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markets.pb.go
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markets.pb.go
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// Code generated by protoc-gen-go. DO NOT EDIT.
// versions:
// protoc-gen-go v1.27.1
// protoc (unknown)
// source: vega/markets.proto
package vega
import (
protoreflect "google.golang.org/protobuf/reflect/protoreflect"
protoimpl "google.golang.org/protobuf/runtime/protoimpl"
reflect "reflect"
sync "sync"
)
const (
// Verify that this generated code is sufficiently up-to-date.
_ = protoimpl.EnforceVersion(20 - protoimpl.MinVersion)
// Verify that runtime/protoimpl is sufficiently up-to-date.
_ = protoimpl.EnforceVersion(protoimpl.MaxVersion - 20)
)
type CompositePriceType int32
const (
CompositePriceType_COMPOSITE_PRICE_TYPE_UNSPECIFIED CompositePriceType = 0
// Composite price is calculated as a weighted average of the underlying mark prices.
CompositePriceType_COMPOSITE_PRICE_TYPE_WEIGHTED CompositePriceType = 1
// Composite price is calculated as a median of the underlying mark prices.
CompositePriceType_COMPOSITE_PRICE_TYPE_MEDIAN CompositePriceType = 2
// Composite price is calculated as the last trade price.
CompositePriceType_COMPOSITE_PRICE_TYPE_LAST_TRADE CompositePriceType = 3
)
// Enum value maps for CompositePriceType.
var (
CompositePriceType_name = map[int32]string{
0: "COMPOSITE_PRICE_TYPE_UNSPECIFIED",
1: "COMPOSITE_PRICE_TYPE_WEIGHTED",
2: "COMPOSITE_PRICE_TYPE_MEDIAN",
3: "COMPOSITE_PRICE_TYPE_LAST_TRADE",
}
CompositePriceType_value = map[string]int32{
"COMPOSITE_PRICE_TYPE_UNSPECIFIED": 0,
"COMPOSITE_PRICE_TYPE_WEIGHTED": 1,
"COMPOSITE_PRICE_TYPE_MEDIAN": 2,
"COMPOSITE_PRICE_TYPE_LAST_TRADE": 3,
}
)
func (x CompositePriceType) Enum() *CompositePriceType {
p := new(CompositePriceType)
*p = x
return p
}
func (x CompositePriceType) String() string {
return protoimpl.X.EnumStringOf(x.Descriptor(), protoreflect.EnumNumber(x))
}
func (CompositePriceType) Descriptor() protoreflect.EnumDescriptor {
return file_vega_markets_proto_enumTypes[0].Descriptor()
}
func (CompositePriceType) Type() protoreflect.EnumType {
return &file_vega_markets_proto_enumTypes[0]
}
func (x CompositePriceType) Number() protoreflect.EnumNumber {
return protoreflect.EnumNumber(x)
}
// Deprecated: Use CompositePriceType.Descriptor instead.
func (CompositePriceType) EnumDescriptor() ([]byte, []int) {
return file_vega_markets_proto_rawDescGZIP(), []int{0}
}
type LiquidityFeeSettings_Method int32
const (
LiquidityFeeSettings_METHOD_UNSPECIFIED LiquidityFeeSettings_Method = 0
// Fee is the smallest value of all bids, such that liquidity providers with nominated fees less than or equal to this value still have sufficient commitment to fulfil the market's target stake.
LiquidityFeeSettings_METHOD_MARGINAL_COST LiquidityFeeSettings_Method = 1
// Fee is the weighted average of all liquidity providers' nominated fees, weighted by their committment.
LiquidityFeeSettings_METHOD_WEIGHTED_AVERAGE LiquidityFeeSettings_Method = 2
// Fee is set by the market to a constant value irrespective of any liquidity provider's nominated fee.
LiquidityFeeSettings_METHOD_CONSTANT LiquidityFeeSettings_Method = 3
)
// Enum value maps for LiquidityFeeSettings_Method.
var (
LiquidityFeeSettings_Method_name = map[int32]string{
0: "METHOD_UNSPECIFIED",
1: "METHOD_MARGINAL_COST",
2: "METHOD_WEIGHTED_AVERAGE",
3: "METHOD_CONSTANT",
}
LiquidityFeeSettings_Method_value = map[string]int32{
"METHOD_UNSPECIFIED": 0,
"METHOD_MARGINAL_COST": 1,
"METHOD_WEIGHTED_AVERAGE": 2,
"METHOD_CONSTANT": 3,
}
)
func (x LiquidityFeeSettings_Method) Enum() *LiquidityFeeSettings_Method {
p := new(LiquidityFeeSettings_Method)
*p = x
return p
}
func (x LiquidityFeeSettings_Method) String() string {
return protoimpl.X.EnumStringOf(x.Descriptor(), protoreflect.EnumNumber(x))
}
func (LiquidityFeeSettings_Method) Descriptor() protoreflect.EnumDescriptor {
return file_vega_markets_proto_enumTypes[1].Descriptor()
}
func (LiquidityFeeSettings_Method) Type() protoreflect.EnumType {
return &file_vega_markets_proto_enumTypes[1]
}
func (x LiquidityFeeSettings_Method) Number() protoreflect.EnumNumber {
return protoreflect.EnumNumber(x)
}
// Deprecated: Use LiquidityFeeSettings_Method.Descriptor instead.
func (LiquidityFeeSettings_Method) EnumDescriptor() ([]byte, []int) {
return file_vega_markets_proto_rawDescGZIP(), []int{22, 0}
}
// Current state of the market
type Market_State int32
const (
// Default value, invalid
Market_STATE_UNSPECIFIED Market_State = 0
// Governance proposal valid and accepted
Market_STATE_PROPOSED Market_State = 1
// Outcome of governance votes is to reject the market
Market_STATE_REJECTED Market_State = 2
// Governance vote passes/wins
Market_STATE_PENDING Market_State = 3
// Market triggers cancellation condition or governance
// votes to close before market becomes Active
Market_STATE_CANCELLED Market_State = 4
// Enactment date reached and usual auction exit checks pass
Market_STATE_ACTIVE Market_State = 5
// Price monitoring or liquidity monitoring trigger
Market_STATE_SUSPENDED Market_State = 6
// Governance vote to close (Not currently implemented)
Market_STATE_CLOSED Market_State = 7
// Defined by the product (i.e. from a product parameter,
// specified in market definition, giving close date/time)
Market_STATE_TRADING_TERMINATED Market_State = 8
// Settlement triggered and completed as defined by product
Market_STATE_SETTLED Market_State = 9
// Market has been suspended via governance
Market_STATE_SUSPENDED_VIA_GOVERNANCE Market_State = 10
)
// Enum value maps for Market_State.
var (
Market_State_name = map[int32]string{
0: "STATE_UNSPECIFIED",
1: "STATE_PROPOSED",
2: "STATE_REJECTED",
3: "STATE_PENDING",
4: "STATE_CANCELLED",
5: "STATE_ACTIVE",
6: "STATE_SUSPENDED",
7: "STATE_CLOSED",
8: "STATE_TRADING_TERMINATED",
9: "STATE_SETTLED",
10: "STATE_SUSPENDED_VIA_GOVERNANCE",
}
Market_State_value = map[string]int32{
"STATE_UNSPECIFIED": 0,
"STATE_PROPOSED": 1,
"STATE_REJECTED": 2,
"STATE_PENDING": 3,
"STATE_CANCELLED": 4,
"STATE_ACTIVE": 5,
"STATE_SUSPENDED": 6,
"STATE_CLOSED": 7,
"STATE_TRADING_TERMINATED": 8,
"STATE_SETTLED": 9,
"STATE_SUSPENDED_VIA_GOVERNANCE": 10,
}
)
func (x Market_State) Enum() *Market_State {
p := new(Market_State)
*p = x
return p
}
func (x Market_State) String() string {
return protoimpl.X.EnumStringOf(x.Descriptor(), protoreflect.EnumNumber(x))
}
func (Market_State) Descriptor() protoreflect.EnumDescriptor {
return file_vega_markets_proto_enumTypes[2].Descriptor()
}
func (Market_State) Type() protoreflect.EnumType {
return &file_vega_markets_proto_enumTypes[2]
}
func (x Market_State) Number() protoreflect.EnumNumber {
return protoreflect.EnumNumber(x)
}
// Deprecated: Use Market_State.Descriptor instead.
func (Market_State) EnumDescriptor() ([]byte, []int) {
return file_vega_markets_proto_rawDescGZIP(), []int{24, 0}
}
// Trading mode the market is currently running, also referred to as 'market state'
type Market_TradingMode int32
const (
// Default value, this is invalid
Market_TRADING_MODE_UNSPECIFIED Market_TradingMode = 0
// Normal trading
Market_TRADING_MODE_CONTINUOUS Market_TradingMode = 1
// Auction trading (FBA)
Market_TRADING_MODE_BATCH_AUCTION Market_TradingMode = 2
// Opening auction
Market_TRADING_MODE_OPENING_AUCTION Market_TradingMode = 3
// Auction triggered by monitoring
Market_TRADING_MODE_MONITORING_AUCTION Market_TradingMode = 4
// No trading is allowed
Market_TRADING_MODE_NO_TRADING Market_TradingMode = 5
// Special auction mode triggered via governance
Market_TRADING_MODE_SUSPENDED_VIA_GOVERNANCE Market_TradingMode = 6
)
// Enum value maps for Market_TradingMode.
var (
Market_TradingMode_name = map[int32]string{
0: "TRADING_MODE_UNSPECIFIED",
1: "TRADING_MODE_CONTINUOUS",
2: "TRADING_MODE_BATCH_AUCTION",
3: "TRADING_MODE_OPENING_AUCTION",
4: "TRADING_MODE_MONITORING_AUCTION",
5: "TRADING_MODE_NO_TRADING",
6: "TRADING_MODE_SUSPENDED_VIA_GOVERNANCE",
}
Market_TradingMode_value = map[string]int32{
"TRADING_MODE_UNSPECIFIED": 0,
"TRADING_MODE_CONTINUOUS": 1,
"TRADING_MODE_BATCH_AUCTION": 2,
"TRADING_MODE_OPENING_AUCTION": 3,
"TRADING_MODE_MONITORING_AUCTION": 4,
"TRADING_MODE_NO_TRADING": 5,
"TRADING_MODE_SUSPENDED_VIA_GOVERNANCE": 6,
}
)
func (x Market_TradingMode) Enum() *Market_TradingMode {
p := new(Market_TradingMode)
*p = x
return p
}
func (x Market_TradingMode) String() string {
return protoimpl.X.EnumStringOf(x.Descriptor(), protoreflect.EnumNumber(x))
}
func (Market_TradingMode) Descriptor() protoreflect.EnumDescriptor {
return file_vega_markets_proto_enumTypes[3].Descriptor()
}
func (Market_TradingMode) Type() protoreflect.EnumType {
return &file_vega_markets_proto_enumTypes[3]
}
func (x Market_TradingMode) Number() protoreflect.EnumNumber {
return protoreflect.EnumNumber(x)
}
// Deprecated: Use Market_TradingMode.Descriptor instead.
func (Market_TradingMode) EnumDescriptor() ([]byte, []int) {
return file_vega_markets_proto_rawDescGZIP(), []int{24, 1}
}
// Auction duration is used to configure 3 auction periods:
// 1. `duration > 0`, `volume == 0`:
// The auction will last for at least N seconds
// 2. `duration == 0`, `volume > 0`:
// The auction will end once the given volume will match at uncrossing
// 3. `duration > 0`, `volume > 0`:
// The auction will take at least N seconds, but can end sooner if the market can trade a certain volume
type AuctionDuration struct {
state protoimpl.MessageState
sizeCache protoimpl.SizeCache
unknownFields protoimpl.UnknownFields
// Duration of the auction in seconds.
Duration int64 `protobuf:"varint,1,opt,name=duration,proto3" json:"duration,omitempty"`
// Target uncrossing trading volume.
Volume uint64 `protobuf:"varint,2,opt,name=volume,proto3" json:"volume,omitempty"`
}
func (x *AuctionDuration) Reset() {
*x = AuctionDuration{}
if protoimpl.UnsafeEnabled {
mi := &file_vega_markets_proto_msgTypes[0]
ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
ms.StoreMessageInfo(mi)
}
}
func (x *AuctionDuration) String() string {
return protoimpl.X.MessageStringOf(x)
}
func (*AuctionDuration) ProtoMessage() {}
func (x *AuctionDuration) ProtoReflect() protoreflect.Message {
mi := &file_vega_markets_proto_msgTypes[0]
if protoimpl.UnsafeEnabled && x != nil {
ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
if ms.LoadMessageInfo() == nil {
ms.StoreMessageInfo(mi)
}
return ms
}
return mi.MessageOf(x)
}
// Deprecated: Use AuctionDuration.ProtoReflect.Descriptor instead.
func (*AuctionDuration) Descriptor() ([]byte, []int) {
return file_vega_markets_proto_rawDescGZIP(), []int{0}
}
func (x *AuctionDuration) GetDuration() int64 {
if x != nil {
return x.Duration
}
return 0
}
func (x *AuctionDuration) GetVolume() uint64 {
if x != nil {
return x.Volume
}
return 0
}
// Spot product definition
type Spot struct {
state protoimpl.MessageState
sizeCache protoimpl.SizeCache
unknownFields protoimpl.UnknownFields
// Asset ID of the underlying base asset for the spot product.
BaseAsset string `protobuf:"bytes,1,opt,name=base_asset,json=baseAsset,proto3" json:"base_asset,omitempty"`
// Asset ID of the underlying quote asset for the spot product.
QuoteAsset string `protobuf:"bytes,2,opt,name=quote_asset,json=quoteAsset,proto3" json:"quote_asset,omitempty"`
// Name of the instrument.
Name string `protobuf:"bytes,3,opt,name=name,proto3" json:"name,omitempty"`
}
func (x *Spot) Reset() {
*x = Spot{}
if protoimpl.UnsafeEnabled {
mi := &file_vega_markets_proto_msgTypes[1]
ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
ms.StoreMessageInfo(mi)
}
}
func (x *Spot) String() string {
return protoimpl.X.MessageStringOf(x)
}
func (*Spot) ProtoMessage() {}
func (x *Spot) ProtoReflect() protoreflect.Message {
mi := &file_vega_markets_proto_msgTypes[1]
if protoimpl.UnsafeEnabled && x != nil {
ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
if ms.LoadMessageInfo() == nil {
ms.StoreMessageInfo(mi)
}
return ms
}
return mi.MessageOf(x)
}
// Deprecated: Use Spot.ProtoReflect.Descriptor instead.
func (*Spot) Descriptor() ([]byte, []int) {
return file_vega_markets_proto_rawDescGZIP(), []int{1}
}
func (x *Spot) GetBaseAsset() string {
if x != nil {
return x.BaseAsset
}
return ""
}
func (x *Spot) GetQuoteAsset() string {
if x != nil {
return x.QuoteAsset
}
return ""
}
func (x *Spot) GetName() string {
if x != nil {
return x.Name
}
return ""
}
// Future product definition
type Future struct {
state protoimpl.MessageState
sizeCache protoimpl.SizeCache
unknownFields protoimpl.UnknownFields
// Underlying asset for the future.
SettlementAsset string `protobuf:"bytes,1,opt,name=settlement_asset,json=settlementAsset,proto3" json:"settlement_asset,omitempty"`
// Quote name of the instrument.
QuoteName string `protobuf:"bytes,2,opt,name=quote_name,json=quoteName,proto3" json:"quote_name,omitempty"`
// Data source specification that describes the settlement data source filter.
DataSourceSpecForSettlementData *DataSourceSpec `protobuf:"bytes,3,opt,name=data_source_spec_for_settlement_data,json=dataSourceSpecForSettlementData,proto3" json:"data_source_spec_for_settlement_data,omitempty"`
// Data source specification that describes the trading termination data source filter.
DataSourceSpecForTradingTermination *DataSourceSpec `protobuf:"bytes,4,opt,name=data_source_spec_for_trading_termination,json=dataSourceSpecForTradingTermination,proto3" json:"data_source_spec_for_trading_termination,omitempty"`
// Binding between the data spec and the data source.
DataSourceSpecBinding *DataSourceSpecToFutureBinding `protobuf:"bytes,5,opt,name=data_source_spec_binding,json=dataSourceSpecBinding,proto3" json:"data_source_spec_binding,omitempty"`
}
func (x *Future) Reset() {
*x = Future{}
if protoimpl.UnsafeEnabled {
mi := &file_vega_markets_proto_msgTypes[2]
ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
ms.StoreMessageInfo(mi)
}
}
func (x *Future) String() string {
return protoimpl.X.MessageStringOf(x)
}
func (*Future) ProtoMessage() {}
func (x *Future) ProtoReflect() protoreflect.Message {
mi := &file_vega_markets_proto_msgTypes[2]
if protoimpl.UnsafeEnabled && x != nil {
ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
if ms.LoadMessageInfo() == nil {
ms.StoreMessageInfo(mi)
}
return ms
}
return mi.MessageOf(x)
}
// Deprecated: Use Future.ProtoReflect.Descriptor instead.
func (*Future) Descriptor() ([]byte, []int) {
return file_vega_markets_proto_rawDescGZIP(), []int{2}
}
func (x *Future) GetSettlementAsset() string {
if x != nil {
return x.SettlementAsset
}
return ""
}
func (x *Future) GetQuoteName() string {
if x != nil {
return x.QuoteName
}
return ""
}
func (x *Future) GetDataSourceSpecForSettlementData() *DataSourceSpec {
if x != nil {
return x.DataSourceSpecForSettlementData
}
return nil
}
func (x *Future) GetDataSourceSpecForTradingTermination() *DataSourceSpec {
if x != nil {
return x.DataSourceSpecForTradingTermination
}
return nil
}
func (x *Future) GetDataSourceSpecBinding() *DataSourceSpecToFutureBinding {
if x != nil {
return x.DataSourceSpecBinding
}
return nil
}
// Perpetual product definition
type Perpetual struct {
state protoimpl.MessageState
sizeCache protoimpl.SizeCache
unknownFields protoimpl.UnknownFields
// Underlying asset for the perpetual.
SettlementAsset string `protobuf:"bytes,1,opt,name=settlement_asset,json=settlementAsset,proto3" json:"settlement_asset,omitempty"`
// Quote name of the instrument.
QuoteName string `protobuf:"bytes,2,opt,name=quote_name,json=quoteName,proto3" json:"quote_name,omitempty"`
// Controls how much the upcoming funding payment liability contributes to party's margin, in the range [0, 1].
MarginFundingFactor string `protobuf:"bytes,3,opt,name=margin_funding_factor,json=marginFundingFactor,proto3" json:"margin_funding_factor,omitempty"`
// Continuously compounded interest rate used in funding rate calculation, in the range [-1, 1].
InterestRate string `protobuf:"bytes,4,opt,name=interest_rate,json=interestRate,proto3" json:"interest_rate,omitempty"`
// Lower bound for the clamp function used as part of the funding rate calculation, in the range [-1, 1].
ClampLowerBound string `protobuf:"bytes,5,opt,name=clamp_lower_bound,json=clampLowerBound,proto3" json:"clamp_lower_bound,omitempty"`
// Upper bound for the clamp function used as part of the funding rate calculation, in the range [-1, 1].
ClampUpperBound string `protobuf:"bytes,6,opt,name=clamp_upper_bound,json=clampUpperBound,proto3" json:"clamp_upper_bound,omitempty"`
// Data source spec describing the data source for settlement schedule.
DataSourceSpecForSettlementSchedule *DataSourceSpec `protobuf:"bytes,7,opt,name=data_source_spec_for_settlement_schedule,json=dataSourceSpecForSettlementSchedule,proto3" json:"data_source_spec_for_settlement_schedule,omitempty"`
// Data source spec describing the data source for settlement.
DataSourceSpecForSettlementData *DataSourceSpec `protobuf:"bytes,8,opt,name=data_source_spec_for_settlement_data,json=dataSourceSpecForSettlementData,proto3" json:"data_source_spec_for_settlement_data,omitempty"`
// Binding between the data source spec and the settlement data.
DataSourceSpecBinding *DataSourceSpecToPerpetualBinding `protobuf:"bytes,9,opt,name=data_source_spec_binding,json=dataSourceSpecBinding,proto3" json:"data_source_spec_binding,omitempty"`
// Factor applied to funding-rates. This scales the impact that spot price deviations have on funding payments.
FundingRateScalingFactor *string `protobuf:"bytes,10,opt,name=funding_rate_scaling_factor,json=fundingRateScalingFactor,proto3,oneof" json:"funding_rate_scaling_factor,omitempty"`
// Lower bound for the funding-rate such that the funding-rate will never be lower than this value.
FundingRateLowerBound *string `protobuf:"bytes,11,opt,name=funding_rate_lower_bound,json=fundingRateLowerBound,proto3,oneof" json:"funding_rate_lower_bound,omitempty"`
// Upper bound for the funding-rate such that the funding-rate will never be higher than this value.
FundingRateUpperBound *string `protobuf:"bytes,12,opt,name=funding_rate_upper_bound,json=fundingRateUpperBound,proto3,oneof" json:"funding_rate_upper_bound,omitempty"`
// Optional configuration for the internal composite price used in funding payment calculation.
InternalCompositePriceConfig *CompositePriceConfiguration `protobuf:"bytes,13,opt,name=internal_composite_price_config,json=internalCompositePriceConfig,proto3,oneof" json:"internal_composite_price_config,omitempty"`
}
func (x *Perpetual) Reset() {
*x = Perpetual{}
if protoimpl.UnsafeEnabled {
mi := &file_vega_markets_proto_msgTypes[3]
ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
ms.StoreMessageInfo(mi)
}
}
func (x *Perpetual) String() string {
return protoimpl.X.MessageStringOf(x)
}
func (*Perpetual) ProtoMessage() {}
func (x *Perpetual) ProtoReflect() protoreflect.Message {
mi := &file_vega_markets_proto_msgTypes[3]
if protoimpl.UnsafeEnabled && x != nil {
ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
if ms.LoadMessageInfo() == nil {
ms.StoreMessageInfo(mi)
}
return ms
}
return mi.MessageOf(x)
}
// Deprecated: Use Perpetual.ProtoReflect.Descriptor instead.
func (*Perpetual) Descriptor() ([]byte, []int) {
return file_vega_markets_proto_rawDescGZIP(), []int{3}
}
func (x *Perpetual) GetSettlementAsset() string {
if x != nil {
return x.SettlementAsset
}
return ""
}
func (x *Perpetual) GetQuoteName() string {
if x != nil {
return x.QuoteName
}
return ""
}
func (x *Perpetual) GetMarginFundingFactor() string {
if x != nil {
return x.MarginFundingFactor
}
return ""
}
func (x *Perpetual) GetInterestRate() string {
if x != nil {
return x.InterestRate
}
return ""
}
func (x *Perpetual) GetClampLowerBound() string {
if x != nil {
return x.ClampLowerBound
}
return ""
}
func (x *Perpetual) GetClampUpperBound() string {
if x != nil {
return x.ClampUpperBound
}
return ""
}
func (x *Perpetual) GetDataSourceSpecForSettlementSchedule() *DataSourceSpec {
if x != nil {
return x.DataSourceSpecForSettlementSchedule
}
return nil
}
func (x *Perpetual) GetDataSourceSpecForSettlementData() *DataSourceSpec {
if x != nil {
return x.DataSourceSpecForSettlementData
}
return nil
}
func (x *Perpetual) GetDataSourceSpecBinding() *DataSourceSpecToPerpetualBinding {
if x != nil {
return x.DataSourceSpecBinding
}
return nil
}
func (x *Perpetual) GetFundingRateScalingFactor() string {
if x != nil && x.FundingRateScalingFactor != nil {
return *x.FundingRateScalingFactor
}
return ""
}
func (x *Perpetual) GetFundingRateLowerBound() string {
if x != nil && x.FundingRateLowerBound != nil {
return *x.FundingRateLowerBound
}
return ""
}
func (x *Perpetual) GetFundingRateUpperBound() string {
if x != nil && x.FundingRateUpperBound != nil {
return *x.FundingRateUpperBound
}
return ""
}
func (x *Perpetual) GetInternalCompositePriceConfig() *CompositePriceConfiguration {
if x != nil {
return x.InternalCompositePriceConfig
}
return nil
}
// DataSourceSpecToFutureBinding describes which property of the data source data is to be
// used as settlement data and which to use as the trading terminated trigger
type DataSourceSpecToFutureBinding struct {
state protoimpl.MessageState
sizeCache protoimpl.SizeCache
unknownFields protoimpl.UnknownFields
// Name of the property in the source data that should be used as settlement data.
// If it is set to "prices.BTC.value", then the Future will use the value of
// this property as settlement data.
SettlementDataProperty string `protobuf:"bytes,1,opt,name=settlement_data_property,json=settlementDataProperty,proto3" json:"settlement_data_property,omitempty"`
// Name of the property in the data source data that signals termination of trading.
TradingTerminationProperty string `protobuf:"bytes,2,opt,name=trading_termination_property,json=tradingTerminationProperty,proto3" json:"trading_termination_property,omitempty"`
}
func (x *DataSourceSpecToFutureBinding) Reset() {
*x = DataSourceSpecToFutureBinding{}
if protoimpl.UnsafeEnabled {
mi := &file_vega_markets_proto_msgTypes[4]
ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
ms.StoreMessageInfo(mi)
}
}
func (x *DataSourceSpecToFutureBinding) String() string {
return protoimpl.X.MessageStringOf(x)
}
func (*DataSourceSpecToFutureBinding) ProtoMessage() {}
func (x *DataSourceSpecToFutureBinding) ProtoReflect() protoreflect.Message {
mi := &file_vega_markets_proto_msgTypes[4]
if protoimpl.UnsafeEnabled && x != nil {
ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
if ms.LoadMessageInfo() == nil {
ms.StoreMessageInfo(mi)
}
return ms
}
return mi.MessageOf(x)
}
// Deprecated: Use DataSourceSpecToFutureBinding.ProtoReflect.Descriptor instead.
func (*DataSourceSpecToFutureBinding) Descriptor() ([]byte, []int) {
return file_vega_markets_proto_rawDescGZIP(), []int{4}
}
func (x *DataSourceSpecToFutureBinding) GetSettlementDataProperty() string {
if x != nil {
return x.SettlementDataProperty
}
return ""
}
func (x *DataSourceSpecToFutureBinding) GetTradingTerminationProperty() string {
if x != nil {
return x.TradingTerminationProperty
}
return ""
}
// Describes which properties of the data source data is to be
// used for settlement.
type DataSourceSpecToPerpetualBinding struct {
state protoimpl.MessageState
sizeCache protoimpl.SizeCache
unknownFields protoimpl.UnknownFields
// Name of the property in the source data that should be used for settlement data.
// If it is set to "prices.BTC.value" for example, then the perpetual market will use the value of
// this property to get settlement data.
SettlementDataProperty string `protobuf:"bytes,1,opt,name=settlement_data_property,json=settlementDataProperty,proto3" json:"settlement_data_property,omitempty"`
// Name of the property in the source data that should be used to determine the perpetual's settlement schedule.
SettlementScheduleProperty string `protobuf:"bytes,2,opt,name=settlement_schedule_property,json=settlementScheduleProperty,proto3" json:"settlement_schedule_property,omitempty"`
}
func (x *DataSourceSpecToPerpetualBinding) Reset() {
*x = DataSourceSpecToPerpetualBinding{}
if protoimpl.UnsafeEnabled {
mi := &file_vega_markets_proto_msgTypes[5]
ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
ms.StoreMessageInfo(mi)
}
}
func (x *DataSourceSpecToPerpetualBinding) String() string {
return protoimpl.X.MessageStringOf(x)
}
func (*DataSourceSpecToPerpetualBinding) ProtoMessage() {}
func (x *DataSourceSpecToPerpetualBinding) ProtoReflect() protoreflect.Message {
mi := &file_vega_markets_proto_msgTypes[5]
if protoimpl.UnsafeEnabled && x != nil {
ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
if ms.LoadMessageInfo() == nil {
ms.StoreMessageInfo(mi)
}
return ms
}
return mi.MessageOf(x)
}
// Deprecated: Use DataSourceSpecToPerpetualBinding.ProtoReflect.Descriptor instead.
func (*DataSourceSpecToPerpetualBinding) Descriptor() ([]byte, []int) {
return file_vega_markets_proto_rawDescGZIP(), []int{5}
}
func (x *DataSourceSpecToPerpetualBinding) GetSettlementDataProperty() string {
if x != nil {
return x.SettlementDataProperty
}
return ""
}
func (x *DataSourceSpecToPerpetualBinding) GetSettlementScheduleProperty() string {
if x != nil {
return x.SettlementScheduleProperty
}
return ""
}
// Instrument metadata definition
type InstrumentMetadata struct {
state protoimpl.MessageState
sizeCache protoimpl.SizeCache
unknownFields protoimpl.UnknownFields
// List of 0 or more tags.
Tags []string `protobuf:"bytes,1,rep,name=tags,proto3" json:"tags,omitempty"`
}
func (x *InstrumentMetadata) Reset() {
*x = InstrumentMetadata{}
if protoimpl.UnsafeEnabled {
mi := &file_vega_markets_proto_msgTypes[6]
ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
ms.StoreMessageInfo(mi)
}
}
func (x *InstrumentMetadata) String() string {
return protoimpl.X.MessageStringOf(x)
}
func (*InstrumentMetadata) ProtoMessage() {}
func (x *InstrumentMetadata) ProtoReflect() protoreflect.Message {
mi := &file_vega_markets_proto_msgTypes[6]
if protoimpl.UnsafeEnabled && x != nil {
ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
if ms.LoadMessageInfo() == nil {
ms.StoreMessageInfo(mi)
}
return ms
}
return mi.MessageOf(x)
}
// Deprecated: Use InstrumentMetadata.ProtoReflect.Descriptor instead.
func (*InstrumentMetadata) Descriptor() ([]byte, []int) {
return file_vega_markets_proto_rawDescGZIP(), []int{6}
}
func (x *InstrumentMetadata) GetTags() []string {
if x != nil {
return x.Tags
}
return nil
}
// Instrument definition
type Instrument struct {
state protoimpl.MessageState
sizeCache protoimpl.SizeCache
unknownFields protoimpl.UnknownFields
// Unique instrument ID.
Id string `protobuf:"bytes,1,opt,name=id,proto3" json:"id,omitempty"`
// Code for the instrument.
Code string `protobuf:"bytes,2,opt,name=code,proto3" json:"code,omitempty"`
// Name of the instrument.
Name string `protobuf:"bytes,3,opt,name=name,proto3" json:"name,omitempty"`
// Collection of instrument meta-data.
Metadata *InstrumentMetadata `protobuf:"bytes,4,opt,name=metadata,proto3" json:"metadata,omitempty"`
// Product the instrument is composed of.
//
// Types that are assignable to Product:
//
// *Instrument_Future
// *Instrument_Spot
// *Instrument_Perpetual
Product isInstrument_Product `protobuf_oneof:"product"`
}
func (x *Instrument) Reset() {
*x = Instrument{}
if protoimpl.UnsafeEnabled {
mi := &file_vega_markets_proto_msgTypes[7]
ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
ms.StoreMessageInfo(mi)
}
}
func (x *Instrument) String() string {
return protoimpl.X.MessageStringOf(x)
}
func (*Instrument) ProtoMessage() {}
func (x *Instrument) ProtoReflect() protoreflect.Message {
mi := &file_vega_markets_proto_msgTypes[7]
if protoimpl.UnsafeEnabled && x != nil {
ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
if ms.LoadMessageInfo() == nil {
ms.StoreMessageInfo(mi)
}
return ms
}
return mi.MessageOf(x)
}
// Deprecated: Use Instrument.ProtoReflect.Descriptor instead.
func (*Instrument) Descriptor() ([]byte, []int) {
return file_vega_markets_proto_rawDescGZIP(), []int{7}
}
func (x *Instrument) GetId() string {
if x != nil {
return x.Id
}
return ""
}
func (x *Instrument) GetCode() string {
if x != nil {
return x.Code
}
return ""
}
func (x *Instrument) GetName() string {
if x != nil {
return x.Name
}
return ""
}
func (x *Instrument) GetMetadata() *InstrumentMetadata {
if x != nil {
return x.Metadata
}
return nil
}
func (m *Instrument) GetProduct() isInstrument_Product {
if m != nil {
return m.Product
}
return nil
}
func (x *Instrument) GetFuture() *Future {
if x, ok := x.GetProduct().(*Instrument_Future); ok {
return x.Future
}
return nil
}
func (x *Instrument) GetSpot() *Spot {
if x, ok := x.GetProduct().(*Instrument_Spot); ok {
return x.Spot
}
return nil
}
func (x *Instrument) GetPerpetual() *Perpetual {
if x, ok := x.GetProduct().(*Instrument_Perpetual); ok {
return x.Perpetual
}
return nil
}
type isInstrument_Product interface {
isInstrument_Product()
}
type Instrument_Future struct {
// Future.
Future *Future `protobuf:"bytes,100,opt,name=future,proto3,oneof"`
}
type Instrument_Spot struct {
// Spot.
Spot *Spot `protobuf:"bytes,101,opt,name=spot,proto3,oneof"`
}
type Instrument_Perpetual struct {
// Perpetual.
Perpetual *Perpetual `protobuf:"bytes,102,opt,name=perpetual,proto3,oneof"`
}
func (*Instrument_Future) isInstrument_Product() {}
func (*Instrument_Spot) isInstrument_Product() {}
func (*Instrument_Perpetual) isInstrument_Product() {}
// Risk model for log normal
type LogNormalRiskModel struct {
state protoimpl.MessageState
sizeCache protoimpl.SizeCache
unknownFields protoimpl.UnknownFields
// Risk Aversion Parameter.
RiskAversionParameter float64 `protobuf:"fixed64,1,opt,name=risk_aversion_parameter,json=riskAversionParameter,proto3" json:"risk_aversion_parameter,omitempty"`
// Tau parameter of the risk model, projection horizon measured as a year fraction used in the expected shortfall
// calculation to obtain the maintenance margin, must be a strictly non-negative real number.
Tau float64 `protobuf:"fixed64,2,opt,name=tau,proto3" json:"tau,omitempty"`
// Risk model parameters for log normal.
Params *LogNormalModelParams `protobuf:"bytes,3,opt,name=params,proto3" json:"params,omitempty"`
}
func (x *LogNormalRiskModel) Reset() {
*x = LogNormalRiskModel{}
if protoimpl.UnsafeEnabled {
mi := &file_vega_markets_proto_msgTypes[8]
ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
ms.StoreMessageInfo(mi)
}
}
func (x *LogNormalRiskModel) String() string {
return protoimpl.X.MessageStringOf(x)
}
func (*LogNormalRiskModel) ProtoMessage() {}
func (x *LogNormalRiskModel) ProtoReflect() protoreflect.Message {