@zoguxprotocol/proto 0.1.0

package/src/codegen/zogux/clob/mev.ts

@@ -0,0 +1,525 @@
+import { SubaccountId, SubaccountIdSDKType } from "../subaccounts/subaccount";
+import { ClobPair, ClobPairSDKType } from "./clob_pair";
+import { Long, DeepPartial } from "../../helpers";
+import * as _m0 from "protobufjs/minimal";
+/** MEVMatch represents all necessary data to calculate MEV for a regular match. */
+
+export interface MEVMatch {
+  takerOrderSubaccountId?: SubaccountId;
+  takerFeePpm: number;
+  makerOrderSubaccountId?: SubaccountId;
+  makerOrderSubticks: Long;
+  makerOrderIsBuy: boolean;
+  makerFeePpm: number;
+  clobPairId: number;
+  fillAmount: Long;
+}
+/** MEVMatch represents all necessary data to calculate MEV for a regular match. */
+
+export interface MEVMatchSDKType {
+  taker_order_subaccount_id?: SubaccountIdSDKType;
+  taker_fee_ppm: number;
+  maker_order_subaccount_id?: SubaccountIdSDKType;
+  maker_order_subticks: Long;
+  maker_order_is_buy: boolean;
+  maker_fee_ppm: number;
+  clob_pair_id: number;
+  fill_amount: Long;
+}
+/**
+ * MEVLiquidationMatch represents all necessary data to calculate MEV for a
+ * liquidation.
+ */
+
+export interface MEVLiquidationMatch {
+  liquidatedSubaccountId?: SubaccountId;
+  insuranceFundDeltaQuoteQuantums: Long;
+  makerOrderSubaccountId?: SubaccountId;
+  makerOrderSubticks: Long;
+  makerOrderIsBuy: boolean;
+  makerFeePpm: number;
+  clobPairId: number;
+  fillAmount: Long;
+}
+/**
+ * MEVLiquidationMatch represents all necessary data to calculate MEV for a
+ * liquidation.
+ */
+
+export interface MEVLiquidationMatchSDKType {
+  liquidated_subaccount_id?: SubaccountIdSDKType;
+  insurance_fund_delta_quote_quantums: Long;
+  maker_order_subaccount_id?: SubaccountIdSDKType;
+  maker_order_subticks: Long;
+  maker_order_is_buy: boolean;
+  maker_fee_ppm: number;
+  clob_pair_id: number;
+  fill_amount: Long;
+}
+/** ClobMidPrice contains the mid price of a CLOB pair, represented by it's ID. */
+
+export interface ClobMidPrice {
+  clobPair?: ClobPair;
+  subticks: Long;
+}
+/** ClobMidPrice contains the mid price of a CLOB pair, represented by it's ID. */
+
+export interface ClobMidPriceSDKType {
+  clob_pair?: ClobPairSDKType;
+  subticks: Long;
+}
+/**
+ * ValidatorMevMatches contains all matches from the validator's local
+ * operations queue.
+ */
+
+export interface ValidatorMevMatches {
+  matches: MEVMatch[];
+  liquidationMatches: MEVLiquidationMatch[];
+}
+/**
+ * ValidatorMevMatches contains all matches from the validator's local
+ * operations queue.
+ */
+
+export interface ValidatorMevMatchesSDKType {
+  matches: MEVMatchSDKType[];
+  liquidation_matches: MEVLiquidationMatchSDKType[];
+}
+/**
+ * MevNodeToNodeMetrics is a data structure for encapsulating all MEV node <>
+ * node metrics.
+ */
+
+export interface MevNodeToNodeMetrics {
+  validatorMevMatches?: ValidatorMevMatches;
+  clobMidPrices: ClobMidPrice[];
+  bpMevMatches?: ValidatorMevMatches;
+  proposalReceiveTime: Long;
+}
+/**
+ * MevNodeToNodeMetrics is a data structure for encapsulating all MEV node <>
+ * node metrics.
+ */
+
+export interface MevNodeToNodeMetricsSDKType {
+  validator_mev_matches?: ValidatorMevMatchesSDKType;
+  clob_mid_prices: ClobMidPriceSDKType[];
+  bp_mev_matches?: ValidatorMevMatchesSDKType;
+  proposal_receive_time: Long;
+}
+
+function createBaseMEVMatch(): MEVMatch {
+  return {
+    takerOrderSubaccountId: undefined,
+    takerFeePpm: 0,
+    makerOrderSubaccountId: undefined,
+    makerOrderSubticks: Long.UZERO,
+    makerOrderIsBuy: false,
+    makerFeePpm: 0,
+    clobPairId: 0,
+    fillAmount: Long.UZERO
+  };
+}
+
+export const MEVMatch = {
+  encode(message: MEVMatch, writer: _m0.Writer = _m0.Writer.create()): _m0.Writer {
+    if (message.takerOrderSubaccountId !== undefined) {
+      SubaccountId.encode(message.takerOrderSubaccountId, writer.uint32(10).fork()).ldelim();
+    }
+
+    if (message.takerFeePpm !== 0) {
+      writer.uint32(16).int32(message.takerFeePpm);
+    }
+
+    if (message.makerOrderSubaccountId !== undefined) {
+      SubaccountId.encode(message.makerOrderSubaccountId, writer.uint32(26).fork()).ldelim();
+    }
+
+    if (!message.makerOrderSubticks.isZero()) {
+      writer.uint32(32).uint64(message.makerOrderSubticks);
+    }
+
+    if (message.makerOrderIsBuy === true) {
+      writer.uint32(40).bool(message.makerOrderIsBuy);
+    }
+
+    if (message.makerFeePpm !== 0) {
+      writer.uint32(48).int32(message.makerFeePpm);
+    }
+
+    if (message.clobPairId !== 0) {
+      writer.uint32(56).uint32(message.clobPairId);
+    }
+
+    if (!message.fillAmount.isZero()) {
+      writer.uint32(64).uint64(message.fillAmount);
+    }
+
+    return writer;
+  },
+
+  decode(input: _m0.Reader | Uint8Array, length?: number): MEVMatch {
+    const reader = input instanceof _m0.Reader ? input : new _m0.Reader(input);
+    let end = length === undefined ? reader.len : reader.pos + length;
+    const message = createBaseMEVMatch();
+
+    while (reader.pos < end) {
+      const tag = reader.uint32();
+
+      switch (tag >>> 3) {
+        case 1:
+          message.takerOrderSubaccountId = SubaccountId.decode(reader, reader.uint32());
+          break;
+
+        case 2:
+          message.takerFeePpm = reader.int32();
+          break;
+
+        case 3:
+          message.makerOrderSubaccountId = SubaccountId.decode(reader, reader.uint32());
+          break;
+
+        case 4:
+          message.makerOrderSubticks = (reader.uint64() as Long);
+          break;
+
+        case 5:
+          message.makerOrderIsBuy = reader.bool();
+          break;
+
+        case 6:
+          message.makerFeePpm = reader.int32();
+          break;
+
+        case 7:
+          message.clobPairId = reader.uint32();
+          break;
+
+        case 8:
+          message.fillAmount = (reader.uint64() as Long);
+          break;
+
+        default:
+          reader.skipType(tag & 7);
+          break;
+      }
+    }
+
+    return message;
+  },
+
+  fromPartial(object: DeepPartial<MEVMatch>): MEVMatch {
+    const message = createBaseMEVMatch();
+    message.takerOrderSubaccountId = object.takerOrderSubaccountId !== undefined && object.takerOrderSubaccountId !== null ? SubaccountId.fromPartial(object.takerOrderSubaccountId) : undefined;
+    message.takerFeePpm = object.takerFeePpm ?? 0;
+    message.makerOrderSubaccountId = object.makerOrderSubaccountId !== undefined && object.makerOrderSubaccountId !== null ? SubaccountId.fromPartial(object.makerOrderSubaccountId) : undefined;
+    message.makerOrderSubticks = object.makerOrderSubticks !== undefined && object.makerOrderSubticks !== null ? Long.fromValue(object.makerOrderSubticks) : Long.UZERO;
+    message.makerOrderIsBuy = object.makerOrderIsBuy ?? false;
+    message.makerFeePpm = object.makerFeePpm ?? 0;
+    message.clobPairId = object.clobPairId ?? 0;
+    message.fillAmount = object.fillAmount !== undefined && object.fillAmount !== null ? Long.fromValue(object.fillAmount) : Long.UZERO;
+    return message;
+  }
+
+};
+
+function createBaseMEVLiquidationMatch(): MEVLiquidationMatch {
+  return {
+    liquidatedSubaccountId: undefined,
+    insuranceFundDeltaQuoteQuantums: Long.ZERO,
+    makerOrderSubaccountId: undefined,
+    makerOrderSubticks: Long.UZERO,
+    makerOrderIsBuy: false,
+    makerFeePpm: 0,
+    clobPairId: 0,
+    fillAmount: Long.UZERO
+  };
+}
+
+export const MEVLiquidationMatch = {
+  encode(message: MEVLiquidationMatch, writer: _m0.Writer = _m0.Writer.create()): _m0.Writer {
+    if (message.liquidatedSubaccountId !== undefined) {
+      SubaccountId.encode(message.liquidatedSubaccountId, writer.uint32(10).fork()).ldelim();
+    }
+
+    if (!message.insuranceFundDeltaQuoteQuantums.isZero()) {
+      writer.uint32(16).int64(message.insuranceFundDeltaQuoteQuantums);
+    }
+
+    if (message.makerOrderSubaccountId !== undefined) {
+      SubaccountId.encode(message.makerOrderSubaccountId, writer.uint32(26).fork()).ldelim();
+    }
+
+    if (!message.makerOrderSubticks.isZero()) {
+      writer.uint32(32).uint64(message.makerOrderSubticks);
+    }
+
+    if (message.makerOrderIsBuy === true) {
+      writer.uint32(40).bool(message.makerOrderIsBuy);
+    }
+
+    if (message.makerFeePpm !== 0) {
+      writer.uint32(48).int32(message.makerFeePpm);
+    }
+
+    if (message.clobPairId !== 0) {
+      writer.uint32(56).uint32(message.clobPairId);
+    }
+
+    if (!message.fillAmount.isZero()) {
+      writer.uint32(64).uint64(message.fillAmount);
+    }
+
+    return writer;
+  },
+
+  decode(input: _m0.Reader | Uint8Array, length?: number): MEVLiquidationMatch {
+    const reader = input instanceof _m0.Reader ? input : new _m0.Reader(input);
+    let end = length === undefined ? reader.len : reader.pos + length;
+    const message = createBaseMEVLiquidationMatch();
+
+    while (reader.pos < end) {
+      const tag = reader.uint32();
+
+      switch (tag >>> 3) {
+        case 1:
+          message.liquidatedSubaccountId = SubaccountId.decode(reader, reader.uint32());
+          break;
+
+        case 2:
+          message.insuranceFundDeltaQuoteQuantums = (reader.int64() as Long);
+          break;
+
+        case 3:
+          message.makerOrderSubaccountId = SubaccountId.decode(reader, reader.uint32());
+          break;
+
+        case 4:
+          message.makerOrderSubticks = (reader.uint64() as Long);
+          break;
+
+        case 5:
+          message.makerOrderIsBuy = reader.bool();
+          break;
+
+        case 6:
+          message.makerFeePpm = reader.int32();
+          break;
+
+        case 7:
+          message.clobPairId = reader.uint32();
+          break;
+
+        case 8:
+          message.fillAmount = (reader.uint64() as Long);
+          break;
+
+        default:
+          reader.skipType(tag & 7);
+          break;
+      }
+    }
+
+    return message;
+  },
+
+  fromPartial(object: DeepPartial<MEVLiquidationMatch>): MEVLiquidationMatch {
+    const message = createBaseMEVLiquidationMatch();
+    message.liquidatedSubaccountId = object.liquidatedSubaccountId !== undefined && object.liquidatedSubaccountId !== null ? SubaccountId.fromPartial(object.liquidatedSubaccountId) : undefined;
+    message.insuranceFundDeltaQuoteQuantums = object.insuranceFundDeltaQuoteQuantums !== undefined && object.insuranceFundDeltaQuoteQuantums !== null ? Long.fromValue(object.insuranceFundDeltaQuoteQuantums) : Long.ZERO;
+    message.makerOrderSubaccountId = object.makerOrderSubaccountId !== undefined && object.makerOrderSubaccountId !== null ? SubaccountId.fromPartial(object.makerOrderSubaccountId) : undefined;
+    message.makerOrderSubticks = object.makerOrderSubticks !== undefined && object.makerOrderSubticks !== null ? Long.fromValue(object.makerOrderSubticks) : Long.UZERO;
+    message.makerOrderIsBuy = object.makerOrderIsBuy ?? false;
+    message.makerFeePpm = object.makerFeePpm ?? 0;
+    message.clobPairId = object.clobPairId ?? 0;
+    message.fillAmount = object.fillAmount !== undefined && object.fillAmount !== null ? Long.fromValue(object.fillAmount) : Long.UZERO;
+    return message;
+  }
+
+};
+
+function createBaseClobMidPrice(): ClobMidPrice {
+  return {
+    clobPair: undefined,
+    subticks: Long.UZERO
+  };
+}
+
+export const ClobMidPrice = {
+  encode(message: ClobMidPrice, writer: _m0.Writer = _m0.Writer.create()): _m0.Writer {
+    if (message.clobPair !== undefined) {
+      ClobPair.encode(message.clobPair, writer.uint32(10).fork()).ldelim();
+    }
+
+    if (!message.subticks.isZero()) {
+      writer.uint32(16).uint64(message.subticks);
+    }
+
+    return writer;
+  },
+
+  decode(input: _m0.Reader | Uint8Array, length?: number): ClobMidPrice {
+    const reader = input instanceof _m0.Reader ? input : new _m0.Reader(input);
+    let end = length === undefined ? reader.len : reader.pos + length;
+    const message = createBaseClobMidPrice();
+
+    while (reader.pos < end) {
+      const tag = reader.uint32();
+
+      switch (tag >>> 3) {
+        case 1:
+          message.clobPair = ClobPair.decode(reader, reader.uint32());
+          break;
+
+        case 2:
+          message.subticks = (reader.uint64() as Long);
+          break;
+
+        default:
+          reader.skipType(tag & 7);
+          break;
+      }
+    }
+
+    return message;
+  },
+
+  fromPartial(object: DeepPartial<ClobMidPrice>): ClobMidPrice {
+    const message = createBaseClobMidPrice();
+    message.clobPair = object.clobPair !== undefined && object.clobPair !== null ? ClobPair.fromPartial(object.clobPair) : undefined;
+    message.subticks = object.subticks !== undefined && object.subticks !== null ? Long.fromValue(object.subticks) : Long.UZERO;
+    return message;
+  }
+
+};
+
+function createBaseValidatorMevMatches(): ValidatorMevMatches {
+  return {
+    matches: [],
+    liquidationMatches: []
+  };
+}
+
+export const ValidatorMevMatches = {
+  encode(message: ValidatorMevMatches, writer: _m0.Writer = _m0.Writer.create()): _m0.Writer {
+    for (const v of message.matches) {
+      MEVMatch.encode(v!, writer.uint32(10).fork()).ldelim();
+    }
+
+    for (const v of message.liquidationMatches) {
+      MEVLiquidationMatch.encode(v!, writer.uint32(18).fork()).ldelim();
+    }
+
+    return writer;
+  },
+
+  decode(input: _m0.Reader | Uint8Array, length?: number): ValidatorMevMatches {
+    const reader = input instanceof _m0.Reader ? input : new _m0.Reader(input);
+    let end = length === undefined ? reader.len : reader.pos + length;
+    const message = createBaseValidatorMevMatches();
+
+    while (reader.pos < end) {
+      const tag = reader.uint32();
+
+      switch (tag >>> 3) {
+        case 1:
+          message.matches.push(MEVMatch.decode(reader, reader.uint32()));
+          break;
+
+        case 2:
+          message.liquidationMatches.push(MEVLiquidationMatch.decode(reader, reader.uint32()));
+          break;
+
+        default:
+          reader.skipType(tag & 7);
+          break;
+      }
+    }
+
+    return message;
+  },
+
+  fromPartial(object: DeepPartial<ValidatorMevMatches>): ValidatorMevMatches {
+    const message = createBaseValidatorMevMatches();
+    message.matches = object.matches?.map(e => MEVMatch.fromPartial(e)) || [];
+    message.liquidationMatches = object.liquidationMatches?.map(e => MEVLiquidationMatch.fromPartial(e)) || [];
+    return message;
+  }
+
+};
+
+function createBaseMevNodeToNodeMetrics(): MevNodeToNodeMetrics {
+  return {
+    validatorMevMatches: undefined,
+    clobMidPrices: [],
+    bpMevMatches: undefined,
+    proposalReceiveTime: Long.UZERO
+  };
+}
+
+export const MevNodeToNodeMetrics = {
+  encode(message: MevNodeToNodeMetrics, writer: _m0.Writer = _m0.Writer.create()): _m0.Writer {
+    if (message.validatorMevMatches !== undefined) {
+      ValidatorMevMatches.encode(message.validatorMevMatches, writer.uint32(10).fork()).ldelim();
+    }
+
+    for (const v of message.clobMidPrices) {
+      ClobMidPrice.encode(v!, writer.uint32(18).fork()).ldelim();
+    }
+
+    if (message.bpMevMatches !== undefined) {
+      ValidatorMevMatches.encode(message.bpMevMatches, writer.uint32(26).fork()).ldelim();
+    }
+
+    if (!message.proposalReceiveTime.isZero()) {
+      writer.uint32(32).uint64(message.proposalReceiveTime);
+    }
+
+    return writer;
+  },
+
+  decode(input: _m0.Reader | Uint8Array, length?: number): MevNodeToNodeMetrics {
+    const reader = input instanceof _m0.Reader ? input : new _m0.Reader(input);
+    let end = length === undefined ? reader.len : reader.pos + length;
+    const message = createBaseMevNodeToNodeMetrics();
+
+    while (reader.pos < end) {
+      const tag = reader.uint32();
+
+      switch (tag >>> 3) {
+        case 1:
+          message.validatorMevMatches = ValidatorMevMatches.decode(reader, reader.uint32());
+          break;
+
+        case 2:
+          message.clobMidPrices.push(ClobMidPrice.decode(reader, reader.uint32()));
+          break;
+
+        case 3:
+          message.bpMevMatches = ValidatorMevMatches.decode(reader, reader.uint32());
+          break;
+
+        case 4:
+          message.proposalReceiveTime = (reader.uint64() as Long);
+          break;
+
+        default:
+          reader.skipType(tag & 7);
+          break;
+      }
+    }
+
+    return message;
+  },
+
+  fromPartial(object: DeepPartial<MevNodeToNodeMetrics>): MevNodeToNodeMetrics {
+    const message = createBaseMevNodeToNodeMetrics();
+    message.validatorMevMatches = object.validatorMevMatches !== undefined && object.validatorMevMatches !== null ? ValidatorMevMatches.fromPartial(object.validatorMevMatches) : undefined;
+    message.clobMidPrices = object.clobMidPrices?.map(e => ClobMidPrice.fromPartial(e)) || [];
+    message.bpMevMatches = object.bpMevMatches !== undefined && object.bpMevMatches !== null ? ValidatorMevMatches.fromPartial(object.bpMevMatches) : undefined;
+    message.proposalReceiveTime = object.proposalReceiveTime !== undefined && object.proposalReceiveTime !== null ? Long.fromValue(object.proposalReceiveTime) : Long.UZERO;
+    return message;
+  }
+
+};