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
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
use phoenix::state::enums::Side;
use solana_sdk::pubkey::Pubkey;
use solana_sdk::signature::Signature;
#[derive(Clone, Copy, Debug)]
pub struct Fill {
/// The sequence number of the order that was filled.
pub order_sequence_number: u64,
/// The pubkey of the maker.
pub maker: Pubkey,
/// The pubkey of the taker.
pub taker: Pubkey,
/// The quote ticks per base unit of the order.
pub price_in_ticks: u64,
/// The number of lots that were filled in the order.
pub base_lots_filled: u64,
/// The number of lots that remain in the order.
pub base_lots_remaining: u64,
/// The side of the order that was filled.
pub side_filled: Side,
/// Whether the order was fully filled.
pub is_full_fill: bool,
}
#[derive(Clone, Copy, Debug)]
pub struct PhoenixEvent {
/// The pubkey of the market the trade occurred in
pub market: Pubkey,
/// The sequence number of the trade event.
pub sequence_number: u64,
/// The slot of the trade event.
pub slot: u64,
/// The timestamp of the trade event.
pub timestamp: i64,
/// The signature of the transaction that contains this event.
pub signature: Signature,
/// The signer of the transaction that contains this event.
pub signer: Pubkey,
/// The index of the trade in the list of trade_events.
pub event_index: u64,
/// Details of the event that are specific to the event type.
pub details: MarketEventDetails,
}
#[derive(Clone, Copy, Debug)]
pub struct Reduce {
/// The sequence number of the order that was reduced.
pub order_sequence_number: u64,
/// The pubkey of the maker.
pub maker: Pubkey,
/// The quote ticks per base unit of the order.
pub price_in_ticks: u64,
/// The number of lots that remain in the order.
pub base_lots_removed: u64,
/// The number of lots that remain in the order.
pub base_lots_remaining: u64,
/// Whether the order was fully canceled.
pub is_full_cancel: bool,
}
#[derive(Clone, Copy, Debug)]
pub struct Evict {
/// The sequence number of the order that was evicted.
pub order_sequence_number: u64,
/// The pubkey of the maker whose order was evicted.
pub maker: Pubkey,
/// The price of the order, in quote ticks per base unit
pub price_in_ticks: u64,
/// The number of lots that were forcibly removed from the book.
pub base_lots_evicted: u64,
}
#[derive(Clone, Copy, Debug)]
pub struct Place {
/// The sequence number of the order that was placed.
pub order_sequence_number: u64,
/// The client_order_id of the order that was placed.
pub client_order_id: u128,
/// The pubkey of the maker.
pub maker: Pubkey,
/// The quote ticks per base unit of the order.
pub price_in_ticks: u64,
/// The number of lots that were placed in the order.
pub base_lots_placed: u64,
}
#[derive(Clone, Copy, Debug)]
pub struct FillSummary {
/// The client_order_id of the order that was filled.
pub client_order_id: u128,
/// The total base quantity that was filled.
pub total_base_filled: u64,
/// The total quote quantity that was filled including fees.
pub total_quote_filled_including_fees: u64,
/// The total quote quantity fees that were paid.
pub total_quote_fees: u64,
/// Direction of the trade, 1 if buy side, -1 if sell side, 0 if the trade failed to match
pub trade_direction: i8,
}
#[derive(Clone, Copy, Debug)]
pub struct TimeInForce {
pub order_sequence_number: u64,
pub last_valid_slot: u64,
pub last_valid_unix_timestamp_in_seconds: u64,
}
#[derive(Clone, Copy, Debug)]
pub enum MarketEventDetails {
Fill(Fill),
Place(Place),
Evict(Evict),
Reduce(Reduce),
FillSummary(FillSummary),
Fee(u64),
TimeInForce(TimeInForce),
}