 inst_id = 1;
  string inst_pair = 2;
  string inst_coin = 3;
  TradeInstanceType inst_type = 4;
  int32 status = 5;
  int32 price_sz = 6;
  int32 quantity_sz = 7;
  string icon = 8;
  string update_by = 9;
  int64 update_time = 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 exchange_inst_id = 1;
  string inst_id = 2;
  int32 status = 3;
  ExchangeType exchange = 4;
  string update_by = 5;
  int64 update_time = 6;
}

// 交易所交易产品基础信息
message MarketTradeInstance {
  ExchangeType exchange = 1;
  string inst_id = 2;
  string exchange_inst_id = 3;
  TradeInstanceType inst_type = 4;
  string inst_coin = 5;
  int32 status = 6;
  int32 price_sz = 9;
  int32 quantity_sz = 10;
  repeated int32 leverages = 11;
}

// 交易所交易产品状态
message TradeInstanceState {
  ExchangeType exchange = 1;
  string inst_id = 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 vol_quote = 9; // 交易额
  bool confirm = 10; // k线是否完结
}

message KlineSeries {
  string interval = 2; // 周期
  repeated int64 time = 3;
  repeated double open = 4;
  repeated double high = 5;
  repeated double low = 6;
  repeated double close = 7;
  repeated double vol = 8; // 交易量
  repeated double vol_quote = 9; // 交易额
  // bool confirm = 10; // k线是否完结 true
  Kline live = 11; // 未完结实时k线
}

// 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 inst_id = 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 window_extra = 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
}

// 指标元数据
message IndicatorMeta {
	string name = 1; // 指标名称
	string desc = 2; // 指标描述
	repeated InputArg input = 3; // 输入参数
  repeated string state = 4; // 向外暴露状态
  repeated IndicatorPlotSeries plots = 5; // 指标绘图属性
}

// 指标绘图
message IndicatorPlot {
    string indicator = 1;
    repeated IndicatorPlotSeries plots = 9;
}
message IndicatorPlotSeries {
  string name = 1;
  string state = 2;
  int32 type = 3;
  google.protobuf.Struct props = 4;
  repeated IndicatorPlotExp exps = 5;
}
message IndicatorPlotExp {
  string exp = 1;
  google.protobuf.Struct props = 3;
}

// 输入参数定义
message InputArg {
	string name = 1;
	string desc = 2;
	int32 type = 3; // 参数类型
	repeated InputOption options = 4 ;  // 单选/多选选项列表
	string default = 5; // 默认值
}
message InputOption {
	string name = 1;
	string desc = 2;
}

// 输入参数范围
message InputRange {
	string name  = 1; // 参数名 names
	int32 type   = 2; // 0.fixed, 1.range, 2.enum, 3.simple group
	string value = 3; // range => [10,20,1](min,max,step); enum => [1,2,3,4,5]; simple group => [["2025-10-01","2025-12-31"],["2025-01-01","2025-12-31"]]
}

// 回测订单
message BacktestTradeOrder {
    int64 backtest_id = 1;
    int64 trade_id = 2;
    int32 trade_type = 3;
    string inst_id = 4;
    Side side = 5;
    double qty = 6;
    double price = 7;
    double fee = 8;
    int32 leverage = 9;
    int64 ctime = 10;
    int32 status = 11;
    double peak_px = 12;
    string close_cause = 13;
    double equity = 14;
    string hold_time = 15;
    double profit = 16;
    double last_px = 17;
    double entry_px = 18;
    double entry_fee = 19;
    int64 entry_time = 20;
    repeated int64 trades = 21;
}

// 登录认证对象
message RpcSubject {
  int64 uid = 1;
  string account = 2;
  int64 time = 3; // ms
  map<string, string> extra = 4;
}