injectivejs 1.4.0 → 1.6.0

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

@@ -1,1082 +0,0 @@
-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;
-};