model

package
v1.4.2 Latest Latest
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Published: Nov 28, 2023 License: GPL-3.0 Imports: 5 Imported by: 0

Documentation

Index

Constants

This section is empty.

Variables

View Source
var OrderStatus_name = map[int32]string{
	0: "NONE",
	1: "LIVE",
	2: "FILLED",
	3: "CANCELLED",
}
View Source
var OrderStatus_value = map[string]int32{
	"NONE":      0,
	"LIVE":      1,
	"FILLED":    2,
	"CANCELLED": 3,
}
View Source
var Side_name = map[int32]string{
	0: "BUY",
	1: "SELL",
}
View Source
var Side_value = map[string]int32{
	"BUY":  0,
	"SELL": 1,
}

Functions

func Compare

func Compare(a Decimal64, b Decimal64) int

Types

type ClobLine

type ClobLine struct {
	Size                 *Decimal64 `protobuf:"bytes,1,opt,name=size,proto3" json:"size,omitempty"`
	Price                *Decimal64 `protobuf:"bytes,2,opt,name=price,proto3" json:"price,omitempty"`
	EntryId              string     `protobuf:"bytes,3,opt,name=entryId,proto3" json:"entryId,omitempty"`
	ListingId            int32      `protobuf:"varint,4,opt,name=listingId,proto3" json:"listingId,omitempty"`
	XXX_NoUnkeyedLiteral struct{}   `json:"-"`
	XXX_unrecognized     []byte     `json:"-"`
	XXX_sizecache        int32      `json:"-"`
}

func (*ClobLine) Descriptor

func (*ClobLine) Descriptor() ([]byte, []int)

func (*ClobLine) GetEntryId

func (m *ClobLine) GetEntryId() string

func (*ClobLine) GetListingId

func (m *ClobLine) GetListingId() int32

func (*ClobLine) GetPrice

func (m *ClobLine) GetPrice() *Decimal64

func (*ClobLine) GetSize

func (m *ClobLine) GetSize() *Decimal64

func (*ClobLine) ProtoMessage

func (*ClobLine) ProtoMessage()

func (*ClobLine) Reset

func (m *ClobLine) Reset()

func (*ClobLine) String

func (m *ClobLine) String() string

func (*ClobLine) XXX_DiscardUnknown

func (m *ClobLine) XXX_DiscardUnknown()

func (*ClobLine) XXX_Marshal

func (m *ClobLine) XXX_Marshal(b []byte, deterministic bool) ([]byte, error)

func (*ClobLine) XXX_Merge

func (m *ClobLine) XXX_Merge(src proto.Message)

func (*ClobLine) XXX_Size

func (m *ClobLine) XXX_Size() int

func (*ClobLine) XXX_Unmarshal

func (m *ClobLine) XXX_Unmarshal(b []byte) error

type ClobQuote

type ClobQuote struct {
	ListingId            int32       `protobuf:"varint,1,opt,name=listingId,proto3" json:"listingId,omitempty"`
	Bids                 []*ClobLine `protobuf:"bytes,2,rep,name=bids,proto3" json:"bids,omitempty"`
	Offers               []*ClobLine `protobuf:"bytes,3,rep,name=offers,proto3" json:"offers,omitempty"`
	StreamInterrupted    bool        `protobuf:"varint,4,opt,name=streamInterrupted,proto3" json:"streamInterrupted,omitempty"`
	StreamStatusMsg      string      `protobuf:"bytes,5,opt,name=streamStatusMsg,proto3" json:"streamStatusMsg,omitempty"`
	LastPrice            *Decimal64  `protobuf:"bytes,6,opt,name=lastPrice,proto3" json:"lastPrice,omitempty"`
	LastQuantity         *Decimal64  `protobuf:"bytes,7,opt,name=lastQuantity,proto3" json:"lastQuantity,omitempty"`
	TradedVolume         *Decimal64  `protobuf:"bytes,8,opt,name=tradedVolume,proto3" json:"tradedVolume,omitempty"`
	XXX_NoUnkeyedLiteral struct{}    `json:"-"`
	XXX_unrecognized     []byte      `json:"-"`
	XXX_sizecache        int32       `json:"-"`
}

func (*ClobQuote) Descriptor

func (*ClobQuote) Descriptor() ([]byte, []int)

func (*ClobQuote) GetBids

func (m *ClobQuote) GetBids() []*ClobLine

func (*ClobQuote) GetLastPrice

func (m *ClobQuote) GetLastPrice() *Decimal64

func (*ClobQuote) GetLastQuantity

func (m *ClobQuote) GetLastQuantity() *Decimal64

func (*ClobQuote) GetListingId

func (m *ClobQuote) GetListingId() int32

func (*ClobQuote) GetOffers

func (m *ClobQuote) GetOffers() []*ClobLine

func (*ClobQuote) GetStreamInterrupted

func (m *ClobQuote) GetStreamInterrupted() bool

func (*ClobQuote) GetStreamStatusMsg

func (m *ClobQuote) GetStreamStatusMsg() string

func (*ClobQuote) GetTradedVolume

func (m *ClobQuote) GetTradedVolume() *Decimal64

func (*ClobQuote) ProtoMessage

func (*ClobQuote) ProtoMessage()

func (*ClobQuote) Reset

func (m *ClobQuote) Reset()

func (*ClobQuote) String

func (m *ClobQuote) String() string

func (*ClobQuote) XXX_DiscardUnknown

func (m *ClobQuote) XXX_DiscardUnknown()

func (*ClobQuote) XXX_Marshal

func (m *ClobQuote) XXX_Marshal(b []byte, deterministic bool) ([]byte, error)

func (*ClobQuote) XXX_Merge

func (m *ClobQuote) XXX_Merge(src proto.Message)

func (*ClobQuote) XXX_Size

func (m *ClobQuote) XXX_Size() int

func (*ClobQuote) XXX_Unmarshal

func (m *ClobQuote) XXX_Unmarshal(b []byte) error

type Decimal64

type Decimal64 struct {
	Mantissa             int64    `protobuf:"fixed64,1,opt,name=mantissa,proto3" json:"mantissa,omitempty"`
	Exponent             int32    `protobuf:"fixed32,2,opt,name=exponent,proto3" json:"exponent,omitempty"`
	XXX_NoUnkeyedLiteral struct{} `json:"-"`
	XXX_unrecognized     []byte   `json:"-"`
	XXX_sizecache        int32    `json:"-"`
}

func FasD

func FasD(val float64) *Decimal64

func IasD

func IasD(i int) *Decimal64

func ToDecimal64

func ToDecimal64(d decimal.Decimal) *Decimal64

func (*Decimal64) Add

func (m *Decimal64) Add(o *Decimal64)

func (*Decimal64) AsDecimal

func (m *Decimal64) AsDecimal() decimal.Decimal

func (*Decimal64) Descriptor

func (*Decimal64) Descriptor() ([]byte, []int)

func (*Decimal64) Equal

func (m *Decimal64) Equal(o *Decimal64) bool

func (*Decimal64) GetExponent

func (m *Decimal64) GetExponent() int32

func (*Decimal64) GetMantissa

func (m *Decimal64) GetMantissa() int64

func (*Decimal64) GreaterThan

func (m *Decimal64) GreaterThan(o *Decimal64) bool

func (*Decimal64) GreaterThanOrEqual

func (m *Decimal64) GreaterThanOrEqual(o *Decimal64) bool

func (*Decimal64) LessThan

func (m *Decimal64) LessThan(o *Decimal64) bool

func (*Decimal64) LessThanOrEqual

func (m *Decimal64) LessThanOrEqual(o *Decimal64) bool

func (*Decimal64) ProtoMessage

func (*Decimal64) ProtoMessage()

func (*Decimal64) Reset

func (m *Decimal64) Reset()

func (*Decimal64) String

func (m *Decimal64) String() string

func (*Decimal64) Sub

func (m *Decimal64) Sub(o *Decimal64)

func (*Decimal64) ToFloat

func (m *Decimal64) ToFloat() float64

func (*Decimal64) XXX_DiscardUnknown

func (m *Decimal64) XXX_DiscardUnknown()

func (*Decimal64) XXX_Marshal

func (m *Decimal64) XXX_Marshal(b []byte, deterministic bool) ([]byte, error)

func (*Decimal64) XXX_Merge

func (m *Decimal64) XXX_Merge(src proto.Message)

func (*Decimal64) XXX_Size

func (m *Decimal64) XXX_Size() int

func (*Decimal64) XXX_Unmarshal

func (m *Decimal64) XXX_Unmarshal(b []byte) error

type Empty

type Empty struct {
	XXX_NoUnkeyedLiteral struct{} `json:"-"`
	XXX_unrecognized     []byte   `json:"-"`
	XXX_sizecache        int32    `json:"-"`
}

func (*Empty) Descriptor

func (*Empty) Descriptor() ([]byte, []int)

func (*Empty) ProtoMessage

func (*Empty) ProtoMessage()

func (*Empty) Reset

func (m *Empty) Reset()

func (*Empty) String

func (m *Empty) String() string

func (*Empty) XXX_DiscardUnknown

func (m *Empty) XXX_DiscardUnknown()

func (*Empty) XXX_Marshal

func (m *Empty) XXX_Marshal(b []byte, deterministic bool) ([]byte, error)

func (*Empty) XXX_Merge

func (m *Empty) XXX_Merge(src proto.Message)

func (*Empty) XXX_Size

func (m *Empty) XXX_Size() int

func (*Empty) XXX_Unmarshal

func (m *Empty) XXX_Unmarshal(b []byte) error

type Execution

type Execution struct {
	Id    string
	Price Decimal64
	Qty   Decimal64
}

type Instrument

type Instrument struct {
	Version              int32    `protobuf:"varint,1,opt,name=version,proto3" json:"version,omitempty"`
	Id                   int32    `protobuf:"varint,2,opt,name=id,proto3" json:"id,omitempty"`
	Name                 string   `protobuf:"bytes,3,opt,name=name,proto3" json:"name,omitempty"`
	DisplaySymbol        string   `protobuf:"bytes,4,opt,name=displaySymbol,proto3" json:"displaySymbol,omitempty"`
	Enabled              bool     `protobuf:"varint,5,opt,name=enabled,proto3" json:"enabled,omitempty"`
	XXX_NoUnkeyedLiteral struct{} `json:"-"`
	XXX_unrecognized     []byte   `json:"-"`
	XXX_sizecache        int32    `json:"-"`
}

func (*Instrument) Descriptor

func (*Instrument) Descriptor() ([]byte, []int)

func (*Instrument) GetDisplaySymbol

func (m *Instrument) GetDisplaySymbol() string

func (*Instrument) GetEnabled

func (m *Instrument) GetEnabled() bool

func (*Instrument) GetId

func (m *Instrument) GetId() int32

func (*Instrument) GetName

func (m *Instrument) GetName() string

func (*Instrument) GetVersion

func (m *Instrument) GetVersion() int32

func (*Instrument) ProtoMessage

func (*Instrument) ProtoMessage()

func (*Instrument) Reset

func (m *Instrument) Reset()

func (*Instrument) String

func (m *Instrument) String() string

func (*Instrument) XXX_DiscardUnknown

func (m *Instrument) XXX_DiscardUnknown()

func (*Instrument) XXX_Marshal

func (m *Instrument) XXX_Marshal(b []byte, deterministic bool) ([]byte, error)

func (*Instrument) XXX_Merge

func (m *Instrument) XXX_Merge(src proto.Message)

func (*Instrument) XXX_Size

func (m *Instrument) XXX_Size() int

func (*Instrument) XXX_Unmarshal

func (m *Instrument) XXX_Unmarshal(b []byte) error

type Listing

type Listing struct {
	Version              int32          `protobuf:"varint,1,opt,name=version,proto3" json:"version,omitempty"`
	Id                   int32          `protobuf:"varint,2,opt,name=id,proto3" json:"id,omitempty"`
	Market               *Market        `protobuf:"bytes,3,opt,name=market,proto3" json:"market,omitempty"`
	Instrument           *Instrument    `protobuf:"bytes,4,opt,name=instrument,proto3" json:"instrument,omitempty"`
	MarketSymbol         string         `protobuf:"bytes,5,opt,name=marketSymbol,proto3" json:"marketSymbol,omitempty"`
	TickSize             *TickSizeTable `protobuf:"bytes,6,opt,name=tickSize,proto3" json:"tickSize,omitempty"`
	SizeIncrement        *Decimal64     `protobuf:"bytes,7,opt,name=sizeIncrement,proto3" json:"sizeIncrement,omitempty"`
	XXX_NoUnkeyedLiteral struct{}       `json:"-"`
	XXX_unrecognized     []byte         `json:"-"`
	XXX_sizecache        int32          `json:"-"`
}

A listing represents an instance of an instrument on a given exchange for example MSFT can be traded on both Nasdaq IEX, thus there would be at least two listings for MSFT, one for each exchange

func (*Listing) Descriptor

func (*Listing) Descriptor() ([]byte, []int)

func (*Listing) GetId

func (m *Listing) GetId() int32

func (*Listing) GetInstrument

func (m *Listing) GetInstrument() *Instrument

func (*Listing) GetMarket

func (m *Listing) GetMarket() *Market

func (*Listing) GetMarketSymbol

func (m *Listing) GetMarketSymbol() string

func (*Listing) GetSizeIncrement

func (m *Listing) GetSizeIncrement() *Decimal64

func (*Listing) GetTickSize

func (m *Listing) GetTickSize() *TickSizeTable

func (*Listing) GetTickSizeForPriceLevel added in v1.1.0

func (m *Listing) GetTickSizeForPriceLevel(price float64) (*Decimal64, error)

func (*Listing) GetVersion

func (m *Listing) GetVersion() int32

func (*Listing) ProtoMessage

func (*Listing) ProtoMessage()

func (*Listing) Reset

func (m *Listing) Reset()

func (*Listing) RoundToLotSize

func (m *Listing) RoundToLotSize(qty float64) *Decimal64

func (*Listing) RoundToNearestTick

func (m *Listing) RoundToNearestTick(price float64) (*Decimal64, error)

func (*Listing) String

func (m *Listing) String() string

func (*Listing) XXX_DiscardUnknown

func (m *Listing) XXX_DiscardUnknown()

func (*Listing) XXX_Marshal

func (m *Listing) XXX_Marshal(b []byte, deterministic bool) ([]byte, error)

func (*Listing) XXX_Merge

func (m *Listing) XXX_Merge(src proto.Message)

func (*Listing) XXX_Size

func (m *Listing) XXX_Size() int

func (*Listing) XXX_Unmarshal

func (m *Listing) XXX_Unmarshal(b []byte) error

type Market

type Market struct {
	Version              int32    `protobuf:"varint,1,opt,name=version,proto3" json:"version,omitempty"`
	Id                   int32    `protobuf:"varint,2,opt,name=id,proto3" json:"id,omitempty"`
	Name                 string   `protobuf:"bytes,3,opt,name=name,proto3" json:"name,omitempty"`
	Mic                  string   `protobuf:"bytes,4,opt,name=mic,proto3" json:"mic,omitempty"`
	CountryCode          string   `protobuf:"bytes,5,opt,name=countryCode,proto3" json:"countryCode,omitempty"`
	XXX_NoUnkeyedLiteral struct{} `json:"-"`
	XXX_unrecognized     []byte   `json:"-"`
	XXX_sizecache        int32    `json:"-"`
}

func (*Market) Descriptor

func (*Market) Descriptor() ([]byte, []int)

func (*Market) GetCountryCode

func (m *Market) GetCountryCode() string

func (*Market) GetId

func (m *Market) GetId() int32

func (*Market) GetMic

func (m *Market) GetMic() string

func (*Market) GetName

func (m *Market) GetName() string

func (*Market) GetVersion

func (m *Market) GetVersion() int32

func (*Market) ProtoMessage

func (*Market) ProtoMessage()

func (*Market) Reset

func (m *Market) Reset()

func (*Market) String

func (m *Market) String() string

func (*Market) XXX_DiscardUnknown

func (m *Market) XXX_DiscardUnknown()

func (*Market) XXX_Marshal

func (m *Market) XXX_Marshal(b []byte, deterministic bool) ([]byte, error)

func (*Market) XXX_Merge

func (m *Market) XXX_Merge(src proto.Message)

func (*Market) XXX_Size

func (m *Market) XXX_Size() int

func (*Market) XXX_Unmarshal

func (m *Market) XXX_Unmarshal(b []byte) error

type Order

type Order struct {
	Version              int32       `protobuf:"varint,1,opt,name=version,proto3" json:"version,omitempty"`
	Id                   string      `protobuf:"bytes,2,opt,name=id,proto3" json:"id,omitempty"`
	Side                 Side        `protobuf:"varint,3,opt,name=side,proto3,enum=model.Side" json:"side,omitempty"`
	Quantity             *Decimal64  `protobuf:"bytes,4,opt,name=quantity,proto3" json:"quantity,omitempty"`
	Price                *Decimal64  `protobuf:"bytes,5,opt,name=price,proto3" json:"price,omitempty"`
	ListingId            int32       `protobuf:"varint,6,opt,name=listingId,proto3" json:"listingId,omitempty"`
	RemainingQuantity    *Decimal64  `protobuf:"bytes,7,opt,name=remainingQuantity,proto3" json:"remainingQuantity,omitempty"`
	TradedQuantity       *Decimal64  `protobuf:"bytes,8,opt,name=tradedQuantity,proto3" json:"tradedQuantity,omitempty"`
	AvgTradePrice        *Decimal64  `protobuf:"bytes,9,opt,name=avgTradePrice,proto3" json:"avgTradePrice,omitempty"`
	Status               OrderStatus `protobuf:"varint,10,opt,name=status,proto3,enum=model.OrderStatus" json:"status,omitempty"`
	TargetStatus         OrderStatus `protobuf:"varint,11,opt,name=targetStatus,proto3,enum=model.OrderStatus" json:"targetStatus,omitempty"`
	Created              *Timestamp  `protobuf:"bytes,12,opt,name=created,proto3" json:"created,omitempty"`
	OwnerId              string      `protobuf:"bytes,13,opt,name=ownerId,proto3" json:"ownerId,omitempty"`
	OriginatorId         string      `protobuf:"bytes,14,opt,name=originatorId,proto3" json:"originatorId,omitempty"`
	OriginatorRef        string      `protobuf:"bytes,15,opt,name=originatorRef,proto3" json:"originatorRef,omitempty"`
	LastExecQuantity     *Decimal64  `protobuf:"bytes,16,opt,name=lastExecQuantity,proto3" json:"lastExecQuantity,omitempty"`
	LastExecPrice        *Decimal64  `protobuf:"bytes,17,opt,name=lastExecPrice,proto3" json:"lastExecPrice,omitempty"`
	LastExecId           string      `protobuf:"bytes,18,opt,name=lastExecId,proto3" json:"lastExecId,omitempty"`
	ExposedQuantity      *Decimal64  `protobuf:"bytes,19,opt,name=exposedQuantity,proto3" json:"exposedQuantity,omitempty"`
	ErrorMessage         string      `protobuf:"bytes,20,opt,name=errorMessage,proto3" json:"errorMessage,omitempty"`
	ChildOrdersRefs      []*Ref      `protobuf:"bytes,21,rep,name=childOrdersRefs,proto3" json:"childOrdersRefs,omitempty"`
	RootOriginatorId     string      `protobuf:"bytes,22,opt,name=rootOriginatorId,proto3" json:"rootOriginatorId,omitempty"`
	RootOriginatorRef    string      `protobuf:"bytes,23,opt,name=rootOriginatorRef,proto3" json:"rootOriginatorRef,omitempty"`
	ExecParametersJson   string      `protobuf:"bytes,24,opt,name=execParametersJson,proto3" json:"execParametersJson,omitempty"`
	Destination          string      `protobuf:"bytes,25,opt,name=destination,proto3" json:"destination,omitempty"`
	XXX_NoUnkeyedLiteral struct{}    `json:"-"`
	XXX_unrecognized     []byte      `json:"-"`
	XXX_sizecache        int32       `json:"-"`
}

func NewOrder

func NewOrder(id string, OrderSide Side, Quantity *Decimal64, Price *Decimal64, listingId int32,
	originatorId string, originatorRef string, rootOriginatorId string, rootOriginatorRef string,
	destination string) *Order

func (*Order) AddExecution

func (o *Order) AddExecution(execution Execution) error

func (*Order) Descriptor

func (*Order) Descriptor() ([]byte, []int)

func (*Order) GetAvailableQty

func (o *Order) GetAvailableQty() *Decimal64

func (*Order) GetAvgTradePrice

func (m *Order) GetAvgTradePrice() *Decimal64

func (*Order) GetChildOrdersRefs

func (m *Order) GetChildOrdersRefs() []*Ref

func (*Order) GetCreated

func (m *Order) GetCreated() *Timestamp

func (*Order) GetDestination

func (m *Order) GetDestination() string

func (*Order) GetErrorMessage

func (m *Order) GetErrorMessage() string

func (*Order) GetExecParametersJson

func (m *Order) GetExecParametersJson() string

func (*Order) GetExposedQuantity

func (m *Order) GetExposedQuantity() *Decimal64

func (*Order) GetId

func (m *Order) GetId() string

func (*Order) GetLastExecId

func (m *Order) GetLastExecId() string

func (*Order) GetLastExecPrice

func (m *Order) GetLastExecPrice() *Decimal64

func (*Order) GetLastExecQuantity

func (m *Order) GetLastExecQuantity() *Decimal64

func (*Order) GetListingId

func (m *Order) GetListingId() int32

func (*Order) GetOriginatorId

func (m *Order) GetOriginatorId() string

func (*Order) GetOriginatorRef

func (m *Order) GetOriginatorRef() string

func (*Order) GetOwnerId

func (m *Order) GetOwnerId() string

func (*Order) GetPrice

func (m *Order) GetPrice() *Decimal64

func (*Order) GetQuantity

func (m *Order) GetQuantity() *Decimal64

func (*Order) GetRemainingQuantity

func (m *Order) GetRemainingQuantity() *Decimal64

func (*Order) GetRootOriginatorId

func (m *Order) GetRootOriginatorId() string

func (*Order) GetRootOriginatorRef

func (m *Order) GetRootOriginatorRef() string

func (*Order) GetSide

func (m *Order) GetSide() Side

func (*Order) GetStatus

func (m *Order) GetStatus() OrderStatus

func (*Order) GetTargetStatus

func (m *Order) GetTargetStatus() OrderStatus

func (*Order) GetTradedQuantity

func (m *Order) GetTradedQuantity() *Decimal64

func (*Order) GetVersion

func (m *Order) GetVersion() int32

func (*Order) IsTerminalState

func (o *Order) IsTerminalState() bool

func (*Order) ProtoMessage

func (*Order) ProtoMessage()

func (*Order) Reset

func (m *Order) Reset()

func (*Order) SetStatus

func (o *Order) SetStatus(status OrderStatus) error

func (*Order) SetTargetStatus

func (o *Order) SetTargetStatus(targetStatus OrderStatus) error

func (*Order) String

func (m *Order) String() string

func (*Order) XXX_DiscardUnknown

func (m *Order) XXX_DiscardUnknown()

func (*Order) XXX_Marshal

func (m *Order) XXX_Marshal(b []byte, deterministic bool) ([]byte, error)

func (*Order) XXX_Merge

func (m *Order) XXX_Merge(src proto.Message)

func (*Order) XXX_Size

func (m *Order) XXX_Size() int

func (*Order) XXX_Unmarshal

func (m *Order) XXX_Unmarshal(b []byte) error

type OrderStatus

type OrderStatus int32
const (
	OrderStatus_NONE      OrderStatus = 0
	OrderStatus_LIVE      OrderStatus = 1
	OrderStatus_FILLED    OrderStatus = 2
	OrderStatus_CANCELLED OrderStatus = 3
)

func (OrderStatus) EnumDescriptor

func (OrderStatus) EnumDescriptor() ([]byte, []int)

func (OrderStatus) String

func (x OrderStatus) String() string

type Ref

type Ref struct {
	Version              int32    `protobuf:"varint,1,opt,name=version,proto3" json:"version,omitempty"`
	Id                   string   `protobuf:"bytes,2,opt,name=id,proto3" json:"id,omitempty"`
	XXX_NoUnkeyedLiteral struct{} `json:"-"`
	XXX_unrecognized     []byte   `json:"-"`
	XXX_sizecache        int32    `json:"-"`
}

func (*Ref) Descriptor

func (*Ref) Descriptor() ([]byte, []int)

func (*Ref) GetId

func (m *Ref) GetId() string

func (*Ref) GetVersion

func (m *Ref) GetVersion() int32

func (*Ref) ProtoMessage

func (*Ref) ProtoMessage()

func (*Ref) Reset

func (m *Ref) Reset()

func (*Ref) String

func (m *Ref) String() string

func (*Ref) XXX_DiscardUnknown

func (m *Ref) XXX_DiscardUnknown()

func (*Ref) XXX_Marshal

func (m *Ref) XXX_Marshal(b []byte, deterministic bool) ([]byte, error)

func (*Ref) XXX_Merge

func (m *Ref) XXX_Merge(src proto.Message)

func (*Ref) XXX_Size

func (m *Ref) XXX_Size() int

func (*Ref) XXX_Unmarshal

func (m *Ref) XXX_Unmarshal(b []byte) error

type Side

type Side int32
const (
	Side_BUY  Side = 0
	Side_SELL Side = 1
)

func (Side) EnumDescriptor

func (Side) EnumDescriptor() ([]byte, []int)

func (Side) String

func (x Side) String() string

type TickSizeEntry

type TickSizeEntry struct {
	LowerPriceBound      *Decimal64 `protobuf:"bytes,1,opt,name=lowerPriceBound,proto3" json:"lowerPriceBound,omitempty"`
	UpperPriceBound      *Decimal64 `protobuf:"bytes,2,opt,name=upperPriceBound,proto3" json:"upperPriceBound,omitempty"`
	TickSize             *Decimal64 `protobuf:"bytes,3,opt,name=tickSize,proto3" json:"tickSize,omitempty"`
	XXX_NoUnkeyedLiteral struct{}   `json:"-"`
	XXX_unrecognized     []byte     `json:"-"`
	XXX_sizecache        int32      `json:"-"`
}

func (*TickSizeEntry) Descriptor

func (*TickSizeEntry) Descriptor() ([]byte, []int)

func (*TickSizeEntry) GetLowerPriceBound

func (m *TickSizeEntry) GetLowerPriceBound() *Decimal64

func (*TickSizeEntry) GetTickSize

func (m *TickSizeEntry) GetTickSize() *Decimal64

func (*TickSizeEntry) GetUpperPriceBound

func (m *TickSizeEntry) GetUpperPriceBound() *Decimal64

func (*TickSizeEntry) ProtoMessage

func (*TickSizeEntry) ProtoMessage()

func (*TickSizeEntry) Reset

func (m *TickSizeEntry) Reset()

func (*TickSizeEntry) String

func (m *TickSizeEntry) String() string

func (*TickSizeEntry) XXX_DiscardUnknown

func (m *TickSizeEntry) XXX_DiscardUnknown()

func (*TickSizeEntry) XXX_Marshal

func (m *TickSizeEntry) XXX_Marshal(b []byte, deterministic bool) ([]byte, error)

func (*TickSizeEntry) XXX_Merge

func (m *TickSizeEntry) XXX_Merge(src proto.Message)

func (*TickSizeEntry) XXX_Size

func (m *TickSizeEntry) XXX_Size() int

func (*TickSizeEntry) XXX_Unmarshal

func (m *TickSizeEntry) XXX_Unmarshal(b []byte) error

type TickSizeTable

type TickSizeTable struct {
	Entries              []*TickSizeEntry `protobuf:"bytes,1,rep,name=entries,proto3" json:"entries,omitempty"`
	XXX_NoUnkeyedLiteral struct{}         `json:"-"`
	XXX_unrecognized     []byte           `json:"-"`
	XXX_sizecache        int32            `json:"-"`
}

func (*TickSizeTable) Descriptor

func (*TickSizeTable) Descriptor() ([]byte, []int)

func (*TickSizeTable) GetEntries

func (m *TickSizeTable) GetEntries() []*TickSizeEntry

func (*TickSizeTable) ProtoMessage

func (*TickSizeTable) ProtoMessage()

func (*TickSizeTable) Reset

func (m *TickSizeTable) Reset()

func (*TickSizeTable) String

func (m *TickSizeTable) String() string

func (*TickSizeTable) XXX_DiscardUnknown

func (m *TickSizeTable) XXX_DiscardUnknown()

func (*TickSizeTable) XXX_Marshal

func (m *TickSizeTable) XXX_Marshal(b []byte, deterministic bool) ([]byte, error)

func (*TickSizeTable) XXX_Merge

func (m *TickSizeTable) XXX_Merge(src proto.Message)

func (*TickSizeTable) XXX_Size

func (m *TickSizeTable) XXX_Size() int

func (*TickSizeTable) XXX_Unmarshal

func (m *TickSizeTable) XXX_Unmarshal(b []byte) error

type Timestamp

type Timestamp struct {
	Seconds              int64    `protobuf:"varint,1,opt,name=seconds,proto3" json:"seconds,omitempty"`
	Nanoseconds          int32    `protobuf:"varint,2,opt,name=nanoseconds,proto3" json:"nanoseconds,omitempty"`
	XXX_NoUnkeyedLiteral struct{} `json:"-"`
	XXX_unrecognized     []byte   `json:"-"`
	XXX_sizecache        int32    `json:"-"`
}

func NewTimeStamp

func NewTimeStamp(time time.Time) *Timestamp

func (*Timestamp) After

func (t *Timestamp) After(o *Timestamp) bool

func (*Timestamp) Before

func (t *Timestamp) Before(o *Timestamp) bool

func (*Timestamp) Descriptor

func (*Timestamp) Descriptor() ([]byte, []int)

func (*Timestamp) GetNanoseconds

func (m *Timestamp) GetNanoseconds() int32

func (*Timestamp) GetSeconds

func (m *Timestamp) GetSeconds() int64

func (*Timestamp) ProtoMessage

func (*Timestamp) ProtoMessage()

func (*Timestamp) Reset

func (m *Timestamp) Reset()

func (*Timestamp) String

func (m *Timestamp) String() string

func (*Timestamp) XXX_DiscardUnknown

func (m *Timestamp) XXX_DiscardUnknown()

func (*Timestamp) XXX_Marshal

func (m *Timestamp) XXX_Marshal(b []byte, deterministic bool) ([]byte, error)

func (*Timestamp) XXX_Merge

func (m *Timestamp) XXX_Merge(src proto.Message)

func (*Timestamp) XXX_Size

func (m *Timestamp) XXX_Size() int

func (*Timestamp) XXX_Unmarshal

func (m *Timestamp) XXX_Unmarshal(b []byte) error

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