github.com/InjectiveLabs/sdk-go@v1.53.0/proto/injective/exchange/v1beta1/exchange.proto

syntax = "proto3";
package injective.exchange.v1beta1;

import "gogoproto/gogo.proto";
import "cosmos/base/v1beta1/coin.proto";
import "injective/oracle/v1beta1/oracle.proto";
import "amino/amino.proto";

option go_package = "github.com/InjectiveLabs/injective-core/injective-chain/modules/exchange/types";

enum AtomicMarketOrderAccessLevel {
  Nobody = 0;
  // currently unsupported
  BeginBlockerSmartContractsOnly = 1;
  SmartContractsOnly = 2;
  Everyone = 3;
}

message Params {
  option (gogoproto.equal) = true;
  option (amino.name) = "exchange/Params";

  // spot_market_instant_listing_fee defines the expedited fee in INJ required
  // to create a spot market by bypassing governance
  cosmos.base.v1beta1.Coin spot_market_instant_listing_fee = 1
      [ (gogoproto.nullable) = false ];

  // derivative_market_instant_listing_fee defines the expedited fee in INJ
  // required to create a derivative market by bypassing governance
  cosmos.base.v1beta1.Coin derivative_market_instant_listing_fee = 2
      [ (gogoproto.nullable) = false ];

  // default_spot_maker_fee defines the default exchange trade fee for makers on
  // a spot market
  string default_spot_maker_fee_rate = 3 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];

  // default_spot_taker_fee_rate defines the default exchange trade fee rate for
  // takers on a new spot market
  string default_spot_taker_fee_rate = 4 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];

  // default_derivative_maker_fee defines the default exchange trade fee for
  // makers on a new derivative market
  string default_derivative_maker_fee_rate = 5 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];

  // default_derivative_taker_fee defines the default exchange trade fee for
  // takers on a new derivative market
  string default_derivative_taker_fee_rate = 6 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];

  // default_initial_margin_ratio defines the default initial margin ratio on a
  // new derivative market
  string default_initial_margin_ratio = 7 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];

  // default_maintenance_margin_ratio defines the default maintenance margin
  // ratio on a new derivative market
  string default_maintenance_margin_ratio = 8 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];

  // default_funding_interval defines the default funding interval on a
  // derivative market
  int64 default_funding_interval = 9;

  // funding_multiple defines the timestamp multiple that the funding timestamp
  // should be a multiple of
  int64 funding_multiple = 10;

  // relayer_fee_share_rate defines the trade fee share percentage that goes to
  // relayers
  string relayer_fee_share_rate = 11 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];

  // default_hourly_funding_rate_cap defines the default maximum absolute value
  // of the hourly funding rate
  string default_hourly_funding_rate_cap = 12 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];

  // hourly_interest_rate defines the hourly interest rate
  string default_hourly_interest_rate = 13 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];

  // max_derivative_order_side_count defines the maximum number of derivative
  // active orders a subaccount can have for a given orderbook side
  uint32 max_derivative_order_side_count = 14;

  // inj_reward_staked_requirement_threshold defines the threshold on INJ
  // rewards after which one also needs staked INJ to receive more
  string inj_reward_staked_requirement_threshold = 15 [
    (gogoproto.customtype) = "cosmossdk.io/math.Int",
    (gogoproto.nullable) = false
  ];

  // the trading_rewards_vesting_duration defines the vesting times for trading
  // rewards
  int64 trading_rewards_vesting_duration = 16;

  // liquidator_reward_share_rate defines the ratio of the split of the surplus
  // collateral that goes to the liquidator
  string liquidator_reward_share_rate = 17 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
  // binary_options_market_instant_listing_fee defines the expedited fee in INJ
  // required to create a derivative market by bypassing governance
  cosmos.base.v1beta1.Coin binary_options_market_instant_listing_fee = 18
      [ (gogoproto.nullable) = false ];
  // atomic_market_order_access_level defines the required access permissions
  // for executing atomic market orders
  AtomicMarketOrderAccessLevel atomic_market_order_access_level = 19;

  // spot_atomic_market_order_fee_multiplier defines the default multiplier for
  // executing atomic market orders in spot markets
  string spot_atomic_market_order_fee_multiplier = 20 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];

  // derivative_atomic_market_order_fee_multiplier defines the default
  // multiplier for executing atomic market orders in derivative markets
  string derivative_atomic_market_order_fee_multiplier = 21 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];

  // binary_options_atomic_market_order_fee_multiplier defines the default
  // multiplier for executing atomic market orders in binary markets
  string binary_options_atomic_market_order_fee_multiplier = 22 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];

  // minimal_protocol_fee_rate defines the minimal protocol fee rate
  string minimal_protocol_fee_rate = 23 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];

  // is_instant_derivative_market_launch_enabled defines whether instant
  // derivative market launch is enabled
  bool is_instant_derivative_market_launch_enabled = 24;

  int64 post_only_mode_height_threshold = 25;

  // Maximum time in seconds since the last mark price update to allow a
  // decrease in margin
  int64 margin_decrease_price_timestamp_threshold_seconds = 26;

  // List of addresses that are allowed to perform exchange admin operations
  repeated string exchange_admins = 27;

  // inj_auction_max_cap defines the maximum cap for INJ sent to auction
  string inj_auction_max_cap = 28 [
    (gogoproto.customtype) = "cosmossdk.io/math.Int",
    (gogoproto.nullable) = false
  ];
}

enum MarketStatus {
  Unspecified = 0;
  Active = 1;
  Paused = 2;
  Demolished = 3;
  Expired = 4;
}

message MarketFeeMultiplier {
  option (gogoproto.goproto_getters) = false;

  string market_id = 1;

  string fee_multiplier = 2 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
}

// An object describing a derivative market in the Injective Futures Protocol.
message DerivativeMarket {
  option (gogoproto.goproto_getters) = false;

  // Ticker for the derivative contract.
  string ticker = 1;
  // Oracle base currency
  string oracle_base = 2;
  // Oracle quote currency
  string oracle_quote = 3;
  // Oracle type
  injective.oracle.v1beta1.OracleType oracle_type = 4;
  // Scale factor for oracle prices.
  uint32 oracle_scale_factor = 5;
  // Address of the quote currency denomination for the derivative contract
  string quote_denom = 6;
  // Unique market ID.
  string market_id = 7;
  // initial_margin_ratio defines the initial margin ratio of a derivative
  // market
  string initial_margin_ratio = 8 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
  // maintenance_margin_ratio defines the maintenance margin ratio of a
  // derivative market
  string maintenance_margin_ratio = 9 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
  // maker_fee_rate defines the maker fee rate of a derivative market
  string maker_fee_rate = 10 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
  // taker_fee_rate defines the taker fee rate of a derivative market
  string taker_fee_rate = 11 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
  // relayer_fee_share_rate defines the percentage of the transaction fee shared
  // with the relayer in a derivative market
  string relayer_fee_share_rate = 12 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
  // true if the market is a perpetual market. false if the market is an expiry
  // futures market
  bool isPerpetual = 13;
  // Status of the market
  MarketStatus status = 14;
  // min_price_tick_size defines the minimum tick size that the price and margin
  // required for orders in the market
  string min_price_tick_size = 15 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
  // min_quantity_tick_size defines the minimum tick size of the quantity
  // required for orders in the market
  string min_quantity_tick_size = 16 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
  // min_notional defines the minimum notional (in quote asset) required for
  // orders in the market
  string min_notional = 17 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];

  // current market admin
  string admin = 18;
  // level of admin permissions
  uint32 admin_permissions = 19;
}
// An object describing a binary options market in Injective Protocol.
message BinaryOptionsMarket {
  option (gogoproto.goproto_getters) = false;

  // Ticker for the derivative contract.
  string ticker = 1;
  // Oracle symbol
  string oracle_symbol = 2;
  // Oracle Provider
  string oracle_provider = 3;
  // Oracle type
  injective.oracle.v1beta1.OracleType oracle_type = 4;
  // Scale factor for oracle prices.
  uint32 oracle_scale_factor = 5;
  // expiration timestamp
  int64 expiration_timestamp = 6;
  // expiration timestamp
  int64 settlement_timestamp = 7;
  // admin of the market
  string admin = 8;
  // Address of the quote currency denomination for the binary options contract
  string quote_denom = 9;
  // Unique market ID.
  string market_id = 10;
  // maker_fee_rate defines the maker fee rate of a binary options market
  string maker_fee_rate = 11 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
  // taker_fee_rate defines the taker fee rate of a derivative market
  string taker_fee_rate = 12 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
  // relayer_fee_share_rate defines the percentage of the transaction fee shared
  // with the relayer in a derivative market
  string relayer_fee_share_rate = 13 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
  // Status of the market
  MarketStatus status = 14;
  // min_price_tick_size defines the minimum tick size that the price and margin
  // required for orders in the market
  string min_price_tick_size = 15 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
  // min_quantity_tick_size defines the minimum tick size of the quantity
  // required for orders in the market
  string min_quantity_tick_size = 16 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];

  string settlement_price = 17 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = true
  ];
  // min_notional defines the minimum notional (in quote asset) required for
  // orders in the market
  string min_notional = 18 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
  // level of admin permissions
  uint32 admin_permissions = 19;
}

message ExpiryFuturesMarketInfo {
  // market ID.
  string market_id = 1;
  // expiration_timestamp defines the expiration time for a time expiry futures
  // market.
  int64 expiration_timestamp = 2;
  // expiration_twap_start_timestamp defines the start time of the TWAP
  // calculation window
  int64 twap_start_timestamp = 3;
  // expiration_twap_start_price_cumulative defines the cumulative price for the
  // start of the TWAP window
  string expiration_twap_start_price_cumulative = 4 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
  // settlement_price defines the settlement price for a time expiry futures
  // market.
  string settlement_price = 5 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
}

message PerpetualMarketInfo {
  // market ID.
  string market_id = 1;
  // hourly_funding_rate_cap defines the maximum absolute value of the hourly
  // funding rate
  string hourly_funding_rate_cap = 2 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
  // hourly_interest_rate defines the hourly interest rate
  string hourly_interest_rate = 3 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
  // next_funding_timestamp defines the next funding timestamp in seconds of a
  // perpetual market
  int64 next_funding_timestamp = 4;
  // funding_interval defines the next funding interval in seconds of a
  // perpetual market.
  int64 funding_interval = 5;
}

message PerpetualMarketFunding {
  // cumulative_funding defines the cumulative funding of a perpetual market.
  string cumulative_funding = 1 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
  // cumulative_price defines the cumulative price for the current hour up to
  // the last timestamp
  string cumulative_price = 2 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
  int64 last_timestamp = 3;
}

message DerivativeMarketSettlementInfo {
  // market ID.
  string market_id = 1;
  // settlement_price defines the settlement price
  string settlement_price = 2 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
}

message NextFundingTimestamp { int64 next_timestamp = 1; }

message MidPriceAndTOB {
  // mid price of the market
  string mid_price = 1 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = true
  ];
  // best buy price of the market
  string best_buy_price = 2 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = true
  ];
  // best sell price of the market
  string best_sell_price = 3 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = true
  ];
}

// An object describing trade pair of two assets.
message SpotMarket {
  // A name of the pair in format AAA/BBB, where AAA is base asset, BBB is quote
  // asset.
  string ticker = 1;
  // Coin denom used for the base asset
  string base_denom = 2;
  // Coin used for the quote asset
  string quote_denom = 3;
  // maker_fee_rate defines the fee percentage makers pay when trading
  string maker_fee_rate = 4 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
  // taker_fee_rate defines the fee percentage takers pay when trading
  string taker_fee_rate = 5 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
  // relayer_fee_share_rate defines the percentage of the transaction fee shared
  // with the relayer in a derivative market
  string relayer_fee_share_rate = 6 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
  // Unique market ID.
  string market_id = 7;
  // Status of the market
  MarketStatus status = 8;
  // min_price_tick_size defines the minimum tick size that the price required
  // for orders in the market
  string min_price_tick_size = 9 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
  // min_quantity_tick_size defines the minimum tick size of the quantity
  // required for orders in the market
  string min_quantity_tick_size = 10 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
  // min_notional defines the minimum notional (in quote asset) required for
  // orders in the market
  string min_notional = 11 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];

  // current market admin
  string admin = 12;
  // level of admin permissions
  uint32 admin_permissions = 13;
}

// A subaccount's deposit for a given base currency
message Deposit {
  string available_balance = 1 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
  string total_balance = 2 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
}

message SubaccountTradeNonce { uint32 nonce = 1; }

message OrderInfo {
  // bytes32 subaccount ID that created the order
  string subaccount_id = 1;
  // address fee_recipient address that will receive fees for the order
  string fee_recipient = 2;
  // price of the order
  string price = 3 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
  // quantity of the order
  string quantity = 4 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
  string cid = 5;
}

enum OrderType {
  UNSPECIFIED = 0 [ (gogoproto.enumvalue_customname) = "UNSPECIFIED" ];
  BUY = 1 [ (gogoproto.enumvalue_customname) = "BUY" ];
  SELL = 2 [ (gogoproto.enumvalue_customname) = "SELL" ];
  STOP_BUY = 3 [ (gogoproto.enumvalue_customname) = "STOP_BUY" ];
  STOP_SELL = 4 [ (gogoproto.enumvalue_customname) = "STOP_SELL" ];
  TAKE_BUY = 5 [ (gogoproto.enumvalue_customname) = "TAKE_BUY" ];
  TAKE_SELL = 6 [ (gogoproto.enumvalue_customname) = "TAKE_SELL" ];
  BUY_PO = 7 [ (gogoproto.enumvalue_customname) = "BUY_PO" ];
  SELL_PO = 8 [ (gogoproto.enumvalue_customname) = "SELL_PO" ];
  BUY_ATOMIC = 9 [ (gogoproto.enumvalue_customname) = "BUY_ATOMIC" ];
  SELL_ATOMIC = 10 [ (gogoproto.enumvalue_customname) = "SELL_ATOMIC" ];
}

message SpotOrder {
  // market_id represents the unique ID of the market
  string market_id = 1;
  // order_info contains the information of the order
  OrderInfo order_info = 2 [ (gogoproto.nullable) = false ];
  // order types
  OrderType order_type = 3;
  // trigger_price is the trigger price used by stop/take orders
  string trigger_price = 4 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = true
  ];
}

// A valid Spot limit order with Metadata.
message SpotLimitOrder {
  // order_info contains the information of the order
  OrderInfo order_info = 1 [ (gogoproto.nullable) = false ];
  // order types
  OrderType order_type = 2;
  // the amount of the quantity remaining fillable
  string fillable = 3 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
  // trigger_price is the trigger price used by stop/take orders
  string trigger_price = 4 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = true
  ];
  bytes order_hash = 5;
}

// A valid Spot market order with Metadata.
message SpotMarketOrder {
  // order_info contains the information of the order
  OrderInfo order_info = 1 [ (gogoproto.nullable) = false ];
  string balance_hold = 2 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
  bytes order_hash = 3;
  // order types
  OrderType order_type = 4;
  // trigger_price is the trigger price used by stop/take orders
  string trigger_price = 5 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = true
  ];
}

message DerivativeOrder {
  // market_id represents the unique ID of the market
  string market_id = 1;
  // order_info contains the information of the order
  OrderInfo order_info = 2 [ (gogoproto.nullable) = false ];
  // order types
  OrderType order_type = 3;
  // margin is the margin used by the limit order
  string margin = 4 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
  // trigger_price is the trigger price used by stop/take orders
  string trigger_price = 5 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = true
  ];
}

message SubaccountOrderbookMetadata {
  uint32 vanilla_limit_order_count = 1;
  uint32 reduce_only_limit_order_count = 2;
  // AggregateReduceOnlyQuantity is the aggregate fillable quantity of the
  // subaccount's reduce-only limit orders in the given direction.
  string aggregate_reduce_only_quantity = 3 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
  // AggregateVanillaQuantity is the aggregate fillable quantity of the
  // subaccount's vanilla limit orders in the given direction.
  string aggregate_vanilla_quantity = 4 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];

  uint32 vanilla_conditional_order_count = 5;
  uint32 reduce_only_conditional_order_count = 6;
}

message SubaccountOrder {
  // price of the order
  string price = 1 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
  // the amount of the quantity remaining fillable
  string quantity = 2 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
  bool isReduceOnly = 3;
  string cid = 4;
}

message SubaccountOrderData {
  SubaccountOrder order = 1;
  bytes order_hash = 2;
}

// A valid Derivative limit order with Metadata.
message DerivativeLimitOrder {
  // order_info contains the information of the order
  OrderInfo order_info = 1 [ (gogoproto.nullable) = false ];
  // order types
  OrderType order_type = 2;
  // margin is the margin used by the limit order
  string margin = 3 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
  // the amount of the quantity remaining fillable
  string fillable = 4 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
  // trigger_price is the trigger price used by stop/take orders
  string trigger_price = 5 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = true
  ];
  bytes order_hash = 6;
}

// A valid Derivative market order with Metadata.
message DerivativeMarketOrder {
  // order_info contains the information of the order
  OrderInfo order_info = 1 [ (gogoproto.nullable) = false ];
  // order types
  OrderType order_type = 2;
  string margin = 3 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
  string margin_hold = 4 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
  // trigger_price is the trigger price used by stop/take orders
  string trigger_price = 5 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = true
  ];
  bytes order_hash = 6;
}

message Position {
  bool isLong = 1;
  string quantity = 2 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
  string entry_price = 3 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
  string margin = 4 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
  string cumulative_funding_entry = 5 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
}

message MarketOrderIndicator {
  // market_id represents the unique ID of the market
  string market_id = 1;
  bool isBuy = 2;
}

message TradeLog {
  string quantity = 1 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
  string price = 2 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
  // bytes32 subaccount ID that executed the trade
  bytes subaccount_id = 3;
  string fee = 4 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
  bytes order_hash = 5;
  bytes fee_recipient_address = 6 [ (gogoproto.nullable) = true ];
  string cid = 7;
}

message PositionDelta {
  bool is_long = 1;
  string execution_quantity = 2 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
  string execution_margin = 3 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
  string execution_price = 4 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
}

message DerivativeTradeLog {
  bytes subaccount_id = 1;
  PositionDelta position_delta = 2;
  string payout = 3 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
  string fee = 4 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
  bytes order_hash = 5;
  bytes fee_recipient_address = 6 [ (gogoproto.nullable) = true ];
  string cid = 7;
  string pnl = 8 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
}

enum ExecutionType {
  UnspecifiedExecutionType = 0;
  Market = 1;
  LimitFill = 2;
  LimitMatchRestingOrder = 3;
  LimitMatchNewOrder = 4;
  MarketLiquidation = 5;
  ExpiryMarketSettlement = 6;
}

message SubaccountPosition {
  Position position = 1;
  bytes subaccount_id = 2;
}

message SubaccountDeposit {
  bytes subaccount_id = 1;
  Deposit deposit = 2;
}

message DepositUpdate {
  string denom = 1;
  repeated SubaccountDeposit deposits = 2;
}

message PointsMultiplier {
  string maker_points_multiplier = 1 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
  string taker_points_multiplier = 2 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
}

message TradingRewardCampaignBoostInfo {
  repeated string boosted_spot_market_ids = 1;
  repeated PointsMultiplier spot_market_multipliers = 2
      [ (gogoproto.nullable) = false ];
  repeated string boosted_derivative_market_ids = 3;
  repeated PointsMultiplier derivative_market_multipliers = 4
      [ (gogoproto.nullable) = false ];
}

message CampaignRewardPool {
  int64 start_timestamp = 1;
  // max_campaign_rewards are the maximum reward amounts to be disbursed at the
  // end of the campaign
  repeated cosmos.base.v1beta1.Coin max_campaign_rewards = 2 [
    (gogoproto.nullable) = false,
    (gogoproto.castrepeated) = "github.com/cosmos/cosmos-sdk/types.Coins"
  ];
}

message TradingRewardCampaignInfo {
  // number of seconds of the duration of each campaign
  int64 campaign_duration_seconds = 1;
  // the trading fee quote denoms which will be counted for the rewards
  repeated string quote_denoms = 2;
  // the optional boost info for markets
  TradingRewardCampaignBoostInfo trading_reward_boost_info = 3;
  // the marketIDs which are disqualified from being rewarded
  repeated string disqualified_market_ids = 4;
}

message FeeDiscountTierInfo {
  string maker_discount_rate = 1 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
  string taker_discount_rate = 2 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
  string staked_amount = 3 [
    (gogoproto.customtype) = "cosmossdk.io/math.Int",
    (gogoproto.nullable) = false
  ];
  string volume = 4 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
}

message FeeDiscountSchedule {
  uint64 bucket_count = 1;
  int64 bucket_duration = 2;
  // the trading fee quote denoms which will be counted for the fee paid
  // contribution
  repeated string quote_denoms = 3;
  // the fee discount tiers
  repeated FeeDiscountTierInfo tier_infos = 4;
  // the marketIDs which are disqualified from contributing to the fee paid
  // amount
  repeated string disqualified_market_ids = 5;
}

message FeeDiscountTierTTL {
  uint64 tier = 1;
  int64 ttl_timestamp = 2;
}

message VolumeRecord {
  string maker_volume = 1 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
  string taker_volume = 2 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
}

message AccountRewards {
  string account = 1;
  repeated cosmos.base.v1beta1.Coin rewards = 2 [
    (gogoproto.nullable) = false,
    (gogoproto.castrepeated) = "github.com/cosmos/cosmos-sdk/types.Coins"
  ];
}

message TradeRecords {
  string market_id = 1;
  repeated TradeRecord latest_trade_records = 2;
}

message SubaccountIDs { repeated bytes subaccount_ids = 1; }

message TradeRecord {
  int64 timestamp = 1;

  string price = 2 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];

  string quantity = 3 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
}

enum OrderMask {
  UNUSED = 0 [ (gogoproto.enumvalue_customname) = "UNUSED" ];
  ANY = 1 [ (gogoproto.enumvalue_customname) = "ANY" ];
  REGULAR = 2 [ (gogoproto.enumvalue_customname) = "REGULAR" ];
  CONDITIONAL = 4 [ (gogoproto.enumvalue_customname) = "CONDITIONAL" ];
  DIRECTION_BUY_OR_HIGHER = 8
      [ (gogoproto.enumvalue_customname) =
            "BUY_OR_HIGHER" ]; // for conditional orders means HIGHER
  DIRECTION_SELL_OR_LOWER = 16
      [ (gogoproto.enumvalue_customname) =
            "SELL_OR_LOWER" ]; // for conditional orders means LOWER
  TYPE_MARKET = 32 [ (gogoproto.enumvalue_customname) = "MARKET" ];
  TYPE_LIMIT = 64 [ (gogoproto.enumvalue_customname) = "LIMIT" ];
}

message Level {
  // price
  string p = 1 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
  // quantity
  string q = 2 [
    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
    (gogoproto.nullable) = false
  ];
}

message AggregateSubaccountVolumeRecord {
  string subaccount_id = 1;
  repeated MarketVolume market_volumes = 2;
}

message AggregateAccountVolumeRecord {
  string account = 1;
  repeated MarketVolume market_volumes = 2;
}

message MarketVolume {
  string market_id = 1;
  VolumeRecord volume = 2 [ (gogoproto.nullable) = false ];
}

message DenomDecimals {
  string denom = 1;
  uint64 decimals = 2;
}

message GrantAuthorization {
  string grantee = 1;
  string amount = 2 [
    (gogoproto.customtype) = "cosmossdk.io/math.Int",
    (gogoproto.nullable) = false
  ];
}

message ActiveGrant {
  string granter = 1;
  string amount = 2 [
    (gogoproto.customtype) = "cosmossdk.io/math.Int",
    (gogoproto.nullable) = false
  ];
}

message EffectiveGrant {
  string granter = 1;
  string net_granted_stake = 2 [
    (gogoproto.customtype) = "cosmossdk.io/math.Int",
    (gogoproto.nullable) = false
  ];
  bool is_valid = 3;
}