import { Message } from "@bufbuild/protobuf";
import { GenEnum, GenFile, GenMessage, GenService } from "@bufbuild/protobuf/codegenv2";
import { Timestamp } from "@bufbuild/protobuf/wkt";
declare namespace marketdata_pb_d_exports {
  export { AssetConfig, AssetConfigSchema, Candle, CandlePoint, CandlePointSchema, CandleSchema, GetCandlesColumnsRequest, GetCandlesColumnsRequestSchema, GetCandlesColumnsResponse, GetCandlesColumnsResponseSchema, GetCandlesRequest, GetCandlesRequestSchema, GetCandlesResponse, GetCandlesResponseSchema, GetSpotConfigRequest, GetSpotConfigRequestSchema, GetSpotConfigResponse, GetSpotConfigResponseSchema, GetTradesRequest, GetTradesRequestSchema, GetTradesResponse, GetTradesResponseSchema, MarketDataService, MarketTrade, MarketTradeSchema, PairConfig, PairConfigSchema, PairMarketdataConfig, PairMarketdataConfigSchema, PairStatus, PairStatusSchema, SideFilter, SideFilterSchema, Timeframe, TimeframeSchema, file_marketdata_v1_marketdata };
}
/**
 * Describes the file marketdata/v1/marketdata.proto.
 */
declare const file_marketdata_v1_marketdata: GenFile;
/**
 * GetTradesRequest selects recent public trades for one spot market.
 *
 * Results are ordered newest-first by execution timestamp, with match_id as a
 * tie-breaker. When both start_time and end_time are set, both bounds are
 * inclusive.
 *
 * @generated from message marketdata.v1.GetTradesRequest
 */
type GetTradesRequest = Message<"marketdata.v1.GetTradesRequest"> & {
  /**
   * Stable numeric pair id from GetSpotConfig.
   *
   * @generated from field: uint32 symbol_id = 1;
   */
  symbolId: number;
  /**
   * Maximum number of trades to return. Defaults to 100 when unset; max 1000.
   *
   * @generated from field: uint32 limit = 2;
   */
  limit: number;
  /**
   * Inclusive lower bound for trade execution time. Must not be more than
   * 5 minutes in the future.
   *
   * @generated from field: google.protobuf.Timestamp start_time = 3;
   */
  startTime?: Timestamp | undefined;
  /**
   * Inclusive upper bound for trade execution time. Must be greater than or
   * equal to start_time when both are set, and must not be more than 5 minutes
   * in the future.
   *
   * @generated from field: google.protobuf.Timestamp end_time = 4;
   */
  endTime?: Timestamp | undefined;
  /**
   * Optional filter by trade aggressor side. Unspecified returns both sides.
   *
   * @generated from field: marketdata.v1.SideFilter side = 5;
   */
  side: SideFilter;
  /**
   * Opaque keyset cursor from a previous response. The cursor is exclusive and
   * bound to symbol, time bounds, side filter, and newest-first sort order.
   *
   * @generated from field: string page_token = 6;
   */
  pageToken: string;
};
/**
 * Describes the message marketdata.v1.GetTradesRequest.
 * Use `create(GetTradesRequestSchema)` to create a new message.
 */
declare const GetTradesRequestSchema: GenMessage<GetTradesRequest>;
/**
 * MarketTrade is one public trade print represented with scaled integers.
 *
 * REST responses render price and quantity as decimal strings.
 *
 * @generated from message marketdata.v1.MarketTrade
 */
type MarketTrade = Message<"marketdata.v1.MarketTrade"> & {
  /**
   * Stable numeric pair id from GetSpotConfig.
   *
   * @generated from field: uint32 symbol_id = 1;
   */
  symbolId: number;
  /**
   * Stable trade id within the symbol, suitable for pagination and de-duplication.
   *
   * @generated from field: uint64 match_id = 2;
   */
  matchId: bigint;
  /**
   * True when the taker/aggressor bought the base asset; false when the
   * taker/aggressor sold the base asset.
   *
   * @generated from field: bool is_buy = 3;
   */
  isBuy: boolean;
  /**
   * Trade price in quote-asset units scaled by 1e9.
   *
   * @generated from field: int64 price_ticks = 4;
   */
  priceTicks: bigint;
  /**
   * Traded base-asset quantity scaled by the pair's base_quantity_scale from
   * GetSpotConfig.
   *
   * @generated from field: int64 qty_scaled = 5;
   */
  qtyScaled: bigint;
  /**
   * Trade execution timestamp, in nanoseconds since the Unix epoch (UTC).
   *
   * @generated from field: uint64 ts_ns = 6;
   */
  tsNs: bigint;
};
/**
 * Describes the message marketdata.v1.MarketTrade.
 * Use `create(MarketTradeSchema)` to create a new message.
 */
declare const MarketTradeSchema: GenMessage<MarketTrade>;
/**
 * GetTradesResponse contains public trades for one spot market.
 *
 * @generated from message marketdata.v1.GetTradesResponse
 */
type GetTradesResponse = Message<"marketdata.v1.GetTradesResponse"> & {
  /**
   * Trades ordered newest-first by execution timestamp, with match_id as a
   * tie-breaker.
   *
   * @generated from field: repeated marketdata.v1.MarketTrade trades = 1;
   */
  trades: MarketTrade[];
  /**
   * Opaque cursor for the next page. Empty when no more results exist.
   *
   * @generated from field: string next_page_token = 2;
   */
  nextPageToken: string;
};
/**
 * Describes the message marketdata.v1.GetTradesResponse.
 * Use `create(GetTradesResponseSchema)` to create a new message.
 */
declare const GetTradesResponseSchema: GenMessage<GetTradesResponse>;
/**
 * GetCandlesRequest selects a spot market candle series.
 *
 * The response is ordered newest-first by candle bucket start time. When both
 * start_time and end_time are set, both bounds are inclusive.
 *
 * @generated from message marketdata.v1.GetCandlesRequest
 */
type GetCandlesRequest = Message<"marketdata.v1.GetCandlesRequest"> & {
  /**
   * Numeric spot market identifier.
   *
   * @generated from field: uint32 symbol_id = 1;
   */
  symbolId: number;
  /**
   * Candle bucket size. Required for ConnectRPC clients.
   *
   * @generated from field: marketdata.v1.Timeframe timeframe = 2;
   */
  timeframe: Timeframe;
  /**
   * Maximum number of closed candles to return. Defaults to 500 when unset;
   * max 10000.
   *
   * @generated from field: uint32 limit = 3;
   */
  limit: number;
  /**
   * Inclusive lower bound for candle bucket start time, as a UTC timestamp.
   * Must not be more than 5 minutes in the future.
   *
   * @generated from field: google.protobuf.Timestamp start_time = 4;
   */
  startTime?: Timestamp | undefined;
  /**
   * Inclusive upper bound for candle bucket start time, as a UTC timestamp.
   * Must be greater than or equal to start_time when both are set, and must not
   * be more than 5 minutes in the future.
   *
   * @generated from field: google.protobuf.Timestamp end_time = 5;
   */
  endTime?: Timestamp | undefined;
  /**
   * Include the current open candle when it is available and inside the
   * requested range.
   * The open candle is prepended to the newest-first candle list and does not
   * count toward the closed-candle limit.
   *
   * @generated from field: bool include_incomplete = 6;
   */
  includeIncomplete: boolean;
  /**
   * Include the composite reference market candle series for the same market,
   * timeframe, and time range.
   * The reference series can be empty when no reference series is available for
   * the requested timeframe.
   *
   * @generated from field: bool include_reference = 7;
   */
  includeReference: boolean;
  /**
   * Opaque keyset cursor from a previous response. The cursor is exclusive and
   * bound to symbol, timeframe, time bounds, and newest-first candle ordering.
   * Inclusion flags affect response enrichment and may change between pages.
   *
   * @generated from field: string page_token = 8;
   */
  pageToken: string;
};
/**
 * Describes the message marketdata.v1.GetCandlesRequest.
 * Use `create(GetCandlesRequestSchema)` to create a new message.
 */
declare const GetCandlesRequestSchema: GenMessage<GetCandlesRequest>;
/**
 * GetCandlesColumnsRequest selects a spot market candle series for columnar output.
 *
 * The response is ordered oldest-first for efficient chart ingestion. When both
 * start_time and end_time are set, both bounds are inclusive.
 *
 * @generated from message marketdata.v1.GetCandlesColumnsRequest
 */
type GetCandlesColumnsRequest = Message<"marketdata.v1.GetCandlesColumnsRequest"> & {
  /**
   * Numeric spot market identifier.
   *
   * @generated from field: uint32 symbol_id = 1;
   */
  symbolId: number;
  /**
   * Candle bucket size. Required for ConnectRPC clients.
   *
   * @generated from field: marketdata.v1.Timeframe timeframe = 2;
   */
  timeframe: Timeframe;
  /**
   * Maximum number of closed candles to return. Defaults to 500 when unset;
   * max 10000.
   *
   * @generated from field: uint32 limit = 3;
   */
  limit: number;
  /**
   * Inclusive lower bound for candle bucket start time, as a UTC timestamp.
   * Must not be more than 5 minutes in the future.
   *
   * @generated from field: google.protobuf.Timestamp start_time = 4;
   */
  startTime?: Timestamp | undefined;
  /**
   * Inclusive upper bound for candle bucket start time, as a UTC timestamp.
   * Must be greater than or equal to start_time when both are set, and must not
   * be more than 5 minutes in the future.
   *
   * @generated from field: google.protobuf.Timestamp end_time = 5;
   */
  endTime?: Timestamp | undefined;
  /**
   * Include the current open candle when it is available and inside the
   * requested range.
   * The open candle is prepended to the newest-first candle list and does not
   * count toward the closed-candle limit.
   *
   * @generated from field: bool include_incomplete = 6;
   */
  includeIncomplete: boolean;
  /**
   * Include the composite reference market candle series for the same market,
   * timeframe, and time range.
   * The reference series can be empty when no reference series is available for
   * the requested timeframe.
   *
   * @generated from field: bool include_reference = 7;
   */
  includeReference: boolean;
  /**
   * Opaque keyset cursor from a previous response. The cursor is exclusive and
   * bound to symbol, timeframe, time bounds, and oldest-first candle ordering.
   * Inclusion flags and columnar response shape may change between pages.
   *
   * @generated from field: string page_token = 8;
   */
  pageToken: string;
};
/**
 * Describes the message marketdata.v1.GetCandlesColumnsRequest.
 * Use `create(GetCandlesColumnsRequestSchema)` to create a new message.
 */
declare const GetCandlesColumnsRequestSchema: GenMessage<GetCandlesColumnsRequest>;
/**
 * CandlePoint is one OHLCV bucket represented with scaled integers.
 *
 * REST responses render these values as decimal strings in tuple order:
 * [ts_sec, open, high, low, close, volume, quote_volume].
 *
 * @generated from message marketdata.v1.CandlePoint
 */
type CandlePoint = Message<"marketdata.v1.CandlePoint"> & {
  /**
   * Candle bucket start timestamp, in seconds since epoch (UTC).
   *
   * @generated from field: uint64 ts_sec = 1;
   */
  tsSec: bigint;
  /**
   * Opening price in quote units. Primary candles use scale 9; composite
   * reference candles use the pair's reference_price_scale from GetSpotConfig.
   *
   * @generated from field: int64 open = 2;
   */
  open: bigint;
  /**
   * Highest traded price, using the same scale as open.
   *
   * @generated from field: int64 high = 3;
   */
  high: bigint;
  /**
   * Lowest traded price, using the same scale as open.
   *
   * @generated from field: int64 low = 4;
   */
  low: bigint;
  /**
   * Closing price, using the same scale as open.
   *
   * @generated from field: int64 close = 5;
   */
  close: bigint;
  /**
   * Traded base-asset quantity scaled by the base asset's
   * market_data_volume_scale from GetSpotConfig.
   *
   * @generated from field: int64 volume = 6;
   */
  volume: bigint;
  /**
   * True only for WebSocket terminal updates of a closed bucket.
   * Historical API rows and current open-candle rows set this to false.
   *
   * @generated from field: bool is_closed = 7;
   */
  isClosed: boolean;
  /**
   * Exact traded quote-asset volume as a human-readable decimal string.
   * This is sum(execution price × execution quantity), not close × base volume.
   *
   * @generated from field: string quote_volume = 8;
   */
  quoteVolume: string;
};
/**
 * Describes the message marketdata.v1.CandlePoint.
 * Use `create(CandlePointSchema)` to create a new message.
 */
declare const CandlePointSchema: GenMessage<CandlePoint>;
/**
 * GetCandlesResponse contains OHLCV candles for one spot market and timeframe.
 *
 * Candles and reference_candles are ordered newest-first by ts_sec. REST
 * responses render price and volume values as decimal strings.
 *
 * @generated from message marketdata.v1.GetCandlesResponse
 */
type GetCandlesResponse = Message<"marketdata.v1.GetCandlesResponse"> & {
  /**
   * Numeric spot market identifier echoed from the request.
   *
   * @generated from field: uint32 symbol_id = 1;
   */
  symbolId: number;
  /**
   * Candle bucket size used for the returned series.
   *
   * @generated from field: marketdata.v1.Timeframe timeframe = 2;
   */
  timeframe: Timeframe;
  /**
   * Primary market candle series, ordered newest-first by ts_sec.
   *
   * @generated from field: repeated marketdata.v1.CandlePoint candles = 3;
   */
  candles: CandlePoint[];
  /**
   * Composite reference market candle series, ordered newest-first by ts_sec.
   * Populated only when include_reference is true and reference data is
   * available.
   *
   * @generated from field: repeated marketdata.v1.CandlePoint reference_candles = 4;
   */
  referenceCandles: CandlePoint[];
  /**
   * Opaque cursor for the next page. Empty when no more results exist.
   *
   * @generated from field: string next_page_token = 5;
   */
  nextPageToken: string;
};
/**
 * Describes the message marketdata.v1.GetCandlesResponse.
 * Use `create(GetCandlesResponseSchema)` to create a new message.
 */
declare const GetCandlesResponseSchema: GenMessage<GetCandlesResponse>;
/**
 * GetCandlesColumnsResponse returns the same candle series as GetCandles but in columnar form.
 * This is optimized for charting clients that ingest arrays of each field (binary only).
 *
 * Ordering: values are returned oldest-first (ascending ts_sec).
 *
 * @generated from message marketdata.v1.GetCandlesColumnsResponse
 */
type GetCandlesColumnsResponse = Message<"marketdata.v1.GetCandlesColumnsResponse"> & {
  /**
   * Numeric spot market identifier.
   *
   * @generated from field: uint32 symbol_id = 1;
   */
  symbolId: number;
  /**
   * Timeframe of this series.
   *
   * @generated from field: marketdata.v1.Timeframe timeframe = 2;
   */
  timeframe: Timeframe;
  /**
   * Candle bucket start timestamps (seconds since epoch, UTC).
   *
   * @generated from field: repeated uint64 ts_sec = 3;
   */
  tsSec: bigint[];
  /**
   * Opening primary-market prices use scale 9. Reference prices use the pair's
   * reference_price_scale from GetSpotConfig.
   *
   * @generated from field: repeated int64 open = 4;
   */
  open: bigint[];
  /**
   * Highest primary-market prices use scale 9. Reference prices use the pair's
   * reference_price_scale from GetSpotConfig.
   *
   * @generated from field: repeated int64 high = 5;
   */
  high: bigint[];
  /**
   * Lowest primary-market prices use scale 9. Reference prices use the pair's
   * reference_price_scale from GetSpotConfig.
   *
   * @generated from field: repeated int64 low = 6;
   */
  low: bigint[];
  /**
   * Closing primary-market prices use scale 9. Reference prices use the pair's
   * reference_price_scale from GetSpotConfig.
   *
   * @generated from field: repeated int64 close = 7;
   */
  close: bigint[];
  /**
   * Traded base-asset quantities scaled by the base asset's
   * market_data_volume_scale from GetSpotConfig.
   *
   * @generated from field: repeated int64 volume = 8;
   */
  volume: bigint[];
  /**
   * Reference candle series in columnar form (same ordering as ts_sec: oldest-first).
   * Only populated when request.include_reference=true.
   *
   * @generated from field: repeated uint64 reference_ts_sec = 9;
   */
  referenceTsSec: bigint[];
  /**
   * Reference opening prices use the pair's reference_price_scale.
   *
   * @generated from field: repeated int64 reference_open = 10;
   */
  referenceOpen: bigint[];
  /**
   * Reference high prices use the pair's reference_price_scale.
   *
   * @generated from field: repeated int64 reference_high = 11;
   */
  referenceHigh: bigint[];
  /**
   * Reference low prices use the pair's reference_price_scale.
   *
   * @generated from field: repeated int64 reference_low = 12;
   */
  referenceLow: bigint[];
  /**
   * Reference closing prices use the pair's reference_price_scale.
   *
   * @generated from field: repeated int64 reference_close = 13;
   */
  referenceClose: bigint[];
  /**
   * Reference traded base-asset quantities use the base asset's
   * market_data_volume_scale from GetSpotConfig.
   *
   * @generated from field: repeated int64 reference_volume = 14;
   */
  referenceVolume: bigint[];
  /**
   * Opaque cursor for the next page. Empty when no more results exist.
   *
   * @generated from field: string next_page_token = 15;
   */
  nextPageToken: string;
  /**
   * Exact traded quote-asset volumes, oldest-first and aligned with ts_sec.
   *
   * @generated from field: repeated string quote_volume = 16;
   */
  quoteVolume: string[];
};
/**
 * Describes the message marketdata.v1.GetCandlesColumnsResponse.
 * Use `create(GetCandlesColumnsResponseSchema)` to create a new message.
 */
declare const GetCandlesColumnsResponseSchema: GenMessage<GetCandlesColumnsResponse>;
/**
 * Candle represents a single OHLCV bucket for a symbol and timeframe.
 *
 * @generated from message marketdata.v1.Candle
 */
type Candle = Message<"marketdata.v1.Candle"> & {
  /**
   * numeric spot market identifier
   *
   * @generated from field: uint32 symbol_id = 1;
   */
  symbolId: number;
  /**
   * timeframe of this candle
   *
   * @generated from field: marketdata.v1.Timeframe timeframe = 2;
   */
  timeframe: Timeframe;
  /**
   * bucket start timestamp (seconds since epoch, UTC)
   *
   * @generated from field: uint64 ts_sec = 3;
   */
  tsSec: bigint;
  /**
   * opening primary-market price in scale 9
   *
   * @generated from field: int64 open = 4;
   */
  open: bigint;
  /**
   * highest primary-market price in scale 9
   *
   * @generated from field: int64 high = 5;
   */
  high: bigint;
  /**
   * lowest primary-market price in scale 9
   *
   * @generated from field: int64 low = 6;
   */
  low: bigint;
  /**
   * closing primary-market price in scale 9
   *
   * @generated from field: int64 close = 7;
   */
  close: bigint;
  /**
   * Traded base-asset quantity scaled by the base asset's
   * market_data_volume_scale from GetSpotConfig.
   *
   * @generated from field: int64 volume = 8;
   */
  volume: bigint;
  /**
   * Exact traded quote-asset volume as a human-readable decimal string.
   *
   * @generated from field: string quote_volume = 9;
   */
  quoteVolume: string;
};
/**
 * Describes the message marketdata.v1.Candle.
 * Use `create(CandleSchema)` to create a new message.
 */
declare const CandleSchema: GenMessage<Candle>;
/**
 * AssetConfig describes one spot asset returned by GetSpotConfig.
 *
 * @generated from message marketdata.v1.AssetConfig
 */
type AssetConfig = Message<"marketdata.v1.AssetConfig"> & {
  /**
   * Asset code, e.g. "USDT" or "BTC".
   *
   * @generated from field: string asset = 1;
   */
  asset: string;
  /**
   * Stable numeric asset id used by account, balance, and order APIs.
   *
   * @generated from field: uint32 ledger_id = 2;
   */
  ledgerId: number;
  /**
   * Human-friendly display name, e.g. "Bitcoin".
   *
   * @generated from field: string name = 3;
   */
  name: string;
  /**
   * Suggested decimal precision for displaying user-facing asset amounts.
   *
   * @generated from field: uint32 quantity_display_decimals = 4;
   */
  quantityDisplayDecimals: number;
  /**
   * Integer scale for quantities and balances in this asset (0..18).
   * A scale of 8 means one whole asset is represented as 100000000 in scaled
   * integer fields such as qty_scaled.
   *
   * @generated from field: uint32 quantity_scale = 5;
   */
  quantityScale: number;
  /**
   * Integer scale for public candle and market-overview base volume (0..18).
   *
   * @generated from field: uint32 market_data_volume_scale = 6;
   */
  marketDataVolumeScale: number;
};
/**
 * Describes the message marketdata.v1.AssetConfig.
 * Use `create(AssetConfigSchema)` to create a new message.
 */
declare const AssetConfigSchema: GenMessage<AssetConfig>;
/**
 * PairMarketdataConfig describes market-data display settings for a spot pair.
 *
 * @generated from message marketdata.v1.PairMarketdataConfig
 */
type PairMarketdataConfig = Message<"marketdata.v1.PairMarketdataConfig"> & {
  /**
   * Suggested order book aggregation bucket sizes in quote-asset price units,
   * e.g. 0.01, 0.1, 1, or 10.
   *
   * @generated from field: repeated double orderbook_price_buckets = 1;
   */
  orderbookPriceBuckets: number[];
};
/**
 * Describes the message marketdata.v1.PairMarketdataConfig.
 * Use `create(PairMarketdataConfigSchema)` to create a new message.
 */
declare const PairMarketdataConfigSchema: GenMessage<PairMarketdataConfig>;
/**
 * PairConfig describes one spot trading pair and its trading constraints.
 *
 * @generated from message marketdata.v1.PairConfig
 */
type PairConfig = Message<"marketdata.v1.PairConfig"> & {
  /**
   * Stable numeric pair id used by low-latency ConnectRPC requests and streams.
   *
   * @generated from field: uint32 symbol_id = 1;
   */
  symbolId: number;
  /**
   * Trading pair symbol, e.g. "BTC-USDT".
   *
   * @generated from field: string symbol = 2;
   */
  symbol: string;
  /**
   * Base asset code. For BTC-USDT, this is "BTC".
   *
   * @generated from field: string base_asset = 3;
   */
  baseAsset: string;
  /**
   * Quote asset code. For BTC-USDT, this is "USDT".
   *
   * @generated from field: string quote_asset = 4;
   */
  quoteAsset: string;
  /**
   * Minimum allowed price increment as a decimal string in quote-asset units.
   * Prices use 9 decimal places in scaled integer fields; for example "0.01"
   * means orders must be priced in 0.01 quote-asset increments.
   *
   * @generated from field: string tick_size = 5;
   */
  tickSize: string;
  /**
   * Minimum allowed quantity increment as a decimal string in base-asset units.
   *
   * @generated from field: string step_size = 6;
   */
  stepSize: string;
  /**
   * Minimum order notional as a decimal string in quote-asset units.
   *
   * @generated from field: string min_notional_quote = 7;
   */
  minNotionalQuote: string;
  /**
   * Minimum order quantity as a decimal string in base-asset units.
   *
   * @generated from field: string min_qty_base = 8;
   */
  minQtyBase: string;
  /**
   * Whether BUY order fees may be paid from the base asset instead of the
   * spent quote asset when the order request selects the base fee asset.
   *
   * @generated from field: bool allow_buy_fee_from_base = 9;
   */
  allowBuyFeeFromBase: boolean;
  /**
   * Quantity scale for base-asset amounts in this pair.
   *
   * @generated from field: uint32 base_quantity_scale = 10;
   */
  baseQuantityScale: number;
  /**
   * Quantity scale for quote-asset amounts in this pair.
   *
   * @generated from field: uint32 quote_quantity_scale = 11;
   */
  quoteQuantityScale: number;
  /**
   * Market-data display settings for this pair.
   *
   * @generated from field: marketdata.v1.PairMarketdataConfig marketdata = 12;
   */
  marketdata?: PairMarketdataConfig | undefined;
  /**
   * Scheduled listing timestamp. When unset, the pair has no explicit future
   * listing time.
   *
   * @generated from field: google.protobuf.Timestamp listing_at = 13;
   */
  listingAt?: Timestamp | undefined;
  /**
   * Scheduled delisting timestamp. When unset, the pair has no explicit
   * delisting time.
   *
   * @generated from field: google.protobuf.Timestamp delisting_at = 14;
   */
  delistingAt?: Timestamp | undefined;
  /**
   * Current trading status.
   *
   * @generated from field: marketdata.v1.PairStatus status = 15;
   */
  status: PairStatus;
  /**
   * Default MARKET order slippage cap for BUY orders, in basis points
   * (1 bp = 0.01%). A request-level slippage setting can override this value.
   *
   * @generated from field: int32 default_market_slippage_bps_buy = 16;
   */
  defaultMarketSlippageBpsBuy: number;
  /**
   * Default MARKET order slippage cap for SELL orders, in basis points
   * (1 bp = 0.01%). A request-level slippage setting can override this value.
   *
   * @generated from field: int32 default_market_slippage_bps_sell = 17;
   */
  defaultMarketSlippageBpsSell: number;
  /**
   * Maximum allowed drift between client reference price and server reference
   * price for MARKET orders, in basis points (1 bp = 0.01%), when client
   * reference pricing is used.
   *
   * @generated from field: int32 max_client_ref_drift_bps = 18;
   */
  maxClientRefDriftBps: number;
  /**
   * Integer scale for composite reference prices in candle responses (0..18).
   * Primary market and execution prices use the fixed scale 9.
   *
   * @generated from field: uint32 reference_price_scale = 19;
   */
  referencePriceScale: number;
};
/**
 * Describes the message marketdata.v1.PairConfig.
 * Use `create(PairConfigSchema)` to create a new message.
 */
declare const PairConfigSchema: GenMessage<PairConfig>;
/**
 * GetSpotConfigRequest has no parameters.
 *
 * @generated from message marketdata.v1.GetSpotConfigRequest
 */
type GetSpotConfigRequest = Message<"marketdata.v1.GetSpotConfigRequest"> & {};
/**
 * Describes the message marketdata.v1.GetSpotConfigRequest.
 * Use `create(GetSpotConfigRequestSchema)` to create a new message.
 */
declare const GetSpotConfigRequestSchema: GenMessage<GetSpotConfigRequest>;
/**
 * GetSpotConfigResponse contains a cacheable spot reference-data snapshot.
 *
 * @generated from message marketdata.v1.GetSpotConfigResponse
 */
type GetSpotConfigResponse = Message<"marketdata.v1.GetSpotConfigResponse"> & {
  /**
   * Assets ordered by asset code in ascending alphabetical order.
   *
   * @generated from field: repeated marketdata.v1.AssetConfig assets = 1;
   */
  assets: AssetConfig[];
  /**
   * Pairs ordered by symbol in ascending alphabetical order.
   *
   * @generated from field: repeated marketdata.v1.PairConfig pairs = 2;
   */
  pairs: PairConfig[];
  /**
   * Snapshot generation timestamp, in seconds since the Unix epoch (UTC).
   *
   * @generated from field: uint64 ts_sec = 3;
   */
  tsSec: bigint;
};
/**
 * Describes the message marketdata.v1.GetSpotConfigResponse.
 * Use `create(GetSpotConfigResponseSchema)` to create a new message.
 */
declare const GetSpotConfigResponseSchema: GenMessage<GetSpotConfigResponse>;
/**
 * SideFilter controls which aggressor side of trades to return.
 *
 * @generated from enum marketdata.v1.SideFilter
 */
declare enum SideFilter {
  /**
   * Return trades from both BUY and SELL aggressors.
   *
   * @generated from enum value: SIDE_UNSPECIFIED = 0;
   */
  SIDE_UNSPECIFIED = 0,
  /**
   * Return trades where the taker/aggressor was buying the base asset.
   *
   * @generated from enum value: BUY = 1;
   */
  BUY = 1,
  /**
   * Return trades where the taker/aggressor was selling the base asset.
   *
   * @generated from enum value: SELL = 2;
   */
  SELL = 2
}
/**
 * Describes the enum marketdata.v1.SideFilter.
 */
declare const SideFilterSchema: GenEnum<SideFilter>;
/**
 * Timeframe represents an OHLCV candle bucket.
 *
 * Most values are fixed-duration buckets. `MONTH_1` is calendar-based (UTC
 * month boundaries).
 *
 * @generated from enum marketdata.v1.Timeframe
 */
declare enum Timeframe {
  /**
   * @generated from enum value: TIMEFRAME_UNSPECIFIED = 0;
   */
  TIMEFRAME_UNSPECIFIED = 0,
  /**
   * 1 second
   *
   * @generated from enum value: SEC_1 = 1;
   */
  SEC_1 = 1,
  /**
   * 1 minute
   *
   * @generated from enum value: MIN_1 = 2;
   */
  MIN_1 = 2,
  /**
   * 5 minutes
   *
   * @generated from enum value: MIN_5 = 3;
   */
  MIN_5 = 3,
  /**
   * 15 minutes
   *
   * @generated from enum value: MIN_15 = 4;
   */
  MIN_15 = 4,
  /**
   * 30 minutes
   *
   * @generated from enum value: MIN_30 = 5;
   */
  MIN_30 = 5,
  /**
   * 1 hour
   *
   * @generated from enum value: HOUR_1 = 6;
   */
  HOUR_1 = 6,
  /**
   * 4 hours
   *
   * @generated from enum value: HOUR_4 = 7;
   */
  HOUR_4 = 7,
  /**
   * 1 day
   *
   * @generated from enum value: DAY_1 = 8;
   */
  DAY_1 = 8,
  /**
   * 12 hours
   *
   * @generated from enum value: HOUR_12 = 9;
   */
  HOUR_12 = 9,
  /**
   * 1 week
   *
   * @generated from enum value: WEEK_1 = 10;
   */
  WEEK_1 = 10,
  /**
   * 1 month (calendar month, UTC)
   *
   * @generated from enum value: MONTH_1 = 11;
   */
  MONTH_1 = 11
}
/**
 * Describes the enum marketdata.v1.Timeframe.
 */
declare const TimeframeSchema: GenEnum<Timeframe>;
/**
 * PairStatus describes which order mutations a spot pair currently accepts.
 *
 * @generated from enum marketdata.v1.PairStatus
 */
declare enum PairStatus {
  /**
   * Pair status was not provided.
   *
   * @generated from enum value: PAIR_STATUS_UNSPECIFIED = 0;
   */
  UNSPECIFIED = 0,
  /**
   * New orders and cancellations are accepted.
   *
   * @generated from enum value: PAIR_STATUS_ENABLED = 1;
   */
  ENABLED = 1,
  /**
   * New orders are temporarily disabled.
   *
   * @generated from enum value: PAIR_STATUS_DISABLED = 2;
   */
  DISABLED = 2,
  /**
   * Only cancellations are accepted.
   *
   * @generated from enum value: PAIR_STATUS_CANCEL_ONLY = 3;
   */
  CANCEL_ONLY = 3,
  /**
   * New orders must use a post-only execution variant.
   *
   * @generated from enum value: PAIR_STATUS_POST_ONLY = 4;
   */
  POST_ONLY = 4,
  /**
   * New spot orders are blocked by reduce-only policy.
   *
   * @generated from enum value: PAIR_STATUS_REDUCE_ONLY = 5;
   */
  REDUCE_ONLY = 5
}
/**
 * Describes the enum marketdata.v1.PairStatus.
 */
declare const PairStatusSchema: GenEnum<PairStatus>;
/**
 * @generated from service marketdata.v1.MarketDataService
 */
declare const MarketDataService: GenService<{
  /**
   * Retrieve recent public trades for a spot market.
   * Results are ordered newest-first and support optional aggressor side,
   * inclusive time-range, and opaque keyset pagination filters.
   *
   * @generated from rpc marketdata.v1.MarketDataService.GetTrades
   */
  getTrades: {
    methodKind: "unary";
    input: typeof GetTradesRequestSchema;
    output: typeof GetTradesResponseSchema;
  };
  /**
   * Retrieve OHLCV candles for a spot market and timeframe.
   * Results are ordered newest-first and support inclusive time bounds, optional
   * current open candle inclusion, and optional composite reference candles.
   *
   * @generated from rpc marketdata.v1.MarketDataService.GetCandles
   */
  getCandles: {
    methodKind: "unary";
    input: typeof GetCandlesRequestSchema;
    output: typeof GetCandlesResponseSchema;
  };
  /**
   * GetCandlesColumns returns OHLCV candles in a columnar representation optimized for charting.
   * This method is intended for ConnectRPC clients and returns scaled integers.
   * Primary OHLC prices use scale 9, reference OHLC prices use the pair's
   * reference_price_scale, and volumes use the base asset's
   * market_data_volume_scale from GetSpotConfig.
   *
   * @generated from rpc marketdata.v1.MarketDataService.GetCandlesColumns
   */
  getCandlesColumns: {
    methodKind: "unary";
    input: typeof GetCandlesColumnsRequestSchema;
    output: typeof GetCandlesColumnsResponseSchema;
  };
  /**
   * Retrieve a cacheable snapshot of spot assets and pairs, including precision and trading constraints.
   *
   * @generated from rpc marketdata.v1.MarketDataService.GetSpotConfig
   */
  getSpotConfig: {
    methodKind: "unary";
    input: typeof GetSpotConfigRequestSchema;
    output: typeof GetSpotConfigResponseSchema;
  };
}>;
//#endregion
export { AssetConfig, AssetConfigSchema, Candle, CandlePoint, CandlePointSchema, CandleSchema, GetCandlesColumnsRequest, GetCandlesColumnsRequestSchema, GetCandlesColumnsResponse, GetCandlesColumnsResponseSchema, GetCandlesRequest, GetCandlesRequestSchema, GetCandlesResponse, GetCandlesResponseSchema, GetSpotConfigRequest, GetSpotConfigRequestSchema, GetSpotConfigResponse, GetSpotConfigResponseSchema, GetTradesRequest, GetTradesRequestSchema, GetTradesResponse, GetTradesResponseSchema, MarketDataService, MarketTrade, MarketTradeSchema, PairConfig, PairConfigSchema, PairMarketdataConfig, PairMarketdataConfigSchema, PairStatus, PairStatusSchema, SideFilter, SideFilterSchema, Timeframe, TimeframeSchema, file_marketdata_v1_marketdata, marketdata_pb_d_exports };
//# sourceMappingURL=marketdata_pb.d.ts.map