// Date:    14.11.2024
// Version: 001.000.008

syntax = "proto3";

package dbag.energy;

message MarketDataReport
{
	enum  Event
	{
		UNKNOWN_EVENT = 0;
		START_OF_REFERENCE_DATA = 1;
		END_OF_REFERENCE_DATA = 2;
		FEED_RESET = 3;
	}

	Event					Evt				= 1;
	int32					Cnt				= 2;	// total message count of the current reference data cycle
	string					Base			= 3;	// FIX 41251 - StreamCommodityBase
}

message Instrument
{
	int32					Seq				= 1;	// technical sequece of the reference data stream

	int64					ID				= 2;	// FIX 48 - SecurityID
	string					Base			= 3;	// FIX 41251 - StreamCommodityBase
	string					CmdtyType		= 4;	// FIX 41252 - StreamCommodityType
	string					Desc			= 5;	// FIX 41255 - StreamCommodityDesc
	uint64					Start			= 6;	// FIX 41055 - DeliveryScheduleSettlStart
	uint64					End				= 7;	// FIX 41056 - DeliveryScheduleSettlEnd
	string					Period			= 8;	// FIX 41266 - StreamCommodityNearbySettlDayPeriod
	string					UOM				= 9;	// FIX 41258 - StreamCommodityUnitOfMeasure
	int32					SIID			= 10;	// FIX 41253 - StreamCommoditySecurityID-InstID
	int32					SSID			= 11;	// FIX 41253 - StreamCommoditySecurityID-SequenceID
	int32					FIID			= 12;	// FIX 41253 - StreamCommoditySecurityID-FirstSequenceItemID
	int32					SQID			= 13;	// FIX 41253 - StreamCommoditySecurityID-SecondSequenceItemID
	string					EncDesc			= 14;	// FIX 41257 - EncodedStreamCommodityDesc
	uint64					StartTm			= 15;	// FIX 341 - TradSesStartTime
	uint64					EndTm			= 16;	// FIX 345 - TradSesEndTime
}

message MDUpdateActionValue {
	enum MDUpdateAction	// FIX 279
	{
		NEW = 0;
		CHANGE = 1;
		DELETE = 2;
		QUERY = 6;
	}

	MDUpdateAction      Value           = 1;
}

message Order
{
	enum MDEntryType	// FIX 269
	{
		BID = 0;
		OFFER = 1;
		BOTH = 2;
	}

	message MDQuoteTypeValue {
		enum MDQuoteType		// FIX 1070
		{
			INDICATIVE = 0;
			FIRM = 5;
			WITHHELD = 6;
			REFERENCE = 7;
			ALL = 8;
		}

		MDQuoteType			Value			= 1;
	}

	message TimeInForceValue {
		enum TimeInForce
		{
			DAY = 0;
			GOOD_TILL_CANCEL = 1;
			FILL_OR_KILL = 4;
			GOOD_TILL_DATE = 6;
			FILL_AND_KILL = 13;
			MARKET_ORDER = 14;
		}

		TimeInForce			Value			= 1;
	}

	enum ImpliedMarketIndicator
	{
		NOT_IMPLIED = 0;
		NATIVE = 5;
		EXTERNAL = 6;
		ALL = 7;
		VENUE = 8;
	}

	enum ExecutionInstruction	// FIX 18
	{
		STAY_ON_OFFER_SIDE = 0;
		ALL_OR_NONE = 1;
	}

	int64					ID				= 1;	// FIX 48 - SecurityID

	string					OrdID			= 2;	// FIX 37 - OrderID
	MDEntryType				Typ				= 3;	// FIX 269 - MDEntryType
	MDUpdateActionValue		UpdtAct			= 4;	// FIX 279 - MDUpdateAction
	double					Px				= 5;	// FIX 270 - MDEntryPrice
	double					Sz				= 6;	// FIX 271 - MDEntrySize
	MDQuoteTypeValue		MDQteTyp		= 7;	// FIX 1070 - MDQuoteType
	TimeInForceValue		TmInForce		= 8;	// FIX 59 - TimeInForce
	ImpliedMarketIndicator	ImpldMktInd		= 9;	// FIX 1144 - ImpliedMarketIndicator
	ExecutionInstruction	ExecInst		= 10;	// FIX 18 - Execution Instruction
	string					RefOrdID		= 11;	// FIX 1080 - RefOrderID

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

message Trade
{
	int64					ID				= 1;	// FIX 48 - SecurityID

	string					TrdID			= 2;	// FIX 1003 - TradeID
	MDUpdateActionValue		UpdtAct			= 3;	// FIX 279 - MDUpdateAction
	double					Px				= 4;	// FIX 270 - MDEntryPrice
	double					Sz				= 5;	// FIX 271 - MDEntrySize

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

message Settlement
{
     int64					ID				= 1;  // FIX 48  - SecurityID
     double					SetlPx			= 2;  // FIX 730 - SettlPrice
     uint64					Tm				= 99; // FIX 273 - MDEntryTime
}