ticker_service.proto

syntax = "proto3";

package ticker_service;

service TickerService {
  // Get a list of available tickers
  rpc GetTickers(TickerRequest) returns (TickerResponse);

  // Connect to a stream of market data for a specific ticker
  rpc ConnectToMarketData(TickerRequest) returns (stream MarketData);

  // Submit a limit order
  rpc SubmitLimitOrder(LimitOrderRequest) returns (OrderResponse);

  // Submit a market order
  rpc SubmitMarketOrder(MarketOrderRequest) returns (OrderResponse);
}

// Request for getting a list of tickers
message TickerRequest {
  string ticker_symbol = 1; // Optional: If specified, return only tickers matching this symbol
}

// Response with a list of tickers
message TickerResponse {
  repeated TickerInfo tickers = 1;
}

// Information about a ticker
message TickerInfo {
  string symbol = 1;
  string name = 2;
  // Other ticker information as needed
}

// Stream of market data for a specific ticker
message MarketData {
  string ticker_symbol = 1;
  double best_bid_price = 2;
  double best_ask_price = 3;
  int64 best_bid_quantity = 4;
  int64 best_ask_quantity = 5;
  double order_book_variance_max = 6;
  double order_book_variance_min = 7;
  int64 total_volume_quantity = 8;
  // Other market data fields as needed
}

// Request for submitting a limit order
message LimitOrderRequest {
  string ticker_symbol = 1;
  string side = 2; // "buy" or "sell"
  double price = 3;
  int64 quantity = 4;
}

// Request for submitting a market order
message MarketOrderRequest {
  string ticker_symbol = 1;
  string side = 2; // "buy" or "sell"
  int64 quantity = 3;
}

// Response to an order submission
message OrderResponse {
  string order_id = 1;
  // Other order information as needed
}