@ritbit/v4-client-js 2.1.2 → 2.1.5

package/build/esm/node_modules/@ritbit/v4-proto/src/codegen/ritbit/indexer/protocol/v1/clob.d.ts

@@ -0,0 +1,326 @@
+import { IndexerSubaccountId, IndexerSubaccountIdSDKType } from "./subaccount";
+import * as _m0 from "protobufjs/minimal";
+import { DeepPartial, Long } from "../../../../helpers";
+/**
+ * Represents the side of the orderbook the order will be placed on.
+ * Note that Side.SIDE_UNSPECIFIED is an invalid order and cannot be
+ * placed on the orderbook.
+ */
+export declare enum IndexerOrder_Side {
+    /** SIDE_UNSPECIFIED - Default value. This value is invalid and unused. */
+    SIDE_UNSPECIFIED = 0,
+    /** SIDE_BUY - SIDE_BUY is used to represent a BUY order. */
+    SIDE_BUY = 1,
+    /** SIDE_SELL - SIDE_SELL is used to represent a SELL order. */
+    SIDE_SELL = 2,
+    UNRECOGNIZED = -1
+}
+export declare const IndexerOrder_SideSDKType: typeof IndexerOrder_Side;
+export declare function indexerOrder_SideFromJSON(object: any): IndexerOrder_Side;
+export declare function indexerOrder_SideToJSON(object: IndexerOrder_Side): string;
+/**
+ * TimeInForce indicates how long an order will remain active before it
+ * is executed or expires.
+ */
+export declare enum IndexerOrder_TimeInForce {
+    /**
+     * TIME_IN_FORCE_UNSPECIFIED - TIME_IN_FORCE_UNSPECIFIED represents the default behavior where an
+     * order will first match with existing orders on the book, and any
+     * remaining size will be added to the book as a maker order.
+     */
+    TIME_IN_FORCE_UNSPECIFIED = 0,
+    /**
+     * TIME_IN_FORCE_IOC - TIME_IN_FORCE_IOC enforces that an order only be matched with
+     * maker orders on the book. If the order has remaining size after
+     * matching with existing orders on the book, the remaining size
+     * is not placed on the book.
+     */
+    TIME_IN_FORCE_IOC = 1,
+    /**
+     * TIME_IN_FORCE_POST_ONLY - TIME_IN_FORCE_POST_ONLY enforces that an order only be placed
+     * on the book as a maker order. Note this means that validators will cancel
+     * any newly-placed post only orders that would cross with other maker
+     * orders.
+     */
+    TIME_IN_FORCE_POST_ONLY = 2,
+    /**
+     * TIME_IN_FORCE_FILL_OR_KILL - TIME_IN_FORCE_FILL_OR_KILL enforces that an order will either be filled
+     * completely and immediately by maker orders on the book or canceled if the
+     * entire amount can‘t be matched.
+     */
+    TIME_IN_FORCE_FILL_OR_KILL = 3,
+    UNRECOGNIZED = -1
+}
+export declare const IndexerOrder_TimeInForceSDKType: typeof IndexerOrder_TimeInForce;
+export declare function indexerOrder_TimeInForceFromJSON(object: any): IndexerOrder_TimeInForce;
+export declare function indexerOrder_TimeInForceToJSON(object: IndexerOrder_TimeInForce): string;
+export declare enum IndexerOrder_ConditionType {
+    /**
+     * CONDITION_TYPE_UNSPECIFIED - CONDITION_TYPE_UNSPECIFIED represents the default behavior where an
+     * order will be placed immediately on the orderbook.
+     */
+    CONDITION_TYPE_UNSPECIFIED = 0,
+    /**
+     * CONDITION_TYPE_STOP_LOSS - CONDITION_TYPE_STOP_LOSS represents a stop order. A stop order will
+     * trigger when the oracle price moves at or above the trigger price for
+     * buys, and at or below the trigger price for sells.
+     */
+    CONDITION_TYPE_STOP_LOSS = 1,
+    /**
+     * CONDITION_TYPE_TAKE_PROFIT - CONDITION_TYPE_TAKE_PROFIT represents a take profit order. A take profit
+     * order will trigger when the oracle price moves at or below the trigger
+     * price for buys and at or above the trigger price for sells.
+     */
+    CONDITION_TYPE_TAKE_PROFIT = 2,
+    UNRECOGNIZED = -1
+}
+export declare const IndexerOrder_ConditionTypeSDKType: typeof IndexerOrder_ConditionType;
+export declare function indexerOrder_ConditionTypeFromJSON(object: any): IndexerOrder_ConditionType;
+export declare function indexerOrder_ConditionTypeToJSON(object: IndexerOrder_ConditionType): string;
+/**
+ * Status of the CLOB.
+ * Defined in clob.clob_pair
+ */
+export declare enum ClobPairStatus {
+    /** CLOB_PAIR_STATUS_UNSPECIFIED - Default value. This value is invalid and unused. */
+    CLOB_PAIR_STATUS_UNSPECIFIED = 0,
+    /**
+     * CLOB_PAIR_STATUS_ACTIVE - CLOB_PAIR_STATUS_ACTIVE behavior is unfinalized.
+     * TODO(DEC-600): update this documentation.
+     */
+    CLOB_PAIR_STATUS_ACTIVE = 1,
+    /**
+     * CLOB_PAIR_STATUS_PAUSED - CLOB_PAIR_STATUS_PAUSED behavior is unfinalized.
+     * TODO(DEC-600): update this documentation.
+     */
+    CLOB_PAIR_STATUS_PAUSED = 2,
+    /**
+     * CLOB_PAIR_STATUS_CANCEL_ONLY - CLOB_PAIR_STATUS_CANCEL_ONLY behavior is unfinalized.
+     * TODO(DEC-600): update this documentation.
+     */
+    CLOB_PAIR_STATUS_CANCEL_ONLY = 3,
+    /**
+     * CLOB_PAIR_STATUS_POST_ONLY - CLOB_PAIR_STATUS_POST_ONLY behavior is unfinalized.
+     * TODO(DEC-600): update this documentation.
+     */
+    CLOB_PAIR_STATUS_POST_ONLY = 4,
+    /**
+     * CLOB_PAIR_STATUS_INITIALIZING - CLOB_PAIR_STATUS_INITIALIZING represents a newly-added clob pair.
+     * Clob pairs in this state only accept orders which are
+     * both short-term and post-only.
+     */
+    CLOB_PAIR_STATUS_INITIALIZING = 5,
+    /**
+     * CLOB_PAIR_STATUS_FINAL_SETTLEMENT - CLOB_PAIR_STATUS_FINAL_SETTLEMENT represents a clob pair that has been
+     * deactivated. Clob pairs in this state do not accept new orders and trading
+     * is blocked. All open positions are closed and open stateful orders canceled
+     * by the protocol when the clob pair transitions to this status. All
+     * short-term orders are left to expire.
+     */
+    CLOB_PAIR_STATUS_FINAL_SETTLEMENT = 6,
+    UNRECOGNIZED = -1
+}
+export declare const ClobPairStatusSDKType: typeof ClobPairStatus;
+export declare function clobPairStatusFromJSON(object: any): ClobPairStatus;
+export declare function clobPairStatusToJSON(object: ClobPairStatus): string;
+/** IndexerOrderId refers to a single order belonging to a Subaccount. */
+export interface IndexerOrderId {
+    /**
+     * The subaccount ID that opened this order.
+     * Note that this field has `gogoproto.nullable = false` so that it is
+     * generated as a value instead of a pointer. This is because the `OrderId`
+     * proto is used as a key within maps, and map comparisons will compare
+     * pointers for equality (when the desired behavior is to compare the values).
+     */
+    subaccountId?: IndexerSubaccountId;
+    /**
+     * The client ID of this order, unique with respect to the specific
+     * sub account (I.E., the same subaccount can't have two orders with
+     * the same ClientId).
+     */
+    clientId: number;
+    /**
+     * order_flags represent order flags for the order. This field is invalid if
+     * it's greater than 257. Each bit represents a different flag.
+     *
+     * The following are the valid orderId flags:
+     * ShortTerm    = uint32(0)
+     * Conditional  = uint32(32)
+     * LongTerm     = uint32(64)
+     * Twap         = uint32(128)
+     * TwapSuborder = uint32(256) (for internal use only)
+     *
+     * If both bits are set or bits other than the 2nd and 3rd are set, the order
+     * ID is invalid.
+     */
+    orderFlags: number;
+    /** ID of the CLOB the order is created for. */
+    clobPairId: number;
+}
+/** IndexerOrderId refers to a single order belonging to a Subaccount. */
+export interface IndexerOrderIdSDKType {
+    subaccount_id?: IndexerSubaccountIdSDKType;
+    client_id: number;
+    order_flags: number;
+    clob_pair_id: number;
+}
+/**
+ * IndexerOrderV1 represents a single order belonging to a `Subaccount`
+ * for a particular `ClobPair`.
+ */
+export interface IndexerOrder {
+    /** The unique ID of this order. Meant to be unique across all orders. */
+    orderId?: IndexerOrderId;
+    side: IndexerOrder_Side;
+    /**
+     * The size of this order in base quantums. Must be a multiple of
+     * `ClobPair.StepBaseQuantums` (where `ClobPair.Id = orderId.ClobPairId`).
+     */
+    quantums: Long;
+    /**
+     * The price level that this order will be placed at on the orderbook,
+     * in subticks. Must be a multiple of ClobPair.SubticksPerTick
+     * (where `ClobPair.Id = orderId.ClobPairId`).
+     */
+    subticks: Long;
+    /**
+     * The last block this order can be executed at (after which it will be
+     * unfillable). Used only for Short-Term orders. If this value is non-zero
+     * then the order is assumed to be a Short-Term order.
+     */
+    goodTilBlock?: number;
+    /**
+     * good_til_block_time represents the unix timestamp (in seconds) at which a
+     * stateful order will be considered expired. The
+     * good_til_block_time is always evaluated against the previous block's
+     * `BlockTime` instead of the block in which the order is committed. If this
+     * value is non-zero then the order is assumed to be a stateful or
+     * conditional order.
+     */
+    goodTilBlockTime?: number;
+    /** The time in force of this order. */
+    timeInForce: IndexerOrder_TimeInForce;
+    /**
+     * Enforces that the order can only reduce the size of an existing position.
+     * If a ReduceOnly order would change the side of the existing position,
+     * its size is reduced to that of the remaining size of the position.
+     * If existing orders on the book with ReduceOnly
+     * would already close the position, the least aggressive (out-of-the-money)
+     * ReduceOnly orders are resized and canceled first.
+     */
+    reduceOnly: boolean;
+    /**
+     * Set of bit flags set arbitrarily by clients and ignored by the protocol.
+     * Used by indexer to infer information about a placed order.
+     */
+    clientMetadata: number;
+    conditionType: IndexerOrder_ConditionType;
+    /**
+     * conditional_order_trigger_subticks represents the price at which this order
+     * will be triggered. If the condition_type is CONDITION_TYPE_UNSPECIFIED,
+     * this value is enforced to be 0. If this value is nonzero, condition_type
+     * cannot be CONDITION_TYPE_UNSPECIFIED. Value is in subticks.
+     * Must be a multiple of ClobPair.SubticksPerTick (where `ClobPair.Id =
+     * orderId.ClobPairId`).
+     */
+    conditionalOrderTriggerSubticks: Long;
+    /** builder_code_params is the metadata for the partner or builder of an order. */
+    builderCodeParams?: BuilderCodeParameters;
+    /**
+     * order_router_address is the address of the order router that forwarded this
+     * order.
+     */
+    orderRouterAddress: string;
+    /**
+     * twap_parameters represent the configuration for a TWAP order. This must be
+     * set for twap orders and will be ignored for all other order types.
+     */
+    twapParameters?: TwapParameters;
+}
+/**
+ * IndexerOrderV1 represents a single order belonging to a `Subaccount`
+ * for a particular `ClobPair`.
+ */
+export interface IndexerOrderSDKType {
+    order_id?: IndexerOrderIdSDKType;
+    side: IndexerOrder_Side;
+    quantums: Long;
+    subticks: Long;
+    good_til_block?: number;
+    good_til_block_time?: number;
+    time_in_force: IndexerOrder_TimeInForce;
+    reduce_only: boolean;
+    client_metadata: number;
+    condition_type: IndexerOrder_ConditionType;
+    conditional_order_trigger_subticks: Long;
+    builder_code_params?: BuilderCodeParametersSDKType;
+    order_router_address: string;
+    twap_parameters?: TwapParametersSDKType;
+}
+/** TwapParameters represents the necessary configuration for a TWAP order. */
+export interface TwapParameters {
+    /**
+     * Duration of the TWAP order execution in seconds. Must be in the range
+     * [300 (5 minutes), 86400 (24 hours)].
+     */
+    duration: number;
+    /**
+     * Interval in seconds for each suborder to execute. Must be a
+     * whole number, a factor of the duration, and in the range
+     * [30 (30 seconds), 3600 (1 hour)].
+     */
+    interval: number;
+    /**
+     * Price tolerance in ppm for each suborder. This will be applied to
+     * the oracle price each time a suborder is triggered. Must be
+     * be in the range [0, 1_000_000).
+     */
+    priceTolerance: number;
+}
+/** TwapParameters represents the necessary configuration for a TWAP order. */
+export interface TwapParametersSDKType {
+    duration: number;
+    interval: number;
+    price_tolerance: number;
+}
+/**
+ * BuilderCodeParameters represents the metadata for the partner or builder of
+ * an order. This allows them to specify a fee for providing there service which
+ * will be paid out in the event of an order fill.
+ */
+export interface BuilderCodeParameters {
+    /** The address of the builder to which the fee will be paid. */
+    builderAddress: string;
+    /** The fee enforced on the order in ppm. */
+    feePpm: number;
+}
+/**
+ * BuilderCodeParameters represents the metadata for the partner or builder of
+ * an order. This allows them to specify a fee for providing there service which
+ * will be paid out in the event of an order fill.
+ */
+export interface BuilderCodeParametersSDKType {
+    builder_address: string;
+    fee_ppm: number;
+}
+export declare const IndexerOrderId: {
+    encode(message: IndexerOrderId, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): IndexerOrderId;
+    fromPartial(object: DeepPartial<IndexerOrderId>): IndexerOrderId;
+};
+export declare const IndexerOrder: {
+    encode(message: IndexerOrder, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): IndexerOrder;
+    fromPartial(object: DeepPartial<IndexerOrder>): IndexerOrder;
+};
+export declare const TwapParameters: {
+    encode(message: TwapParameters, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): TwapParameters;
+    fromPartial(object: DeepPartial<TwapParameters>): TwapParameters;
+};
+export declare const BuilderCodeParameters: {
+    encode(message: BuilderCodeParameters, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): BuilderCodeParameters;
+    fromPartial(object: DeepPartial<BuilderCodeParameters>): BuilderCodeParameters;
+};
+//# sourceMappingURL=clob.d.ts.map

package/build/esm/node_modules/@ritbit/v4-proto/src/codegen/ritbit/indexer/protocol/v1/clob.d.ts.map

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