#[allow(clippy::derive_partial_eq_without_eq)]
#[derive(Clone, PartialEq, ::prost::Message)]
pub struct Mm {
#[prost(string, tag="1")]
pub symbol: ::prost::alloc::string::String,
#[prost(string, tag="2")]
pub fund_code: ::prost::alloc::string::String,
#[prost(double, tag="3")]
pub ask_basis: f64,
#[prost(double, tag="4")]
pub bid_basis: f64,
#[prost(uint32, tag="8")]
pub depth: u32,
#[prost(int64, tag="9")]
pub tick_size: i64,
#[prost(message, optional, tag="10")]
pub offset: ::core::option::Option<MmOffset>,
#[prost(bool, tag="11")]
pub enabled: bool,
#[prost(message, optional, tag="12")]
pub pricing_method: ::core::option::Option<EtfPricing>,
#[prost(double, optional, tag="13")]
pub bid_adjustment: ::core::option::Option<f64>,
#[prost(double, optional, tag="14")]
pub ask_adjustment: ::core::option::Option<f64>,
#[prost(int64, tag="15")]
pub bid_quantity: i64,
#[prost(int64, tag="16")]
pub ask_quantity: i64,
#[prost(bool, optional, tag="17")]
pub momentum_enabled: ::core::option::Option<bool>,
#[prost(uint32, optional, tag="18")]
pub momentum_window: ::core::option::Option<u32>,
#[prost(double, optional, tag="19")]
pub momentum_sensitivity: ::core::option::Option<f64>,
#[prost(message, optional, tag="20")]
pub quantity_limit: ::core::option::Option<MmQuantityLimit>,
}
#[allow(clippy::derive_partial_eq_without_eq)]
#[derive(Clone, Copy, PartialEq, ::prost::Message)]
pub struct MmQuantityLimit {
#[prost(int64, tag="2")]
pub max_bid_quantity: i64,
#[prost(int64, tag="4")]
pub max_ask_quantity: i64,
#[prost(int64, optional, tag="5")]
pub net_quantity: ::core::option::Option<i64>,
#[prost(int64, optional, tag="6")]
pub max_net_quantity: ::core::option::Option<i64>,
}
#[allow(clippy::derive_partial_eq_without_eq)]
#[derive(Clone, PartialEq, ::prost::Message)]
pub struct EtfPricing {
#[prost(oneof="etf_pricing::Method", tags="1, 2, 3, 4")]
pub method: ::core::option::Option<etf_pricing::Method>,
}
pub mod etf_pricing {
#[allow(clippy::derive_partial_eq_without_eq)]
#[derive(Clone, PartialEq, ::prost::Oneof)]
pub enum Method {
#[prost(message, tag="1")]
PdfNavHedge(super::PdfNavHedgePricing),
#[prost(message, tag="2")]
IndexTrackingHedge(super::IndexTrackingHedgePricing),
#[prost(message, tag="3")]
FutureBasis(super::FutureBasis),
#[prost(message, tag="4")]
LeverageFuture(super::LeverageFuturePricing),
}
}
#[allow(clippy::derive_partial_eq_without_eq)]
#[derive(Clone, Copy, PartialEq, ::prost::Message)]
pub struct PdfNavHedgePricing {
}
#[allow(clippy::derive_partial_eq_without_eq)]
#[derive(Clone, Copy, PartialEq, ::prost::Message)]
pub struct IndexTrackingHedgePricing {
}
#[allow(clippy::derive_partial_eq_without_eq)]
#[derive(Clone, PartialEq, ::prost::Message)]
pub struct FutureBasis {
#[prost(string, tag="1")]
pub prev_index: ::prost::alloc::string::String,
}
#[allow(clippy::derive_partial_eq_without_eq)]
#[derive(Clone, Copy, PartialEq, ::prost::Message)]
pub struct LeverageFuturePricing {
#[prost(double, tag="1")]
pub prev_index: f64,
#[prost(double, tag="2")]
pub prev_future: f64,
}
#[allow(clippy::derive_partial_eq_without_eq)]
#[derive(Clone, PartialEq, ::prost::Message)]
pub struct MmStatus {
#[prost(string, tag="1")]
pub etf_symbol: ::prost::alloc::string::String,
#[prost(string, tag="2")]
pub fund_code: ::prost::alloc::string::String,
#[prost(double, optional, tag="3")]
pub ask_basis: ::core::option::Option<f64>,
#[prost(double, optional, tag="4")]
pub bid_basis: ::core::option::Option<f64>,
#[prost(enumeration="MmState", tag="8")]
pub state: i32,
#[prost(message, optional, tag="9")]
pub pricing: ::core::option::Option<LpPricing>,
#[prost(message, optional, tag="10")]
pub fill_statistics: ::core::option::Option<FillStatistics>,
#[prost(message, optional, tag="11")]
pub offset: ::core::option::Option<MmOffset>,
#[prost(message, optional, tag="12")]
pub hedge: ::core::option::Option<MmHedge>,
#[prost(double, optional, tag="13")]
pub bid_adjustment: ::core::option::Option<f64>,
#[prost(double, optional, tag="14")]
pub ask_adjustment: ::core::option::Option<f64>,
#[prost(int64, tag="15")]
pub bid_quantity: i64,
#[prost(int64, tag="16")]
pub ask_quantity: i64,
#[prost(bool, optional, tag="17")]
pub momentum_enabled: ::core::option::Option<bool>,
#[prost(uint32, optional, tag="18")]
pub momentum_window: ::core::option::Option<u32>,
#[prost(double, optional, tag="19")]
pub momentum_sensitivity: ::core::option::Option<f64>,
#[prost(double, optional, tag="20")]
pub momentum_bid_adjustment: ::core::option::Option<f64>,
#[prost(double, optional, tag="21")]
pub momentum_ask_adjustment: ::core::option::Option<f64>,
#[prost(message, optional, tag="22")]
pub quantity_limit: ::core::option::Option<MmQuantityLimit>,
}
#[allow(clippy::derive_partial_eq_without_eq)]
#[derive(Clone, PartialEq, ::prost::Message)]
pub struct MmStatusUpdate {
#[prost(string, tag="1")]
pub etf_symbol: ::prost::alloc::string::String,
#[prost(string, tag="2")]
pub fund_code: ::prost::alloc::string::String,
#[prost(double, optional, tag="3")]
pub ask_basis: ::core::option::Option<f64>,
#[prost(double, optional, tag="4")]
pub bid_basis: ::core::option::Option<f64>,
#[prost(enumeration="MmState", optional, tag="8")]
pub state: ::core::option::Option<i32>,
#[prost(message, optional, tag="9")]
pub pricing: ::core::option::Option<LpPricing>,
#[prost(message, optional, tag="10")]
pub fill_statistics: ::core::option::Option<FillStatistics>,
#[prost(message, optional, tag="11")]
pub offset: ::core::option::Option<MmOffset>,
#[prost(double, optional, tag="12")]
pub bid_adjustment: ::core::option::Option<f64>,
#[prost(double, optional, tag="13")]
pub ask_adjustment: ::core::option::Option<f64>,
#[prost(int64, optional, tag="14")]
pub bid_quantity: ::core::option::Option<i64>,
#[prost(int64, optional, tag="15")]
pub ask_quantity: ::core::option::Option<i64>,
#[prost(bool, optional, tag="16")]
pub momentum_enabled: ::core::option::Option<bool>,
#[prost(uint32, optional, tag="17")]
pub momentum_window: ::core::option::Option<u32>,
#[prost(double, optional, tag="18")]
pub momentum_sensitivity: ::core::option::Option<f64>,
#[prost(double, optional, tag="19")]
pub momentum_bid_adjustment: ::core::option::Option<f64>,
#[prost(double, optional, tag="20")]
pub momentum_ask_adjustment: ::core::option::Option<f64>,
#[prost(message, optional, tag="21")]
pub quantity_limit: ::core::option::Option<MmQuantityLimit>,
}
#[allow(clippy::derive_partial_eq_without_eq)]
#[derive(Clone, Copy, PartialEq, ::prost::Message)]
pub struct MmOffset {
#[prost(double, tag="1")]
pub bid_offset: f64,
#[prost(double, tag="2")]
pub ask_offset: f64,
#[prost(double, tag="3")]
pub min_offset: f64,
#[prost(double, tag="4")]
pub max_offset: f64,
#[prost(bool, tag="7")]
pub time_adjustment_enabled: bool,
#[prost(uint64, tag="8")]
pub adjustment_interval_secs: u64,
#[prost(double, tag="9")]
pub adjustment_step: f64,
#[prost(bool, tag="10")]
pub reset_on_fill: bool,
#[prost(bool, tag="17")]
pub position_adjustment_enabled: bool,
#[prost(enumeration="PositionAdjustmentStrategy", tag="18")]
pub position_strategy: i32,
#[prost(int64, tag="19")]
pub position_threshold: i64,
#[prost(double, tag="20")]
pub position_adjustment_step: f64,
}
#[allow(clippy::derive_partial_eq_without_eq)]
#[derive(Clone, PartialEq, ::prost::Message)]
pub struct MmHedge {
#[prost(string, tag="1")]
pub symbol: ::prost::alloc::string::String,
#[prost(string, tag="2")]
pub fund: ::prost::alloc::string::String,
#[prost(int64, tag="3")]
pub filled_quantity_per_hedge: i64,
}
#[allow(clippy::derive_partial_eq_without_eq)]
#[derive(Clone, PartialEq, ::prost::Message)]
pub struct FillStatistics {
#[prost(int64, tag="1")]
pub buy_filled_quantity: i64,
#[prost(int64, tag="2")]
pub sell_filled_quantity: i64,
#[prost(string, tag="3")]
pub buy_total_amount: ::prost::alloc::string::String,
#[prost(string, tag="4")]
pub sell_total_amount: ::prost::alloc::string::String,
}
#[allow(clippy::derive_partial_eq_without_eq)]
#[derive(Clone, Copy, PartialEq, ::prost::Message)]
pub struct OrderStats {
#[prost(uint64, tag="1")]
pub total_orders_sent: u64,
#[prost(uint64, tag="2")]
pub orders_accepted: u64,
#[prost(uint64, tag="3")]
pub orders_rejected: u64,
#[prost(uint64, tag="4")]
pub orders_filled: u64,
#[prost(int64, tag="5")]
pub total_filled_quantity: i64,
#[prost(int64, tag="6")]
pub daily_filled_quantity: i64,
}
#[allow(clippy::derive_partial_eq_without_eq)]
#[derive(Clone, Copy, PartialEq, ::prost::Message)]
pub struct TimeFrameStatus {
#[prost(uint64, tag="1")]
pub window_seconds: u64,
#[prost(uint32, tag="2")]
pub current_count: u32,
#[prost(uint32, tag="3")]
pub max_orders: u32,
#[prost(double, tag="4")]
pub usage_percent: f64,
}
#[allow(clippy::derive_partial_eq_without_eq)]
#[derive(Clone, PartialEq, ::prost::Message)]
pub struct LpPricing {
#[prost(string, tag="1")]
pub etf_ask_quote: ::prost::alloc::string::String,
#[prost(string, tag="2")]
pub etf_bid_quote: ::prost::alloc::string::String,
#[prost(string, tag="3")]
pub etf_ask_nav: ::prost::alloc::string::String,
#[prost(string, tag="4")]
pub etf_bid_nav: ::prost::alloc::string::String,
}
#[allow(clippy::derive_partial_eq_without_eq)]
#[derive(Clone, PartialEq, ::prost::Message)]
pub struct CreateMmRequest {
#[prost(message, optional, tag="1")]
pub mm: ::core::option::Option<Mm>,
}
#[allow(clippy::derive_partial_eq_without_eq)]
#[derive(Clone, PartialEq, ::prost::Message)]
pub struct GetMmRequest {
#[prost(string, tag="1")]
pub etf: ::prost::alloc::string::String,
#[prost(string, tag="2")]
pub fund: ::prost::alloc::string::String,
}
#[allow(clippy::derive_partial_eq_without_eq)]
#[derive(Clone, PartialEq, ::prost::Message)]
pub struct ListMmsRequest {
#[prost(uint32, optional, tag="1")]
pub page_size: ::core::option::Option<u32>,
#[prost(string, optional, tag="2")]
pub page_token: ::core::option::Option<::prost::alloc::string::String>,
#[prost(string, tag="3")]
pub filter: ::prost::alloc::string::String,
}
#[allow(clippy::derive_partial_eq_without_eq)]
#[derive(Clone, PartialEq, ::prost::Message)]
pub struct ListMmsResponse {
#[prost(message, repeated, tag="1")]
pub mms: ::prost::alloc::vec::Vec<Mm>,
#[prost(string, tag="2")]
pub next_page_token: ::prost::alloc::string::String,
}
#[allow(clippy::derive_partial_eq_without_eq)]
#[derive(Clone, PartialEq, ::prost::Message)]
pub struct ListMmStatusesRequest {
#[prost(uint32, optional, tag="1")]
pub page_size: ::core::option::Option<u32>,
#[prost(string, optional, tag="2")]
pub page_token: ::core::option::Option<::prost::alloc::string::String>,
#[prost(string, tag="3")]
pub filter: ::prost::alloc::string::String,
#[prost(string, tag="5")]
pub order_by: ::prost::alloc::string::String,
}
#[allow(clippy::derive_partial_eq_without_eq)]
#[derive(Clone, PartialEq, ::prost::Message)]
pub struct ListMmStatusesResponse {
#[prost(message, repeated, tag="1")]
pub mm_statuses: ::prost::alloc::vec::Vec<MmStatus>,
#[prost(string, tag="2")]
pub next_page_token: ::prost::alloc::string::String,
}
#[allow(clippy::derive_partial_eq_without_eq)]
#[derive(Clone, PartialEq, ::prost::Message)]
pub struct UpdateMmRequest {
#[prost(string, tag="1")]
pub symbol: ::prost::alloc::string::String,
#[prost(string, tag="2")]
pub fund_code: ::prost::alloc::string::String,
#[prost(uint32, optional, tag="4")]
pub depth: ::core::option::Option<u32>,
#[prost(message, optional, tag="5")]
pub offset: ::core::option::Option<MmOffset>,
#[prost(double, optional, tag="6")]
pub ask_basis: ::core::option::Option<f64>,
#[prost(double, optional, tag="7")]
pub bid_basis: ::core::option::Option<f64>,
#[prost(int64, optional, tag="8")]
pub bid_quantity: ::core::option::Option<i64>,
#[prost(int64, optional, tag="9")]
pub ask_quantity: ::core::option::Option<i64>,
#[prost(double, optional, tag="10")]
pub bid_adjustment: ::core::option::Option<f64>,
#[prost(double, optional, tag="11")]
pub ask_adjustment: ::core::option::Option<f64>,
#[prost(bool, optional, tag="12")]
pub momentum_enabled: ::core::option::Option<bool>,
#[prost(uint32, optional, tag="13")]
pub momentum_window: ::core::option::Option<u32>,
#[prost(double, optional, tag="14")]
pub momentum_sensitivity: ::core::option::Option<f64>,
#[prost(message, optional, tag="15")]
pub quantity_limit: ::core::option::Option<MmQuantityLimit>,
}
#[allow(clippy::derive_partial_eq_without_eq)]
#[derive(Clone, PartialEq, ::prost::Message)]
pub struct GetMmStatusRequest {
#[prost(string, tag="1")]
pub etf: ::prost::alloc::string::String,
#[prost(string, tag="2")]
pub fund: ::prost::alloc::string::String,
}
#[allow(clippy::derive_partial_eq_without_eq)]
#[derive(Clone, PartialEq, ::prost::Message)]
pub struct StreamMmStatusUpdateRequest {
#[prost(string, tag="1")]
pub etf: ::prost::alloc::string::String,
#[prost(string, tag="2")]
pub fund: ::prost::alloc::string::String,
}
#[allow(clippy::derive_partial_eq_without_eq)]
#[derive(Clone, PartialEq, ::prost::Message)]
pub struct StartMmRequest {
#[prost(string, tag="1")]
pub etf: ::prost::alloc::string::String,
#[prost(string, tag="2")]
pub fund: ::prost::alloc::string::String,
}
#[allow(clippy::derive_partial_eq_without_eq)]
#[derive(Clone, PartialEq, ::prost::Message)]
pub struct StartMmResponse {
#[prost(message, optional, tag="1")]
pub status: ::core::option::Option<MmStatus>,
#[prost(string, tag="2")]
pub message: ::prost::alloc::string::String,
}
#[allow(clippy::derive_partial_eq_without_eq)]
#[derive(Clone, PartialEq, ::prost::Message)]
pub struct StopMmRequest {
#[prost(string, tag="1")]
pub etf: ::prost::alloc::string::String,
#[prost(string, tag="2")]
pub fund: ::prost::alloc::string::String,
}
#[allow(clippy::derive_partial_eq_without_eq)]
#[derive(Clone, PartialEq, ::prost::Message)]
pub struct StopMmResponse {
#[prost(message, optional, tag="1")]
pub status: ::core::option::Option<MmStatus>,
#[prost(string, tag="2")]
pub message: ::prost::alloc::string::String,
}
#[allow(clippy::derive_partial_eq_without_eq)]
#[derive(Clone, PartialEq, ::prost::Message)]
pub struct StreamLpEventsRequest {
#[prost(string, tag="1")]
pub etf: ::prost::alloc::string::String,
#[prost(string, tag="2")]
pub fund: ::prost::alloc::string::String,
}
#[allow(clippy::derive_partial_eq_without_eq)]
#[derive(Clone, PartialEq, ::prost::Message)]
pub struct GetUserOrderBookRequest {
#[prost(string, tag="1")]
pub etf: ::prost::alloc::string::String,
#[prost(string, tag="2")]
pub fund: ::prost::alloc::string::String,
}
#[allow(clippy::derive_partial_eq_without_eq)]
#[derive(Clone, PartialEq, ::prost::Message)]
pub struct UserOrderbookData {
#[prost(string, repeated, tag="1")]
pub bid_prices: ::prost::alloc::vec::Vec<::prost::alloc::string::String>,
#[prost(string, repeated, tag="2")]
pub ask_prices: ::prost::alloc::vec::Vec<::prost::alloc::string::String>,
#[prost(int64, repeated, tag="3")]
pub bid_quantities: ::prost::alloc::vec::Vec<i64>,
#[prost(int64, repeated, tag="4")]
pub ask_quantities: ::prost::alloc::vec::Vec<i64>,
}
#[derive(Clone, Copy, Debug, PartialEq, Eq, Hash, PartialOrd, Ord, ::prost::Enumeration)]
#[repr(i32)]
pub enum PositionAdjustmentStrategy {
Unspecified = 0,
Avoidance = 1,
Turnover = 2,
All = 10,
}
impl PositionAdjustmentStrategy {
pub fn as_str_name(&self) -> &'static str {
match self {
PositionAdjustmentStrategy::Unspecified => "POSITION_ADJUSTMENT_STRATEGY_UNSPECIFIED",
PositionAdjustmentStrategy::Avoidance => "POSITION_ADJUSTMENT_STRATEGY_AVOIDANCE",
PositionAdjustmentStrategy::Turnover => "POSITION_ADJUSTMENT_STRATEGY_TURNOVER",
PositionAdjustmentStrategy::All => "POSITION_ADJUSTMENT_STRATEGY_ALL",
}
}
pub fn from_str_name(value: &str) -> ::core::option::Option<Self> {
match value {
"POSITION_ADJUSTMENT_STRATEGY_UNSPECIFIED" => Some(Self::Unspecified),
"POSITION_ADJUSTMENT_STRATEGY_AVOIDANCE" => Some(Self::Avoidance),
"POSITION_ADJUSTMENT_STRATEGY_TURNOVER" => Some(Self::Turnover),
"POSITION_ADJUSTMENT_STRATEGY_ALL" => Some(Self::All),
_ => None,
}
}
}
#[derive(Clone, Copy, Debug, PartialEq, Eq, Hash, PartialOrd, Ord, ::prost::Enumeration)]
#[repr(i32)]
pub enum MmState {
Unspecified = 0,
Idle = 1,
Running = 2,
Stopping = 3,
Error = 4,
}
impl MmState {
pub fn as_str_name(&self) -> &'static str {
match self {
MmState::Unspecified => "MM_STATE_UNSPECIFIED",
MmState::Idle => "MM_STATE_IDLE",
MmState::Running => "MM_STATE_RUNNING",
MmState::Stopping => "MM_STATE_STOPPING",
MmState::Error => "MM_STATE_ERROR",
}
}
pub fn from_str_name(value: &str) -> ::core::option::Option<Self> {
match value {
"MM_STATE_UNSPECIFIED" => Some(Self::Unspecified),
"MM_STATE_IDLE" => Some(Self::Idle),
"MM_STATE_RUNNING" => Some(Self::Running),
"MM_STATE_STOPPING" => Some(Self::Stopping),
"MM_STATE_ERROR" => Some(Self::Error),
_ => None,
}
}
}
include!("kdo.v1.lp.tonic.rs");
include!("kdo.v1.lp.serde.rs");