common.proto

// Constants and message types shared by multiple APIs.

syntax = "proto3";

//////////////////////////////////////////////////////////////////////////////
// Constants
//////////////////////////////////////////////////////////////////////////////

// Side of trading direction.
enum Side {
    BID = 0;    // i.e. buy
    ASK = 1;    // i.e. sell
}

// Type of a position in a trader's portfolio.
enum PositionType {
    LONG = 0;
    SHORT = 1;
}

// Common request type identifiers.
enum RequestType {
    NEW_ORDER = 0;
    CANCEL_ORDER = 1;
    MODIFY_ORDER = 2;   // reserved for future implementation.
    INCREMENTAL_INFO = 3;
    FULL_INFO = 4;
}

// Peacock-specific return codes.
enum ResultCode {
    OK = 0;

    // 1-99: generic errors.

    UNKNOWN_ERROR = 99;

    // 1xx: are server-side errors

    SERVICE_UNAVAILABLE = 100;

    REGISTER_DISABLED = 120;

    // 2xx: are client-side errors

    INVALID_REQUEST = 200;
    UNAUTHORIZED = 201;
    UNSUBSCRIBED = 202;

    TOO_MANY_REQUESTS = 210;
    TOO_MANY_ORDERS = 211;

    INVALID_ORDER = 220;
    INVALID_BROKER_ID = 221;
    INVALID_ORDER_ID = 222;
    INVALID_TRADER_ID = 223;
    INVALID_TRADER_NAME = 224;
    INVALID_SYMBOL = 241;
    INVALID_PRICE = 242;
    INVALID_VOLUME = 243;
    INVALID_SIDE = 244;
    INVALID_POSITION = 245;

    INSUFFICIENT_ASSETS = 260;

    ACCOUNT_DISABLED = 270;
    ON_MARGIN_CALL = 271;
}

// States of an order in its lifespan.
enum OrderState {
    // The order is submitted to the Exchange, but it is unknown
    // whether the Exchange has accepted or rejected it yet.
    ORDER_INITIAL = 0;

    // The order is accepted by the Exchange.
    ORDER_ACCEPTED = 1;

    // The order is partially executed.
    ORDER_TRADED = 2;

    // The order is completedly executed.
    ORDER_FINISHED = 3;

    // The order has been cancelled by client before fully executed.
    ORDER_CANCELLED = 4;

    // The order has been rejected by the Exchange.
    ORDER_REJECTED = 5;
}

//////////////////////////////////////////////////////////////////////////////
// Shared message types
//////////////////////////////////////////////////////////////////////////////

// A "void" message type for RPCs that do not require a request/response.
message Empty {}

// General response for a (possibly asynchronous) request.
message RpcResponse {  // TODO: rename to AsyncResponse?
    RequestType request_type = 1;
    int32 trader_id = 2;
    int64 order_id = 3;
    ResultCode result_code = 4;
}

// Basic info about an instrument.
message InstrumentInfo {
    string symbol = 1;
    string name = 2;
    double init_price = 3;
    double tick = 4;
    double last_price = 5;
}

// Pairs of instrument symbols and latest prices.
message InstrumentInfoList {
    repeated InstrumentInfo instruments = 1;
}

// A single price level in an orderbook.
message QuoteRecord {
    double price = 1;
    int32 volume = 2;
    int32 order_count = 3;
}

// A single matched trade price and volume in an order-matching process.
message TradeRecord {
    double timestamp = 1;
    double price = 2;
    int32 volume = 3;
}