code.vegaprotocol.io/vega@v0.79.0/protos/vega/markets.pb.go

// Code generated by protoc-gen-go. DO NOT EDIT.
// versions:
// 	protoc-gen-go v1.27.1
// 	protoc        (unknown)
// source: vega/markets.proto

package vega

import (
	protoreflect "google.golang.org/protobuf/reflect/protoreflect"
	protoimpl "google.golang.org/protobuf/runtime/protoimpl"
	reflect "reflect"
	sync "sync"
)

const (
	// Verify that this generated code is sufficiently up-to-date.
	_ = protoimpl.EnforceVersion(20 - protoimpl.MinVersion)
	// Verify that runtime/protoimpl is sufficiently up-to-date.
	_ = protoimpl.EnforceVersion(protoimpl.MaxVersion - 20)
)

type CompositePriceType int32

const (
	CompositePriceType_COMPOSITE_PRICE_TYPE_UNSPECIFIED CompositePriceType = 0
	// Composite price is calculated as a weighted average of the underlying mark prices.
	CompositePriceType_COMPOSITE_PRICE_TYPE_WEIGHTED CompositePriceType = 1
	// Composite price is calculated as a median of the underlying mark prices.
	CompositePriceType_COMPOSITE_PRICE_TYPE_MEDIAN CompositePriceType = 2
	// Composite price is calculated as the last trade price.
	CompositePriceType_COMPOSITE_PRICE_TYPE_LAST_TRADE CompositePriceType = 3
)

// Enum value maps for CompositePriceType.
var (
	CompositePriceType_name = map[int32]string{
		0: "COMPOSITE_PRICE_TYPE_UNSPECIFIED",
		1: "COMPOSITE_PRICE_TYPE_WEIGHTED",
		2: "COMPOSITE_PRICE_TYPE_MEDIAN",
		3: "COMPOSITE_PRICE_TYPE_LAST_TRADE",
	}
	CompositePriceType_value = map[string]int32{
		"COMPOSITE_PRICE_TYPE_UNSPECIFIED": 0,
		"COMPOSITE_PRICE_TYPE_WEIGHTED":    1,
		"COMPOSITE_PRICE_TYPE_MEDIAN":      2,
		"COMPOSITE_PRICE_TYPE_LAST_TRADE":  3,
	}
)

func (x CompositePriceType) Enum() *CompositePriceType {
	p := new(CompositePriceType)
	*p = x
	return p
}

func (x CompositePriceType) String() string {
	return protoimpl.X.EnumStringOf(x.Descriptor(), protoreflect.EnumNumber(x))
}

func (CompositePriceType) Descriptor() protoreflect.EnumDescriptor {
	return file_vega_markets_proto_enumTypes[0].Descriptor()
}

func (CompositePriceType) Type() protoreflect.EnumType {
	return &file_vega_markets_proto_enumTypes[0]
}

func (x CompositePriceType) Number() protoreflect.EnumNumber {
	return protoreflect.EnumNumber(x)
}

// Deprecated: Use CompositePriceType.Descriptor instead.
func (CompositePriceType) EnumDescriptor() ([]byte, []int) {
	return file_vega_markets_proto_rawDescGZIP(), []int{0}
}

type LiquidityFeeSettings_Method int32

const (
	LiquidityFeeSettings_METHOD_UNSPECIFIED LiquidityFeeSettings_Method = 0
	// Fee is the smallest value of all bids, such that liquidity providers with nominated fees less than or equal to this value still have sufficient commitment to fulfil the market's target stake.
	LiquidityFeeSettings_METHOD_MARGINAL_COST LiquidityFeeSettings_Method = 1
	// Fee is the weighted average of all liquidity providers' nominated fees, weighted by their committment.
	LiquidityFeeSettings_METHOD_WEIGHTED_AVERAGE LiquidityFeeSettings_Method = 2
	// Fee is set by the market to a constant value irrespective of any liquidity provider's nominated fee.
	LiquidityFeeSettings_METHOD_CONSTANT LiquidityFeeSettings_Method = 3
)

// Enum value maps for LiquidityFeeSettings_Method.
var (
	LiquidityFeeSettings_Method_name = map[int32]string{
		0: "METHOD_UNSPECIFIED",
		1: "METHOD_MARGINAL_COST",
		2: "METHOD_WEIGHTED_AVERAGE",
		3: "METHOD_CONSTANT",
	}
	LiquidityFeeSettings_Method_value = map[string]int32{
		"METHOD_UNSPECIFIED":      0,
		"METHOD_MARGINAL_COST":    1,
		"METHOD_WEIGHTED_AVERAGE": 2,
		"METHOD_CONSTANT":         3,
	}
)

func (x LiquidityFeeSettings_Method) Enum() *LiquidityFeeSettings_Method {
	p := new(LiquidityFeeSettings_Method)
	*p = x
	return p
}

func (x LiquidityFeeSettings_Method) String() string {
	return protoimpl.X.EnumStringOf(x.Descriptor(), protoreflect.EnumNumber(x))
}

func (LiquidityFeeSettings_Method) Descriptor() protoreflect.EnumDescriptor {
	return file_vega_markets_proto_enumTypes[1].Descriptor()
}

func (LiquidityFeeSettings_Method) Type() protoreflect.EnumType {
	return &file_vega_markets_proto_enumTypes[1]
}

func (x LiquidityFeeSettings_Method) Number() protoreflect.EnumNumber {
	return protoreflect.EnumNumber(x)
}

// Deprecated: Use LiquidityFeeSettings_Method.Descriptor instead.
func (LiquidityFeeSettings_Method) EnumDescriptor() ([]byte, []int) {
	return file_vega_markets_proto_rawDescGZIP(), []int{24, 0}
}

// Current state of the market
type Market_State int32

const (
	// Default value, invalid
	Market_STATE_UNSPECIFIED Market_State = 0
	// Governance proposal valid and accepted
	Market_STATE_PROPOSED Market_State = 1
	// Outcome of governance votes is to reject the market
	Market_STATE_REJECTED Market_State = 2
	// Governance vote passes/wins
	Market_STATE_PENDING Market_State = 3
	// Market triggers cancellation condition or governance
	// votes to close before market becomes Active
	Market_STATE_CANCELLED Market_State = 4
	// Enactment date reached and usual auction exit checks pass
	Market_STATE_ACTIVE Market_State = 5
	// Price monitoring or liquidity monitoring trigger
	Market_STATE_SUSPENDED Market_State = 6
	// Governance vote to close (Not currently implemented)
	Market_STATE_CLOSED Market_State = 7
	// Defined by the product (i.e. from a product parameter,
	// specified in market definition, giving close date/time)
	Market_STATE_TRADING_TERMINATED Market_State = 8
	// Settlement triggered and completed as defined by product
	Market_STATE_SETTLED Market_State = 9
	// Market has been suspended via governance
	Market_STATE_SUSPENDED_VIA_GOVERNANCE Market_State = 10
)

// Enum value maps for Market_State.
var (
	Market_State_name = map[int32]string{
		0:  "STATE_UNSPECIFIED",
		1:  "STATE_PROPOSED",
		2:  "STATE_REJECTED",
		3:  "STATE_PENDING",
		4:  "STATE_CANCELLED",
		5:  "STATE_ACTIVE",
		6:  "STATE_SUSPENDED",
		7:  "STATE_CLOSED",
		8:  "STATE_TRADING_TERMINATED",
		9:  "STATE_SETTLED",
		10: "STATE_SUSPENDED_VIA_GOVERNANCE",
	}
	Market_State_value = map[string]int32{
		"STATE_UNSPECIFIED":              0,
		"STATE_PROPOSED":                 1,
		"STATE_REJECTED":                 2,
		"STATE_PENDING":                  3,
		"STATE_CANCELLED":                4,
		"STATE_ACTIVE":                   5,
		"STATE_SUSPENDED":                6,
		"STATE_CLOSED":                   7,
		"STATE_TRADING_TERMINATED":       8,
		"STATE_SETTLED":                  9,
		"STATE_SUSPENDED_VIA_GOVERNANCE": 10,
	}
)

func (x Market_State) Enum() *Market_State {
	p := new(Market_State)
	*p = x
	return p
}

func (x Market_State) String() string {
	return protoimpl.X.EnumStringOf(x.Descriptor(), protoreflect.EnumNumber(x))
}

func (Market_State) Descriptor() protoreflect.EnumDescriptor {
	return file_vega_markets_proto_enumTypes[2].Descriptor()
}

func (Market_State) Type() protoreflect.EnumType {
	return &file_vega_markets_proto_enumTypes[2]
}

func (x Market_State) Number() protoreflect.EnumNumber {
	return protoreflect.EnumNumber(x)
}

// Deprecated: Use Market_State.Descriptor instead.
func (Market_State) EnumDescriptor() ([]byte, []int) {
	return file_vega_markets_proto_rawDescGZIP(), []int{26, 0}
}

// Trading mode the market is currently running, also referred to as 'market state'
type Market_TradingMode int32

const (
	// Default value, this is invalid
	Market_TRADING_MODE_UNSPECIFIED Market_TradingMode = 0
	// Normal trading
	Market_TRADING_MODE_CONTINUOUS Market_TradingMode = 1
	// Auction trading (FBA)
	Market_TRADING_MODE_BATCH_AUCTION Market_TradingMode = 2
	// Opening auction
	Market_TRADING_MODE_OPENING_AUCTION Market_TradingMode = 3
	// Auction triggered by monitoring
	Market_TRADING_MODE_MONITORING_AUCTION Market_TradingMode = 4
	// No trading is allowed
	Market_TRADING_MODE_NO_TRADING Market_TradingMode = 5
	// Special auction mode triggered via governance
	Market_TRADING_MODE_SUSPENDED_VIA_GOVERNANCE Market_TradingMode = 6
	// Auction triggered globally by long block
	Market_TRADING_MODE_LONG_BLOCK_AUCTION Market_TradingMode = 7
	// Scheduled auction for automated purchase
	Market_TRADING_MODE_PROTOCOL_AUTOMATED_PURCHASE_AUCTION Market_TradingMode = 8
)

// Enum value maps for Market_TradingMode.
var (
	Market_TradingMode_name = map[int32]string{
		0: "TRADING_MODE_UNSPECIFIED",
		1: "TRADING_MODE_CONTINUOUS",
		2: "TRADING_MODE_BATCH_AUCTION",
		3: "TRADING_MODE_OPENING_AUCTION",
		4: "TRADING_MODE_MONITORING_AUCTION",
		5: "TRADING_MODE_NO_TRADING",
		6: "TRADING_MODE_SUSPENDED_VIA_GOVERNANCE",
		7: "TRADING_MODE_LONG_BLOCK_AUCTION",
		8: "TRADING_MODE_PROTOCOL_AUTOMATED_PURCHASE_AUCTION",
	}
	Market_TradingMode_value = map[string]int32{
		"TRADING_MODE_UNSPECIFIED":                         0,
		"TRADING_MODE_CONTINUOUS":                          1,
		"TRADING_MODE_BATCH_AUCTION":                       2,
		"TRADING_MODE_OPENING_AUCTION":                     3,
		"TRADING_MODE_MONITORING_AUCTION":                  4,
		"TRADING_MODE_NO_TRADING":                          5,
		"TRADING_MODE_SUSPENDED_VIA_GOVERNANCE":            6,
		"TRADING_MODE_LONG_BLOCK_AUCTION":                  7,
		"TRADING_MODE_PROTOCOL_AUTOMATED_PURCHASE_AUCTION": 8,
	}
)

func (x Market_TradingMode) Enum() *Market_TradingMode {
	p := new(Market_TradingMode)
	*p = x
	return p
}

func (x Market_TradingMode) String() string {
	return protoimpl.X.EnumStringOf(x.Descriptor(), protoreflect.EnumNumber(x))
}

func (Market_TradingMode) Descriptor() protoreflect.EnumDescriptor {
	return file_vega_markets_proto_enumTypes[3].Descriptor()
}

func (Market_TradingMode) Type() protoreflect.EnumType {
	return &file_vega_markets_proto_enumTypes[3]
}

func (x Market_TradingMode) Number() protoreflect.EnumNumber {
	return protoreflect.EnumNumber(x)
}

// Deprecated: Use Market_TradingMode.Descriptor instead.
func (Market_TradingMode) EnumDescriptor() ([]byte, []int) {
	return file_vega_markets_proto_rawDescGZIP(), []int{26, 1}
}

// Auction duration is used to configure 3 auction periods:
//  1. `duration > 0`, `volume == 0`:
//     The auction will last for at least N seconds
//  2. `duration == 0`, `volume > 0`:
//     The auction will end once the given volume will match at uncrossing
//  3. `duration > 0`, `volume > 0`:
//     The auction will take at least N seconds, but can end sooner if the market can trade a certain volume
type AuctionDuration struct {
	state         protoimpl.MessageState
	sizeCache     protoimpl.SizeCache
	unknownFields protoimpl.UnknownFields

	// Duration of the auction in seconds.
	Duration int64 `protobuf:"varint,1,opt,name=duration,proto3" json:"duration,omitempty"`
	// Target uncrossing trading volume.
	Volume uint64 `protobuf:"varint,2,opt,name=volume,proto3" json:"volume,omitempty"`
}

func (x *AuctionDuration) Reset() {
	*x = AuctionDuration{}
	if protoimpl.UnsafeEnabled {
		mi := &file_vega_markets_proto_msgTypes[0]
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		ms.StoreMessageInfo(mi)
	}
}

func (x *AuctionDuration) String() string {
	return protoimpl.X.MessageStringOf(x)
}

func (*AuctionDuration) ProtoMessage() {}

func (x *AuctionDuration) ProtoReflect() protoreflect.Message {
	mi := &file_vega_markets_proto_msgTypes[0]
	if protoimpl.UnsafeEnabled && x != nil {
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		if ms.LoadMessageInfo() == nil {
			ms.StoreMessageInfo(mi)
		}
		return ms
	}
	return mi.MessageOf(x)
}

// Deprecated: Use AuctionDuration.ProtoReflect.Descriptor instead.
func (*AuctionDuration) Descriptor() ([]byte, []int) {
	return file_vega_markets_proto_rawDescGZIP(), []int{0}
}

func (x *AuctionDuration) GetDuration() int64 {
	if x != nil {
		return x.Duration
	}
	return 0
}

func (x *AuctionDuration) GetVolume() uint64 {
	if x != nil {
		return x.Volume
	}
	return 0
}

// Spot product definition
type Spot struct {
	state         protoimpl.MessageState
	sizeCache     protoimpl.SizeCache
	unknownFields protoimpl.UnknownFields

	// Asset ID of the underlying base asset for the spot product.
	BaseAsset string `protobuf:"bytes,1,opt,name=base_asset,json=baseAsset,proto3" json:"base_asset,omitempty"`
	// Asset ID of the underlying quote asset for the spot product.
	QuoteAsset string `protobuf:"bytes,2,opt,name=quote_asset,json=quoteAsset,proto3" json:"quote_asset,omitempty"`
}

func (x *Spot) Reset() {
	*x = Spot{}
	if protoimpl.UnsafeEnabled {
		mi := &file_vega_markets_proto_msgTypes[1]
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		ms.StoreMessageInfo(mi)
	}
}

func (x *Spot) String() string {
	return protoimpl.X.MessageStringOf(x)
}

func (*Spot) ProtoMessage() {}

func (x *Spot) ProtoReflect() protoreflect.Message {
	mi := &file_vega_markets_proto_msgTypes[1]
	if protoimpl.UnsafeEnabled && x != nil {
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		if ms.LoadMessageInfo() == nil {
			ms.StoreMessageInfo(mi)
		}
		return ms
	}
	return mi.MessageOf(x)
}

// Deprecated: Use Spot.ProtoReflect.Descriptor instead.
func (*Spot) Descriptor() ([]byte, []int) {
	return file_vega_markets_proto_rawDescGZIP(), []int{1}
}

func (x *Spot) GetBaseAsset() string {
	if x != nil {
		return x.BaseAsset
	}
	return ""
}

func (x *Spot) GetQuoteAsset() string {
	if x != nil {
		return x.QuoteAsset
	}
	return ""
}

// Future product definition
type Future struct {
	state         protoimpl.MessageState
	sizeCache     protoimpl.SizeCache
	unknownFields protoimpl.UnknownFields

	// Underlying asset for the future.
	SettlementAsset string `protobuf:"bytes,1,opt,name=settlement_asset,json=settlementAsset,proto3" json:"settlement_asset,omitempty"`
	// Quote name of the instrument.
	QuoteName string `protobuf:"bytes,2,opt,name=quote_name,json=quoteName,proto3" json:"quote_name,omitempty"`
	// Data source specification that describes the settlement data source filter.
	DataSourceSpecForSettlementData *DataSourceSpec `protobuf:"bytes,3,opt,name=data_source_spec_for_settlement_data,json=dataSourceSpecForSettlementData,proto3" json:"data_source_spec_for_settlement_data,omitempty"`
	// Data source specification that describes the trading termination data source filter.
	DataSourceSpecForTradingTermination *DataSourceSpec `protobuf:"bytes,4,opt,name=data_source_spec_for_trading_termination,json=dataSourceSpecForTradingTermination,proto3" json:"data_source_spec_for_trading_termination,omitempty"`
	// Binding between the data spec and the data source.
	DataSourceSpecBinding *DataSourceSpecToFutureBinding `protobuf:"bytes,5,opt,name=data_source_spec_binding,json=dataSourceSpecBinding,proto3" json:"data_source_spec_binding,omitempty"`
	// If set, this product represents a capped future market.
	Cap *FutureCap `protobuf:"bytes,6,opt,name=cap,proto3,oneof" json:"cap,omitempty"`
}

func (x *Future) Reset() {
	*x = Future{}
	if protoimpl.UnsafeEnabled {
		mi := &file_vega_markets_proto_msgTypes[2]
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		ms.StoreMessageInfo(mi)
	}
}

func (x *Future) String() string {
	return protoimpl.X.MessageStringOf(x)
}

func (*Future) ProtoMessage() {}

func (x *Future) ProtoReflect() protoreflect.Message {
	mi := &file_vega_markets_proto_msgTypes[2]
	if protoimpl.UnsafeEnabled && x != nil {
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		if ms.LoadMessageInfo() == nil {
			ms.StoreMessageInfo(mi)
		}
		return ms
	}
	return mi.MessageOf(x)
}

// Deprecated: Use Future.ProtoReflect.Descriptor instead.
func (*Future) Descriptor() ([]byte, []int) {
	return file_vega_markets_proto_rawDescGZIP(), []int{2}
}

func (x *Future) GetSettlementAsset() string {
	if x != nil {
		return x.SettlementAsset
	}
	return ""
}

func (x *Future) GetQuoteName() string {
	if x != nil {
		return x.QuoteName
	}
	return ""
}

func (x *Future) GetDataSourceSpecForSettlementData() *DataSourceSpec {
	if x != nil {
		return x.DataSourceSpecForSettlementData
	}
	return nil
}

func (x *Future) GetDataSourceSpecForTradingTermination() *DataSourceSpec {
	if x != nil {
		return x.DataSourceSpecForTradingTermination
	}
	return nil
}

func (x *Future) GetDataSourceSpecBinding() *DataSourceSpecToFutureBinding {
	if x != nil {
		return x.DataSourceSpecBinding
	}
	return nil
}

func (x *Future) GetCap() *FutureCap {
	if x != nil {
		return x.Cap
	}
	return nil
}

type FutureCap struct {
	state         protoimpl.MessageState
	sizeCache     protoimpl.SizeCache
	unknownFields protoimpl.UnknownFields

	// Set the maximum price for orders, and settlement data in market decimals.
	MaxPrice string `protobuf:"bytes,1,opt,name=max_price,json=maxPrice,proto3" json:"max_price,omitempty"`
	// If set to true, the settlement price must either be zero, or equal to the max price.
	BinarySettlement *bool `protobuf:"varint,2,opt,name=binary_settlement,json=binarySettlement,proto3,oneof" json:"binary_settlement,omitempty"`
	// If set to true, positions must be fully collateralised so there is no default risk for any party.
	FullyCollateralised *bool `protobuf:"varint,3,opt,name=fully_collateralised,json=fullyCollateralised,proto3,oneof" json:"fully_collateralised,omitempty"`
}

func (x *FutureCap) Reset() {
	*x = FutureCap{}
	if protoimpl.UnsafeEnabled {
		mi := &file_vega_markets_proto_msgTypes[3]
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		ms.StoreMessageInfo(mi)
	}
}

func (x *FutureCap) String() string {
	return protoimpl.X.MessageStringOf(x)
}

func (*FutureCap) ProtoMessage() {}

func (x *FutureCap) ProtoReflect() protoreflect.Message {
	mi := &file_vega_markets_proto_msgTypes[3]
	if protoimpl.UnsafeEnabled && x != nil {
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		if ms.LoadMessageInfo() == nil {
			ms.StoreMessageInfo(mi)
		}
		return ms
	}
	return mi.MessageOf(x)
}

// Deprecated: Use FutureCap.ProtoReflect.Descriptor instead.
func (*FutureCap) Descriptor() ([]byte, []int) {
	return file_vega_markets_proto_rawDescGZIP(), []int{3}
}

func (x *FutureCap) GetMaxPrice() string {
	if x != nil {
		return x.MaxPrice
	}
	return ""
}

func (x *FutureCap) GetBinarySettlement() bool {
	if x != nil && x.BinarySettlement != nil {
		return *x.BinarySettlement
	}
	return false
}

func (x *FutureCap) GetFullyCollateralised() bool {
	if x != nil && x.FullyCollateralised != nil {
		return *x.FullyCollateralised
	}
	return false
}

// Perpetual product definition
type Perpetual struct {
	state         protoimpl.MessageState
	sizeCache     protoimpl.SizeCache
	unknownFields protoimpl.UnknownFields

	// Underlying asset for the perpetual.
	SettlementAsset string `protobuf:"bytes,1,opt,name=settlement_asset,json=settlementAsset,proto3" json:"settlement_asset,omitempty"`
	// Quote name of the instrument.
	QuoteName string `protobuf:"bytes,2,opt,name=quote_name,json=quoteName,proto3" json:"quote_name,omitempty"`
	// Controls how much the upcoming funding payment liability contributes to party's margin, in the range [0, 1].
	MarginFundingFactor string `protobuf:"bytes,3,opt,name=margin_funding_factor,json=marginFundingFactor,proto3" json:"margin_funding_factor,omitempty"`
	// Continuously compounded interest rate used in funding rate calculation, in the range [-1, 1].
	InterestRate string `protobuf:"bytes,4,opt,name=interest_rate,json=interestRate,proto3" json:"interest_rate,omitempty"`
	// Lower bound for the clamp function used as part of the funding rate calculation, in the range [-1, 1].
	ClampLowerBound string `protobuf:"bytes,5,opt,name=clamp_lower_bound,json=clampLowerBound,proto3" json:"clamp_lower_bound,omitempty"`
	// Upper bound for the clamp function used as part of the funding rate calculation, in the range [-1, 1].
	ClampUpperBound string `protobuf:"bytes,6,opt,name=clamp_upper_bound,json=clampUpperBound,proto3" json:"clamp_upper_bound,omitempty"`
	// Data source spec describing the data source for settlement schedule.
	DataSourceSpecForSettlementSchedule *DataSourceSpec `protobuf:"bytes,7,opt,name=data_source_spec_for_settlement_schedule,json=dataSourceSpecForSettlementSchedule,proto3" json:"data_source_spec_for_settlement_schedule,omitempty"`
	// Data source spec describing the data source for settlement.
	DataSourceSpecForSettlementData *DataSourceSpec `protobuf:"bytes,8,opt,name=data_source_spec_for_settlement_data,json=dataSourceSpecForSettlementData,proto3" json:"data_source_spec_for_settlement_data,omitempty"`
	// Binding between the data source spec and the settlement data.
	DataSourceSpecBinding *DataSourceSpecToPerpetualBinding `protobuf:"bytes,9,opt,name=data_source_spec_binding,json=dataSourceSpecBinding,proto3" json:"data_source_spec_binding,omitempty"`
	// Factor applied to funding-rates. This scales the impact that spot price deviations have on funding payments.
	FundingRateScalingFactor *string `protobuf:"bytes,10,opt,name=funding_rate_scaling_factor,json=fundingRateScalingFactor,proto3,oneof" json:"funding_rate_scaling_factor,omitempty"`
	// Lower bound for the funding-rate such that the funding-rate will never be lower than this value.
	FundingRateLowerBound *string `protobuf:"bytes,11,opt,name=funding_rate_lower_bound,json=fundingRateLowerBound,proto3,oneof" json:"funding_rate_lower_bound,omitempty"`
	// Upper bound for the funding-rate such that the funding-rate will never be higher than this value.
	FundingRateUpperBound *string `protobuf:"bytes,12,opt,name=funding_rate_upper_bound,json=fundingRateUpperBound,proto3,oneof" json:"funding_rate_upper_bound,omitempty"`
	// Optional configuration for the internal composite price used in funding payment calculation.
	InternalCompositePriceConfig *CompositePriceConfiguration `protobuf:"bytes,13,opt,name=internal_composite_price_config,json=internalCompositePriceConfig,proto3,oneof" json:"internal_composite_price_config,omitempty"`
}

func (x *Perpetual) Reset() {
	*x = Perpetual{}
	if protoimpl.UnsafeEnabled {
		mi := &file_vega_markets_proto_msgTypes[4]
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		ms.StoreMessageInfo(mi)
	}
}

func (x *Perpetual) String() string {
	return protoimpl.X.MessageStringOf(x)
}

func (*Perpetual) ProtoMessage() {}

func (x *Perpetual) ProtoReflect() protoreflect.Message {
	mi := &file_vega_markets_proto_msgTypes[4]
	if protoimpl.UnsafeEnabled && x != nil {
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		if ms.LoadMessageInfo() == nil {
			ms.StoreMessageInfo(mi)
		}
		return ms
	}
	return mi.MessageOf(x)
}

// Deprecated: Use Perpetual.ProtoReflect.Descriptor instead.
func (*Perpetual) Descriptor() ([]byte, []int) {
	return file_vega_markets_proto_rawDescGZIP(), []int{4}
}

func (x *Perpetual) GetSettlementAsset() string {
	if x != nil {
		return x.SettlementAsset
	}
	return ""
}

func (x *Perpetual) GetQuoteName() string {
	if x != nil {
		return x.QuoteName
	}
	return ""
}

func (x *Perpetual) GetMarginFundingFactor() string {
	if x != nil {
		return x.MarginFundingFactor
	}
	return ""
}

func (x *Perpetual) GetInterestRate() string {
	if x != nil {
		return x.InterestRate
	}
	return ""
}

func (x *Perpetual) GetClampLowerBound() string {
	if x != nil {
		return x.ClampLowerBound
	}
	return ""
}

func (x *Perpetual) GetClampUpperBound() string {
	if x != nil {
		return x.ClampUpperBound
	}
	return ""
}

func (x *Perpetual) GetDataSourceSpecForSettlementSchedule() *DataSourceSpec {
	if x != nil {
		return x.DataSourceSpecForSettlementSchedule
	}
	return nil
}

func (x *Perpetual) GetDataSourceSpecForSettlementData() *DataSourceSpec {
	if x != nil {
		return x.DataSourceSpecForSettlementData
	}
	return nil
}

func (x *Perpetual) GetDataSourceSpecBinding() *DataSourceSpecToPerpetualBinding {
	if x != nil {
		return x.DataSourceSpecBinding
	}
	return nil
}

func (x *Perpetual) GetFundingRateScalingFactor() string {
	if x != nil && x.FundingRateScalingFactor != nil {
		return *x.FundingRateScalingFactor
	}
	return ""
}

func (x *Perpetual) GetFundingRateLowerBound() string {
	if x != nil && x.FundingRateLowerBound != nil {
		return *x.FundingRateLowerBound
	}
	return ""
}

func (x *Perpetual) GetFundingRateUpperBound() string {
	if x != nil && x.FundingRateUpperBound != nil {
		return *x.FundingRateUpperBound
	}
	return ""
}

func (x *Perpetual) GetInternalCompositePriceConfig() *CompositePriceConfiguration {
	if x != nil {
		return x.InternalCompositePriceConfig
	}
	return nil
}

// DataSourceSpecToFutureBinding describes which property of the data source data is to be
// used as settlement data and which to use as the trading terminated trigger
type DataSourceSpecToFutureBinding struct {
	state         protoimpl.MessageState
	sizeCache     protoimpl.SizeCache
	unknownFields protoimpl.UnknownFields

	// Name of the property in the source data that should be used as settlement data.
	// If it is set to "prices.BTC.value", then the Future will use the value of
	// this property as settlement data.
	SettlementDataProperty string `protobuf:"bytes,1,opt,name=settlement_data_property,json=settlementDataProperty,proto3" json:"settlement_data_property,omitempty"`
	// Name of the property in the data source data that signals termination of trading.
	TradingTerminationProperty string `protobuf:"bytes,2,opt,name=trading_termination_property,json=tradingTerminationProperty,proto3" json:"trading_termination_property,omitempty"`
}

func (x *DataSourceSpecToFutureBinding) Reset() {
	*x = DataSourceSpecToFutureBinding{}
	if protoimpl.UnsafeEnabled {
		mi := &file_vega_markets_proto_msgTypes[5]
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		ms.StoreMessageInfo(mi)
	}
}

func (x *DataSourceSpecToFutureBinding) String() string {
	return protoimpl.X.MessageStringOf(x)
}

func (*DataSourceSpecToFutureBinding) ProtoMessage() {}

func (x *DataSourceSpecToFutureBinding) ProtoReflect() protoreflect.Message {
	mi := &file_vega_markets_proto_msgTypes[5]
	if protoimpl.UnsafeEnabled && x != nil {
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		if ms.LoadMessageInfo() == nil {
			ms.StoreMessageInfo(mi)
		}
		return ms
	}
	return mi.MessageOf(x)
}

// Deprecated: Use DataSourceSpecToFutureBinding.ProtoReflect.Descriptor instead.
func (*DataSourceSpecToFutureBinding) Descriptor() ([]byte, []int) {
	return file_vega_markets_proto_rawDescGZIP(), []int{5}
}

func (x *DataSourceSpecToFutureBinding) GetSettlementDataProperty() string {
	if x != nil {
		return x.SettlementDataProperty
	}
	return ""
}

func (x *DataSourceSpecToFutureBinding) GetTradingTerminationProperty() string {
	if x != nil {
		return x.TradingTerminationProperty
	}
	return ""
}

// Describes which properties of the data source data is to be
// used for settlement.
type DataSourceSpecToPerpetualBinding struct {
	state         protoimpl.MessageState
	sizeCache     protoimpl.SizeCache
	unknownFields protoimpl.UnknownFields

	// Name of the property in the source data that should be used for settlement data.
	// If it is set to "prices.BTC.value" for example, then the perpetual market will use the value of
	// this property to get settlement data.
	SettlementDataProperty string `protobuf:"bytes,1,opt,name=settlement_data_property,json=settlementDataProperty,proto3" json:"settlement_data_property,omitempty"`
	// Name of the property in the source data that should be used to determine the perpetual's settlement schedule.
	SettlementScheduleProperty string `protobuf:"bytes,2,opt,name=settlement_schedule_property,json=settlementScheduleProperty,proto3" json:"settlement_schedule_property,omitempty"`
}

func (x *DataSourceSpecToPerpetualBinding) Reset() {
	*x = DataSourceSpecToPerpetualBinding{}
	if protoimpl.UnsafeEnabled {
		mi := &file_vega_markets_proto_msgTypes[6]
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		ms.StoreMessageInfo(mi)
	}
}

func (x *DataSourceSpecToPerpetualBinding) String() string {
	return protoimpl.X.MessageStringOf(x)
}

func (*DataSourceSpecToPerpetualBinding) ProtoMessage() {}

func (x *DataSourceSpecToPerpetualBinding) ProtoReflect() protoreflect.Message {
	mi := &file_vega_markets_proto_msgTypes[6]
	if protoimpl.UnsafeEnabled && x != nil {
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		if ms.LoadMessageInfo() == nil {
			ms.StoreMessageInfo(mi)
		}
		return ms
	}
	return mi.MessageOf(x)
}

// Deprecated: Use DataSourceSpecToPerpetualBinding.ProtoReflect.Descriptor instead.
func (*DataSourceSpecToPerpetualBinding) Descriptor() ([]byte, []int) {
	return file_vega_markets_proto_rawDescGZIP(), []int{6}
}

func (x *DataSourceSpecToPerpetualBinding) GetSettlementDataProperty() string {
	if x != nil {
		return x.SettlementDataProperty
	}
	return ""
}

func (x *DataSourceSpecToPerpetualBinding) GetSettlementScheduleProperty() string {
	if x != nil {
		return x.SettlementScheduleProperty
	}
	return ""
}

// Instrument metadata definition
type InstrumentMetadata struct {
	state         protoimpl.MessageState
	sizeCache     protoimpl.SizeCache
	unknownFields protoimpl.UnknownFields

	// List of 0 or more tags.
	Tags []string `protobuf:"bytes,1,rep,name=tags,proto3" json:"tags,omitempty"`
}

func (x *InstrumentMetadata) Reset() {
	*x = InstrumentMetadata{}
	if protoimpl.UnsafeEnabled {
		mi := &file_vega_markets_proto_msgTypes[7]
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		ms.StoreMessageInfo(mi)
	}
}

func (x *InstrumentMetadata) String() string {
	return protoimpl.X.MessageStringOf(x)
}

func (*InstrumentMetadata) ProtoMessage() {}

func (x *InstrumentMetadata) ProtoReflect() protoreflect.Message {
	mi := &file_vega_markets_proto_msgTypes[7]
	if protoimpl.UnsafeEnabled && x != nil {
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		if ms.LoadMessageInfo() == nil {
			ms.StoreMessageInfo(mi)
		}
		return ms
	}
	return mi.MessageOf(x)
}

// Deprecated: Use InstrumentMetadata.ProtoReflect.Descriptor instead.
func (*InstrumentMetadata) Descriptor() ([]byte, []int) {
	return file_vega_markets_proto_rawDescGZIP(), []int{7}
}

func (x *InstrumentMetadata) GetTags() []string {
	if x != nil {
		return x.Tags
	}
	return nil
}

// Instrument definition
type Instrument struct {
	state         protoimpl.MessageState
	sizeCache     protoimpl.SizeCache
	unknownFields protoimpl.UnknownFields

	// Unique instrument ID.
	Id string `protobuf:"bytes,1,opt,name=id,proto3" json:"id,omitempty"`
	// Code for the instrument.
	Code string `protobuf:"bytes,2,opt,name=code,proto3" json:"code,omitempty"`
	// Name of the instrument.
	Name string `protobuf:"bytes,3,opt,name=name,proto3" json:"name,omitempty"`
	// Collection of instrument meta-data.
	Metadata *InstrumentMetadata `protobuf:"bytes,4,opt,name=metadata,proto3" json:"metadata,omitempty"`
	// Product the instrument is composed of.
	//
	// Types that are assignable to Product:
	//
	//	*Instrument_Future
	//	*Instrument_Spot
	//	*Instrument_Perpetual
	Product isInstrument_Product `protobuf_oneof:"product"`
}

func (x *Instrument) Reset() {
	*x = Instrument{}
	if protoimpl.UnsafeEnabled {
		mi := &file_vega_markets_proto_msgTypes[8]
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		ms.StoreMessageInfo(mi)
	}
}

func (x *Instrument) String() string {
	return protoimpl.X.MessageStringOf(x)
}

func (*Instrument) ProtoMessage() {}

func (x *Instrument) ProtoReflect() protoreflect.Message {
	mi := &file_vega_markets_proto_msgTypes[8]
	if protoimpl.UnsafeEnabled && x != nil {
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		if ms.LoadMessageInfo() == nil {
			ms.StoreMessageInfo(mi)
		}
		return ms
	}
	return mi.MessageOf(x)
}

// Deprecated: Use Instrument.ProtoReflect.Descriptor instead.
func (*Instrument) Descriptor() ([]byte, []int) {
	return file_vega_markets_proto_rawDescGZIP(), []int{8}
}

func (x *Instrument) GetId() string {
	if x != nil {
		return x.Id
	}
	return ""
}

func (x *Instrument) GetCode() string {
	if x != nil {
		return x.Code
	}
	return ""
}

func (x *Instrument) GetName() string {
	if x != nil {
		return x.Name
	}
	return ""
}

func (x *Instrument) GetMetadata() *InstrumentMetadata {
	if x != nil {
		return x.Metadata
	}
	return nil
}

func (m *Instrument) GetProduct() isInstrument_Product {
	if m != nil {
		return m.Product
	}
	return nil
}

func (x *Instrument) GetFuture() *Future {
	if x, ok := x.GetProduct().(*Instrument_Future); ok {
		return x.Future
	}
	return nil
}

func (x *Instrument) GetSpot() *Spot {
	if x, ok := x.GetProduct().(*Instrument_Spot); ok {
		return x.Spot
	}
	return nil
}

func (x *Instrument) GetPerpetual() *Perpetual {
	if x, ok := x.GetProduct().(*Instrument_Perpetual); ok {
		return x.Perpetual
	}
	return nil
}

type isInstrument_Product interface {
	isInstrument_Product()
}

type Instrument_Future struct {
	// Future.
	Future *Future `protobuf:"bytes,100,opt,name=future,proto3,oneof"`
}

type Instrument_Spot struct {
	// Spot.
	Spot *Spot `protobuf:"bytes,101,opt,name=spot,proto3,oneof"`
}

type Instrument_Perpetual struct {
	// Perpetual.
	Perpetual *Perpetual `protobuf:"bytes,102,opt,name=perpetual,proto3,oneof"`
}

func (*Instrument_Future) isInstrument_Product() {}

func (*Instrument_Spot) isInstrument_Product() {}

func (*Instrument_Perpetual) isInstrument_Product() {}

// Risk model for log normal
type LogNormalRiskModel struct {
	state         protoimpl.MessageState
	sizeCache     protoimpl.SizeCache
	unknownFields protoimpl.UnknownFields

	// Risk Aversion Parameter.
	RiskAversionParameter float64 `protobuf:"fixed64,1,opt,name=risk_aversion_parameter,json=riskAversionParameter,proto3" json:"risk_aversion_parameter,omitempty"`
	// Tau parameter of the risk model, projection horizon measured as a year fraction used in the expected shortfall
	// calculation to obtain the maintenance margin, must be a strictly non-negative real number.
	Tau float64 `protobuf:"fixed64,2,opt,name=tau,proto3" json:"tau,omitempty"`
	// Risk model parameters for log normal.
	Params *LogNormalModelParams `protobuf:"bytes,3,opt,name=params,proto3" json:"params,omitempty"`
	// And optional override for the risk factor calculated by the risk model.
	RiskFactorOverride *RiskFactorOverride `protobuf:"bytes,4,opt,name=risk_factor_override,json=riskFactorOverride,proto3,oneof" json:"risk_factor_override,omitempty"`
}

func (x *LogNormalRiskModel) Reset() {
	*x = LogNormalRiskModel{}
	if protoimpl.UnsafeEnabled {
		mi := &file_vega_markets_proto_msgTypes[9]
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		ms.StoreMessageInfo(mi)
	}
}

func (x *LogNormalRiskModel) String() string {
	return protoimpl.X.MessageStringOf(x)
}

func (*LogNormalRiskModel) ProtoMessage() {}

func (x *LogNormalRiskModel) ProtoReflect() protoreflect.Message {
	mi := &file_vega_markets_proto_msgTypes[9]
	if protoimpl.UnsafeEnabled && x != nil {
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		if ms.LoadMessageInfo() == nil {
			ms.StoreMessageInfo(mi)
		}
		return ms
	}
	return mi.MessageOf(x)
}

// Deprecated: Use LogNormalRiskModel.ProtoReflect.Descriptor instead.
func (*LogNormalRiskModel) Descriptor() ([]byte, []int) {
	return file_vega_markets_proto_rawDescGZIP(), []int{9}
}

func (x *LogNormalRiskModel) GetRiskAversionParameter() float64 {
	if x != nil {
		return x.RiskAversionParameter
	}
	return 0
}

func (x *LogNormalRiskModel) GetTau() float64 {
	if x != nil {
		return x.Tau
	}
	return 0
}

func (x *LogNormalRiskModel) GetParams() *LogNormalModelParams {
	if x != nil {
		return x.Params
	}
	return nil
}

func (x *LogNormalRiskModel) GetRiskFactorOverride() *RiskFactorOverride {
	if x != nil {
		return x.RiskFactorOverride
	}
	return nil
}

// Risk factor override to control stable leverage
type RiskFactorOverride struct {
	state         protoimpl.MessageState
	sizeCache     protoimpl.SizeCache
	unknownFields protoimpl.UnknownFields

	// Short Risk factor value.
	Short string `protobuf:"bytes,1,opt,name=short,proto3" json:"short,omitempty"`
	// Long Risk factor value.
	Long string `protobuf:"bytes,2,opt,name=long,proto3" json:"long,omitempty"`
}

func (x *RiskFactorOverride) Reset() {
	*x = RiskFactorOverride{}
	if protoimpl.UnsafeEnabled {
		mi := &file_vega_markets_proto_msgTypes[10]
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		ms.StoreMessageInfo(mi)
	}
}

func (x *RiskFactorOverride) String() string {
	return protoimpl.X.MessageStringOf(x)
}

func (*RiskFactorOverride) ProtoMessage() {}

func (x *RiskFactorOverride) ProtoReflect() protoreflect.Message {
	mi := &file_vega_markets_proto_msgTypes[10]
	if protoimpl.UnsafeEnabled && x != nil {
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		if ms.LoadMessageInfo() == nil {
			ms.StoreMessageInfo(mi)
		}
		return ms
	}
	return mi.MessageOf(x)
}

// Deprecated: Use RiskFactorOverride.ProtoReflect.Descriptor instead.
func (*RiskFactorOverride) Descriptor() ([]byte, []int) {
	return file_vega_markets_proto_rawDescGZIP(), []int{10}
}

func (x *RiskFactorOverride) GetShort() string {
	if x != nil {
		return x.Short
	}
	return ""
}

func (x *RiskFactorOverride) GetLong() string {
	if x != nil {
		return x.Long
	}
	return ""
}

// Risk model parameters for log normal
type LogNormalModelParams struct {
	state         protoimpl.MessageState
	sizeCache     protoimpl.SizeCache
	unknownFields protoimpl.UnknownFields

	// Mu parameter, annualised growth rate of the underlying asset.
	Mu float64 `protobuf:"fixed64,1,opt,name=mu,proto3" json:"mu,omitempty"`
	// R parameter, annualised growth rate of the risk-free asset, used for discounting of future cash flows, can be any real number.
	R float64 `protobuf:"fixed64,2,opt,name=r,proto3" json:"r,omitempty"`
	// Sigma parameter, annualised volatility of the underlying asset, must be a strictly non-negative real number.
	Sigma float64 `protobuf:"fixed64,3,opt,name=sigma,proto3" json:"sigma,omitempty"`
}

func (x *LogNormalModelParams) Reset() {
	*x = LogNormalModelParams{}
	if protoimpl.UnsafeEnabled {
		mi := &file_vega_markets_proto_msgTypes[11]
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		ms.StoreMessageInfo(mi)
	}
}

func (x *LogNormalModelParams) String() string {
	return protoimpl.X.MessageStringOf(x)
}

func (*LogNormalModelParams) ProtoMessage() {}

func (x *LogNormalModelParams) ProtoReflect() protoreflect.Message {
	mi := &file_vega_markets_proto_msgTypes[11]
	if protoimpl.UnsafeEnabled && x != nil {
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		if ms.LoadMessageInfo() == nil {
			ms.StoreMessageInfo(mi)
		}
		return ms
	}
	return mi.MessageOf(x)
}

// Deprecated: Use LogNormalModelParams.ProtoReflect.Descriptor instead.
func (*LogNormalModelParams) Descriptor() ([]byte, []int) {
	return file_vega_markets_proto_rawDescGZIP(), []int{11}
}

func (x *LogNormalModelParams) GetMu() float64 {
	if x != nil {
		return x.Mu
	}
	return 0
}

func (x *LogNormalModelParams) GetR() float64 {
	if x != nil {
		return x.R
	}
	return 0
}

func (x *LogNormalModelParams) GetSigma() float64 {
	if x != nil {
		return x.Sigma
	}
	return 0
}

// Risk model for simple modelling
type SimpleRiskModel struct {
	state         protoimpl.MessageState
	sizeCache     protoimpl.SizeCache
	unknownFields protoimpl.UnknownFields

	// Risk model params for simple modelling.
	Params *SimpleModelParams `protobuf:"bytes,1,opt,name=params,proto3" json:"params,omitempty"`
}

func (x *SimpleRiskModel) Reset() {
	*x = SimpleRiskModel{}
	if protoimpl.UnsafeEnabled {
		mi := &file_vega_markets_proto_msgTypes[12]
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		ms.StoreMessageInfo(mi)
	}
}

func (x *SimpleRiskModel) String() string {
	return protoimpl.X.MessageStringOf(x)
}

func (*SimpleRiskModel) ProtoMessage() {}

func (x *SimpleRiskModel) ProtoReflect() protoreflect.Message {
	mi := &file_vega_markets_proto_msgTypes[12]
	if protoimpl.UnsafeEnabled && x != nil {
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		if ms.LoadMessageInfo() == nil {
			ms.StoreMessageInfo(mi)
		}
		return ms
	}
	return mi.MessageOf(x)
}

// Deprecated: Use SimpleRiskModel.ProtoReflect.Descriptor instead.
func (*SimpleRiskModel) Descriptor() ([]byte, []int) {
	return file_vega_markets_proto_rawDescGZIP(), []int{12}
}

func (x *SimpleRiskModel) GetParams() *SimpleModelParams {
	if x != nil {
		return x.Params
	}
	return nil
}

// Risk model parameters for simple modelling
type SimpleModelParams struct {
	state         protoimpl.MessageState
	sizeCache     protoimpl.SizeCache
	unknownFields protoimpl.UnknownFields

	// Pre-defined risk factor value for long.
	FactorLong float64 `protobuf:"fixed64,1,opt,name=factor_long,json=factorLong,proto3" json:"factor_long,omitempty"`
	// Pre-defined risk factor value for short.
	FactorShort float64 `protobuf:"fixed64,2,opt,name=factor_short,json=factorShort,proto3" json:"factor_short,omitempty"`
	// Pre-defined maximum price move up that the model considers as valid.
	MaxMoveUp float64 `protobuf:"fixed64,3,opt,name=max_move_up,json=maxMoveUp,proto3" json:"max_move_up,omitempty"`
	// Pre-defined minimum price move down that the model considers as valid.
	MinMoveDown float64 `protobuf:"fixed64,4,opt,name=min_move_down,json=minMoveDown,proto3" json:"min_move_down,omitempty"`
	// Pre-defined constant probability of trading.
	ProbabilityOfTrading float64 `protobuf:"fixed64,5,opt,name=probability_of_trading,json=probabilityOfTrading,proto3" json:"probability_of_trading,omitempty"`
}

func (x *SimpleModelParams) Reset() {
	*x = SimpleModelParams{}
	if protoimpl.UnsafeEnabled {
		mi := &file_vega_markets_proto_msgTypes[13]
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		ms.StoreMessageInfo(mi)
	}
}

func (x *SimpleModelParams) String() string {
	return protoimpl.X.MessageStringOf(x)
}

func (*SimpleModelParams) ProtoMessage() {}

func (x *SimpleModelParams) ProtoReflect() protoreflect.Message {
	mi := &file_vega_markets_proto_msgTypes[13]
	if protoimpl.UnsafeEnabled && x != nil {
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		if ms.LoadMessageInfo() == nil {
			ms.StoreMessageInfo(mi)
		}
		return ms
	}
	return mi.MessageOf(x)
}

// Deprecated: Use SimpleModelParams.ProtoReflect.Descriptor instead.
func (*SimpleModelParams) Descriptor() ([]byte, []int) {
	return file_vega_markets_proto_rawDescGZIP(), []int{13}
}

func (x *SimpleModelParams) GetFactorLong() float64 {
	if x != nil {
		return x.FactorLong
	}
	return 0
}

func (x *SimpleModelParams) GetFactorShort() float64 {
	if x != nil {
		return x.FactorShort
	}
	return 0
}

func (x *SimpleModelParams) GetMaxMoveUp() float64 {
	if x != nil {
		return x.MaxMoveUp
	}
	return 0
}

func (x *SimpleModelParams) GetMinMoveDown() float64 {
	if x != nil {
		return x.MinMoveDown
	}
	return 0
}

func (x *SimpleModelParams) GetProbabilityOfTrading() float64 {
	if x != nil {
		return x.ProbabilityOfTrading
	}
	return 0
}

// Scaling Factors (for use in margin calculation)
type ScalingFactors struct {
	state         protoimpl.MessageState
	sizeCache     protoimpl.SizeCache
	unknownFields protoimpl.UnknownFields

	// Collateral search level. If collateral dips below this value,
	// the system will search for collateral to release.
	SearchLevel float64 `protobuf:"fixed64,1,opt,name=search_level,json=searchLevel,proto3" json:"search_level,omitempty"`
	// Initial margin level. This is the minimum amount of collateral
	// required to open a position in a market that requires margin.
	InitialMargin float64 `protobuf:"fixed64,2,opt,name=initial_margin,json=initialMargin,proto3" json:"initial_margin,omitempty"`
	// Collateral release level. If a trader has collateral above this level,
	// the system will release collateral to a trader's general collateral account
	// for the asset.
	CollateralRelease float64 `protobuf:"fixed64,3,opt,name=collateral_release,json=collateralRelease,proto3" json:"collateral_release,omitempty"`
}

func (x *ScalingFactors) Reset() {
	*x = ScalingFactors{}
	if protoimpl.UnsafeEnabled {
		mi := &file_vega_markets_proto_msgTypes[14]
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		ms.StoreMessageInfo(mi)
	}
}

func (x *ScalingFactors) String() string {
	return protoimpl.X.MessageStringOf(x)
}

func (*ScalingFactors) ProtoMessage() {}

func (x *ScalingFactors) ProtoReflect() protoreflect.Message {
	mi := &file_vega_markets_proto_msgTypes[14]
	if protoimpl.UnsafeEnabled && x != nil {
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		if ms.LoadMessageInfo() == nil {
			ms.StoreMessageInfo(mi)
		}
		return ms
	}
	return mi.MessageOf(x)
}

// Deprecated: Use ScalingFactors.ProtoReflect.Descriptor instead.
func (*ScalingFactors) Descriptor() ([]byte, []int) {
	return file_vega_markets_proto_rawDescGZIP(), []int{14}
}

func (x *ScalingFactors) GetSearchLevel() float64 {
	if x != nil {
		return x.SearchLevel
	}
	return 0
}

func (x *ScalingFactors) GetInitialMargin() float64 {
	if x != nil {
		return x.InitialMargin
	}
	return 0
}

func (x *ScalingFactors) GetCollateralRelease() float64 {
	if x != nil {
		return x.CollateralRelease
	}
	return 0
}

// Margin Calculator definition
type MarginCalculator struct {
	state         protoimpl.MessageState
	sizeCache     protoimpl.SizeCache
	unknownFields protoimpl.UnknownFields

	// Scaling factors for margin calculation.
	ScalingFactors *ScalingFactors `protobuf:"bytes,1,opt,name=scaling_factors,json=scalingFactors,proto3" json:"scaling_factors,omitempty"`
	// If set to true, positions must be fully collateralised so there is no default risk for any party (capped futures).
	FullyCollateralised *bool `protobuf:"varint,2,opt,name=fully_collateralised,json=fullyCollateralised,proto3,oneof" json:"fully_collateralised,omitempty"`
}

func (x *MarginCalculator) Reset() {
	*x = MarginCalculator{}
	if protoimpl.UnsafeEnabled {
		mi := &file_vega_markets_proto_msgTypes[15]
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		ms.StoreMessageInfo(mi)
	}
}

func (x *MarginCalculator) String() string {
	return protoimpl.X.MessageStringOf(x)
}

func (*MarginCalculator) ProtoMessage() {}

func (x *MarginCalculator) ProtoReflect() protoreflect.Message {
	mi := &file_vega_markets_proto_msgTypes[15]
	if protoimpl.UnsafeEnabled && x != nil {
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		if ms.LoadMessageInfo() == nil {
			ms.StoreMessageInfo(mi)
		}
		return ms
	}
	return mi.MessageOf(x)
}

// Deprecated: Use MarginCalculator.ProtoReflect.Descriptor instead.
func (*MarginCalculator) Descriptor() ([]byte, []int) {
	return file_vega_markets_proto_rawDescGZIP(), []int{15}
}

func (x *MarginCalculator) GetScalingFactors() *ScalingFactors {
	if x != nil {
		return x.ScalingFactors
	}
	return nil
}

func (x *MarginCalculator) GetFullyCollateralised() bool {
	if x != nil && x.FullyCollateralised != nil {
		return *x.FullyCollateralised
	}
	return false
}

// Tradable Instrument definition
type TradableInstrument struct {
	state         protoimpl.MessageState
	sizeCache     protoimpl.SizeCache
	unknownFields protoimpl.UnknownFields

	// Details for the underlying instrument.
	Instrument *Instrument `protobuf:"bytes,1,opt,name=instrument,proto3" json:"instrument,omitempty"`
	// Margin calculator for the instrument.
	MarginCalculator *MarginCalculator `protobuf:"bytes,2,opt,name=margin_calculator,json=marginCalculator,proto3" json:"margin_calculator,omitempty"`
	// Risk model for use by the instrument.
	//
	// Types that are assignable to RiskModel:
	//
	//	*TradableInstrument_LogNormalRiskModel
	//	*TradableInstrument_SimpleRiskModel
	RiskModel isTradableInstrument_RiskModel `protobuf_oneof:"risk_model"`
}

func (x *TradableInstrument) Reset() {
	*x = TradableInstrument{}
	if protoimpl.UnsafeEnabled {
		mi := &file_vega_markets_proto_msgTypes[16]
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		ms.StoreMessageInfo(mi)
	}
}

func (x *TradableInstrument) String() string {
	return protoimpl.X.MessageStringOf(x)
}

func (*TradableInstrument) ProtoMessage() {}

func (x *TradableInstrument) ProtoReflect() protoreflect.Message {
	mi := &file_vega_markets_proto_msgTypes[16]
	if protoimpl.UnsafeEnabled && x != nil {
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		if ms.LoadMessageInfo() == nil {
			ms.StoreMessageInfo(mi)
		}
		return ms
	}
	return mi.MessageOf(x)
}

// Deprecated: Use TradableInstrument.ProtoReflect.Descriptor instead.
func (*TradableInstrument) Descriptor() ([]byte, []int) {
	return file_vega_markets_proto_rawDescGZIP(), []int{16}
}

func (x *TradableInstrument) GetInstrument() *Instrument {
	if x != nil {
		return x.Instrument
	}
	return nil
}

func (x *TradableInstrument) GetMarginCalculator() *MarginCalculator {
	if x != nil {
		return x.MarginCalculator
	}
	return nil
}

func (m *TradableInstrument) GetRiskModel() isTradableInstrument_RiskModel {
	if m != nil {
		return m.RiskModel
	}
	return nil
}

func (x *TradableInstrument) GetLogNormalRiskModel() *LogNormalRiskModel {
	if x, ok := x.GetRiskModel().(*TradableInstrument_LogNormalRiskModel); ok {
		return x.LogNormalRiskModel
	}
	return nil
}

func (x *TradableInstrument) GetSimpleRiskModel() *SimpleRiskModel {
	if x, ok := x.GetRiskModel().(*TradableInstrument_SimpleRiskModel); ok {
		return x.SimpleRiskModel
	}
	return nil
}

type isTradableInstrument_RiskModel interface {
	isTradableInstrument_RiskModel()
}

type TradableInstrument_LogNormalRiskModel struct {
	// Log normal.
	LogNormalRiskModel *LogNormalRiskModel `protobuf:"bytes,100,opt,name=log_normal_risk_model,json=logNormalRiskModel,proto3,oneof"`
}

type TradableInstrument_SimpleRiskModel struct {
	// Simple.
	SimpleRiskModel *SimpleRiskModel `protobuf:"bytes,101,opt,name=simple_risk_model,json=simpleRiskModel,proto3,oneof"`
}

func (*TradableInstrument_LogNormalRiskModel) isTradableInstrument_RiskModel() {}

func (*TradableInstrument_SimpleRiskModel) isTradableInstrument_RiskModel() {}

// Fee factors definition
type FeeFactors struct {
	state         protoimpl.MessageState
	sizeCache     protoimpl.SizeCache
	unknownFields protoimpl.UnknownFields

	// Market maker fee charged network wide.
	MakerFee string `protobuf:"bytes,1,opt,name=maker_fee,json=makerFee,proto3" json:"maker_fee,omitempty"`
	// Infrastructure fee charged network wide for staking and governance.
	InfrastructureFee string `protobuf:"bytes,2,opt,name=infrastructure_fee,json=infrastructureFee,proto3" json:"infrastructure_fee,omitempty"`
	// Liquidity fee applied per market for market making.
	LiquidityFee string `protobuf:"bytes,3,opt,name=liquidity_fee,json=liquidityFee,proto3" json:"liquidity_fee,omitempty"`
	// Fees sent to network treasury for later use based on governance actions (network wide).
	TreasuryFee string `protobuf:"bytes,4,opt,name=treasury_fee,json=treasuryFee,proto3" json:"treasury_fee,omitempty"`
	// Fees used to purchase governance tokens via regular auctions (network wide).
	BuyBackFee string `protobuf:"bytes,5,opt,name=buy_back_fee,json=buyBackFee,proto3" json:"buy_back_fee,omitempty"`
}

func (x *FeeFactors) Reset() {
	*x = FeeFactors{}
	if protoimpl.UnsafeEnabled {
		mi := &file_vega_markets_proto_msgTypes[17]
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		ms.StoreMessageInfo(mi)
	}
}

func (x *FeeFactors) String() string {
	return protoimpl.X.MessageStringOf(x)
}

func (*FeeFactors) ProtoMessage() {}

func (x *FeeFactors) ProtoReflect() protoreflect.Message {
	mi := &file_vega_markets_proto_msgTypes[17]
	if protoimpl.UnsafeEnabled && x != nil {
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		if ms.LoadMessageInfo() == nil {
			ms.StoreMessageInfo(mi)
		}
		return ms
	}
	return mi.MessageOf(x)
}

// Deprecated: Use FeeFactors.ProtoReflect.Descriptor instead.
func (*FeeFactors) Descriptor() ([]byte, []int) {
	return file_vega_markets_proto_rawDescGZIP(), []int{17}
}

func (x *FeeFactors) GetMakerFee() string {
	if x != nil {
		return x.MakerFee
	}
	return ""
}

func (x *FeeFactors) GetInfrastructureFee() string {
	if x != nil {
		return x.InfrastructureFee
	}
	return ""
}

func (x *FeeFactors) GetLiquidityFee() string {
	if x != nil {
		return x.LiquidityFee
	}
	return ""
}

func (x *FeeFactors) GetTreasuryFee() string {
	if x != nil {
		return x.TreasuryFee
	}
	return ""
}

func (x *FeeFactors) GetBuyBackFee() string {
	if x != nil {
		return x.BuyBackFee
	}
	return ""
}

// Fees definition
type Fees struct {
	state         protoimpl.MessageState
	sizeCache     protoimpl.SizeCache
	unknownFields protoimpl.UnknownFields

	// Fee factors.
	Factors *FeeFactors `protobuf:"bytes,1,opt,name=factors,proto3" json:"factors,omitempty"`
	// Liquidity fee settings for the market describing how the fee was calculated.
	LiquidityFeeSettings *LiquidityFeeSettings `protobuf:"bytes,2,opt,name=liquidity_fee_settings,json=liquidityFeeSettings,proto3" json:"liquidity_fee_settings,omitempty"`
}

func (x *Fees) Reset() {
	*x = Fees{}
	if protoimpl.UnsafeEnabled {
		mi := &file_vega_markets_proto_msgTypes[18]
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		ms.StoreMessageInfo(mi)
	}
}

func (x *Fees) String() string {
	return protoimpl.X.MessageStringOf(x)
}

func (*Fees) ProtoMessage() {}

func (x *Fees) ProtoReflect() protoreflect.Message {
	mi := &file_vega_markets_proto_msgTypes[18]
	if protoimpl.UnsafeEnabled && x != nil {
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		if ms.LoadMessageInfo() == nil {
			ms.StoreMessageInfo(mi)
		}
		return ms
	}
	return mi.MessageOf(x)
}

// Deprecated: Use Fees.ProtoReflect.Descriptor instead.
func (*Fees) Descriptor() ([]byte, []int) {
	return file_vega_markets_proto_rawDescGZIP(), []int{18}
}

func (x *Fees) GetFactors() *FeeFactors {
	if x != nil {
		return x.Factors
	}
	return nil
}

func (x *Fees) GetLiquidityFeeSettings() *LiquidityFeeSettings {
	if x != nil {
		return x.LiquidityFeeSettings
	}
	return nil
}

// PriceMonitoringTrigger holds together price projection horizon τ, probability level p, and auction extension duration
type PriceMonitoringTrigger struct {
	state         protoimpl.MessageState
	sizeCache     protoimpl.SizeCache
	unknownFields protoimpl.UnknownFields

	// Price monitoring projection horizon τ in seconds.
	Horizon int64 `protobuf:"varint,1,opt,name=horizon,proto3" json:"horizon,omitempty"`
	// Price monitoring probability level p.
	Probability string `protobuf:"bytes,2,opt,name=probability,proto3" json:"probability,omitempty"`
	// Price monitoring auction extension duration in seconds should the price
	// breach its theoretical level over the specified horizon at the specified
	// probability level.
	AuctionExtension int64 `protobuf:"varint,3,opt,name=auction_extension,json=auctionExtension,proto3" json:"auction_extension,omitempty"`
}

func (x *PriceMonitoringTrigger) Reset() {
	*x = PriceMonitoringTrigger{}
	if protoimpl.UnsafeEnabled {
		mi := &file_vega_markets_proto_msgTypes[19]
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		ms.StoreMessageInfo(mi)
	}
}

func (x *PriceMonitoringTrigger) String() string {
	return protoimpl.X.MessageStringOf(x)
}

func (*PriceMonitoringTrigger) ProtoMessage() {}

func (x *PriceMonitoringTrigger) ProtoReflect() protoreflect.Message {
	mi := &file_vega_markets_proto_msgTypes[19]
	if protoimpl.UnsafeEnabled && x != nil {
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		if ms.LoadMessageInfo() == nil {
			ms.StoreMessageInfo(mi)
		}
		return ms
	}
	return mi.MessageOf(x)
}

// Deprecated: Use PriceMonitoringTrigger.ProtoReflect.Descriptor instead.
func (*PriceMonitoringTrigger) Descriptor() ([]byte, []int) {
	return file_vega_markets_proto_rawDescGZIP(), []int{19}
}

func (x *PriceMonitoringTrigger) GetHorizon() int64 {
	if x != nil {
		return x.Horizon
	}
	return 0
}

func (x *PriceMonitoringTrigger) GetProbability() string {
	if x != nil {
		return x.Probability
	}
	return ""
}

func (x *PriceMonitoringTrigger) GetAuctionExtension() int64 {
	if x != nil {
		return x.AuctionExtension
	}
	return 0
}

// PriceMonitoringParameters contains a collection of triggers to be used for a given market
type PriceMonitoringParameters struct {
	state         protoimpl.MessageState
	sizeCache     protoimpl.SizeCache
	unknownFields protoimpl.UnknownFields

	Triggers []*PriceMonitoringTrigger `protobuf:"bytes,1,rep,name=triggers,proto3" json:"triggers,omitempty"`
}

func (x *PriceMonitoringParameters) Reset() {
	*x = PriceMonitoringParameters{}
	if protoimpl.UnsafeEnabled {
		mi := &file_vega_markets_proto_msgTypes[20]
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		ms.StoreMessageInfo(mi)
	}
}

func (x *PriceMonitoringParameters) String() string {
	return protoimpl.X.MessageStringOf(x)
}

func (*PriceMonitoringParameters) ProtoMessage() {}

func (x *PriceMonitoringParameters) ProtoReflect() protoreflect.Message {
	mi := &file_vega_markets_proto_msgTypes[20]
	if protoimpl.UnsafeEnabled && x != nil {
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		if ms.LoadMessageInfo() == nil {
			ms.StoreMessageInfo(mi)
		}
		return ms
	}
	return mi.MessageOf(x)
}

// Deprecated: Use PriceMonitoringParameters.ProtoReflect.Descriptor instead.
func (*PriceMonitoringParameters) Descriptor() ([]byte, []int) {
	return file_vega_markets_proto_rawDescGZIP(), []int{20}
}

func (x *PriceMonitoringParameters) GetTriggers() []*PriceMonitoringTrigger {
	if x != nil {
		return x.Triggers
	}
	return nil
}

// PriceMonitoringSettings contains the settings for price monitoring
type PriceMonitoringSettings struct {
	state         protoimpl.MessageState
	sizeCache     protoimpl.SizeCache
	unknownFields protoimpl.UnknownFields

	// Specifies price monitoring parameters to be used for price monitoring purposes.
	Parameters *PriceMonitoringParameters `protobuf:"bytes,1,opt,name=parameters,proto3" json:"parameters,omitempty"`
}

func (x *PriceMonitoringSettings) Reset() {
	*x = PriceMonitoringSettings{}
	if protoimpl.UnsafeEnabled {
		mi := &file_vega_markets_proto_msgTypes[21]
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		ms.StoreMessageInfo(mi)
	}
}

func (x *PriceMonitoringSettings) String() string {
	return protoimpl.X.MessageStringOf(x)
}

func (*PriceMonitoringSettings) ProtoMessage() {}

func (x *PriceMonitoringSettings) ProtoReflect() protoreflect.Message {
	mi := &file_vega_markets_proto_msgTypes[21]
	if protoimpl.UnsafeEnabled && x != nil {
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		if ms.LoadMessageInfo() == nil {
			ms.StoreMessageInfo(mi)
		}
		return ms
	}
	return mi.MessageOf(x)
}

// Deprecated: Use PriceMonitoringSettings.ProtoReflect.Descriptor instead.
func (*PriceMonitoringSettings) Descriptor() ([]byte, []int) {
	return file_vega_markets_proto_rawDescGZIP(), []int{21}
}

func (x *PriceMonitoringSettings) GetParameters() *PriceMonitoringParameters {
	if x != nil {
		return x.Parameters
	}
	return nil
}

// LiquidityMonitoringParameters contains settings used for liquidity monitoring
type LiquidityMonitoringParameters struct {
	state         protoimpl.MessageState
	sizeCache     protoimpl.SizeCache
	unknownFields protoimpl.UnknownFields

	// Specifies parameters related to target stake calculation.
	TargetStakeParameters *TargetStakeParameters `protobuf:"bytes,1,opt,name=target_stake_parameters,json=targetStakeParameters,proto3" json:"target_stake_parameters,omitempty"`
	// Specifies the triggering ratio for entering liquidity auction.
	TriggeringRatio string `protobuf:"bytes,2,opt,name=triggering_ratio,json=triggeringRatio,proto3" json:"triggering_ratio,omitempty"`
	// Specifies by how many seconds an auction should be extended if leaving the auction were to trigger a liquidity auction.
	AuctionExtension int64 `protobuf:"varint,3,opt,name=auction_extension,json=auctionExtension,proto3" json:"auction_extension,omitempty"`
}

func (x *LiquidityMonitoringParameters) Reset() {
	*x = LiquidityMonitoringParameters{}
	if protoimpl.UnsafeEnabled {
		mi := &file_vega_markets_proto_msgTypes[22]
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		ms.StoreMessageInfo(mi)
	}
}

func (x *LiquidityMonitoringParameters) String() string {
	return protoimpl.X.MessageStringOf(x)
}

func (*LiquidityMonitoringParameters) ProtoMessage() {}

func (x *LiquidityMonitoringParameters) ProtoReflect() protoreflect.Message {
	mi := &file_vega_markets_proto_msgTypes[22]
	if protoimpl.UnsafeEnabled && x != nil {
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		if ms.LoadMessageInfo() == nil {
			ms.StoreMessageInfo(mi)
		}
		return ms
	}
	return mi.MessageOf(x)
}

// Deprecated: Use LiquidityMonitoringParameters.ProtoReflect.Descriptor instead.
func (*LiquidityMonitoringParameters) Descriptor() ([]byte, []int) {
	return file_vega_markets_proto_rawDescGZIP(), []int{22}
}

func (x *LiquidityMonitoringParameters) GetTargetStakeParameters() *TargetStakeParameters {
	if x != nil {
		return x.TargetStakeParameters
	}
	return nil
}

func (x *LiquidityMonitoringParameters) GetTriggeringRatio() string {
	if x != nil {
		return x.TriggeringRatio
	}
	return ""
}

func (x *LiquidityMonitoringParameters) GetAuctionExtension() int64 {
	if x != nil {
		return x.AuctionExtension
	}
	return 0
}

type LiquiditySLAParameters struct {
	state         protoimpl.MessageState
	sizeCache     protoimpl.SizeCache
	unknownFields protoimpl.UnknownFields

	PriceRange string `protobuf:"bytes,1,opt,name=price_range,json=priceRange,proto3" json:"price_range,omitempty"`
	// Specifies the minimum fraction of time LPs must spend "on the book" providing their committed liquidity.
	CommitmentMinTimeFraction string `protobuf:"bytes,2,opt,name=commitment_min_time_fraction,json=commitmentMinTimeFraction,proto3" json:"commitment_min_time_fraction,omitempty"`
	// Specifies the number of liquidity epochs over which past performance will continue to affect rewards.
	PerformanceHysteresisEpochs uint64 `protobuf:"varint,4,opt,name=performance_hysteresis_epochs,json=performanceHysteresisEpochs,proto3" json:"performance_hysteresis_epochs,omitempty"`
	// Specifies the maximum fraction of their accrued fees an LP that meets the SLA implied by market.liquidity.commitmentMinTimeFraction will lose to liquidity providers
	// that achieved a higher SLA performance than them.
	SlaCompetitionFactor string `protobuf:"bytes,5,opt,name=sla_competition_factor,json=slaCompetitionFactor,proto3" json:"sla_competition_factor,omitempty"`
}

func (x *LiquiditySLAParameters) Reset() {
	*x = LiquiditySLAParameters{}
	if protoimpl.UnsafeEnabled {
		mi := &file_vega_markets_proto_msgTypes[23]
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		ms.StoreMessageInfo(mi)
	}
}

func (x *LiquiditySLAParameters) String() string {
	return protoimpl.X.MessageStringOf(x)
}

func (*LiquiditySLAParameters) ProtoMessage() {}

func (x *LiquiditySLAParameters) ProtoReflect() protoreflect.Message {
	mi := &file_vega_markets_proto_msgTypes[23]
	if protoimpl.UnsafeEnabled && x != nil {
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		if ms.LoadMessageInfo() == nil {
			ms.StoreMessageInfo(mi)
		}
		return ms
	}
	return mi.MessageOf(x)
}

// Deprecated: Use LiquiditySLAParameters.ProtoReflect.Descriptor instead.
func (*LiquiditySLAParameters) Descriptor() ([]byte, []int) {
	return file_vega_markets_proto_rawDescGZIP(), []int{23}
}

func (x *LiquiditySLAParameters) GetPriceRange() string {
	if x != nil {
		return x.PriceRange
	}
	return ""
}

func (x *LiquiditySLAParameters) GetCommitmentMinTimeFraction() string {
	if x != nil {
		return x.CommitmentMinTimeFraction
	}
	return ""
}

func (x *LiquiditySLAParameters) GetPerformanceHysteresisEpochs() uint64 {
	if x != nil {
		return x.PerformanceHysteresisEpochs
	}
	return 0
}

func (x *LiquiditySLAParameters) GetSlaCompetitionFactor() string {
	if x != nil {
		return x.SlaCompetitionFactor
	}
	return ""
}

// Market settings that describe how the liquidity fee is calculated.
type LiquidityFeeSettings struct {
	state         protoimpl.MessageState
	sizeCache     protoimpl.SizeCache
	unknownFields protoimpl.UnknownFields

	// Method used to calculate the market's liquidity fee.
	Method LiquidityFeeSettings_Method `protobuf:"varint,1,opt,name=method,proto3,enum=vega.LiquidityFeeSettings_Method" json:"method,omitempty"`
	// Constant liquidity fee used when using the constant fee method.
	FeeConstant *string `protobuf:"bytes,2,opt,name=fee_constant,json=feeConstant,proto3,oneof" json:"fee_constant,omitempty"`
}

func (x *LiquidityFeeSettings) Reset() {
	*x = LiquidityFeeSettings{}
	if protoimpl.UnsafeEnabled {
		mi := &file_vega_markets_proto_msgTypes[24]
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		ms.StoreMessageInfo(mi)
	}
}

func (x *LiquidityFeeSettings) String() string {
	return protoimpl.X.MessageStringOf(x)
}

func (*LiquidityFeeSettings) ProtoMessage() {}

func (x *LiquidityFeeSettings) ProtoReflect() protoreflect.Message {
	mi := &file_vega_markets_proto_msgTypes[24]
	if protoimpl.UnsafeEnabled && x != nil {
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		if ms.LoadMessageInfo() == nil {
			ms.StoreMessageInfo(mi)
		}
		return ms
	}
	return mi.MessageOf(x)
}

// Deprecated: Use LiquidityFeeSettings.ProtoReflect.Descriptor instead.
func (*LiquidityFeeSettings) Descriptor() ([]byte, []int) {
	return file_vega_markets_proto_rawDescGZIP(), []int{24}
}

func (x *LiquidityFeeSettings) GetMethod() LiquidityFeeSettings_Method {
	if x != nil {
		return x.Method
	}
	return LiquidityFeeSettings_METHOD_UNSPECIFIED
}

func (x *LiquidityFeeSettings) GetFeeConstant() string {
	if x != nil && x.FeeConstant != nil {
		return *x.FeeConstant
	}
	return ""
}

// TargetStakeParameters contains parameters used in target stake calculation
type TargetStakeParameters struct {
	state         protoimpl.MessageState
	sizeCache     protoimpl.SizeCache
	unknownFields protoimpl.UnknownFields

	// Specifies length of time window expressed in seconds for target stake calculation.
	TimeWindow int64 `protobuf:"varint,1,opt,name=time_window,json=timeWindow,proto3" json:"time_window,omitempty"`
	// Specifies scaling factors used in target stake calculation.
	ScalingFactor float64 `protobuf:"fixed64,2,opt,name=scaling_factor,json=scalingFactor,proto3" json:"scaling_factor,omitempty"`
}

func (x *TargetStakeParameters) Reset() {
	*x = TargetStakeParameters{}
	if protoimpl.UnsafeEnabled {
		mi := &file_vega_markets_proto_msgTypes[25]
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		ms.StoreMessageInfo(mi)
	}
}

func (x *TargetStakeParameters) String() string {
	return protoimpl.X.MessageStringOf(x)
}

func (*TargetStakeParameters) ProtoMessage() {}

func (x *TargetStakeParameters) ProtoReflect() protoreflect.Message {
	mi := &file_vega_markets_proto_msgTypes[25]
	if protoimpl.UnsafeEnabled && x != nil {
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		if ms.LoadMessageInfo() == nil {
			ms.StoreMessageInfo(mi)
		}
		return ms
	}
	return mi.MessageOf(x)
}

// Deprecated: Use TargetStakeParameters.ProtoReflect.Descriptor instead.
func (*TargetStakeParameters) Descriptor() ([]byte, []int) {
	return file_vega_markets_proto_rawDescGZIP(), []int{25}
}

func (x *TargetStakeParameters) GetTimeWindow() int64 {
	if x != nil {
		return x.TimeWindow
	}
	return 0
}

func (x *TargetStakeParameters) GetScalingFactor() float64 {
	if x != nil {
		return x.ScalingFactor
	}
	return 0
}

// Market definition
type Market struct {
	state         protoimpl.MessageState
	sizeCache     protoimpl.SizeCache
	unknownFields protoimpl.UnknownFields

	// Unique ID for the market.
	Id string `protobuf:"bytes,1,opt,name=id,proto3" json:"id,omitempty"`
	// Tradable instrument configuration.
	TradableInstrument *TradableInstrument `protobuf:"bytes,2,opt,name=tradable_instrument,json=tradableInstrument,proto3" json:"tradable_instrument,omitempty"`
	// Number of decimal places that a price must be shifted by in order to get a
	// correct price denominated in the currency of the market, for example:
	// `realPrice = price / 10^decimalPlaces`. On spot markets, also called 'size decimal places'.
	DecimalPlaces uint64 `protobuf:"varint,3,opt,name=decimal_places,json=decimalPlaces,proto3" json:"decimal_places,omitempty"`
	// Fees configuration that apply to the market.
	Fees *Fees `protobuf:"bytes,4,opt,name=fees,proto3" json:"fees,omitempty"`
	// Auction duration specifies how long the opening auction will run (minimum
	// duration and optionally a minimum traded volume).
	OpeningAuction *AuctionDuration `protobuf:"bytes,5,opt,name=opening_auction,json=openingAuction,proto3" json:"opening_auction,omitempty"`
	// PriceMonitoringSettings for the market.
	PriceMonitoringSettings *PriceMonitoringSettings `protobuf:"bytes,6,opt,name=price_monitoring_settings,json=priceMonitoringSettings,proto3" json:"price_monitoring_settings,omitempty"`
	// LiquidityMonitoringParameters for the market.
	LiquidityMonitoringParameters *LiquidityMonitoringParameters `protobuf:"bytes,7,opt,name=liquidity_monitoring_parameters,json=liquidityMonitoringParameters,proto3" json:"liquidity_monitoring_parameters,omitempty"`
	// Current mode of execution of the market.
	TradingMode Market_TradingMode `protobuf:"varint,8,opt,name=trading_mode,json=tradingMode,proto3,enum=vega.Market_TradingMode" json:"trading_mode,omitempty"`
	// Current state of the market.
	State Market_State `protobuf:"varint,9,opt,name=state,proto3,enum=vega.Market_State" json:"state,omitempty"`
	// Timestamps for when the market state changes.
	MarketTimestamps *MarketTimestamps `protobuf:"bytes,10,opt,name=market_timestamps,json=marketTimestamps,proto3" json:"market_timestamps,omitempty"`
	// The number of decimal places for a position.
	// On spot markets, used for order size, also known as 'size decimal places'.
	PositionDecimalPlaces int64 `protobuf:"varint,11,opt,name=position_decimal_places,json=positionDecimalPlaces,proto3" json:"position_decimal_places,omitempty"`
	// Percentage move up and down from the mid price which specifies the range of
	// price levels over which automated liquidity provisions will be deployed.
	LpPriceRange string `protobuf:"bytes,12,opt,name=lp_price_range,json=lpPriceRange,proto3" json:"lp_price_range,omitempty"`
	// Linear slippage factor is used to cap the slippage component of maintenance margin - it is applied to the slippage volume.
	LinearSlippageFactor string `protobuf:"bytes,13,opt,name=linear_slippage_factor,json=linearSlippageFactor,proto3" json:"linear_slippage_factor,omitempty"`
	// Quadratic slippage factor is used to cap the slippage component of maintenance margin - it is applied to the square of the slippage volume.
	QuadraticSlippageFactor string `protobuf:"bytes,14,opt,name=quadratic_slippage_factor,json=quadraticSlippageFactor,proto3" json:"quadratic_slippage_factor,omitempty"`
	// ID of the market this market succeeds
	ParentMarketId *string `protobuf:"bytes,15,opt,name=parent_market_id,json=parentMarketId,proto3,oneof" json:"parent_market_id,omitempty"`
	// The fraction of the parent market's insurance pool that this market inherits; range 0 through 1.
	InsurancePoolFraction *string `protobuf:"bytes,16,opt,name=insurance_pool_fraction,json=insurancePoolFraction,proto3,oneof" json:"insurance_pool_fraction,omitempty"`
	// ID of the market that succeeds this market if it exists. This will be populated by the system when the successor market is enabled.
	SuccessorMarketId *string `protobuf:"bytes,17,opt,name=successor_market_id,json=successorMarketId,proto3,oneof" json:"successor_market_id,omitempty"`
	// Liquidity SLA parameters for the market.
	LiquiditySlaParams *LiquiditySLAParameters `protobuf:"bytes,18,opt,name=liquidity_sla_params,json=liquiditySlaParams,proto3,oneof" json:"liquidity_sla_params,omitempty"`
	// Liquidation strategy used by this market.
	LiquidationStrategy *LiquidationStrategy `protobuf:"bytes,19,opt,name=liquidation_strategy,json=liquidationStrategy,proto3" json:"liquidation_strategy,omitempty"`
	// Mark price calculation configuration.
	MarkPriceConfiguration *CompositePriceConfiguration `protobuf:"bytes,20,opt,name=mark_price_configuration,json=markPriceConfiguration,proto3" json:"mark_price_configuration,omitempty"`
	// The market tick size defines the minimum change in quote price for the market
	TickSize string `protobuf:"bytes,21,opt,name=tick_size,json=tickSize,proto3" json:"tick_size,omitempty"`
	// If enabled aggressive orders sent to the market will be delayed by the configured number of blocks
	EnableTransactionReordering bool `protobuf:"varint,22,opt,name=enable_transaction_reordering,json=enableTransactionReordering,proto3" json:"enable_transaction_reordering,omitempty"`
	// Number of allowed price levels between an AMM's fair price and its quote prices. An AMM definition that exceeds this will be rejected at submission.
	AllowedEmptyAmmLevels uint64 `protobuf:"varint,23,opt,name=allowed_empty_amm_levels,json=allowedEmptyAmmLevels,proto3" json:"allowed_empty_amm_levels,omitempty"`
	// Proposer of the market, to be used to restrict the sell side
	AllowedSellers []string `protobuf:"bytes,24,rep,name=allowed_sellers,json=allowedSellers,proto3" json:"allowed_sellers,omitempty"`
}

func (x *Market) Reset() {
	*x = Market{}
	if protoimpl.UnsafeEnabled {
		mi := &file_vega_markets_proto_msgTypes[26]
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		ms.StoreMessageInfo(mi)
	}
}

func (x *Market) String() string {
	return protoimpl.X.MessageStringOf(x)
}

func (*Market) ProtoMessage() {}

func (x *Market) ProtoReflect() protoreflect.Message {
	mi := &file_vega_markets_proto_msgTypes[26]
	if protoimpl.UnsafeEnabled && x != nil {
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		if ms.LoadMessageInfo() == nil {
			ms.StoreMessageInfo(mi)
		}
		return ms
	}
	return mi.MessageOf(x)
}

// Deprecated: Use Market.ProtoReflect.Descriptor instead.
func (*Market) Descriptor() ([]byte, []int) {
	return file_vega_markets_proto_rawDescGZIP(), []int{26}
}

func (x *Market) GetId() string {
	if x != nil {
		return x.Id
	}
	return ""
}

func (x *Market) GetTradableInstrument() *TradableInstrument {
	if x != nil {
		return x.TradableInstrument
	}
	return nil
}

func (x *Market) GetDecimalPlaces() uint64 {
	if x != nil {
		return x.DecimalPlaces
	}
	return 0
}

func (x *Market) GetFees() *Fees {
	if x != nil {
		return x.Fees
	}
	return nil
}

func (x *Market) GetOpeningAuction() *AuctionDuration {
	if x != nil {
		return x.OpeningAuction
	}
	return nil
}

func (x *Market) GetPriceMonitoringSettings() *PriceMonitoringSettings {
	if x != nil {
		return x.PriceMonitoringSettings
	}
	return nil
}

func (x *Market) GetLiquidityMonitoringParameters() *LiquidityMonitoringParameters {
	if x != nil {
		return x.LiquidityMonitoringParameters
	}
	return nil
}

func (x *Market) GetTradingMode() Market_TradingMode {
	if x != nil {
		return x.TradingMode
	}
	return Market_TRADING_MODE_UNSPECIFIED
}

func (x *Market) GetState() Market_State {
	if x != nil {
		return x.State
	}
	return Market_STATE_UNSPECIFIED
}

func (x *Market) GetMarketTimestamps() *MarketTimestamps {
	if x != nil {
		return x.MarketTimestamps
	}
	return nil
}

func (x *Market) GetPositionDecimalPlaces() int64 {
	if x != nil {
		return x.PositionDecimalPlaces
	}
	return 0
}

func (x *Market) GetLpPriceRange() string {
	if x != nil {
		return x.LpPriceRange
	}
	return ""
}

func (x *Market) GetLinearSlippageFactor() string {
	if x != nil {
		return x.LinearSlippageFactor
	}
	return ""
}

func (x *Market) GetQuadraticSlippageFactor() string {
	if x != nil {
		return x.QuadraticSlippageFactor
	}
	return ""
}

func (x *Market) GetParentMarketId() string {
	if x != nil && x.ParentMarketId != nil {
		return *x.ParentMarketId
	}
	return ""
}

func (x *Market) GetInsurancePoolFraction() string {
	if x != nil && x.InsurancePoolFraction != nil {
		return *x.InsurancePoolFraction
	}
	return ""
}

func (x *Market) GetSuccessorMarketId() string {
	if x != nil && x.SuccessorMarketId != nil {
		return *x.SuccessorMarketId
	}
	return ""
}

func (x *Market) GetLiquiditySlaParams() *LiquiditySLAParameters {
	if x != nil {
		return x.LiquiditySlaParams
	}
	return nil
}

func (x *Market) GetLiquidationStrategy() *LiquidationStrategy {
	if x != nil {
		return x.LiquidationStrategy
	}
	return nil
}

func (x *Market) GetMarkPriceConfiguration() *CompositePriceConfiguration {
	if x != nil {
		return x.MarkPriceConfiguration
	}
	return nil
}

func (x *Market) GetTickSize() string {
	if x != nil {
		return x.TickSize
	}
	return ""
}

func (x *Market) GetEnableTransactionReordering() bool {
	if x != nil {
		return x.EnableTransactionReordering
	}
	return false
}

func (x *Market) GetAllowedEmptyAmmLevels() uint64 {
	if x != nil {
		return x.AllowedEmptyAmmLevels
	}
	return 0
}

func (x *Market) GetAllowedSellers() []string {
	if x != nil {
		return x.AllowedSellers
	}
	return nil
}

// Time stamps for important times about creating, enacting etc the market
type MarketTimestamps struct {
	state         protoimpl.MessageState
	sizeCache     protoimpl.SizeCache
	unknownFields protoimpl.UnknownFields

	// Time when the market is first proposed.
	Proposed int64 `protobuf:"varint,1,opt,name=proposed,proto3" json:"proposed,omitempty"`
	// Time when the market has been voted in and began its opening auction.
	Pending int64 `protobuf:"varint,2,opt,name=pending,proto3" json:"pending,omitempty"`
	// Time when the market has left the opening auction and is ready to accept trades.
	Open int64 `protobuf:"varint,3,opt,name=open,proto3" json:"open,omitempty"`
	// Time when the market closed.
	Close int64 `protobuf:"varint,4,opt,name=close,proto3" json:"close,omitempty"`
}

func (x *MarketTimestamps) Reset() {
	*x = MarketTimestamps{}
	if protoimpl.UnsafeEnabled {
		mi := &file_vega_markets_proto_msgTypes[27]
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		ms.StoreMessageInfo(mi)
	}
}

func (x *MarketTimestamps) String() string {
	return protoimpl.X.MessageStringOf(x)
}

func (*MarketTimestamps) ProtoMessage() {}

func (x *MarketTimestamps) ProtoReflect() protoreflect.Message {
	mi := &file_vega_markets_proto_msgTypes[27]
	if protoimpl.UnsafeEnabled && x != nil {
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		if ms.LoadMessageInfo() == nil {
			ms.StoreMessageInfo(mi)
		}
		return ms
	}
	return mi.MessageOf(x)
}

// Deprecated: Use MarketTimestamps.ProtoReflect.Descriptor instead.
func (*MarketTimestamps) Descriptor() ([]byte, []int) {
	return file_vega_markets_proto_rawDescGZIP(), []int{27}
}

func (x *MarketTimestamps) GetProposed() int64 {
	if x != nil {
		return x.Proposed
	}
	return 0
}

func (x *MarketTimestamps) GetPending() int64 {
	if x != nil {
		return x.Pending
	}
	return 0
}

func (x *MarketTimestamps) GetOpen() int64 {
	if x != nil {
		return x.Open
	}
	return 0
}

func (x *MarketTimestamps) GetClose() int64 {
	if x != nil {
		return x.Close
	}
	return 0
}

// Liquidation strategy used when the network holds a position resulting from position resolution.
type LiquidationStrategy struct {
	state         protoimpl.MessageState
	sizeCache     protoimpl.SizeCache
	unknownFields protoimpl.UnknownFields

	// Interval, in seconds, at which the network will attempt to close its position.
	DisposalTimeStep int64 `protobuf:"varint,1,opt,name=disposal_time_step,json=disposalTimeStep,proto3" json:"disposal_time_step,omitempty"`
	// Fraction of the open position the market will try to close in a single attempt; range 0 through 1.
	DisposalFraction string `protobuf:"bytes,2,opt,name=disposal_fraction,json=disposalFraction,proto3" json:"disposal_fraction,omitempty"`
	// Size of the position that the network will try to close in a single attempt.
	FullDisposalSize uint64 `protobuf:"varint,3,opt,name=full_disposal_size,json=fullDisposalSize,proto3" json:"full_disposal_size,omitempty"`
	// Max fraction of the total volume of the orderbook, within liquidity bounds, that the network can use to close its position; range 0 through 1.
	MaxFractionConsumed string `protobuf:"bytes,4,opt,name=max_fraction_consumed,json=maxFractionConsumed,proto3" json:"max_fraction_consumed,omitempty"`
	// Decimal > 0 specifying the range range above and below the mid price within which the network will trade to dispose of its position.
	// The value can be > 1. For example, if set to 1.5, the minimum price will be 0, ie max(0, mid_price * (1 - 1.5)), and the maximum price will be mid_price * (1 + 1.5).
	DisposalSlippageRange string `protobuf:"bytes,5,opt,name=disposal_slippage_range,json=disposalSlippageRange,proto3" json:"disposal_slippage_range,omitempty"`
}

func (x *LiquidationStrategy) Reset() {
	*x = LiquidationStrategy{}
	if protoimpl.UnsafeEnabled {
		mi := &file_vega_markets_proto_msgTypes[28]
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		ms.StoreMessageInfo(mi)
	}
}

func (x *LiquidationStrategy) String() string {
	return protoimpl.X.MessageStringOf(x)
}

func (*LiquidationStrategy) ProtoMessage() {}

func (x *LiquidationStrategy) ProtoReflect() protoreflect.Message {
	mi := &file_vega_markets_proto_msgTypes[28]
	if protoimpl.UnsafeEnabled && x != nil {
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		if ms.LoadMessageInfo() == nil {
			ms.StoreMessageInfo(mi)
		}
		return ms
	}
	return mi.MessageOf(x)
}

// Deprecated: Use LiquidationStrategy.ProtoReflect.Descriptor instead.
func (*LiquidationStrategy) Descriptor() ([]byte, []int) {
	return file_vega_markets_proto_rawDescGZIP(), []int{28}
}

func (x *LiquidationStrategy) GetDisposalTimeStep() int64 {
	if x != nil {
		return x.DisposalTimeStep
	}
	return 0
}

func (x *LiquidationStrategy) GetDisposalFraction() string {
	if x != nil {
		return x.DisposalFraction
	}
	return ""
}

func (x *LiquidationStrategy) GetFullDisposalSize() uint64 {
	if x != nil {
		return x.FullDisposalSize
	}
	return 0
}

func (x *LiquidationStrategy) GetMaxFractionConsumed() string {
	if x != nil {
		return x.MaxFractionConsumed
	}
	return ""
}

func (x *LiquidationStrategy) GetDisposalSlippageRange() string {
	if x != nil {
		return x.DisposalSlippageRange
	}
	return ""
}

// Mark price configuration parameters.
type CompositePriceConfiguration struct {
	state         protoimpl.MessageState
	sizeCache     protoimpl.SizeCache
	unknownFields protoimpl.UnknownFields

	// Decay weight used for calculation of mark price.
	DecayWeight string `protobuf:"bytes,1,opt,name=decay_weight,json=decayWeight,proto3" json:"decay_weight,omitempty"`
	// Decay power used for the calculation of mark price.
	DecayPower uint64 `protobuf:"varint,2,opt,name=decay_power,json=decayPower,proto3" json:"decay_power,omitempty"`
	// Cash amount, in asset decimals, used for the calculation of the mark price from the order book.
	CashAmount string `protobuf:"bytes,3,opt,name=cash_amount,json=cashAmount,proto3" json:"cash_amount,omitempty"`
	// Weights for each composite price data source.
	SourceWeights []string `protobuf:"bytes,4,rep,name=source_weights,json=sourceWeights,proto3" json:"source_weights,omitempty"`
	// For how long a price source is considered valid. One entry for each data source
	// such that the first is for the trade based mark price, the second is for the book based price
	// the third is for the first oracle, followed by more oracle data source staleness tolerance.
	SourceStalenessTolerance []string `protobuf:"bytes,5,rep,name=source_staleness_tolerance,json=sourceStalenessTolerance,proto3" json:"source_staleness_tolerance,omitempty"`
	// Which method is used for the calculation of the composite price for the market.
	CompositePriceType CompositePriceType `protobuf:"varint,6,opt,name=composite_price_type,json=compositePriceType,proto3,enum=vega.CompositePriceType" json:"composite_price_type,omitempty"`
	// Additional price sources to be used for internal composite price calculation.
	DataSourcesSpec []*DataSourceDefinition `protobuf:"bytes,7,rep,name=data_sources_spec,json=dataSourcesSpec,proto3" json:"data_sources_spec,omitempty"`
	// List of each price source and its corresponding binding
	DataSourcesSpecBinding []*SpecBindingForCompositePrice `protobuf:"bytes,8,rep,name=data_sources_spec_binding,json=dataSourcesSpecBinding,proto3" json:"data_sources_spec_binding,omitempty"`
}

func (x *CompositePriceConfiguration) Reset() {
	*x = CompositePriceConfiguration{}
	if protoimpl.UnsafeEnabled {
		mi := &file_vega_markets_proto_msgTypes[29]
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		ms.StoreMessageInfo(mi)
	}
}

func (x *CompositePriceConfiguration) String() string {
	return protoimpl.X.MessageStringOf(x)
}

func (*CompositePriceConfiguration) ProtoMessage() {}

func (x *CompositePriceConfiguration) ProtoReflect() protoreflect.Message {
	mi := &file_vega_markets_proto_msgTypes[29]
	if protoimpl.UnsafeEnabled && x != nil {
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		if ms.LoadMessageInfo() == nil {
			ms.StoreMessageInfo(mi)
		}
		return ms
	}
	return mi.MessageOf(x)
}

// Deprecated: Use CompositePriceConfiguration.ProtoReflect.Descriptor instead.
func (*CompositePriceConfiguration) Descriptor() ([]byte, []int) {
	return file_vega_markets_proto_rawDescGZIP(), []int{29}
}

func (x *CompositePriceConfiguration) GetDecayWeight() string {
	if x != nil {
		return x.DecayWeight
	}
	return ""
}

func (x *CompositePriceConfiguration) GetDecayPower() uint64 {
	if x != nil {
		return x.DecayPower
	}
	return 0
}

func (x *CompositePriceConfiguration) GetCashAmount() string {
	if x != nil {
		return x.CashAmount
	}
	return ""
}

func (x *CompositePriceConfiguration) GetSourceWeights() []string {
	if x != nil {
		return x.SourceWeights
	}
	return nil
}

func (x *CompositePriceConfiguration) GetSourceStalenessTolerance() []string {
	if x != nil {
		return x.SourceStalenessTolerance
	}
	return nil
}

func (x *CompositePriceConfiguration) GetCompositePriceType() CompositePriceType {
	if x != nil {
		return x.CompositePriceType
	}
	return CompositePriceType_COMPOSITE_PRICE_TYPE_UNSPECIFIED
}

func (x *CompositePriceConfiguration) GetDataSourcesSpec() []*DataSourceDefinition {
	if x != nil {
		return x.DataSourcesSpec
	}
	return nil
}

func (x *CompositePriceConfiguration) GetDataSourcesSpecBinding() []*SpecBindingForCompositePrice {
	if x != nil {
		return x.DataSourcesSpecBinding
	}
	return nil
}

// Describes which properties of the data source data are to be
// used for automated purchase.
type DataSourceSpecToAutomatedPurchaseBinding struct {
	state         protoimpl.MessageState
	sizeCache     protoimpl.SizeCache
	unknownFields protoimpl.UnknownFields

	// Name of the property in the source data that should be used to determine the automated purchase schedule.
	AuctionScheduleProperty string `protobuf:"bytes,1,opt,name=auction_schedule_property,json=auctionScheduleProperty,proto3" json:"auction_schedule_property,omitempty"`
	// Name of the property in the source data that should be used to determine the schedule of the automated purchase auction.
	AuctionVolumeSnapshotScheduleProperty string `protobuf:"bytes,2,opt,name=auction_volume_snapshot_schedule_property,json=auctionVolumeSnapshotScheduleProperty,proto3" json:"auction_volume_snapshot_schedule_property,omitempty"`
}

func (x *DataSourceSpecToAutomatedPurchaseBinding) Reset() {
	*x = DataSourceSpecToAutomatedPurchaseBinding{}
	if protoimpl.UnsafeEnabled {
		mi := &file_vega_markets_proto_msgTypes[30]
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		ms.StoreMessageInfo(mi)
	}
}

func (x *DataSourceSpecToAutomatedPurchaseBinding) String() string {
	return protoimpl.X.MessageStringOf(x)
}

func (*DataSourceSpecToAutomatedPurchaseBinding) ProtoMessage() {}

func (x *DataSourceSpecToAutomatedPurchaseBinding) ProtoReflect() protoreflect.Message {
	mi := &file_vega_markets_proto_msgTypes[30]
	if protoimpl.UnsafeEnabled && x != nil {
		ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
		if ms.LoadMessageInfo() == nil {
			ms.StoreMessageInfo(mi)
		}
		return ms
	}
	return mi.MessageOf(x)
}

// Deprecated: Use DataSourceSpecToAutomatedPurchaseBinding.ProtoReflect.Descriptor instead.
func (*DataSourceSpecToAutomatedPurchaseBinding) Descriptor() ([]byte, []int) {
	return file_vega_markets_proto_rawDescGZIP(), []int{30}
}

func (x *DataSourceSpecToAutomatedPurchaseBinding) GetAuctionScheduleProperty() string {
	if x != nil {
		return x.AuctionScheduleProperty
	}
	return ""
}

func (x *DataSourceSpecToAutomatedPurchaseBinding) GetAuctionVolumeSnapshotScheduleProperty() string {
	if x != nil {
		return x.AuctionVolumeSnapshotScheduleProperty
	}
	return ""
}

var File_vega_markets_proto protoreflect.FileDescriptor

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}

var (
	file_vega_markets_proto_rawDescOnce sync.Once
	file_vega_markets_proto_rawDescData = file_vega_markets_proto_rawDesc
)

func file_vega_markets_proto_rawDescGZIP() []byte {
	file_vega_markets_proto_rawDescOnce.Do(func() {
		file_vega_markets_proto_rawDescData = protoimpl.X.CompressGZIP(file_vega_markets_proto_rawDescData)
	})
	return file_vega_markets_proto_rawDescData
}

var file_vega_markets_proto_enumTypes = make([]protoimpl.EnumInfo, 4)
var file_vega_markets_proto_msgTypes = make([]protoimpl.MessageInfo, 31)
var file_vega_markets_proto_goTypes = []interface{}{
	(CompositePriceType)(0),                          // 0: vega.CompositePriceType
	(LiquidityFeeSettings_Method)(0),                 // 1: vega.LiquidityFeeSettings.Method
	(Market_State)(0),                                // 2: vega.Market.State
	(Market_TradingMode)(0),                          // 3: vega.Market.TradingMode
	(*AuctionDuration)(nil),                          // 4: vega.AuctionDuration
	(*Spot)(nil),                                     // 5: vega.Spot
	(*Future)(nil),                                   // 6: vega.Future
	(*FutureCap)(nil),                                // 7: vega.FutureCap
	(*Perpetual)(nil),                                // 8: vega.Perpetual
	(*DataSourceSpecToFutureBinding)(nil),            // 9: vega.DataSourceSpecToFutureBinding
	(*DataSourceSpecToPerpetualBinding)(nil),         // 10: vega.DataSourceSpecToPerpetualBinding
	(*InstrumentMetadata)(nil),                       // 11: vega.InstrumentMetadata
	(*Instrument)(nil),                               // 12: vega.Instrument
	(*LogNormalRiskModel)(nil),                       // 13: vega.LogNormalRiskModel
	(*RiskFactorOverride)(nil),                       // 14: vega.RiskFactorOverride
	(*LogNormalModelParams)(nil),                     // 15: vega.LogNormalModelParams
	(*SimpleRiskModel)(nil),                          // 16: vega.SimpleRiskModel
	(*SimpleModelParams)(nil),                        // 17: vega.SimpleModelParams
	(*ScalingFactors)(nil),                           // 18: vega.ScalingFactors
	(*MarginCalculator)(nil),                         // 19: vega.MarginCalculator
	(*TradableInstrument)(nil),                       // 20: vega.TradableInstrument
	(*FeeFactors)(nil),                               // 21: vega.FeeFactors
	(*Fees)(nil),                                     // 22: vega.Fees
	(*PriceMonitoringTrigger)(nil),                   // 23: vega.PriceMonitoringTrigger
	(*PriceMonitoringParameters)(nil),                // 24: vega.PriceMonitoringParameters
	(*PriceMonitoringSettings)(nil),                  // 25: vega.PriceMonitoringSettings
	(*LiquidityMonitoringParameters)(nil),            // 26: vega.LiquidityMonitoringParameters
	(*LiquiditySLAParameters)(nil),                   // 27: vega.LiquiditySLAParameters
	(*LiquidityFeeSettings)(nil),                     // 28: vega.LiquidityFeeSettings
	(*TargetStakeParameters)(nil),                    // 29: vega.TargetStakeParameters
	(*Market)(nil),                                   // 30: vega.Market
	(*MarketTimestamps)(nil),                         // 31: vega.MarketTimestamps
	(*LiquidationStrategy)(nil),                      // 32: vega.LiquidationStrategy
	(*CompositePriceConfiguration)(nil),              // 33: vega.CompositePriceConfiguration
	(*DataSourceSpecToAutomatedPurchaseBinding)(nil), // 34: vega.DataSourceSpecToAutomatedPurchaseBinding
	(*DataSourceSpec)(nil),                           // 35: vega.DataSourceSpec
	(*DataSourceDefinition)(nil),                     // 36: vega.DataSourceDefinition
	(*SpecBindingForCompositePrice)(nil),             // 37: vega.SpecBindingForCompositePrice
}
var file_vega_markets_proto_depIdxs = []int32{
	35, // 0: vega.Future.data_source_spec_for_settlement_data:type_name -> vega.DataSourceSpec
	35, // 1: vega.Future.data_source_spec_for_trading_termination:type_name -> vega.DataSourceSpec
	9,  // 2: vega.Future.data_source_spec_binding:type_name -> vega.DataSourceSpecToFutureBinding
	7,  // 3: vega.Future.cap:type_name -> vega.FutureCap
	35, // 4: vega.Perpetual.data_source_spec_for_settlement_schedule:type_name -> vega.DataSourceSpec
	35, // 5: vega.Perpetual.data_source_spec_for_settlement_data:type_name -> vega.DataSourceSpec
	10, // 6: vega.Perpetual.data_source_spec_binding:type_name -> vega.DataSourceSpecToPerpetualBinding
	33, // 7: vega.Perpetual.internal_composite_price_config:type_name -> vega.CompositePriceConfiguration
	11, // 8: vega.Instrument.metadata:type_name -> vega.InstrumentMetadata
	6,  // 9: vega.Instrument.future:type_name -> vega.Future
	5,  // 10: vega.Instrument.spot:type_name -> vega.Spot
	8,  // 11: vega.Instrument.perpetual:type_name -> vega.Perpetual
	15, // 12: vega.LogNormalRiskModel.params:type_name -> vega.LogNormalModelParams
	14, // 13: vega.LogNormalRiskModel.risk_factor_override:type_name -> vega.RiskFactorOverride
	17, // 14: vega.SimpleRiskModel.params:type_name -> vega.SimpleModelParams
	18, // 15: vega.MarginCalculator.scaling_factors:type_name -> vega.ScalingFactors
	12, // 16: vega.TradableInstrument.instrument:type_name -> vega.Instrument
	19, // 17: vega.TradableInstrument.margin_calculator:type_name -> vega.MarginCalculator
	13, // 18: vega.TradableInstrument.log_normal_risk_model:type_name -> vega.LogNormalRiskModel
	16, // 19: vega.TradableInstrument.simple_risk_model:type_name -> vega.SimpleRiskModel
	21, // 20: vega.Fees.factors:type_name -> vega.FeeFactors
	28, // 21: vega.Fees.liquidity_fee_settings:type_name -> vega.LiquidityFeeSettings
	23, // 22: vega.PriceMonitoringParameters.triggers:type_name -> vega.PriceMonitoringTrigger
	24, // 23: vega.PriceMonitoringSettings.parameters:type_name -> vega.PriceMonitoringParameters
	29, // 24: vega.LiquidityMonitoringParameters.target_stake_parameters:type_name -> vega.TargetStakeParameters
	1,  // 25: vega.LiquidityFeeSettings.method:type_name -> vega.LiquidityFeeSettings.Method
	20, // 26: vega.Market.tradable_instrument:type_name -> vega.TradableInstrument
	22, // 27: vega.Market.fees:type_name -> vega.Fees
	4,  // 28: vega.Market.opening_auction:type_name -> vega.AuctionDuration
	25, // 29: vega.Market.price_monitoring_settings:type_name -> vega.PriceMonitoringSettings
	26, // 30: vega.Market.liquidity_monitoring_parameters:type_name -> vega.LiquidityMonitoringParameters
	3,  // 31: vega.Market.trading_mode:type_name -> vega.Market.TradingMode
	2,  // 32: vega.Market.state:type_name -> vega.Market.State
	31, // 33: vega.Market.market_timestamps:type_name -> vega.MarketTimestamps
	27, // 34: vega.Market.liquidity_sla_params:type_name -> vega.LiquiditySLAParameters
	32, // 35: vega.Market.liquidation_strategy:type_name -> vega.LiquidationStrategy
	33, // 36: vega.Market.mark_price_configuration:type_name -> vega.CompositePriceConfiguration
	0,  // 37: vega.CompositePriceConfiguration.composite_price_type:type_name -> vega.CompositePriceType
	36, // 38: vega.CompositePriceConfiguration.data_sources_spec:type_name -> vega.DataSourceDefinition
	37, // 39: vega.CompositePriceConfiguration.data_sources_spec_binding:type_name -> vega.SpecBindingForCompositePrice
	40, // [40:40] is the sub-list for method output_type
	40, // [40:40] is the sub-list for method input_type
	40, // [40:40] is the sub-list for extension type_name
	40, // [40:40] is the sub-list for extension extendee
	0,  // [0:40] is the sub-list for field type_name
}

func init() { file_vega_markets_proto_init() }
func file_vega_markets_proto_init() {
	if File_vega_markets_proto != nil {
		return
	}
	file_vega_data_source_proto_init()
	if !protoimpl.UnsafeEnabled {
		file_vega_markets_proto_msgTypes[0].Exporter = func(v interface{}, i int) interface{} {
			switch v := v.(*AuctionDuration); i {
			case 0:
				return &v.state
			case 1:
				return &v.sizeCache
			case 2:
				return &v.unknownFields
			default:
				return nil
			}
		}
		file_vega_markets_proto_msgTypes[1].Exporter = func(v interface{}, i int) interface{} {
			switch v := v.(*Spot); i {
			case 0:
				return &v.state
			case 1:
				return &v.sizeCache
			case 2:
				return &v.unknownFields
			default:
				return nil
			}
		}
		file_vega_markets_proto_msgTypes[2].Exporter = func(v interface{}, i int) interface{} {
			switch v := v.(*Future); i {
			case 0:
				return &v.state
			case 1:
				return &v.sizeCache
			case 2:
				return &v.unknownFields
			default:
				return nil
			}
		}
		file_vega_markets_proto_msgTypes[3].Exporter = func(v interface{}, i int) interface{} {
			switch v := v.(*FutureCap); i {
			case 0:
				return &v.state
			case 1:
				return &v.sizeCache
			case 2:
				return &v.unknownFields
			default:
				return nil
			}
		}
		file_vega_markets_proto_msgTypes[4].Exporter = func(v interface{}, i int) interface{} {
			switch v := v.(*Perpetual); i {
			case 0:
				return &v.state
			case 1:
				return &v.sizeCache
			case 2:
				return &v.unknownFields
			default:
				return nil
			}
		}
		file_vega_markets_proto_msgTypes[5].Exporter = func(v interface{}, i int) interface{} {
			switch v := v.(*DataSourceSpecToFutureBinding); i {
			case 0:
				return &v.state
			case 1:
				return &v.sizeCache
			case 2:
				return &v.unknownFields
			default:
				return nil
			}
		}
		file_vega_markets_proto_msgTypes[6].Exporter = func(v interface{}, i int) interface{} {
			switch v := v.(*DataSourceSpecToPerpetualBinding); i {
			case 0:
				return &v.state
			case 1:
				return &v.sizeCache
			case 2:
				return &v.unknownFields
			default:
				return nil
			}
		}
		file_vega_markets_proto_msgTypes[7].Exporter = func(v interface{}, i int) interface{} {
			switch v := v.(*InstrumentMetadata); i {
			case 0:
				return &v.state
			case 1:
				return &v.sizeCache
			case 2:
				return &v.unknownFields
			default:
				return nil
			}
		}
		file_vega_markets_proto_msgTypes[8].Exporter = func(v interface{}, i int) interface{} {
			switch v := v.(*Instrument); i {
			case 0:
				return &v.state
			case 1:
				return &v.sizeCache
			case 2:
				return &v.unknownFields
			default:
				return nil
			}
		}
		file_vega_markets_proto_msgTypes[9].Exporter = func(v interface{}, i int) interface{} {
			switch v := v.(*LogNormalRiskModel); i {
			case 0:
				return &v.state
			case 1:
				return &v.sizeCache
			case 2:
				return &v.unknownFields
			default:
				return nil
			}
		}
		file_vega_markets_proto_msgTypes[10].Exporter = func(v interface{}, i int) interface{} {
			switch v := v.(*RiskFactorOverride); i {
			case 0:
				return &v.state
			case 1:
				return &v.sizeCache
			case 2:
				return &v.unknownFields
			default:
				return nil
			}
		}
		file_vega_markets_proto_msgTypes[11].Exporter = func(v interface{}, i int) interface{} {
			switch v := v.(*LogNormalModelParams); i {
			case 0:
				return &v.state
			case 1:
				return &v.sizeCache
			case 2:
				return &v.unknownFields
			default:
				return nil
			}
		}
		file_vega_markets_proto_msgTypes[12].Exporter = func(v interface{}, i int) interface{} {
			switch v := v.(*SimpleRiskModel); i {
			case 0:
				return &v.state
			case 1:
				return &v.sizeCache
			case 2:
				return &v.unknownFields
			default:
				return nil
			}
		}
		file_vega_markets_proto_msgTypes[13].Exporter = func(v interface{}, i int) interface{} {
			switch v := v.(*SimpleModelParams); i {
			case 0:
				return &v.state
			case 1:
				return &v.sizeCache
			case 2:
				return &v.unknownFields
			default:
				return nil
			}
		}
		file_vega_markets_proto_msgTypes[14].Exporter = func(v interface{}, i int) interface{} {
			switch v := v.(*ScalingFactors); i {
			case 0:
				return &v.state
			case 1:
				return &v.sizeCache
			case 2:
				return &v.unknownFields
			default:
				return nil
			}
		}
		file_vega_markets_proto_msgTypes[15].Exporter = func(v interface{}, i int) interface{} {
			switch v := v.(*MarginCalculator); i {
			case 0:
				return &v.state
			case 1:
				return &v.sizeCache
			case 2:
				return &v.unknownFields
			default:
				return nil
			}
		}
		file_vega_markets_proto_msgTypes[16].Exporter = func(v interface{}, i int) interface{} {
			switch v := v.(*TradableInstrument); i {
			case 0:
				return &v.state
			case 1:
				return &v.sizeCache
			case 2:
				return &v.unknownFields
			default:
				return nil
			}
		}
		file_vega_markets_proto_msgTypes[17].Exporter = func(v interface{}, i int) interface{} {
			switch v := v.(*FeeFactors); i {
			case 0:
				return &v.state
			case 1:
				return &v.sizeCache
			case 2:
				return &v.unknownFields
			default:
				return nil
			}
		}
		file_vega_markets_proto_msgTypes[18].Exporter = func(v interface{}, i int) interface{} {
			switch v := v.(*Fees); i {
			case 0:
				return &v.state
			case 1:
				return &v.sizeCache
			case 2:
				return &v.unknownFields
			default:
				return nil
			}
		}
		file_vega_markets_proto_msgTypes[19].Exporter = func(v interface{}, i int) interface{} {
			switch v := v.(*PriceMonitoringTrigger); i {
			case 0:
				return &v.state
			case 1:
				return &v.sizeCache
			case 2:
				return &v.unknownFields
			default:
				return nil
			}
		}
		file_vega_markets_proto_msgTypes[20].Exporter = func(v interface{}, i int) interface{} {
			switch v := v.(*PriceMonitoringParameters); i {
			case 0:
				return &v.state
			case 1:
				return &v.sizeCache
			case 2:
				return &v.unknownFields
			default:
				return nil
			}
		}
		file_vega_markets_proto_msgTypes[21].Exporter = func(v interface{}, i int) interface{} {
			switch v := v.(*PriceMonitoringSettings); i {
			case 0:
				return &v.state
			case 1:
				return &v.sizeCache
			case 2:
				return &v.unknownFields
			default:
				return nil
			}
		}
		file_vega_markets_proto_msgTypes[22].Exporter = func(v interface{}, i int) interface{} {
			switch v := v.(*LiquidityMonitoringParameters); i {
			case 0:
				return &v.state
			case 1:
				return &v.sizeCache
			case 2:
				return &v.unknownFields
			default:
				return nil
			}
		}
		file_vega_markets_proto_msgTypes[23].Exporter = func(v interface{}, i int) interface{} {
			switch v := v.(*LiquiditySLAParameters); i {
			case 0:
				return &v.state
			case 1:
				return &v.sizeCache
			case 2:
				return &v.unknownFields
			default:
				return nil
			}
		}
		file_vega_markets_proto_msgTypes[24].Exporter = func(v interface{}, i int) interface{} {
			switch v := v.(*LiquidityFeeSettings); i {
			case 0:
				return &v.state
			case 1:
				return &v.sizeCache
			case 2:
				return &v.unknownFields
			default:
				return nil
			}
		}
		file_vega_markets_proto_msgTypes[25].Exporter = func(v interface{}, i int) interface{} {
			switch v := v.(*TargetStakeParameters); i {
			case 0:
				return &v.state
			case 1:
				return &v.sizeCache
			case 2:
				return &v.unknownFields
			default:
				return nil
			}
		}
		file_vega_markets_proto_msgTypes[26].Exporter = func(v interface{}, i int) interface{} {
			switch v := v.(*Market); i {
			case 0:
				return &v.state
			case 1:
				return &v.sizeCache
			case 2:
				return &v.unknownFields
			default:
				return nil
			}
		}
		file_vega_markets_proto_msgTypes[27].Exporter = func(v interface{}, i int) interface{} {
			switch v := v.(*MarketTimestamps); i {
			case 0:
				return &v.state
			case 1:
				return &v.sizeCache
			case 2:
				return &v.unknownFields
			default:
				return nil
			}
		}
		file_vega_markets_proto_msgTypes[28].Exporter = func(v interface{}, i int) interface{} {
			switch v := v.(*LiquidationStrategy); i {
			case 0:
				return &v.state
			case 1:
				return &v.sizeCache
			case 2:
				return &v.unknownFields
			default:
				return nil
			}
		}
		file_vega_markets_proto_msgTypes[29].Exporter = func(v interface{}, i int) interface{} {
			switch v := v.(*CompositePriceConfiguration); i {
			case 0:
				return &v.state
			case 1:
				return &v.sizeCache
			case 2:
				return &v.unknownFields
			default:
				return nil
			}
		}
		file_vega_markets_proto_msgTypes[30].Exporter = func(v interface{}, i int) interface{} {
			switch v := v.(*DataSourceSpecToAutomatedPurchaseBinding); i {
			case 0:
				return &v.state
			case 1:
				return &v.sizeCache
			case 2:
				return &v.unknownFields
			default:
				return nil
			}
		}
	}
	file_vega_markets_proto_msgTypes[2].OneofWrappers = []interface{}{}
	file_vega_markets_proto_msgTypes[3].OneofWrappers = []interface{}{}
	file_vega_markets_proto_msgTypes[4].OneofWrappers = []interface{}{}
	file_vega_markets_proto_msgTypes[8].OneofWrappers = []interface{}{
		(*Instrument_Future)(nil),
		(*Instrument_Spot)(nil),
		(*Instrument_Perpetual)(nil),
	}
	file_vega_markets_proto_msgTypes[9].OneofWrappers = []interface{}{}
	file_vega_markets_proto_msgTypes[15].OneofWrappers = []interface{}{}
	file_vega_markets_proto_msgTypes[16].OneofWrappers = []interface{}{
		(*TradableInstrument_LogNormalRiskModel)(nil),
		(*TradableInstrument_SimpleRiskModel)(nil),
	}
	file_vega_markets_proto_msgTypes[24].OneofWrappers = []interface{}{}
	file_vega_markets_proto_msgTypes[26].OneofWrappers = []interface{}{}
	type x struct{}
	out := protoimpl.TypeBuilder{
		File: protoimpl.DescBuilder{
			GoPackagePath: reflect.TypeOf(x{}).PkgPath(),
			RawDescriptor: file_vega_markets_proto_rawDesc,
			NumEnums:      4,
			NumMessages:   31,
			NumExtensions: 0,
			NumServices:   0,
		},
		GoTypes:           file_vega_markets_proto_goTypes,
		DependencyIndexes: file_vega_markets_proto_depIdxs,
		EnumInfos:         file_vega_markets_proto_enumTypes,
		MessageInfos:      file_vega_markets_proto_msgTypes,
	}.Build()
	File_vega_markets_proto = out.File
	file_vega_markets_proto_rawDesc = nil
	file_vega_markets_proto_goTypes = nil
	file_vega_markets_proto_depIdxs = nil
}