injectivejs 0.1.0 → 0.2.0

package/types/codegen/injective/exchange/v1beta1/exchange.d.ts

@@ -0,0 +1,1082 @@
+import { Coin, CoinSDKType } from "../../../cosmos/base/v1beta1/coin";
+import { OracleType, OracleTypeSDKType } from "../../oracle/v1beta1/oracle";
+import * as _m0 from "protobufjs/minimal";
+import { Long, DeepPartial } from "@osmonauts/helpers";
+export declare enum MarketStatus {
+    Unspecified = 0,
+    Active = 1,
+    Paused = 2,
+    Demolished = 3,
+    Expired = 4,
+    UNRECOGNIZED = -1
+}
+export declare enum MarketStatusSDKType {
+    Unspecified = 0,
+    Active = 1,
+    Paused = 2,
+    Demolished = 3,
+    Expired = 4,
+    UNRECOGNIZED = -1
+}
+export declare function marketStatusFromJSON(object: any): MarketStatus;
+export declare function marketStatusToJSON(object: MarketStatus): string;
+export declare enum OrderType {
+    UNSPECIFIED = 0,
+    BUY = 1,
+    SELL = 2,
+    STOP_BUY = 3,
+    STOP_SELL = 4,
+    TAKE_BUY = 5,
+    TAKE_SELL = 6,
+    BUY_PO = 7,
+    SELL_PO = 8,
+    UNRECOGNIZED = -1
+}
+export declare enum OrderTypeSDKType {
+    UNSPECIFIED = 0,
+    BUY = 1,
+    SELL = 2,
+    STOP_BUY = 3,
+    STOP_SELL = 4,
+    TAKE_BUY = 5,
+    TAKE_SELL = 6,
+    BUY_PO = 7,
+    SELL_PO = 8,
+    UNRECOGNIZED = -1
+}
+export declare function orderTypeFromJSON(object: any): OrderType;
+export declare function orderTypeToJSON(object: OrderType): string;
+export declare enum ExecutionType {
+    UnspecifiedExecutionType = 0,
+    Market = 1,
+    LimitFill = 2,
+    LimitMatchRestingOrder = 3,
+    LimitMatchNewOrder = 4,
+    MarketLiquidation = 5,
+    ExpiryMarketSettlement = 6,
+    UNRECOGNIZED = -1
+}
+export declare enum ExecutionTypeSDKType {
+    UnspecifiedExecutionType = 0,
+    Market = 1,
+    LimitFill = 2,
+    LimitMatchRestingOrder = 3,
+    LimitMatchNewOrder = 4,
+    MarketLiquidation = 5,
+    ExpiryMarketSettlement = 6,
+    UNRECOGNIZED = -1
+}
+export declare function executionTypeFromJSON(object: any): ExecutionType;
+export declare function executionTypeToJSON(object: ExecutionType): string;
+export declare enum OrderMask {
+    UNUSED = 0,
+    ANY = 1,
+    REGULAR = 2,
+    CONDITIONAL = 4,
+    /** DIRECTION_BUY_OR_HIGHER - for conditional orders means HIGHER */
+    DIRECTION_BUY_OR_HIGHER = 8,
+    /** DIRECTION_SELL_OR_LOWER - for conditional orders means LOWER */
+    DIRECTION_SELL_OR_LOWER = 16,
+    TYPE_MARKET = 32,
+    TYPE_LIMIT = 64,
+    UNRECOGNIZED = -1
+}
+export declare enum OrderMaskSDKType {
+    UNUSED = 0,
+    ANY = 1,
+    REGULAR = 2,
+    CONDITIONAL = 4,
+    /** DIRECTION_BUY_OR_HIGHER - for conditional orders means HIGHER */
+    DIRECTION_BUY_OR_HIGHER = 8,
+    /** DIRECTION_SELL_OR_LOWER - for conditional orders means LOWER */
+    DIRECTION_SELL_OR_LOWER = 16,
+    TYPE_MARKET = 32,
+    TYPE_LIMIT = 64,
+    UNRECOGNIZED = -1
+}
+export declare function orderMaskFromJSON(object: any): OrderMask;
+export declare function orderMaskToJSON(object: OrderMask): string;
+export interface Params {
+    /** spot_market_instant_listing_fee defines the expedited fee in INJ required to create a spot market by bypassing governance */
+    spotMarketInstantListingFee: Coin;
+    /** derivative_market_instant_listing_fee defines the expedited fee in INJ required to create a derivative market by bypassing governance */
+    derivativeMarketInstantListingFee: Coin;
+    /** default_spot_maker_fee defines the default exchange trade fee for makers on a spot market */
+    defaultSpotMakerFeeRate: string;
+    /** default_spot_taker_fee_rate defines the default exchange trade fee rate for takers on a new spot market */
+    defaultSpotTakerFeeRate: string;
+    /** default_derivative_maker_fee defines the default exchange trade fee for makers on a new derivative market */
+    defaultDerivativeMakerFeeRate: string;
+    /** default_derivative_taker_fee defines the default exchange trade fee for takers on a new derivative market */
+    defaultDerivativeTakerFeeRate: string;
+    /** default_initial_margin_ratio defines the default initial margin ratio on a new derivative market */
+    defaultInitialMarginRatio: string;
+    /** default_maintenance_margin_ratio defines the default maintenance margin ratio on a new derivative market */
+    defaultMaintenanceMarginRatio: string;
+    /** default_funding_interval defines the default funding interval on a derivative market */
+    defaultFundingInterval: Long;
+    /** funding_multiple defines the timestamp multiple that the funding timestamp should be a multiple of */
+    fundingMultiple: Long;
+    /** relayer_fee_share_rate defines the trade fee share percentage that goes to relayers */
+    relayerFeeShareRate: string;
+    /** default_hourly_funding_rate_cap defines the default maximum absolute value of the hourly funding rate */
+    defaultHourlyFundingRateCap: string;
+    /** hourly_interest_rate defines the hourly interest rate */
+    defaultHourlyInterestRate: string;
+    /** max_derivative_order_side_count defines the maximum number of derivative active orders a subaccount can have for a given orderbook side */
+    maxDerivativeOrderSideCount: number;
+    /** inj_reward_staked_requirement_threshold defines the threshold on INJ rewards after which one also needs staked INJ to receive more */
+    injRewardStakedRequirementThreshold: string;
+    /** the trading_rewards_vesting_duration defines the vesting times for trading rewards */
+    tradingRewardsVestingDuration: Long;
+    /** liquidator_reward_share_rate defines the ratio of the split of the surplus collateral that goes to the liquidator */
+    liquidatorRewardShareRate: string;
+    /** binary_options_market_instant_listing_fee defines the expedited fee in INJ required to create a derivative market by bypassing governance */
+    binaryOptionsMarketInstantListingFee: Coin;
+}
+export interface ParamsSDKType {
+    /** spot_market_instant_listing_fee defines the expedited fee in INJ required to create a spot market by bypassing governance */
+    spot_market_instant_listing_fee: CoinSDKType;
+    /** derivative_market_instant_listing_fee defines the expedited fee in INJ required to create a derivative market by bypassing governance */
+    derivative_market_instant_listing_fee: CoinSDKType;
+    /** default_spot_maker_fee defines the default exchange trade fee for makers on a spot market */
+    default_spot_maker_fee_rate: string;
+    /** default_spot_taker_fee_rate defines the default exchange trade fee rate for takers on a new spot market */
+    default_spot_taker_fee_rate: string;
+    /** default_derivative_maker_fee defines the default exchange trade fee for makers on a new derivative market */
+    default_derivative_maker_fee_rate: string;
+    /** default_derivative_taker_fee defines the default exchange trade fee for takers on a new derivative market */
+    default_derivative_taker_fee_rate: string;
+    /** default_initial_margin_ratio defines the default initial margin ratio on a new derivative market */
+    default_initial_margin_ratio: string;
+    /** default_maintenance_margin_ratio defines the default maintenance margin ratio on a new derivative market */
+    default_maintenance_margin_ratio: string;
+    /** default_funding_interval defines the default funding interval on a derivative market */
+    default_funding_interval: Long;
+    /** funding_multiple defines the timestamp multiple that the funding timestamp should be a multiple of */
+    funding_multiple: Long;
+    /** relayer_fee_share_rate defines the trade fee share percentage that goes to relayers */
+    relayer_fee_share_rate: string;
+    /** default_hourly_funding_rate_cap defines the default maximum absolute value of the hourly funding rate */
+    default_hourly_funding_rate_cap: string;
+    /** hourly_interest_rate defines the hourly interest rate */
+    default_hourly_interest_rate: string;
+    /** max_derivative_order_side_count defines the maximum number of derivative active orders a subaccount can have for a given orderbook side */
+    max_derivative_order_side_count: number;
+    /** inj_reward_staked_requirement_threshold defines the threshold on INJ rewards after which one also needs staked INJ to receive more */
+    inj_reward_staked_requirement_threshold: string;
+    /** the trading_rewards_vesting_duration defines the vesting times for trading rewards */
+    trading_rewards_vesting_duration: Long;
+    /** liquidator_reward_share_rate defines the ratio of the split of the surplus collateral that goes to the liquidator */
+    liquidator_reward_share_rate: string;
+    /** binary_options_market_instant_listing_fee defines the expedited fee in INJ required to create a derivative market by bypassing governance */
+    binary_options_market_instant_listing_fee: CoinSDKType;
+}
+/** An object describing a derivative market in the Injective Futures Protocol. */
+export interface DerivativeMarket {
+    /** Ticker for the derivative contract. */
+    ticker: string;
+    /** Oracle base currency */
+    oracleBase: string;
+    /** Oracle quote currency */
+    oracleQuote: string;
+    /** Oracle type */
+    oracleType: OracleType;
+    /** Scale factor for oracle prices. */
+    oracleScaleFactor: number;
+    /** Address of the quote currency denomination for the derivative contract */
+    quoteDenom: string;
+    /** Unique market ID. */
+    marketId: string;
+    /** initial_margin_ratio defines the initial margin ratio of a derivative market */
+    initialMarginRatio: string;
+    /** maintenance_margin_ratio defines the maintenance margin ratio of a derivative market */
+    maintenanceMarginRatio: string;
+    /** maker_fee_rate defines the maker fee rate of a derivative market */
+    makerFeeRate: string;
+    /** taker_fee_rate defines the taker fee rate of a derivative market */
+    takerFeeRate: string;
+    /** relayer_fee_share_rate defines the percentage of the transaction fee shared with the relayer in a derivative market */
+    relayerFeeShareRate: string;
+    /** true if the market is a perpetual market. false if the market is an expiry futures market */
+    isPerpetual: boolean;
+    /** Status of the market */
+    status: MarketStatus;
+    /** min_price_tick_size defines the minimum tick size that the price and margin required for orders in the market */
+    minPriceTickSize: string;
+    /** min_quantity_tick_size defines the minimum tick size of the quantity required for orders in the market */
+    minQuantityTickSize: string;
+}
+/** An object describing a derivative market in the Injective Futures Protocol. */
+export interface DerivativeMarketSDKType {
+    /** Ticker for the derivative contract. */
+    ticker: string;
+    /** Oracle base currency */
+    oracle_base: string;
+    /** Oracle quote currency */
+    oracle_quote: string;
+    /** Oracle type */
+    oracle_type: OracleTypeSDKType;
+    /** Scale factor for oracle prices. */
+    oracle_scale_factor: number;
+    /** Address of the quote currency denomination for the derivative contract */
+    quote_denom: string;
+    /** Unique market ID. */
+    market_id: string;
+    /** initial_margin_ratio defines the initial margin ratio of a derivative market */
+    initial_margin_ratio: string;
+    /** maintenance_margin_ratio defines the maintenance margin ratio of a derivative market */
+    maintenance_margin_ratio: string;
+    /** maker_fee_rate defines the maker fee rate of a derivative market */
+    maker_fee_rate: string;
+    /** taker_fee_rate defines the taker fee rate of a derivative market */
+    taker_fee_rate: string;
+    /** relayer_fee_share_rate defines the percentage of the transaction fee shared with the relayer in a derivative market */
+    relayer_fee_share_rate: string;
+    /** true if the market is a perpetual market. false if the market is an expiry futures market */
+    isPerpetual: boolean;
+    /** Status of the market */
+    status: MarketStatusSDKType;
+    /** min_price_tick_size defines the minimum tick size that the price and margin required for orders in the market */
+    min_price_tick_size: string;
+    /** min_quantity_tick_size defines the minimum tick size of the quantity required for orders in the market */
+    min_quantity_tick_size: string;
+}
+/** An object describing a binary options market in Injective Protocol. */
+export interface BinaryOptionsMarket {
+    /** Ticker for the derivative contract. */
+    ticker: string;
+    /** Oracle symbol */
+    oracleSymbol: string;
+    /** Oracle Provider */
+    oracleProvider: string;
+    /** Oracle type */
+    oracleType: OracleType;
+    /** Scale factor for oracle prices. */
+    oracleScaleFactor: number;
+    /** expiration timestamp */
+    expirationTimestamp: Long;
+    /** expiration timestamp */
+    settlementTimestamp: Long;
+    /** admin of the market */
+    admin: string;
+    /** Address of the quote currency denomination for the binary options contract */
+    quoteDenom: string;
+    /** Unique market ID. */
+    marketId: string;
+    /** maker_fee_rate defines the maker fee rate of a binary options market */
+    makerFeeRate: string;
+    /** taker_fee_rate defines the taker fee rate of a derivative market */
+    takerFeeRate: string;
+    /** relayer_fee_share_rate defines the percentage of the transaction fee shared with the relayer in a derivative market */
+    relayerFeeShareRate: string;
+    /** Status of the market */
+    status: MarketStatus;
+    /** min_price_tick_size defines the minimum tick size that the price and margin required for orders in the market */
+    minPriceTickSize: string;
+    /** min_quantity_tick_size defines the minimum tick size of the quantity required for orders in the market */
+    minQuantityTickSize: string;
+    settlementPrice?: string;
+}
+/** An object describing a binary options market in Injective Protocol. */
+export interface BinaryOptionsMarketSDKType {
+    /** Ticker for the derivative contract. */
+    ticker: string;
+    /** Oracle symbol */
+    oracle_symbol: string;
+    /** Oracle Provider */
+    oracle_provider: string;
+    /** Oracle type */
+    oracle_type: OracleTypeSDKType;
+    /** Scale factor for oracle prices. */
+    oracle_scale_factor: number;
+    /** expiration timestamp */
+    expiration_timestamp: Long;
+    /** expiration timestamp */
+    settlement_timestamp: Long;
+    /** admin of the market */
+    admin: string;
+    /** Address of the quote currency denomination for the binary options contract */
+    quote_denom: string;
+    /** Unique market ID. */
+    market_id: string;
+    /** maker_fee_rate defines the maker fee rate of a binary options market */
+    maker_fee_rate: string;
+    /** taker_fee_rate defines the taker fee rate of a derivative market */
+    taker_fee_rate: string;
+    /** relayer_fee_share_rate defines the percentage of the transaction fee shared with the relayer in a derivative market */
+    relayer_fee_share_rate: string;
+    /** Status of the market */
+    status: MarketStatusSDKType;
+    /** min_price_tick_size defines the minimum tick size that the price and margin required for orders in the market */
+    min_price_tick_size: string;
+    /** min_quantity_tick_size defines the minimum tick size of the quantity required for orders in the market */
+    min_quantity_tick_size: string;
+    settlement_price?: string;
+}
+export interface ExpiryFuturesMarketInfo {
+    /** market ID. */
+    marketId: string;
+    /** expiration_timestamp defines the expiration time for a time expiry futures market. */
+    expirationTimestamp: Long;
+    /** expiration_twap_start_timestamp defines the start time of the TWAP calculation window */
+    twapStartTimestamp: Long;
+    /** expiration_twap_start_price_cumulative defines the cumulative price for the start of the TWAP window */
+    expirationTwapStartPriceCumulative: string;
+    /** settlement_price defines the settlement price for a time expiry futures market. */
+    settlementPrice: string;
+}
+export interface ExpiryFuturesMarketInfoSDKType {
+    /** market ID. */
+    market_id: string;
+    /** expiration_timestamp defines the expiration time for a time expiry futures market. */
+    expiration_timestamp: Long;
+    /** expiration_twap_start_timestamp defines the start time of the TWAP calculation window */
+    twap_start_timestamp: Long;
+    /** expiration_twap_start_price_cumulative defines the cumulative price for the start of the TWAP window */
+    expiration_twap_start_price_cumulative: string;
+    /** settlement_price defines the settlement price for a time expiry futures market. */
+    settlement_price: string;
+}
+export interface PerpetualMarketInfo {
+    /** market ID. */
+    marketId: string;
+    /** hourly_funding_rate_cap defines the maximum absolute value of the hourly funding rate */
+    hourlyFundingRateCap: string;
+    /** hourly_interest_rate defines the hourly interest rate */
+    hourlyInterestRate: string;
+    /** next_funding_timestamp defines the next funding timestamp in seconds of a perpetual market */
+    nextFundingTimestamp: Long;
+    /** funding_interval defines the next funding interval in seconds of a perpetual market. */
+    fundingInterval: Long;
+}
+export interface PerpetualMarketInfoSDKType {
+    /** market ID. */
+    market_id: string;
+    /** hourly_funding_rate_cap defines the maximum absolute value of the hourly funding rate */
+    hourly_funding_rate_cap: string;
+    /** hourly_interest_rate defines the hourly interest rate */
+    hourly_interest_rate: string;
+    /** next_funding_timestamp defines the next funding timestamp in seconds of a perpetual market */
+    next_funding_timestamp: Long;
+    /** funding_interval defines the next funding interval in seconds of a perpetual market. */
+    funding_interval: Long;
+}
+export interface PerpetualMarketFunding {
+    /** cumulative_funding defines the cumulative funding of a perpetual market. */
+    cumulativeFunding: string;
+    /** cumulative_price defines the cumulative price for the current hour up to the last timestamp */
+    cumulativePrice: string;
+    lastTimestamp: Long;
+}
+export interface PerpetualMarketFundingSDKType {
+    /** cumulative_funding defines the cumulative funding of a perpetual market. */
+    cumulative_funding: string;
+    /** cumulative_price defines the cumulative price for the current hour up to the last timestamp */
+    cumulative_price: string;
+    last_timestamp: Long;
+}
+export interface DerivativeMarketSettlementInfo {
+    /** market ID. */
+    marketId: string;
+    /** settlement_price defines the settlement price */
+    settlementPrice: string;
+    /** starting_deficit defines starting deficit */
+    startingDeficit: string;
+}
+export interface DerivativeMarketSettlementInfoSDKType {
+    /** market ID. */
+    market_id: string;
+    /** settlement_price defines the settlement price */
+    settlement_price: string;
+    /** starting_deficit defines starting deficit */
+    starting_deficit: string;
+}
+export interface NextFundingTimestamp {
+    nextTimestamp: Long;
+}
+export interface NextFundingTimestampSDKType {
+    next_timestamp: Long;
+}
+/** An object describing trade pair of two assets. */
+export interface SpotMarket {
+    /** A name of the pair in format AAA/BBB, where AAA is base asset, BBB is quote asset. */
+    ticker: string;
+    /** Coin denom used for the base asset */
+    baseDenom: string;
+    /** Coin used for the quote asset */
+    quoteDenom: string;
+    /** maker_fee_rate defines the fee percentage makers pay when trading */
+    makerFeeRate: string;
+    /** taker_fee_rate defines the fee percentage takers pay when trading */
+    takerFeeRate: string;
+    /** relayer_fee_share_rate defines the percentage of the transaction fee shared with the relayer in a derivative market */
+    relayerFeeShareRate: string;
+    /** Unique market ID. */
+    marketId: string;
+    /** Status of the market */
+    status: MarketStatus;
+    /** min_price_tick_size defines the minimum tick size that the price required for orders in the market */
+    minPriceTickSize: string;
+    /** min_quantity_tick_size defines the minimum tick size of the quantity required for orders in the market */
+    minQuantityTickSize: string;
+}
+/** An object describing trade pair of two assets. */
+export interface SpotMarketSDKType {
+    /** A name of the pair in format AAA/BBB, where AAA is base asset, BBB is quote asset. */
+    ticker: string;
+    /** Coin denom used for the base asset */
+    base_denom: string;
+    /** Coin used for the quote asset */
+    quote_denom: string;
+    /** maker_fee_rate defines the fee percentage makers pay when trading */
+    maker_fee_rate: string;
+    /** taker_fee_rate defines the fee percentage takers pay when trading */
+    taker_fee_rate: string;
+    /** relayer_fee_share_rate defines the percentage of the transaction fee shared with the relayer in a derivative market */
+    relayer_fee_share_rate: string;
+    /** Unique market ID. */
+    market_id: string;
+    /** Status of the market */
+    status: MarketStatusSDKType;
+    /** min_price_tick_size defines the minimum tick size that the price required for orders in the market */
+    min_price_tick_size: string;
+    /** min_quantity_tick_size defines the minimum tick size of the quantity required for orders in the market */
+    min_quantity_tick_size: string;
+}
+/** A subaccount's deposit for a given base currency */
+export interface Deposit {
+    availableBalance: string;
+    totalBalance: string;
+}
+/** A subaccount's deposit for a given base currency */
+export interface DepositSDKType {
+    available_balance: string;
+    total_balance: string;
+}
+export interface SubaccountTradeNonce {
+    nonce: number;
+}
+export interface SubaccountTradeNonceSDKType {
+    nonce: number;
+}
+export interface OrderInfo {
+    /** bytes32 subaccount ID that created the order */
+    subaccountId: string;
+    /** address fee_recipient address that will receive fees for the order */
+    feeRecipient: string;
+    /** price of the order */
+    price: string;
+    /** quantity of the order */
+    quantity: string;
+}
+export interface OrderInfoSDKType {
+    /** bytes32 subaccount ID that created the order */
+    subaccount_id: string;
+    /** address fee_recipient address that will receive fees for the order */
+    fee_recipient: string;
+    /** price of the order */
+    price: string;
+    /** quantity of the order */
+    quantity: string;
+}
+export interface SpotOrder {
+    /** market_id represents the unique ID of the market */
+    marketId: string;
+    /** order_info contains the information of the order */
+    orderInfo: OrderInfo;
+    /** order types */
+    orderType: OrderType;
+    /** trigger_price is the trigger price used by stop/take orders */
+    triggerPrice?: string;
+}
+export interface SpotOrderSDKType {
+    /** market_id represents the unique ID of the market */
+    market_id: string;
+    /** order_info contains the information of the order */
+    order_info: OrderInfoSDKType;
+    /** order types */
+    order_type: OrderTypeSDKType;
+    /** trigger_price is the trigger price used by stop/take orders */
+    trigger_price?: string;
+}
+/** A valid Spot limit order with Metadata. */
+export interface SpotLimitOrder {
+    /** order_info contains the information of the order */
+    orderInfo: OrderInfo;
+    /** order types */
+    orderType: OrderType;
+    /** the amount of the quantity remaining fillable */
+    fillable: string;
+    /** trigger_price is the trigger price used by stop/take orders */
+    triggerPrice?: string;
+    orderHash: Uint8Array;
+}
+/** A valid Spot limit order with Metadata. */
+export interface SpotLimitOrderSDKType {
+    /** order_info contains the information of the order */
+    order_info: OrderInfoSDKType;
+    /** order types */
+    order_type: OrderTypeSDKType;
+    /** the amount of the quantity remaining fillable */
+    fillable: string;
+    /** trigger_price is the trigger price used by stop/take orders */
+    trigger_price?: string;
+    order_hash: Uint8Array;
+}
+/** A valid Spot market order with Metadata. */
+export interface SpotMarketOrder {
+    /** order_info contains the information of the order */
+    orderInfo: OrderInfo;
+    balanceHold: string;
+    orderHash: Uint8Array;
+    /** order types */
+    orderType: OrderType;
+    /** trigger_price is the trigger price used by stop/take orders */
+    triggerPrice?: string;
+}
+/** A valid Spot market order with Metadata. */
+export interface SpotMarketOrderSDKType {
+    /** order_info contains the information of the order */
+    order_info: OrderInfoSDKType;
+    balance_hold: string;
+    order_hash: Uint8Array;
+    /** order types */
+    order_type: OrderTypeSDKType;
+    /** trigger_price is the trigger price used by stop/take orders */
+    trigger_price?: string;
+}
+export interface DerivativeOrder {
+    /** market_id represents the unique ID of the market */
+    marketId: string;
+    /** order_info contains the information of the order */
+    orderInfo: OrderInfo;
+    /** order types */
+    orderType: OrderType;
+    /** margin is the margin used by the limit order */
+    margin: string;
+    /** trigger_price is the trigger price used by stop/take orders */
+    triggerPrice?: string;
+}
+export interface DerivativeOrderSDKType {
+    /** market_id represents the unique ID of the market */
+    market_id: string;
+    /** order_info contains the information of the order */
+    order_info: OrderInfoSDKType;
+    /** order types */
+    order_type: OrderTypeSDKType;
+    /** margin is the margin used by the limit order */
+    margin: string;
+    /** trigger_price is the trigger price used by stop/take orders */
+    trigger_price?: string;
+}
+export interface SubaccountOrderbookMetadata {
+    vanillaLimitOrderCount: number;
+    reduceOnlyLimitOrderCount: number;
+    /** AggregateReduceOnlyQuantity is the aggregate fillable quantity of the subaccount's reduce-only limit orders in the given direction. */
+    aggregateReduceOnlyQuantity: string;
+    /** AggregateVanillaQuantity is the aggregate fillable quantity of the subaccount's vanilla limit orders in the given direction. */
+    aggregateVanillaQuantity: string;
+    vanillaConditionalOrderCount: number;
+    reduceOnlyConditionalOrderCount: number;
+}
+export interface SubaccountOrderbookMetadataSDKType {
+    vanilla_limit_order_count: number;
+    reduce_only_limit_order_count: number;
+    /** AggregateReduceOnlyQuantity is the aggregate fillable quantity of the subaccount's reduce-only limit orders in the given direction. */
+    aggregate_reduce_only_quantity: string;
+    /** AggregateVanillaQuantity is the aggregate fillable quantity of the subaccount's vanilla limit orders in the given direction. */
+    aggregate_vanilla_quantity: string;
+    vanilla_conditional_order_count: number;
+    reduce_only_conditional_order_count: number;
+}
+export interface SubaccountOrder {
+    /** price of the order */
+    price: string;
+    /** the amount of the quantity remaining fillable */
+    quantity: string;
+    isReduceOnly: boolean;
+}
+export interface SubaccountOrderSDKType {
+    /** price of the order */
+    price: string;
+    /** the amount of the quantity remaining fillable */
+    quantity: string;
+    isReduceOnly: boolean;
+}
+export interface SubaccountOrderData {
+    order: SubaccountOrder;
+    orderHash: Uint8Array;
+}
+export interface SubaccountOrderDataSDKType {
+    order: SubaccountOrderSDKType;
+    order_hash: Uint8Array;
+}
+/** A valid Derivative limit order with Metadata. */
+export interface DerivativeLimitOrder {
+    /** order_info contains the information of the order */
+    orderInfo: OrderInfo;
+    /** order types */
+    orderType: OrderType;
+    /** margin is the margin used by the limit order */
+    margin: string;
+    /** the amount of the quantity remaining fillable */
+    fillable: string;
+    /** trigger_price is the trigger price used by stop/take orders */
+    triggerPrice?: string;
+    orderHash: Uint8Array;
+}
+/** A valid Derivative limit order with Metadata. */
+export interface DerivativeLimitOrderSDKType {
+    /** order_info contains the information of the order */
+    order_info: OrderInfoSDKType;
+    /** order types */
+    order_type: OrderTypeSDKType;
+    /** margin is the margin used by the limit order */
+    margin: string;
+    /** the amount of the quantity remaining fillable */
+    fillable: string;
+    /** trigger_price is the trigger price used by stop/take orders */
+    trigger_price?: string;
+    order_hash: Uint8Array;
+}
+/** A valid Derivative market order with Metadata. */
+export interface DerivativeMarketOrder {
+    /** order_info contains the information of the order */
+    orderInfo: OrderInfo;
+    /** order types */
+    orderType: OrderType;
+    margin: string;
+    marginHold: string;
+    /** trigger_price is the trigger price used by stop/take orders */
+    triggerPrice?: string;
+    orderHash: Uint8Array;
+}
+/** A valid Derivative market order with Metadata. */
+export interface DerivativeMarketOrderSDKType {
+    /** order_info contains the information of the order */
+    order_info: OrderInfoSDKType;
+    /** order types */
+    order_type: OrderTypeSDKType;
+    margin: string;
+    margin_hold: string;
+    /** trigger_price is the trigger price used by stop/take orders */
+    trigger_price?: string;
+    order_hash: Uint8Array;
+}
+export interface Position {
+    isLong: boolean;
+    quantity: string;
+    entryPrice: string;
+    margin: string;
+    cumulativeFundingEntry: string;
+}
+export interface PositionSDKType {
+    isLong: boolean;
+    quantity: string;
+    entry_price: string;
+    margin: string;
+    cumulative_funding_entry: string;
+}
+export interface MarketOrderIndicator {
+    /** market_id represents the unique ID of the market */
+    marketId: string;
+    isBuy: boolean;
+}
+export interface MarketOrderIndicatorSDKType {
+    /** market_id represents the unique ID of the market */
+    market_id: string;
+    isBuy: boolean;
+}
+export interface TradeLog {
+    quantity: string;
+    price: string;
+    /** bytes32 subaccount ID that executed the trade */
+    subaccountId: Uint8Array;
+    fee: string;
+    orderHash: Uint8Array;
+    feeRecipientAddress?: Uint8Array;
+}
+export interface TradeLogSDKType {
+    quantity: string;
+    price: string;
+    /** bytes32 subaccount ID that executed the trade */
+    subaccount_id: Uint8Array;
+    fee: string;
+    order_hash: Uint8Array;
+    fee_recipient_address?: Uint8Array;
+}
+export interface PositionDelta {
+    isLong: boolean;
+    executionQuantity: string;
+    executionMargin: string;
+    executionPrice: string;
+}
+export interface PositionDeltaSDKType {
+    is_long: boolean;
+    execution_quantity: string;
+    execution_margin: string;
+    execution_price: string;
+}
+export interface DerivativeTradeLog {
+    subaccountId: Uint8Array;
+    positionDelta: PositionDelta;
+    payout: string;
+    fee: string;
+    orderHash: Uint8Array;
+    feeRecipientAddress?: Uint8Array;
+}
+export interface DerivativeTradeLogSDKType {
+    subaccount_id: Uint8Array;
+    position_delta: PositionDeltaSDKType;
+    payout: string;
+    fee: string;
+    order_hash: Uint8Array;
+    fee_recipient_address?: Uint8Array;
+}
+export interface SubaccountPosition {
+    position: Position;
+    subaccountId: Uint8Array;
+}
+export interface SubaccountPositionSDKType {
+    position: PositionSDKType;
+    subaccount_id: Uint8Array;
+}
+export interface SubaccountDeposit {
+    subaccountId: Uint8Array;
+    deposit: Deposit;
+}
+export interface SubaccountDepositSDKType {
+    subaccount_id: Uint8Array;
+    deposit: DepositSDKType;
+}
+export interface DepositUpdate {
+    denom: string;
+    deposits: SubaccountDeposit[];
+}
+export interface DepositUpdateSDKType {
+    denom: string;
+    deposits: SubaccountDepositSDKType[];
+}
+export interface PointsMultiplier {
+    makerPointsMultiplier: string;
+    takerPointsMultiplier: string;
+}
+export interface PointsMultiplierSDKType {
+    maker_points_multiplier: string;
+    taker_points_multiplier: string;
+}
+export interface TradingRewardCampaignBoostInfo {
+    boostedSpotMarketIds: string[];
+    spotMarketMultipliers: PointsMultiplier[];
+    boostedDerivativeMarketIds: string[];
+    derivativeMarketMultipliers: PointsMultiplier[];
+}
+export interface TradingRewardCampaignBoostInfoSDKType {
+    boosted_spot_market_ids: string[];
+    spot_market_multipliers: PointsMultiplierSDKType[];
+    boosted_derivative_market_ids: string[];
+    derivative_market_multipliers: PointsMultiplierSDKType[];
+}
+export interface CampaignRewardPool {
+    startTimestamp: Long;
+    /** max_campaign_rewards are the maximum reward amounts to be disbursed at the end of the campaign */
+    maxCampaignRewards: Coin[];
+}
+export interface CampaignRewardPoolSDKType {
+    start_timestamp: Long;
+    /** max_campaign_rewards are the maximum reward amounts to be disbursed at the end of the campaign */
+    max_campaign_rewards: CoinSDKType[];
+}
+export interface TradingRewardCampaignInfo {
+    /** number of seconds of the duration of each campaign */
+    campaignDurationSeconds: Long;
+    /** the trading fee quote denoms which will be counted for the rewards */
+    quoteDenoms: string[];
+    /** the optional boost info for markets */
+    tradingRewardBoostInfo: TradingRewardCampaignBoostInfo;
+    /** the marketIDs which are disqualified from being rewarded */
+    disqualifiedMarketIds: string[];
+}
+export interface TradingRewardCampaignInfoSDKType {
+    /** number of seconds of the duration of each campaign */
+    campaign_duration_seconds: Long;
+    /** the trading fee quote denoms which will be counted for the rewards */
+    quote_denoms: string[];
+    /** the optional boost info for markets */
+    trading_reward_boost_info: TradingRewardCampaignBoostInfoSDKType;
+    /** the marketIDs which are disqualified from being rewarded */
+    disqualified_market_ids: string[];
+}
+export interface FeeDiscountTierInfo {
+    makerDiscountRate: string;
+    takerDiscountRate: string;
+    stakedAmount: string;
+    volume: string;
+}
+export interface FeeDiscountTierInfoSDKType {
+    maker_discount_rate: string;
+    taker_discount_rate: string;
+    staked_amount: string;
+    volume: string;
+}
+export interface FeeDiscountSchedule {
+    bucketCount: Long;
+    bucketDuration: Long;
+    /** the trading fee quote denoms which will be counted for the fee paid contribution */
+    quoteDenoms: string[];
+    /** the fee discount tiers */
+    tierInfos: FeeDiscountTierInfo[];
+    /** the marketIDs which are disqualified from contributing to the fee paid amount */
+    disqualifiedMarketIds: string[];
+}
+export interface FeeDiscountScheduleSDKType {
+    bucket_count: Long;
+    bucket_duration: Long;
+    /** the trading fee quote denoms which will be counted for the fee paid contribution */
+    quote_denoms: string[];
+    /** the fee discount tiers */
+    tier_infos: FeeDiscountTierInfoSDKType[];
+    /** the marketIDs which are disqualified from contributing to the fee paid amount */
+    disqualified_market_ids: string[];
+}
+export interface FeeDiscountTierTTL {
+    tier: Long;
+    ttlTimestamp: Long;
+}
+export interface FeeDiscountTierTTLSDKType {
+    tier: Long;
+    ttl_timestamp: Long;
+}
+export interface AccountRewards {
+    account: string;
+    rewards: Coin[];
+}
+export interface AccountRewardsSDKType {
+    account: string;
+    rewards: CoinSDKType[];
+}
+export interface TradeRecords {
+    marketId: string;
+    latestTradeRecords: TradeRecord[];
+}
+export interface TradeRecordsSDKType {
+    market_id: string;
+    latest_trade_records: TradeRecordSDKType[];
+}
+export interface SubaccountIDs {
+    subaccountIds: Uint8Array[];
+}
+export interface SubaccountIDsSDKType {
+    subaccount_ids: Uint8Array[];
+}
+export interface TradeRecord {
+    timestamp: Long;
+    price: string;
+    quantity: string;
+}
+export interface TradeRecordSDKType {
+    timestamp: Long;
+    price: string;
+    quantity: string;
+}
+export declare const Params: {
+    encode(message: Params, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): Params;
+    fromPartial(object: DeepPartial<Params>): Params;
+};
+export declare const DerivativeMarket: {
+    encode(message: DerivativeMarket, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): DerivativeMarket;
+    fromPartial(object: DeepPartial<DerivativeMarket>): DerivativeMarket;
+};
+export declare const BinaryOptionsMarket: {
+    encode(message: BinaryOptionsMarket, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): BinaryOptionsMarket;
+    fromPartial(object: DeepPartial<BinaryOptionsMarket>): BinaryOptionsMarket;
+};
+export declare const ExpiryFuturesMarketInfo: {
+    encode(message: ExpiryFuturesMarketInfo, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): ExpiryFuturesMarketInfo;
+    fromPartial(object: DeepPartial<ExpiryFuturesMarketInfo>): ExpiryFuturesMarketInfo;
+};
+export declare const PerpetualMarketInfo: {
+    encode(message: PerpetualMarketInfo, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): PerpetualMarketInfo;
+    fromPartial(object: DeepPartial<PerpetualMarketInfo>): PerpetualMarketInfo;
+};
+export declare const PerpetualMarketFunding: {
+    encode(message: PerpetualMarketFunding, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): PerpetualMarketFunding;
+    fromPartial(object: DeepPartial<PerpetualMarketFunding>): PerpetualMarketFunding;
+};
+export declare const DerivativeMarketSettlementInfo: {
+    encode(message: DerivativeMarketSettlementInfo, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): DerivativeMarketSettlementInfo;
+    fromPartial(object: DeepPartial<DerivativeMarketSettlementInfo>): DerivativeMarketSettlementInfo;
+};
+export declare const NextFundingTimestamp: {
+    encode(message: NextFundingTimestamp, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): NextFundingTimestamp;
+    fromPartial(object: DeepPartial<NextFundingTimestamp>): NextFundingTimestamp;
+};
+export declare const SpotMarket: {
+    encode(message: SpotMarket, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): SpotMarket;
+    fromPartial(object: DeepPartial<SpotMarket>): SpotMarket;
+};
+export declare const Deposit: {
+    encode(message: Deposit, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): Deposit;
+    fromPartial(object: DeepPartial<Deposit>): Deposit;
+};
+export declare const SubaccountTradeNonce: {
+    encode(message: SubaccountTradeNonce, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): SubaccountTradeNonce;
+    fromPartial(object: DeepPartial<SubaccountTradeNonce>): SubaccountTradeNonce;
+};
+export declare const OrderInfo: {
+    encode(message: OrderInfo, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): OrderInfo;
+    fromPartial(object: DeepPartial<OrderInfo>): OrderInfo;
+};
+export declare const SpotOrder: {
+    encode(message: SpotOrder, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): SpotOrder;
+    fromPartial(object: DeepPartial<SpotOrder>): SpotOrder;
+};
+export declare const SpotLimitOrder: {
+    encode(message: SpotLimitOrder, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): SpotLimitOrder;
+    fromPartial(object: DeepPartial<SpotLimitOrder>): SpotLimitOrder;
+};
+export declare const SpotMarketOrder: {
+    encode(message: SpotMarketOrder, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): SpotMarketOrder;
+    fromPartial(object: DeepPartial<SpotMarketOrder>): SpotMarketOrder;
+};
+export declare const DerivativeOrder: {
+    encode(message: DerivativeOrder, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): DerivativeOrder;
+    fromPartial(object: DeepPartial<DerivativeOrder>): DerivativeOrder;
+};
+export declare const SubaccountOrderbookMetadata: {
+    encode(message: SubaccountOrderbookMetadata, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): SubaccountOrderbookMetadata;
+    fromPartial(object: DeepPartial<SubaccountOrderbookMetadata>): SubaccountOrderbookMetadata;
+};
+export declare const SubaccountOrder: {
+    encode(message: SubaccountOrder, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): SubaccountOrder;
+    fromPartial(object: DeepPartial<SubaccountOrder>): SubaccountOrder;
+};
+export declare const SubaccountOrderData: {
+    encode(message: SubaccountOrderData, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): SubaccountOrderData;
+    fromPartial(object: DeepPartial<SubaccountOrderData>): SubaccountOrderData;
+};
+export declare const DerivativeLimitOrder: {
+    encode(message: DerivativeLimitOrder, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): DerivativeLimitOrder;
+    fromPartial(object: DeepPartial<DerivativeLimitOrder>): DerivativeLimitOrder;
+};
+export declare const DerivativeMarketOrder: {
+    encode(message: DerivativeMarketOrder, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): DerivativeMarketOrder;
+    fromPartial(object: DeepPartial<DerivativeMarketOrder>): DerivativeMarketOrder;
+};
+export declare const Position: {
+    encode(message: Position, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): Position;
+    fromPartial(object: DeepPartial<Position>): Position;
+};
+export declare const MarketOrderIndicator: {
+    encode(message: MarketOrderIndicator, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): MarketOrderIndicator;
+    fromPartial(object: DeepPartial<MarketOrderIndicator>): MarketOrderIndicator;
+};
+export declare const TradeLog: {
+    encode(message: TradeLog, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): TradeLog;
+    fromPartial(object: DeepPartial<TradeLog>): TradeLog;
+};
+export declare const PositionDelta: {
+    encode(message: PositionDelta, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): PositionDelta;
+    fromPartial(object: DeepPartial<PositionDelta>): PositionDelta;
+};
+export declare const DerivativeTradeLog: {
+    encode(message: DerivativeTradeLog, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): DerivativeTradeLog;
+    fromPartial(object: DeepPartial<DerivativeTradeLog>): DerivativeTradeLog;
+};
+export declare const SubaccountPosition: {
+    encode(message: SubaccountPosition, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): SubaccountPosition;
+    fromPartial(object: DeepPartial<SubaccountPosition>): SubaccountPosition;
+};
+export declare const SubaccountDeposit: {
+    encode(message: SubaccountDeposit, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): SubaccountDeposit;
+    fromPartial(object: DeepPartial<SubaccountDeposit>): SubaccountDeposit;
+};
+export declare const DepositUpdate: {
+    encode(message: DepositUpdate, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): DepositUpdate;
+    fromPartial(object: DeepPartial<DepositUpdate>): DepositUpdate;
+};
+export declare const PointsMultiplier: {
+    encode(message: PointsMultiplier, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): PointsMultiplier;
+    fromPartial(object: DeepPartial<PointsMultiplier>): PointsMultiplier;
+};
+export declare const TradingRewardCampaignBoostInfo: {
+    encode(message: TradingRewardCampaignBoostInfo, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): TradingRewardCampaignBoostInfo;
+    fromPartial(object: DeepPartial<TradingRewardCampaignBoostInfo>): TradingRewardCampaignBoostInfo;
+};
+export declare const CampaignRewardPool: {
+    encode(message: CampaignRewardPool, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): CampaignRewardPool;
+    fromPartial(object: DeepPartial<CampaignRewardPool>): CampaignRewardPool;
+};
+export declare const TradingRewardCampaignInfo: {
+    encode(message: TradingRewardCampaignInfo, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): TradingRewardCampaignInfo;
+    fromPartial(object: DeepPartial<TradingRewardCampaignInfo>): TradingRewardCampaignInfo;
+};
+export declare const FeeDiscountTierInfo: {
+    encode(message: FeeDiscountTierInfo, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): FeeDiscountTierInfo;
+    fromPartial(object: DeepPartial<FeeDiscountTierInfo>): FeeDiscountTierInfo;
+};
+export declare const FeeDiscountSchedule: {
+    encode(message: FeeDiscountSchedule, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): FeeDiscountSchedule;
+    fromPartial(object: DeepPartial<FeeDiscountSchedule>): FeeDiscountSchedule;
+};
+export declare const FeeDiscountTierTTL: {
+    encode(message: FeeDiscountTierTTL, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): FeeDiscountTierTTL;
+    fromPartial(object: DeepPartial<FeeDiscountTierTTL>): FeeDiscountTierTTL;
+};
+export declare const AccountRewards: {
+    encode(message: AccountRewards, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): AccountRewards;
+    fromPartial(object: DeepPartial<AccountRewards>): AccountRewards;
+};
+export declare const TradeRecords: {
+    encode(message: TradeRecords, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): TradeRecords;
+    fromPartial(object: DeepPartial<TradeRecords>): TradeRecords;
+};
+export declare const SubaccountIDs: {
+    encode(message: SubaccountIDs, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): SubaccountIDs;
+    fromPartial(object: DeepPartial<SubaccountIDs>): SubaccountIDs;
+};
+export declare const TradeRecord: {
+    encode(message: TradeRecord, writer?: _m0.Writer): _m0.Writer;
+    decode(input: _m0.Reader | Uint8Array, length?: number): TradeRecord;
+    fromPartial(object: DeepPartial<TradeRecord>): TradeRecord;
+};