import { Message } from "@bufbuild/protobuf"; import { GenEnum, GenFile, GenMessage, GenService } from "@bufbuild/protobuf/codegenv2"; import { Timestamp } from "@bufbuild/protobuf/wkt"; declare namespace orderbook_pb_d_exports { export { Depth, DepthSchema, GetOrderBookRequest, GetOrderBookRequestSchema, GetOrderBookResponse, GetOrderBookResponseSchema, OrderBookDelta, OrderBookDeltaSchema, OrderbookService, PriceLevel, PriceLevelSchema, file_orderbook_v1_orderbook }; } /** * Describes the file orderbook/v1/orderbook.proto. */ declare const file_orderbook_v1_orderbook: GenFile; /** * GetOrderBookRequest describes a ConnectRPC snapshot request. * * @generated from message orderbook.v1.GetOrderBookRequest */ type GetOrderBookRequest = Message<"orderbook.v1.GetOrderBookRequest"> & { /** * Stable numeric pair ID from GetSpotConfig. * * @generated from field: uint32 symbol_id = 1; */ symbolId: number; /** * Requested depth per side (number of price levels). Default is 50. * * @generated from field: orderbook.v1.Depth depth = 2; */ depth: Depth; }; /** * Describes the message orderbook.v1.GetOrderBookRequest. * Use `create(GetOrderBookRequestSchema)` to create a new message. */ declare const GetOrderBookRequestSchema: GenMessage; /** * PriceLevel uses scaled integers for the binary (protobuf) API (low-latency). * REST surfaces expose decimal strings via DTO conversion. * * @generated from message orderbook.v1.PriceLevel */ type PriceLevel = Message<"orderbook.v1.PriceLevel"> & { /** * Price in quote units scaled by 1e9. * * @generated from field: int64 price_ticks = 1; */ priceTicks: bigint; /** * Quantity scaled by the pair's base_quantity_scale from GetSpotConfig. * * @generated from field: int64 qty_scaled = 2; */ qtyScaled: bigint; }; /** * Describes the message orderbook.v1.PriceLevel. * Use `create(PriceLevelSchema)` to create a new message. */ declare const PriceLevelSchema: GenMessage; /** * GetOrderBookResponse is a depth snapshot for the binary (protobuf) API (scaled integers). * REST surfaces expose decimal strings via DTO conversion. A configured symbol * without an initialized book returns a successful snapshot with sequence zero * and empty bid and ask collections. * * @generated from message orderbook.v1.GetOrderBookResponse */ type GetOrderBookResponse = Message<"orderbook.v1.GetOrderBookResponse"> & { /** * Numeric symbol identifier (client resolves to symbol string). * * @generated from field: uint32 symbol_id = 1; */ symbolId: number; /** * Monotonic book sequence for this symbol. * * @generated from field: uint64 book_seq = 2; */ bookSeq: bigint; /** * Best bid first; descending price. Empty when there is no current liquidity. * * @generated from field: repeated orderbook.v1.PriceLevel bids = 3; */ bids: PriceLevel[]; /** * Best ask first; ascending price. Empty when there is no current liquidity. * * @generated from field: repeated orderbook.v1.PriceLevel asks = 4; */ asks: PriceLevel[]; /** * Timestamp associated with this snapshot (best-effort). * * @generated from field: google.protobuf.Timestamp ts = 5; */ ts?: Timestamp | undefined; }; /** * Describes the message orderbook.v1.GetOrderBookResponse. * Use `create(GetOrderBookResponseSchema)` to create a new message. */ declare const GetOrderBookResponseSchema: GenMessage; /** * OrderBookDelta is an incremental update to the orderbook state. * Uses scaled integers (binary protobuf) for realtime streaming performance. * * Semantics: * - For each side, each [price_ticks] entry is a SET at that price: * - qty_scaled > 0 => set/replace that level quantity * - qty_scaled == 0 => delete that level * - reset=true indicates the book should be cleared before applying any levels. * * Clients are expected to initialize from GetOrderBook (snapshot) and then * apply deltas in order. If a gap is detected, clients should refetch a * snapshot. * * @generated from message orderbook.v1.OrderBookDelta */ type OrderBookDelta = Message<"orderbook.v1.OrderBookDelta"> & { /** * Numeric symbol identifier. * * @generated from field: uint32 symbol_id = 1; */ symbolId: number; /** * Monotonic book sequence range covered by this update. * When reset=true, book_seq_start may be 0. * * @generated from field: uint64 book_seq_start = 2; */ bookSeqStart: bigint; /** * Monotonic book sequence at the end of this update's range. Consumers can * retain it as the last applied sequence and ignore updates that do not advance it. * * @generated from field: uint64 book_seq_end = 3; */ bookSeqEnd: bigint; /** * Bid-side updates (SET semantics at price_ticks). * * @generated from field: repeated orderbook.v1.PriceLevel bids = 4; */ bids: PriceLevel[]; /** * Ask-side updates (SET semantics at price_ticks). * * @generated from field: repeated orderbook.v1.PriceLevel asks = 5; */ asks: PriceLevel[]; /** * If true, consumers should clear their local book state before applying * updates. * * @generated from field: bool reset = 6; */ reset: boolean; /** * Timestamp associated with this update (best-effort). * * @generated from field: google.protobuf.Timestamp ts = 7; */ ts?: Timestamp | undefined; }; /** * Describes the message orderbook.v1.OrderBookDelta. * Use `create(OrderBookDeltaSchema)` to create a new message. */ declare const OrderBookDeltaSchema: GenMessage; /** * Depth specifies the number of price levels per side. * * @generated from enum orderbook.v1.Depth */ declare enum Depth { /** * Default depth (50 levels per side). * * @generated from enum value: DEPTH_UNSPECIFIED = 0; */ DEPTH_UNSPECIFIED = 0, /** * 1 level per side (top of book / best bid-ask). * * @generated from enum value: DEPTH_1 = 1; */ DEPTH_1 = 1, /** * 5 levels per side. * * @generated from enum value: DEPTH_5 = 2; */ DEPTH_5 = 2, /** * 10 levels per side. * * @generated from enum value: DEPTH_10 = 3; */ DEPTH_10 = 3, /** * 20 levels per side. * * @generated from enum value: DEPTH_20 = 4; */ DEPTH_20 = 4, /** * 50 levels per side. * * @generated from enum value: DEPTH_50 = 5; */ DEPTH_50 = 5, /** * 100 levels per side. * * @generated from enum value: DEPTH_100 = 6; */ DEPTH_100 = 6, /** * 200 levels per side. * * @generated from enum value: DEPTH_200 = 7; */ DEPTH_200 = 7, /** * 500 levels per side. * * @generated from enum value: DEPTH_500 = 8; */ DEPTH_500 = 8, /** * 1000 levels per side. * * @generated from enum value: DEPTH_1000 = 9; */ DEPTH_1000 = 9 } /** * Describes the enum orderbook.v1.Depth. */ declare const DepthSchema: GenEnum; /** * @generated from service orderbook.v1.OrderbookService */ declare const OrderbookService: GenService<{ /** * Retrieve a spot order book depth snapshot for a symbol. * Supports selectable depth per side and returns best bid/ask levels. * * @generated from rpc orderbook.v1.OrderbookService.GetOrderBook */ getOrderBook: { methodKind: "unary"; input: typeof GetOrderBookRequestSchema; output: typeof GetOrderBookResponseSchema; }; }>; //#endregion export { Depth, DepthSchema, GetOrderBookRequest, GetOrderBookRequestSchema, GetOrderBookResponse, GetOrderBookResponseSchema, OrderBookDelta, OrderBookDeltaSchema, OrderbookService, PriceLevel, PriceLevelSchema, file_orderbook_v1_orderbook, orderbook_pb_d_exports }; //# sourceMappingURL=orderbook_pb.d.ts.map