query.proto

syntax = "proto3";
package dydxprotocol.clob;

import "gogoproto/gogo.proto";
import "google/api/annotations.proto";
import "cosmos/base/query/v1beta1/pagination.proto";
import "dydxprotocol/clob/block_rate_limit_config.proto";
import "dydxprotocol/clob/clob_pair.proto";
import "dydxprotocol/clob/equity_tier_limit_config.proto";
import "dydxprotocol/clob/order.proto";
import "dydxprotocol/clob/matches.proto";
import "dydxprotocol/clob/liquidations_config.proto";
import "dydxprotocol/clob/mev.proto";
import "dydxprotocol/indexer/off_chain_updates/off_chain_updates.proto";

option go_package = "github.com/dydxprotocol/v4-chain/protocol/x/clob/types";

// Query defines the gRPC querier service.
service Query {
  // Queries a ClobPair by id.
  rpc ClobPair(QueryGetClobPairRequest) returns (QueryClobPairResponse) {
    option (google.api.http).get = "/dydxprotocol/clob/clob_pair/{id}";
  }

  // Queries a list of ClobPair items.
  rpc ClobPairAll(QueryAllClobPairRequest) returns (QueryClobPairAllResponse) {
    option (google.api.http).get = "/dydxprotocol/clob/clob_pair";
  }

  // Runs the MEV node <> node calculation with the provided parameters.
  rpc MevNodeToNodeCalculation(MevNodeToNodeCalculationRequest)
      returns (MevNodeToNodeCalculationResponse) {
    option (google.api.http) = {
      post : "/dydxprotocol/clob/mev_node_to_node_calculation"
      body : "*"
    };
  }

  // Queries EquityTierLimitConfiguration.
  rpc EquityTierLimitConfiguration(QueryEquityTierLimitConfigurationRequest)
      returns (QueryEquityTierLimitConfigurationResponse) {
    option (google.api.http).get = "/dydxprotocol/clob/equity_tier";
  }

  // Queries BlockRateLimitConfiguration.
  rpc BlockRateLimitConfiguration(QueryBlockRateLimitConfigurationRequest)
      returns (QueryBlockRateLimitConfigurationResponse) {
    option (google.api.http).get = "/dydxprotocol/clob/block_rate";
  }

  // Queries LiquidationsConfiguration.
  rpc LiquidationsConfiguration(QueryLiquidationsConfigurationRequest)
      returns (QueryLiquidationsConfigurationResponse) {
    option (google.api.http).get = "/dydxprotocol/clob/liquidations_config";
  }

  // Queries the stateful order for a given order id.
  rpc StatefulOrder(QueryStatefulOrderRequest)
      returns (QueryStatefulOrderResponse) {}

  // GRPC Streams

  // Streams orderbook updates. Updates contain orderbook data
  // such as order placements, updates, and fills.
  rpc StreamOrderbookUpdates(StreamOrderbookUpdatesRequest)
      returns (stream StreamOrderbookUpdatesResponse);
}

// QueryGetClobPairRequest is request type for the ClobPair method.
message QueryGetClobPairRequest { uint32 id = 1; }

// QueryClobPairResponse is response type for the ClobPair method.
message QueryClobPairResponse {
  ClobPair clob_pair = 1 [ (gogoproto.nullable) = false ];
}

// QueryAllClobPairRequest is request type for the ClobPairAll method.
message QueryAllClobPairRequest {
  cosmos.base.query.v1beta1.PageRequest pagination = 1;
}

// QueryClobPairAllResponse is response type for the ClobPairAll method.
message QueryClobPairAllResponse {
  repeated ClobPair clob_pair = 1 [ (gogoproto.nullable) = false ];
  cosmos.base.query.v1beta1.PageResponse pagination = 2;
}

// MevNodeToNodeCalculationRequest is a request message used to run the
// MEV node <> node calculation.
message MevNodeToNodeCalculationRequest {
  // Represents the matches on the "block proposer". Note that this field
  // does not need to be the actual block proposer's matches for a block, since
  // the MEV calculation logic is run with this nodes matches as the "block
  // proposer" matches.
  dydxprotocol.clob.ValidatorMevMatches block_proposer_matches = 1;
  // Represents the matches and mid-prices on the validator.
  dydxprotocol.clob.MevNodeToNodeMetrics validator_mev_metrics = 2;
}

// MevNodeToNodeCalculationResponse is a response message that contains the
// MEV node <> node calculation result.
message MevNodeToNodeCalculationResponse {
  // MevAndVolumePerClob contains information about the MEV and volume per CLOB.
  message MevAndVolumePerClob {
    uint32 clob_pair_id = 1;
    float mev = 2;
    uint64 volume = 3;
  }
  repeated MevAndVolumePerClob results = 1 [ (gogoproto.nullable) = false ];
}

// QueryEquityTierLimitConfigurationRequest is a request message for
// EquityTierLimitConfiguration.
message QueryEquityTierLimitConfigurationRequest {}

// QueryEquityTierLimitConfigurationResponse is a response message that contains
// the EquityTierLimitConfiguration.
message QueryEquityTierLimitConfigurationResponse {
  EquityTierLimitConfiguration equity_tier_limit_config = 1
      [ (gogoproto.nullable) = false ];
}

// QueryBlockRateLimitConfigurationRequest is a request message for
// BlockRateLimitConfiguration.
message QueryBlockRateLimitConfigurationRequest {}

// QueryBlockRateLimitConfigurationResponse is a response message that contains
// the BlockRateLimitConfiguration.
message QueryBlockRateLimitConfigurationResponse {
  BlockRateLimitConfiguration block_rate_limit_config = 1
      [ (gogoproto.nullable) = false ];
}

// QueryStatefulOrderRequest is a request message for StatefulOrder.
message QueryStatefulOrderRequest {
  // Order id to query.
  OrderId order_id = 1 [ (gogoproto.nullable) = false ];
}

// QueryStatefulOrderResponse is a response message that contains the stateful
// order.
message QueryStatefulOrderResponse {
  // Stateful order placement.
  LongTermOrderPlacement order_placement = 1 [ (gogoproto.nullable) = false ];

  // Fill amounts.
  uint64 fill_amount = 2;

  // Triggered status.
  bool triggered = 3;
}

// QueryLiquidationsConfigurationRequest is a request message for
// LiquidationsConfiguration.
message QueryLiquidationsConfigurationRequest {}

// QueryLiquidationsConfigurationResponse is a response message that contains
// the LiquidationsConfiguration.
message QueryLiquidationsConfigurationResponse {
  LiquidationsConfig liquidations_config = 1 [ (gogoproto.nullable) = false ];
}

// StreamOrderbookUpdatesRequest is a request message for the
// StreamOrderbookUpdates method.
message StreamOrderbookUpdatesRequest {
  // Clob pair ids to stream orderbook updates for.
  repeated uint32 clob_pair_id = 1;
}

// StreamOrderbookUpdatesResponse is a response message for the
// StreamOrderbookUpdates method.
message StreamOrderbookUpdatesResponse {
  // Batch of updates for the clob pair.
  repeated StreamUpdate updates = 1 [ (gogoproto.nullable) = false ];
}

// StreamUpdate is an update that will be pushed through the
// GRPC stream.
message StreamUpdate {
  // Contains one of an StreamOrderbookUpdate,
  // StreamOrderbookFill.
  oneof update_message {
    StreamOrderbookUpdate orderbook_update = 1;
    StreamOrderbookFill order_fill = 2;
  }

  // Block height of the update.
  uint32 block_height = 3;

  // Exec mode of the update.
  uint32 exec_mode = 4;
}

// StreamOrderbookUpdate provides information on an orderbook update. Used in
// the full node GRPC stream.
message StreamOrderbookUpdate {
  // Orderbook updates for the clob pair. Can contain order place, removals,
  // or updates.
  repeated dydxprotocol.indexer.off_chain_updates.OffChainUpdateV1 updates = 1
      [ (gogoproto.nullable) = false ];

  // Snapshot indicates if the response is from a snapshot of the orderbook.
  // All updates should be ignored until snapshot is recieved.
  // If the snapshot is true, then all previous entries should be
  // discarded and the orderbook should be resynced.
  bool snapshot = 2;
}

// StreamOrderbookFill provides information on an orderbook fill. Used in
// the full node GRPC stream.
message StreamOrderbookFill {
  // Clob match. Provides information on which orders were matched
  // and the type of order.
  ClobMatch clob_match = 1;

  // All orders involved in the specified clob match. Used to look up
  // price of a match through a given maker order id.
  repeated Order orders = 2 [ (gogoproto.nullable) = false ];

  // Resulting fill amounts for each order in the orders array.
  repeated uint64 fill_amounts = 3;
}