// Date:    07.10.2023
// Version: 001.000.006

syntax = "proto3";

import "google/protobuf/wrappers.proto";

package dbag.crypto;

message MarketDataReport
{
	enum  Event
	{
		UNKNOWN_EVENT = 0;
		START_OF_REFERENCE_DATA = 1;
		END_OF_REFERENCE_DATA = 2;
	}

	Event					Evt				= 1;
	int32					Cnt				= 2;	// total message count of the current reference data cycle
}

message Asset
{
	enum AssetClass
	{
		UNKNOWN_AC = 0;
		CRYPTOCURRENCY = 101;
		FIAT = 102;
	}

	int32					Seq				= 1;

	string					AssetCode		= 2;
	string					Name			= 3;
	AssetClass				AssetClss		= 4;
	repeated AssetClass		ScndAssetClss	= 5;
}

message Exchange
{
	enum ExchangeClass
	{
		UNDEFINED = 0;
		CENTRAL = 1;
		DECENTRAL = 2;
	}

	int32					Seq				= 1;

	string					ExCode			= 2;
	string					Name			= 3;
	ExchangeClass			ExClss			= 4;
}

message InstrumentID
{
	enum InstrumentClass
	{
		UNKNOWN = 0;
		SPOT = 1;
		FUTURE = 2;
		PERPETUAL_FUTURE = 3;
		OPTION = 4;
		OPTION_COMBO = 5;
		FUTURE_COMBO = 6;
	}

	string					InstCode		= 1;	// Unique Instrument Identifier
	string					ExCode			= 2;	// Exchange Code
	InstrumentClass			Clss			= 3;	// Instrument Class [spot, future, perpetual-future, option, option_combo, future_combo]
}

message Instrument
{
	message PutOrCallValue
	{
		enum PutOrCall
		{
			PUT = 0;
			CALL = 1;
		}

		PutOrCall           Value           = 1;
	}

	int32					Seq				= 1;

	InstrumentID			ID				= 2;	// Code + Exchange
	string					BaseAsset		= 3;	// Base Asset
	string					QuoteAsset		= 4;	// Quote Asset
	string					ExchPairCod		= 5;	// Exchange Pair Code
	uint64					StrtTm			= 6;
	uint64					EndTm			= 7;
	repeated string			Pools			= 8;	// List of underlying pools

	uint64					Expiry			= 9;	// Expiry date+time
	google.protobuf.DoubleValue				StrkPx			= 10;	// Strike Price
	PutOrCallValue          PutCall			= 11;	// Put Or Call
	google.protobuf.DoubleValue				Mult			= 12;	// Contract Multiplier / Contract Size

	string					Stream			= 13;	// DBAG's crypto instrument classification based on the base asset, e.g. "top5"
}

message Pool
{
	int32					Seq				= 1;

	string					Address			= 2;
	string					Name			= 3;
	string					Protocol		= 4;
	string					Type			= 5;
	string					Fee				= 6;
	repeated string			Tokens			= 7;
	repeated string			UndrTokens		= 8;	// underlying tokens
	string					TickSpacing		= 9;
	repeated string			Weights			= 10;
}

message MarketDataUpdate
{
	message MDUpdateActionValue {
		enum MDUpdateAction	// FIX 279
		{
			NEW = 0;
			CHANGE = 1;
			DELETE = 2;
		}

		MDUpdateAction      Value           = 1;
	}

	string					SeqID			= 1;
	InstrumentID			ID				= 2;	// Code + Exchange

	MDUpdateActionValue		UpdtAct			= 3;	// FIX 279 - MDUpdateAction
	string					MDID			= 4;	// FIX 278 - MDEntryID

	double					Px				= 5;
	double					Sz				= 6;

	// Timestamp
	uint64					Tm				= 99;	// FIX 273 - MDEntryTime
}

message TopOfBookUpdate
{
	enum MDEntryType	// FIX 269
	{
		BID = 0;
		OFFER = 1;
	}

	message MDUpdateActionValue {
		enum MDUpdateAction	// FIX 279
		{
			NEW = 0;
			CHANGE = 1;
			DELETE = 2;
		}

		MDUpdateAction      Value           = 1;
	}
	
	InstrumentID			ID				= 1;	// Code + Exchange
	string					SeqID			= 2;

	MDEntryType				Typ				= 3;
	MDUpdateActionValue		UpdtAct			= 4;

	double					Px				= 5;
	double					Sz				= 6;

	// Timestamp
	uint64					Tm				= 99;	// FIX 273 - MDEntryTime
}

message Trade
{
	message MDUpdateActionValue {
		enum MDUpdateAction	// FIX 279
		{
			NEW = 0;
			CHANGE = 1;
			DELETE = 2;
		}

		MDUpdateAction      Value           = 1;
	}

	message AggressorSideValue {
		enum AggressorSide // FIX 2446
		{
			NO_AGGRESSOR = 0;
			BUY = 1;
			SELL = 2;
		}

		AggressorSide       Value           = 1;
	}

	InstrumentID			ID				= 1;	// Code + Exchange
	string					SeqID			= 2;

	MDUpdateActionValue		UpdtAct			= 3;	// FIX 279 - MDUpdateAction
	string					MDID			= 4;	// FIX 278 - MDEntryID

	double					Px				= 5;
	double					Sz				= 6;

	AggressorSideValue		AgrsrSide		= 7;	// FIX 2446 - AggressorSide

	// Timestamp
	uint64					Tm				= 99;	// FIX 273 - MDEntryTime
}


message MarketDataSnapshot
{
	message QuoteSide
	{
		double				Px				= 1;	// FIX 270 - MDEntryPrice
		double				Sz				= 2;	// FIX 271 - MDEntrySize
	}

	InstrumentID			ID				= 1;	// Code + Exchange
	string					LstSeqID		= 2;	// Sequence ID of the latest incremental update
													// which is covered by the snapshot

	// Book
	repeated QuoteSide		Bids			= 4;	// FIX MDEntryType = 0
	repeated QuoteSide		Offers			= 5;	// FIX MDEntryType = 1

	// Timestamp
	uint64					Tm				= 99;	// FIX 273 - MDEntryTime
}

message Rate
{
	enum IndexType
	{
		PRICE_RATE = 0;
		REFERENCE_RATE = 1;
	}

	enum Commodity
	{
		REAL_TIME = 0;
		FIXING = 1;
	}

	IndexType				Typ				= 1;
	string					IndexCode		= 2;
	string					BaseAsset		= 3;	// Base Asset
	string					QuoteAsset		= 4;	// Quote Asset
	Commodity				Cty				= 5;
	uint64					StrtTm			= 6;
	uint64					EndTm			= 7;
	double					Px				= 8;

	uint64					Tm				= 99;	// FIX 273 - MDEntryTime
}