ccxt 4.5.18 → 4.5.19

package/js/src/static_dependencies/dydx-v4-client/dydxprotocol/clob/order.d.ts

@@ -0,0 +1,546 @@
+import { SubaccountId, SubaccountIdSDKType } from "../subaccounts/subaccount.js";
+import { PerpetualLiquidationInfo, PerpetualLiquidationInfoSDKType } from "./liquidations.js";
+import _m0 from "protobufjs/minimal.js";
+import { DeepPartial } from "../../helpers.js";
+/**
+ * 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 Order_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 Order_SideSDKType: typeof Order_Side;
+export declare function order_SideFromJSON(object: any): Order_Side;
+export declare function order_SideToJSON(object: Order_Side): string;
+/**
+ * TimeInForce indicates how long an order will remain active before it
+ * is executed or expires.
+ */
+export declare enum Order_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 has been deprecated and will be removed in
+     * future versions.
+     */
+    TIME_IN_FORCE_FILL_OR_KILL = 3,
+    UNRECOGNIZED = -1
+}
+export declare const Order_TimeInForceSDKType: typeof Order_TimeInForce;
+export declare function order_TimeInForceFromJSON(object: any): Order_TimeInForce;
+export declare function order_TimeInForceToJSON(object: Order_TimeInForce): string;
+export declare enum Order_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 Order_ConditionTypeSDKType: typeof Order_ConditionType;
+export declare function order_ConditionTypeFromJSON(object: any): Order_ConditionType;
+export declare function order_ConditionTypeToJSON(object: Order_ConditionType): string;
+/** OrderId refers to a single order belonging to a Subaccount. */
+export interface OrderId {
+    /**
+     * 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?: SubaccountId;
+    /**
+     * 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;
+}
+/** OrderId refers to a single order belonging to a Subaccount. */
+export interface OrderIdSDKType {
+    subaccount_id?: SubaccountIdSDKType;
+    client_id: number;
+    order_flags: number;
+    clob_pair_id: number;
+}
+/**
+ * OrdersFilledDuringLatestBlock represents a list of `OrderIds` that were
+ * filled by any non-zero amount in the latest block.
+ */
+export interface OrdersFilledDuringLatestBlock {
+    /**
+     * A list of unique order_ids that were filled by any non-zero amount in the
+     * latest block.
+     */
+    orderIds: OrderId[];
+}
+/**
+ * OrdersFilledDuringLatestBlock represents a list of `OrderIds` that were
+ * filled by any non-zero amount in the latest block.
+ */
+export interface OrdersFilledDuringLatestBlockSDKType {
+    order_ids: OrderIdSDKType[];
+}
+/**
+ * PotentiallyPrunableOrders represents a list of orders that may be prunable
+ * from state at a future block height.
+ */
+export interface PotentiallyPrunableOrders {
+    /**
+     * A list of unique order_ids that may potentially be pruned from state at a
+     * future block height.
+     */
+    orderIds: OrderId[];
+}
+/**
+ * PotentiallyPrunableOrders represents a list of orders that may be prunable
+ * from state at a future block height.
+ */
+export interface PotentiallyPrunableOrdersSDKType {
+    order_ids: OrderIdSDKType[];
+}
+/**
+ * OrderFillState represents the fill amount of an order according to on-chain
+ * state. This proto includes both the current on-chain fill amount of the
+ * order, as well as the block at which this information can be pruned from
+ * state.
+ */
+export interface OrderFillState {
+    /** The current fillAmount of the order according to on-chain state. */
+    fillAmount: Long;
+    /**
+     * The block height at which the fillAmount state for this order can be
+     * pruned.
+     */
+    prunableBlockHeight: number;
+}
+/**
+ * OrderFillState represents the fill amount of an order according to on-chain
+ * state. This proto includes both the current on-chain fill amount of the
+ * order, as well as the block at which this information can be pruned from
+ * state.
+ */
+export interface OrderFillStateSDKType {
+    fill_amount: Long;
+    prunable_block_height: number;
+}
+/**
+ * StatefulOrderTimeSliceValue represents the type of the value of the
+ * `StatefulOrdersTimeSlice` in state. The `StatefulOrdersTimeSlice`
+ * in state consists of key/value pairs where the keys are UTF-8-encoded
+ * `RFC3339NANO` timestamp strings with right-padded zeroes and no
+ * time zone info, and the values are of type `StatefulOrderTimeSliceValue`.
+ * This `StatefulOrderTimeSliceValue` in state is used for managing stateful
+ * order expiration. Stateful order expirations can be for either long term
+ * or conditional orders.
+ */
+export interface StatefulOrderTimeSliceValue {
+    /**
+     * A unique list of order_ids that expire at this timestamp, sorted in
+     * ascending order by block height and transaction index of each stateful
+     * order.
+     */
+    orderIds: OrderId[];
+}
+/**
+ * StatefulOrderTimeSliceValue represents the type of the value of the
+ * `StatefulOrdersTimeSlice` in state. The `StatefulOrdersTimeSlice`
+ * in state consists of key/value pairs where the keys are UTF-8-encoded
+ * `RFC3339NANO` timestamp strings with right-padded zeroes and no
+ * time zone info, and the values are of type `StatefulOrderTimeSliceValue`.
+ * This `StatefulOrderTimeSliceValue` in state is used for managing stateful
+ * order expiration. Stateful order expirations can be for either long term
+ * or conditional orders.
+ */
+export interface StatefulOrderTimeSliceValueSDKType {
+    order_ids: OrderIdSDKType[];
+}
+/**
+ * LongTermOrderPlacement represents the placement of a stateful order in
+ * state. It stores the stateful order itself and the `BlockHeight` and
+ * `TransactionIndex` at which the order was placed.
+ */
+export interface LongTermOrderPlacement {
+    order?: Order;
+    /**
+     * The block height and transaction index at which the order was placed.
+     * Used for ordering by time priority when the chain is restarted.
+     */
+    placementIndex?: TransactionOrdering;
+}
+/**
+ * LongTermOrderPlacement represents the placement of a stateful order in
+ * state. It stores the stateful order itself and the `BlockHeight` and
+ * `TransactionIndex` at which the order was placed.
+ */
+export interface LongTermOrderPlacementSDKType {
+    order?: OrderSDKType;
+    placement_index?: TransactionOrderingSDKType;
+}
+/**
+ * TwapOrderPlacement represents the placement of a TWAP order in
+ * the TWAP Order State. It will store the original parent TWAP order as
+ * well as maintain the state of the remaining legs and quantums
+ * to be executed.
+ */
+export interface TwapOrderPlacement {
+    order?: Order;
+    /** The number of legs remaining to be executed. */
+    remainingLegs: number;
+    /** The number of quantums remaining to be executed. */
+    remainingQuantums: Long;
+}
+/**
+ * TwapOrderPlacement represents the placement of a TWAP order in
+ * the TWAP Order State. It will store the original parent TWAP order as
+ * well as maintain the state of the remaining legs and quantums
+ * to be executed.
+ */
+export interface TwapOrderPlacementSDKType {
+    order?: OrderSDKType;
+    remaining_legs: number;
+    remaining_quantums: Long;
+}
+/**
+ * ConditionalOrderPlacement represents the placement of a conditional order in
+ * state. It stores the stateful order itself, the `BlockHeight` and
+ * `TransactionIndex` at which the order was placed and triggered.
+ */
+export interface ConditionalOrderPlacement {
+    order?: Order;
+    /** The block height and transaction index at which the order was placed. */
+    placementIndex?: TransactionOrdering;
+    /**
+     * The block height and transaction index at which the order was triggered.
+     * Set to be nil if the transaction has not been triggered.
+     * Used for ordering by time priority when the chain is restarted.
+     */
+    triggerIndex?: TransactionOrdering;
+}
+/**
+ * ConditionalOrderPlacement represents the placement of a conditional order in
+ * state. It stores the stateful order itself, the `BlockHeight` and
+ * `TransactionIndex` at which the order was placed and triggered.
+ */
+export interface ConditionalOrderPlacementSDKType {
+    order?: OrderSDKType;
+    placement_index?: TransactionOrderingSDKType;
+    trigger_index?: TransactionOrderingSDKType;
+}
+/**
+ * Order represents a single order belonging to a `Subaccount`
+ * for a particular `ClobPair`.
+ */
+export interface Order {
+    /** The unique ID of this order. Meant to be unique across all orders. */
+    orderId?: OrderId;
+    side: Order_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: Order_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: Order_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;
+    /**
+     * 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;
+    /**
+     * builder_code_parameters is the metadata for the
+     * partner or builder of an order specifying the fees charged.
+     */
+    builderCodeParameters?: BuilderCodeParameters;
+    /**
+     * order_router_address is the address of the order router that placed the
+     * order.
+     */
+    orderRouterAddress: string;
+}
+/**
+ * Order represents a single order belonging to a `Subaccount`
+ * for a particular `ClobPair`.
+ */
+export interface OrderSDKType {
+    order_id?: OrderIdSDKType;
+    side: Order_Side;
+    quantums: Long;
+    subticks: Long;
+    good_til_block?: number;
+    good_til_block_time?: number;
+    time_in_force: Order_TimeInForce;
+    reduce_only: boolean;
+    client_metadata: number;
+    condition_type: Order_ConditionType;
+    conditional_order_trigger_subticks: Long;
+    twap_parameters?: TwapParametersSDKType;
+    builder_code_parameters?: BuilderCodeParametersSDKType;
+    order_router_address: string;
+}
+/** 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;
+}
+/**
+ * TransactionOrdering represents a unique location in the block where a
+ * transaction was placed. This proto includes both block height and the
+ * transaction index that the specific transaction was placed. This information
+ * is used for ordering by time priority when the chain is restarted.
+ */
+export interface TransactionOrdering {
+    /** Block height in which the transaction was placed. */
+    blockHeight: number;
+    /** Within the block, the unique transaction index. */
+    transactionIndex: number;
+}
+/**
+ * TransactionOrdering represents a unique location in the block where a
+ * transaction was placed. This proto includes both block height and the
+ * transaction index that the specific transaction was placed. This information
+ * is used for ordering by time priority when the chain is restarted.
+ */
+export interface TransactionOrderingSDKType {
+    block_height: number;
+    transaction_index: number;
+}
+/**
+ * StreamLiquidationOrder represents an protocol-generated IOC liquidation
+ * order. Used in full node streaming.
+ */
+export interface StreamLiquidationOrder {
+    /** Information about this liquidation order. */
+    liquidationInfo?: PerpetualLiquidationInfo;
+    /**
+     * CLOB pair ID of the CLOB pair the liquidation order will be matched
+     * against.
+     */
+    clobPairId: number;
+    /**
+     * True if this is a buy order liquidating a short position, false if vice
+     * versa.
+     */
+    isBuy: boolean;
+    /** The number of base quantums for this liquidation order. */
+    quantums: Long;
+    /** The subticks this liquidation order will be submitted at. */
+    subticks: Long;
+}
+/**
+ * StreamLiquidationOrder represents an protocol-generated IOC liquidation
+ * order. Used in full node streaming.
+ */
+export interface StreamLiquidationOrderSDKType {
+    liquidation_info?: PerpetualLiquidationInfoSDKType;
+    clob_pair_id: number;
+    is_buy: boolean;
+    quantums: Long;
+    subticks: Long;
+}
+export declare const OrderId: {
+    encode(message: OrderId, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): OrderId;
+    fromPartial(object: DeepPartial<OrderId>): OrderId;
+};
+export declare const OrdersFilledDuringLatestBlock: {
+    encode(message: OrdersFilledDuringLatestBlock, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): OrdersFilledDuringLatestBlock;
+    fromPartial(object: DeepPartial<OrdersFilledDuringLatestBlock>): OrdersFilledDuringLatestBlock;
+};
+export declare const PotentiallyPrunableOrders: {
+    encode(message: PotentiallyPrunableOrders, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): PotentiallyPrunableOrders;
+    fromPartial(object: DeepPartial<PotentiallyPrunableOrders>): PotentiallyPrunableOrders;
+};
+export declare const OrderFillState: {
+    encode(message: OrderFillState, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): OrderFillState;
+    fromPartial(object: DeepPartial<OrderFillState>): OrderFillState;
+};
+export declare const StatefulOrderTimeSliceValue: {
+    encode(message: StatefulOrderTimeSliceValue, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): StatefulOrderTimeSliceValue;
+    fromPartial(object: DeepPartial<StatefulOrderTimeSliceValue>): StatefulOrderTimeSliceValue;
+};
+export declare const LongTermOrderPlacement: {
+    encode(message: LongTermOrderPlacement, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): LongTermOrderPlacement;
+    fromPartial(object: DeepPartial<LongTermOrderPlacement>): LongTermOrderPlacement;
+};
+export declare const TwapOrderPlacement: {
+    encode(message: TwapOrderPlacement, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): TwapOrderPlacement;
+    fromPartial(object: DeepPartial<TwapOrderPlacement>): TwapOrderPlacement;
+};
+export declare const ConditionalOrderPlacement: {
+    encode(message: ConditionalOrderPlacement, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): ConditionalOrderPlacement;
+    fromPartial(object: DeepPartial<ConditionalOrderPlacement>): ConditionalOrderPlacement;
+};
+export declare const Order: {
+    encode(message: Order, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): Order;
+    fromPartial(object: DeepPartial<Order>): Order;
+};
+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;
+};
+export declare const TransactionOrdering: {
+    encode(message: TransactionOrdering, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): TransactionOrdering;
+    fromPartial(object: DeepPartial<TransactionOrdering>): TransactionOrdering;
+};
+export declare const StreamLiquidationOrder: {
+    encode(message: StreamLiquidationOrder, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): StreamLiquidationOrder;
+    fromPartial(object: DeepPartial<StreamLiquidationOrder>): StreamLiquidationOrder;
+};