-
Notifications
You must be signed in to change notification settings - Fork 38
/
executionvenue.proto
52 lines (40 loc) · 1.12 KB
/
executionvenue.proto
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
syntax = "proto3";
import "order.proto";
import "modelcommon.proto";
package executionvenue;
message CreateAndRouteOrderParams{
model.Side orderSide = 1;
model.Decimal64 quantity = 2;
model.Decimal64 price = 3;
int32 listingId = 4;
string destination = 5;
string originatorId = 6;
string originatorRef =7;
string rootOriginatorId = 8;
string rootOriginatorRef =9;
string execParametersJson =10;
}
message OrderId {
string orderId = 1;
}
message ExecParamsMetaDataJson {
string json = 1;
}
message CancelOrderParams {
string orderId = 1;
int32 listingId = 2;
string ownerId = 3;
}
message ModifyOrderParams {
string orderId = 1;
int32 listingId = 2;
string ownerId = 3;
model.Decimal64 quantity = 4;
model.Decimal64 price = 5;
}
service ExecutionVenue{
rpc CreateAndRouteOrder(CreateAndRouteOrderParams) returns (OrderId) {};
rpc CancelOrder(CancelOrderParams) returns (model.Empty) {};
rpc ModifyOrder(ModifyOrderParams) returns (model.Empty) {};
rpc GetExecutionParametersMetaData(model.Empty) returns (ExecParamsMetaDataJson) {};
}