injective_derivative_exchange_rpcpb

type BinaryOptionsMarketInfo struct {

	// Binary Options Market ID is crypto.Keccak256Hash([]byte((oracleType.String()
	// + ticker + quoteDenom + oracleSymbol + oracleProvider)))
	MarketId string `protobuf:"bytes,1,opt,name=market_id,json=marketId,proto3" json:"market_id,omitempty"`
	// The status of the market
	MarketStatus string `protobuf:"bytes,2,opt,name=market_status,json=marketStatus,proto3" json:"market_status,omitempty"`
	// A name of the binary options market.
	Ticker string `protobuf:"bytes,3,opt,name=ticker,proto3" json:"ticker,omitempty"`
	// Oracle symbol
	OracleSymbol string `protobuf:"bytes,4,opt,name=oracle_symbol,json=oracleSymbol,proto3" json:"oracle_symbol,omitempty"`
	// Oracle provider
	OracleProvider string `protobuf:"bytes,5,opt,name=oracle_provider,json=oracleProvider,proto3" json:"oracle_provider,omitempty"`
	// Oracle Type
	OracleType string `protobuf:"bytes,6,opt,name=oracle_type,json=oracleType,proto3" json:"oracle_type,omitempty"`
	// OracleScaleFactor
	OracleScaleFactor uint32 `protobuf:"varint,7,opt,name=oracle_scale_factor,json=oracleScaleFactor,proto3" json:"oracle_scale_factor,omitempty"`
	// Defines the expiration time for the market in UNIX seconds.
	ExpirationTimestamp int64 `protobuf:"zigzag64,8,opt,name=expiration_timestamp,json=expirationTimestamp,proto3" json:"expiration_timestamp,omitempty"`
	// Defines the settlement time for the market in UNIX seconds.
	SettlementTimestamp int64 `protobuf:"zigzag64,9,opt,name=settlement_timestamp,json=settlementTimestamp,proto3" json:"settlement_timestamp,omitempty"`
	// Coin denom used for the quote asset.
	QuoteDenom string `protobuf:"bytes,10,opt,name=quote_denom,json=quoteDenom,proto3" json:"quote_denom,omitempty"`
	// Token metadata for quote asset, only for Ethereum-based assets
	QuoteTokenMeta *TokenMeta `protobuf:"bytes,11,opt,name=quote_token_meta,json=quoteTokenMeta,proto3" json:"quote_token_meta,omitempty"`
	// Defines the fee percentage makers pay when trading (in quote asset)
	MakerFeeRate string `protobuf:"bytes,12,opt,name=maker_fee_rate,json=makerFeeRate,proto3" json:"maker_fee_rate,omitempty"`
	// Defines the fee percentage takers pay when trading (in quote asset)
	TakerFeeRate string `protobuf:"bytes,13,opt,name=taker_fee_rate,json=takerFeeRate,proto3" json:"taker_fee_rate,omitempty"`
	// Percentage of the transaction fee shared with the service provider
	ServiceProviderFee string `protobuf:"bytes,14,opt,name=service_provider_fee,json=serviceProviderFee,proto3" json:"service_provider_fee,omitempty"`
	// Defines the minimum required tick size for the order's price
	MinPriceTickSize string `protobuf:"bytes,15,opt,name=min_price_tick_size,json=minPriceTickSize,proto3" json:"min_price_tick_size,omitempty"`
	// Defines the minimum required tick size for the order's quantity
	MinQuantityTickSize string `protobuf:"bytes,16,opt,name=min_quantity_tick_size,json=minQuantityTickSize,proto3" json:"min_quantity_tick_size,omitempty"`
	// Defines the settlement price of the market
	SettlementPrice string `protobuf:"bytes,17,opt,name=settlement_price,json=settlementPrice,proto3" json:"settlement_price,omitempty"`
	// contains filtered or unexported fields
}

type BinaryOptionsMarketRequest struct {

	// MarketId of the market we want to fetch
	MarketId string `protobuf:"bytes,1,opt,name=market_id,json=marketId,proto3" json:"market_id,omitempty"`
	// contains filtered or unexported fields
}

type BinaryOptionsMarketResponse struct {

	// Info about particular derivative market
	Market *BinaryOptionsMarketInfo `protobuf:"bytes,1,opt,name=market,proto3" json:"market,omitempty"`
	// contains filtered or unexported fields
}

type BinaryOptionsMarketsRequest struct {

	// Filter by market status
	MarketStatus string `protobuf:"bytes,1,opt,name=market_status,json=marketStatus,proto3" json:"market_status,omitempty"`
	// Filter by the Coin denomination of the quote currency
	QuoteDenom string `protobuf:"bytes,2,opt,name=quote_denom,json=quoteDenom,proto3" json:"quote_denom,omitempty"`
	// Skip will skip the first n item from the result
	Skip uint64 `protobuf:"varint,3,opt,name=skip,proto3" json:"skip,omitempty"`
	// Limit is used to specify the maximum number of items to be returned.
	Limit int32 `protobuf:"zigzag32,4,opt,name=limit,proto3" json:"limit,omitempty"`
	// contains filtered or unexported fields
}

type BinaryOptionsMarketsResponse struct {

	// Binary Options Markets list
	Markets []*BinaryOptionsMarketInfo `protobuf:"bytes,1,rep,name=markets,proto3" json:"markets,omitempty"`
	Paging  *Paging                    `protobuf:"bytes,2,opt,name=paging,proto3" json:"paging,omitempty"`
	// contains filtered or unexported fields
}

type DerivativeLimitOrder struct {

	// Hash of the order
	OrderHash string `protobuf:"bytes,1,opt,name=order_hash,json=orderHash,proto3" json:"order_hash,omitempty"`
	// The side of the order
	OrderSide string `protobuf:"bytes,2,opt,name=order_side,json=orderSide,proto3" json:"order_side,omitempty"`
	// Derivative Market ID
	MarketId string `protobuf:"bytes,3,opt,name=market_id,json=marketId,proto3" json:"market_id,omitempty"`
	// The subaccountId that this order belongs to
	SubaccountId string `protobuf:"bytes,4,opt,name=subaccount_id,json=subaccountId,proto3" json:"subaccount_id,omitempty"`
	// True if the order is a reduce-only order
	IsReduceOnly bool `protobuf:"varint,5,opt,name=is_reduce_only,json=isReduceOnly,proto3" json:"is_reduce_only,omitempty"`
	// Margin of the order
	Margin string `protobuf:"bytes,6,opt,name=margin,proto3" json:"margin,omitempty"`
	// Price of the order
	Price string `protobuf:"bytes,7,opt,name=price,proto3" json:"price,omitempty"`
	// Quantity of the order
	Quantity string `protobuf:"bytes,8,opt,name=quantity,proto3" json:"quantity,omitempty"`
	// The amount of the quantity remaining unfilled
	UnfilledQuantity string `protobuf:"bytes,9,opt,name=unfilled_quantity,json=unfilledQuantity,proto3" json:"unfilled_quantity,omitempty"`
	// Trigger price is the trigger price used by stop/take orders
	TriggerPrice string `protobuf:"bytes,10,opt,name=trigger_price,json=triggerPrice,proto3" json:"trigger_price,omitempty"`
	// Fee recipient address
	FeeRecipient string `protobuf:"bytes,11,opt,name=fee_recipient,json=feeRecipient,proto3" json:"fee_recipient,omitempty"`
	// Order state
	State string `protobuf:"bytes,12,opt,name=state,proto3" json:"state,omitempty"`
	// Order committed timestamp in UNIX millis.
	CreatedAt int64 `protobuf:"zigzag64,13,opt,name=created_at,json=createdAt,proto3" json:"created_at,omitempty"`
	// Order updated timestamp in UNIX millis.
	UpdatedAt int64 `protobuf:"zigzag64,14,opt,name=updated_at,json=updatedAt,proto3" json:"updated_at,omitempty"`
	// Order number of subaccount
	OrderNumber int64 `protobuf:"zigzag64,15,opt,name=order_number,json=orderNumber,proto3" json:"order_number,omitempty"`
	// Order type
	OrderType string `protobuf:"bytes,16,opt,name=order_type,json=orderType,proto3" json:"order_type,omitempty"`
	// Order type
	IsConditional bool `protobuf:"varint,17,opt,name=is_conditional,json=isConditional,proto3" json:"is_conditional,omitempty"`
	// Trigger timestamp, only exists for conditional orders
	TriggerAt uint64 `protobuf:"varint,18,opt,name=trigger_at,json=triggerAt,proto3" json:"trigger_at,omitempty"`
	// OrderHash of order that is triggered by this conditional order
	PlacedOrderHash string `protobuf:"bytes,19,opt,name=placed_order_hash,json=placedOrderHash,proto3" json:"placed_order_hash,omitempty"`
	// Execution type of conditional order
	ExecutionType string `protobuf:"bytes,20,opt,name=execution_type,json=executionType,proto3" json:"execution_type,omitempty"`
	// contains filtered or unexported fields
}

type DerivativeLimitOrderbook struct {

	// Array of price levels for buys
	Buys []*PriceLevel `protobuf:"bytes,1,rep,name=buys,proto3" json:"buys,omitempty"`
	// Array of price levels for sells
	Sells []*PriceLevel `protobuf:"bytes,2,rep,name=sells,proto3" json:"sells,omitempty"`
	// Last update timestamp in UNIX millis.
	Timestamp int64 `protobuf:"zigzag64,4,opt,name=timestamp,proto3" json:"timestamp,omitempty"`
	// contains filtered or unexported fields
}

type DerivativeLimitOrderbookV2 struct {

	// Array of price levels for buys
	Buys []*PriceLevel `protobuf:"bytes,1,rep,name=buys,proto3" json:"buys,omitempty"`
	// Array of price levels for sells
	Sells []*PriceLevel `protobuf:"bytes,2,rep,name=sells,proto3" json:"sells,omitempty"`
	// market orderbook sequence
	Sequence uint64 `protobuf:"varint,3,opt,name=sequence,proto3" json:"sequence,omitempty"`
	// Last update timestamp in UNIX millis.
	Timestamp int64 `protobuf:"zigzag64,4,opt,name=timestamp,proto3" json:"timestamp,omitempty"`
	// contains filtered or unexported fields
}

type DerivativeMarketInfo struct {

	// DerivativeMarket ID is crypto.Keccak256Hash([]byte((oracleType.String() +
	// ticker + quoteDenom + oracleBase + oracleQuote))) for perpetual markets and
	// crypto.Keccak256Hash([]byte((oracleType.String() + ticker + quoteDenom +
	// oracleBase + oracleQuote + strconv.Itoa(int(expiry))))) for expiry futures
	// markets
	MarketId string `protobuf:"bytes,1,opt,name=market_id,json=marketId,proto3" json:"market_id,omitempty"`
	// The status of the market
	MarketStatus string `protobuf:"bytes,2,opt,name=market_status,json=marketStatus,proto3" json:"market_status,omitempty"`
	// A name of the pair in format AAA/BBB, where AAA is base asset, BBB is quote
	// asset.
	Ticker string `protobuf:"bytes,3,opt,name=ticker,proto3" json:"ticker,omitempty"`
	// Oracle base currency
	OracleBase string `protobuf:"bytes,4,opt,name=oracle_base,json=oracleBase,proto3" json:"oracle_base,omitempty"`
	// Oracle quote currency
	OracleQuote string `protobuf:"bytes,5,opt,name=oracle_quote,json=oracleQuote,proto3" json:"oracle_quote,omitempty"`
	// Oracle Type
	OracleType string `protobuf:"bytes,6,opt,name=oracle_type,json=oracleType,proto3" json:"oracle_type,omitempty"`
	// OracleScaleFactor
	OracleScaleFactor uint32 `protobuf:"varint,7,opt,name=oracle_scale_factor,json=oracleScaleFactor,proto3" json:"oracle_scale_factor,omitempty"`
	// Defines the initial margin ratio of a derivative market
	InitialMarginRatio string `protobuf:"bytes,8,opt,name=initial_margin_ratio,json=initialMarginRatio,proto3" json:"initial_margin_ratio,omitempty"`
	// Defines the maintenance margin ratio of a derivative market
	MaintenanceMarginRatio string `` /* 129-byte string literal not displayed */
	// Coin denom used for the quote asset.
	QuoteDenom string `protobuf:"bytes,10,opt,name=quote_denom,json=quoteDenom,proto3" json:"quote_denom,omitempty"`
	// Token metadata for quote asset, only for Ethereum-based assets
	QuoteTokenMeta *TokenMeta `protobuf:"bytes,11,opt,name=quote_token_meta,json=quoteTokenMeta,proto3" json:"quote_token_meta,omitempty"`
	// Defines the fee percentage makers pay when trading (in quote asset)
	MakerFeeRate string `protobuf:"bytes,12,opt,name=maker_fee_rate,json=makerFeeRate,proto3" json:"maker_fee_rate,omitempty"`
	// Defines the fee percentage takers pay when trading (in quote asset)
	TakerFeeRate string `protobuf:"bytes,13,opt,name=taker_fee_rate,json=takerFeeRate,proto3" json:"taker_fee_rate,omitempty"`
	// Percentage of the transaction fee shared with the service provider
	ServiceProviderFee string `protobuf:"bytes,14,opt,name=service_provider_fee,json=serviceProviderFee,proto3" json:"service_provider_fee,omitempty"`
	// True if the market is a perpetual swap market
	IsPerpetual bool `protobuf:"varint,15,opt,name=is_perpetual,json=isPerpetual,proto3" json:"is_perpetual,omitempty"`
	// Defines the minimum required tick size for the order's price
	MinPriceTickSize string `protobuf:"bytes,16,opt,name=min_price_tick_size,json=minPriceTickSize,proto3" json:"min_price_tick_size,omitempty"`
	// Defines the minimum required tick size for the order's quantity
	MinQuantityTickSize     string                   `protobuf:"bytes,17,opt,name=min_quantity_tick_size,json=minQuantityTickSize,proto3" json:"min_quantity_tick_size,omitempty"`
	PerpetualMarketInfo     *PerpetualMarketInfo     `protobuf:"bytes,18,opt,name=perpetual_market_info,json=perpetualMarketInfo,proto3" json:"perpetual_market_info,omitempty"`
	PerpetualMarketFunding  *PerpetualMarketFunding  `` /* 130-byte string literal not displayed */
	ExpiryFuturesMarketInfo *ExpiryFuturesMarketInfo `` /* 135-byte string literal not displayed */
	// contains filtered or unexported fields
}

type DerivativeOrderHistory struct {

	// Hash of the order
	OrderHash string `protobuf:"bytes,1,opt,name=order_hash,json=orderHash,proto3" json:"order_hash,omitempty"`
	// Spot Market ID is keccak265(baseDenom + quoteDenom)
	MarketId string `protobuf:"bytes,2,opt,name=market_id,json=marketId,proto3" json:"market_id,omitempty"`
	// active state of the order
	IsActive bool `protobuf:"varint,3,opt,name=is_active,json=isActive,proto3" json:"is_active,omitempty"`
	// The subaccountId that this order belongs to
	SubaccountId string `protobuf:"bytes,4,opt,name=subaccount_id,json=subaccountId,proto3" json:"subaccount_id,omitempty"`
	// The execution type
	ExecutionType string `protobuf:"bytes,5,opt,name=execution_type,json=executionType,proto3" json:"execution_type,omitempty"`
	// The side of the order
	OrderType string `protobuf:"bytes,6,opt,name=order_type,json=orderType,proto3" json:"order_type,omitempty"`
	// Price of the order
	Price string `protobuf:"bytes,7,opt,name=price,proto3" json:"price,omitempty"`
	// Trigger price
	TriggerPrice string `protobuf:"bytes,8,opt,name=trigger_price,json=triggerPrice,proto3" json:"trigger_price,omitempty"`
	// Quantity of the order
	Quantity string `protobuf:"bytes,9,opt,name=quantity,proto3" json:"quantity,omitempty"`
	// Filled amount
	FilledQuantity string `protobuf:"bytes,10,opt,name=filled_quantity,json=filledQuantity,proto3" json:"filled_quantity,omitempty"`
	// Order state
	State string `protobuf:"bytes,11,opt,name=state,proto3" json:"state,omitempty"`
	// Order committed timestamp in UNIX millis.
	CreatedAt int64 `protobuf:"zigzag64,12,opt,name=created_at,json=createdAt,proto3" json:"created_at,omitempty"`
	// Order updated timestamp in UNIX millis.
	UpdatedAt int64 `protobuf:"zigzag64,13,opt,name=updated_at,json=updatedAt,proto3" json:"updated_at,omitempty"`
	// True if an order is reduce only
	IsReduceOnly bool `protobuf:"varint,14,opt,name=is_reduce_only,json=isReduceOnly,proto3" json:"is_reduce_only,omitempty"`
	// Order direction (order side)
	Direction string `protobuf:"bytes,15,opt,name=direction,proto3" json:"direction,omitempty"`
	// True if this is conditional order, otherwise false
	IsConditional bool `protobuf:"varint,16,opt,name=is_conditional,json=isConditional,proto3" json:"is_conditional,omitempty"`
	// Trigger timestamp in unix milli
	TriggerAt uint64 `protobuf:"varint,17,opt,name=trigger_at,json=triggerAt,proto3" json:"trigger_at,omitempty"`
	// Order hash placed when this triggers
	PlacedOrderHash string `protobuf:"bytes,18,opt,name=placed_order_hash,json=placedOrderHash,proto3" json:"placed_order_hash,omitempty"`
	// Order's margin
	Margin string `protobuf:"bytes,19,opt,name=margin,proto3" json:"margin,omitempty"`
	// contains filtered or unexported fields
}

type DerivativePosition struct {

	// Ticker of the derivative market
	Ticker string `protobuf:"bytes,1,opt,name=ticker,proto3" json:"ticker,omitempty"`
	// Derivative Market ID
	MarketId string `protobuf:"bytes,2,opt,name=market_id,json=marketId,proto3" json:"market_id,omitempty"`
	// The subaccountId that the position belongs to
	SubaccountId string `protobuf:"bytes,3,opt,name=subaccount_id,json=subaccountId,proto3" json:"subaccount_id,omitempty"`
	// Direction of the position
	Direction string `protobuf:"bytes,4,opt,name=direction,proto3" json:"direction,omitempty"`
	// Quantity of the position
	Quantity string `protobuf:"bytes,5,opt,name=quantity,proto3" json:"quantity,omitempty"`
	// Price of the position
	EntryPrice string `protobuf:"bytes,6,opt,name=entry_price,json=entryPrice,proto3" json:"entry_price,omitempty"`
	// Margin of the position
	Margin string `protobuf:"bytes,7,opt,name=margin,proto3" json:"margin,omitempty"`
	// LiquidationPrice of the position
	LiquidationPrice string `protobuf:"bytes,8,opt,name=liquidation_price,json=liquidationPrice,proto3" json:"liquidation_price,omitempty"`
	// MarkPrice of the position
	MarkPrice string `protobuf:"bytes,9,opt,name=mark_price,json=markPrice,proto3" json:"mark_price,omitempty"`
	// Aggregate Quantity of the Reduce Only orders associated with the position
	AggregateReduceOnlyQuantity string `` /* 147-byte string literal not displayed */
	// Position updated timestamp in UNIX millis.
	UpdatedAt int64 `protobuf:"zigzag64,12,opt,name=updated_at,json=updatedAt,proto3" json:"updated_at,omitempty"`
	// Position created timestamp in UNIX millis.
	CreatedAt int64 `protobuf:"zigzag64,13,opt,name=created_at,json=createdAt,proto3" json:"created_at,omitempty"`
	// contains filtered or unexported fields
}

type DerivativeTrade struct {

	// Order hash.
	OrderHash string `protobuf:"bytes,1,opt,name=order_hash,json=orderHash,proto3" json:"order_hash,omitempty"`
	// The subaccountId that executed the trade
	SubaccountId string `protobuf:"bytes,2,opt,name=subaccount_id,json=subaccountId,proto3" json:"subaccount_id,omitempty"`
	// The ID of the market that this trade is in
	MarketId string `protobuf:"bytes,3,opt,name=market_id,json=marketId,proto3" json:"market_id,omitempty"`
	// The execution type of the trade
	TradeExecutionType string `protobuf:"bytes,4,opt,name=trade_execution_type,json=tradeExecutionType,proto3" json:"trade_execution_type,omitempty"`
	// True if the trade is a liquidation
	IsLiquidation bool `protobuf:"varint,5,opt,name=is_liquidation,json=isLiquidation,proto3" json:"is_liquidation,omitempty"`
	// Position Delta from the trade
	PositionDelta *PositionDelta `protobuf:"bytes,6,opt,name=position_delta,json=positionDelta,proto3" json:"position_delta,omitempty"`
	// The payout associated with the trade
	Payout string `protobuf:"bytes,7,opt,name=payout,proto3" json:"payout,omitempty"`
	// The fee associated with the trade
	Fee string `protobuf:"bytes,8,opt,name=fee,proto3" json:"fee,omitempty"`
	// Timestamp of trade execution in UNIX millis
	ExecutedAt int64 `protobuf:"zigzag64,9,opt,name=executed_at,json=executedAt,proto3" json:"executed_at,omitempty"`
	// Fee recipient address
	FeeRecipient string `protobuf:"bytes,10,opt,name=fee_recipient,json=feeRecipient,proto3" json:"fee_recipient,omitempty"`
	// A unique string that helps differentiate between trades
	TradeId string `protobuf:"bytes,11,opt,name=trade_id,json=tradeId,proto3" json:"trade_id,omitempty"`
	// Trade's execution side, marker/taker
	ExecutionSide string `protobuf:"bytes,12,opt,name=execution_side,json=executionSide,proto3" json:"execution_side,omitempty"`
	// contains filtered or unexported fields
}

type ExpiryFuturesMarketInfo struct {

	// Defines the expiration time for a time expiry futures market in UNIX seconds.
	ExpirationTimestamp int64 `protobuf:"zigzag64,1,opt,name=expiration_timestamp,json=expirationTimestamp,proto3" json:"expiration_timestamp,omitempty"`
	// Defines the settlement price for a time expiry futures market.
	SettlementPrice string `protobuf:"bytes,2,opt,name=settlement_price,json=settlementPrice,proto3" json:"settlement_price,omitempty"`
	// contains filtered or unexported fields
}

type FundingPayment struct {

	// Derivative Market ID
	MarketId string `protobuf:"bytes,1,opt,name=market_id,json=marketId,proto3" json:"market_id,omitempty"`
	// The subaccountId that the position belongs to
	SubaccountId string `protobuf:"bytes,2,opt,name=subaccount_id,json=subaccountId,proto3" json:"subaccount_id,omitempty"`
	// Amount of the funding payment
	Amount string `protobuf:"bytes,3,opt,name=amount,proto3" json:"amount,omitempty"`
	// Timestamp of funding payment in UNIX millis
	Timestamp int64 `protobuf:"zigzag64,4,opt,name=timestamp,proto3" json:"timestamp,omitempty"`
	// contains filtered or unexported fields
}

type FundingPaymentsRequest struct {

	// SubaccountId of the trader we want to get the positions from
	SubaccountId string `protobuf:"bytes,1,opt,name=subaccount_id,json=subaccountId,proto3" json:"subaccount_id,omitempty"`
	// MarketIds of the funding payment we want to fetch. Using this for only one
	// market id. This field is prioritized
	MarketId string `protobuf:"bytes,2,opt,name=market_id,json=marketId,proto3" json:"market_id,omitempty"`
	// Skip will skip the first n item from the result
	Skip uint64 `protobuf:"varint,3,opt,name=skip,proto3" json:"skip,omitempty"`
	// Limit is used to specify the maximum number of items to be returned.
	Limit int32 `protobuf:"zigzag32,4,opt,name=limit,proto3" json:"limit,omitempty"`
	// Upper bound of funding payment updatedAt
	EndTime int64 `protobuf:"zigzag64,5,opt,name=end_time,json=endTime,proto3" json:"end_time,omitempty"`
	// Filter by market ids. Using this field for fetching funding payments from
	// multiple market ids
	MarketIds []string `protobuf:"bytes,6,rep,name=market_ids,json=marketIds,proto3" json:"market_ids,omitempty"`
	// contains filtered or unexported fields
}

type FundingPaymentsResponse struct {

	// List of funding payments
	Payments []*FundingPayment `protobuf:"bytes,1,rep,name=payments,proto3" json:"payments,omitempty"`
	Paging   *Paging           `protobuf:"bytes,2,opt,name=paging,proto3" json:"paging,omitempty"`
	// contains filtered or unexported fields
}

type FundingRate struct {

	// Derivative Market ID
	MarketId string `protobuf:"bytes,1,opt,name=market_id,json=marketId,proto3" json:"market_id,omitempty"`
	// Value of the funding rate
	Rate string `protobuf:"bytes,2,opt,name=rate,proto3" json:"rate,omitempty"`
	// Timestamp of funding rate in UNIX millis
	Timestamp int64 `protobuf:"zigzag64,3,opt,name=timestamp,proto3" json:"timestamp,omitempty"`
	// contains filtered or unexported fields
}

type FundingRatesRequest struct {

	// MarketId of the position we want to fetch
	MarketId string `protobuf:"bytes,1,opt,name=market_id,json=marketId,proto3" json:"market_id,omitempty"`
	// Skip will skip the first n item from the result
	Skip uint64 `protobuf:"varint,2,opt,name=skip,proto3" json:"skip,omitempty"`
	// Limit is used to specify the maximum number of items to be returned.
	Limit int32 `protobuf:"zigzag32,3,opt,name=limit,proto3" json:"limit,omitempty"`
	// Upper bound of funding timestamp
	EndTime int64 `protobuf:"zigzag64,4,opt,name=end_time,json=endTime,proto3" json:"end_time,omitempty"`
	// contains filtered or unexported fields
}

type FundingRatesResponse struct {

	// List of funding rates
	FundingRates []*FundingRate `protobuf:"bytes,1,rep,name=funding_rates,json=fundingRates,proto3" json:"funding_rates,omitempty"`
	Paging       *Paging        `protobuf:"bytes,2,opt,name=paging,proto3" json:"paging,omitempty"`
	// contains filtered or unexported fields
}

type InjectiveDerivativeExchangeRPCClient interface {
	// Markets gets a list of Derivative Markets
	Markets(ctx context.Context, in *MarketsRequest, opts ...grpc.CallOption) (*MarketsResponse, error)
	// Market gets details of a single derivative market
	Market(ctx context.Context, in *MarketRequest, opts ...grpc.CallOption) (*MarketResponse, error)
	// StreamMarket streams live updates of selected derivative markets
	StreamMarket(ctx context.Context, in *StreamMarketRequest, opts ...grpc.CallOption) (InjectiveDerivativeExchangeRPC_StreamMarketClient, error)
	// BinaryOptionsMarkets gets a list of Binary Options Markets
	BinaryOptionsMarkets(ctx context.Context, in *BinaryOptionsMarketsRequest, opts ...grpc.CallOption) (*BinaryOptionsMarketsResponse, error)
	// BinaryOptionMarket gets details of a single binary options market
	BinaryOptionsMarket(ctx context.Context, in *BinaryOptionsMarketRequest, opts ...grpc.CallOption) (*BinaryOptionsMarketResponse, error)
	// Orderbook gets the Orderbook of a Derivative Market
	Orderbook(ctx context.Context, in *OrderbookRequest, opts ...grpc.CallOption) (*OrderbookResponse, error)
	// Orderbook gets the Orderbook of a Derivative Market
	OrderbookV2(ctx context.Context, in *OrderbookV2Request, opts ...grpc.CallOption) (*OrderbookV2Response, error)
	// Orderbooks gets the Orderbooks of requested derivative markets
	Orderbooks(ctx context.Context, in *OrderbooksRequest, opts ...grpc.CallOption) (*OrderbooksResponse, error)
	// Orderbooks gets the Orderbooks of requested derivative markets
	OrderbooksV2(ctx context.Context, in *OrderbooksV2Request, opts ...grpc.CallOption) (*OrderbooksV2Response, error)
	// Stream live snapshot updates of selected derivative market orderbook
	StreamOrderbook(ctx context.Context, in *StreamOrderbookRequest, opts ...grpc.CallOption) (InjectiveDerivativeExchangeRPC_StreamOrderbookClient, error)
	// Stream live snapshot updates of selected derivative market orderbook
	StreamOrderbookV2(ctx context.Context, in *StreamOrderbookV2Request, opts ...grpc.CallOption) (InjectiveDerivativeExchangeRPC_StreamOrderbookV2Client, error)
	// Stream live level updates of selected derivative market orderbook
	StreamOrderbookUpdate(ctx context.Context, in *StreamOrderbookUpdateRequest, opts ...grpc.CallOption) (InjectiveDerivativeExchangeRPC_StreamOrderbookUpdateClient, error)
	// DerivativeLimitOrders gets the limit orders of a derivative Market.
	Orders(ctx context.Context, in *OrdersRequest, opts ...grpc.CallOption) (*OrdersResponse, error)
	// Positions gets the positions for a trader.
	Positions(ctx context.Context, in *PositionsRequest, opts ...grpc.CallOption) (*PositionsResponse, error)
	// LiquidablePositions gets all the liquidable positions.
	LiquidablePositions(ctx context.Context, in *LiquidablePositionsRequest, opts ...grpc.CallOption) (*LiquidablePositionsResponse, error)
	// FundingPayments gets the funding payments for a trader.
	FundingPayments(ctx context.Context, in *FundingPaymentsRequest, opts ...grpc.CallOption) (*FundingPaymentsResponse, error)
	// FundingRates gets the historical funding rates for a market.
	FundingRates(ctx context.Context, in *FundingRatesRequest, opts ...grpc.CallOption) (*FundingRatesResponse, error)
	// StreamPositions streams derivatives position updates.
	StreamPositions(ctx context.Context, in *StreamPositionsRequest, opts ...grpc.CallOption) (InjectiveDerivativeExchangeRPC_StreamPositionsClient, error)
	// StreamOrders streams updates to individual orders of a Derivative Market.
	StreamOrders(ctx context.Context, in *StreamOrdersRequest, opts ...grpc.CallOption) (InjectiveDerivativeExchangeRPC_StreamOrdersClient, error)
	// Trades gets the trades of a Derivative Market.
	Trades(ctx context.Context, in *TradesRequest, opts ...grpc.CallOption) (*TradesResponse, error)
	// StreamTrades streams newly executed trades from Derivative Market.
	StreamTrades(ctx context.Context, in *StreamTradesRequest, opts ...grpc.CallOption) (InjectiveDerivativeExchangeRPC_StreamTradesClient, error)
	// SubaccountOrdersList lists orders posted from this subaccount.
	SubaccountOrdersList(ctx context.Context, in *SubaccountOrdersListRequest, opts ...grpc.CallOption) (*SubaccountOrdersListResponse, error)
	// SubaccountTradesList gets a list of derivatives trades executed by this
	// subaccount.
	SubaccountTradesList(ctx context.Context, in *SubaccountTradesListRequest, opts ...grpc.CallOption) (*SubaccountTradesListResponse, error)
	// Lists history orders posted from a subaccount
	OrdersHistory(ctx context.Context, in *OrdersHistoryRequest, opts ...grpc.CallOption) (*OrdersHistoryResponse, error)
	// Stream updates to historical orders of a derivative Market
	StreamOrdersHistory(ctx context.Context, in *StreamOrdersHistoryRequest, opts ...grpc.CallOption) (InjectiveDerivativeExchangeRPC_StreamOrdersHistoryClient, error)
}

type InjectiveDerivativeExchangeRPCServer interface {
	// Markets gets a list of Derivative Markets
	Markets(context.Context, *MarketsRequest) (*MarketsResponse, error)
	// Market gets details of a single derivative market
	Market(context.Context, *MarketRequest) (*MarketResponse, error)
	// StreamMarket streams live updates of selected derivative markets
	StreamMarket(*StreamMarketRequest, InjectiveDerivativeExchangeRPC_StreamMarketServer) error
	// BinaryOptionsMarkets gets a list of Binary Options Markets
	BinaryOptionsMarkets(context.Context, *BinaryOptionsMarketsRequest) (*BinaryOptionsMarketsResponse, error)
	// BinaryOptionMarket gets details of a single binary options market
	BinaryOptionsMarket(context.Context, *BinaryOptionsMarketRequest) (*BinaryOptionsMarketResponse, error)
	// Orderbook gets the Orderbook of a Derivative Market
	Orderbook(context.Context, *OrderbookRequest) (*OrderbookResponse, error)
	// Orderbook gets the Orderbook of a Derivative Market
	OrderbookV2(context.Context, *OrderbookV2Request) (*OrderbookV2Response, error)
	// Orderbooks gets the Orderbooks of requested derivative markets
	Orderbooks(context.Context, *OrderbooksRequest) (*OrderbooksResponse, error)
	// Orderbooks gets the Orderbooks of requested derivative markets
	OrderbooksV2(context.Context, *OrderbooksV2Request) (*OrderbooksV2Response, error)
	// Stream live snapshot updates of selected derivative market orderbook
	StreamOrderbook(*StreamOrderbookRequest, InjectiveDerivativeExchangeRPC_StreamOrderbookServer) error
	// Stream live snapshot updates of selected derivative market orderbook
	StreamOrderbookV2(*StreamOrderbookV2Request, InjectiveDerivativeExchangeRPC_StreamOrderbookV2Server) error
	// Stream live level updates of selected derivative market orderbook
	StreamOrderbookUpdate(*StreamOrderbookUpdateRequest, InjectiveDerivativeExchangeRPC_StreamOrderbookUpdateServer) error
	// DerivativeLimitOrders gets the limit orders of a derivative Market.
	Orders(context.Context, *OrdersRequest) (*OrdersResponse, error)
	// Positions gets the positions for a trader.
	Positions(context.Context, *PositionsRequest) (*PositionsResponse, error)
	// LiquidablePositions gets all the liquidable positions.
	LiquidablePositions(context.Context, *LiquidablePositionsRequest) (*LiquidablePositionsResponse, error)
	// FundingPayments gets the funding payments for a trader.
	FundingPayments(context.Context, *FundingPaymentsRequest) (*FundingPaymentsResponse, error)
	// FundingRates gets the historical funding rates for a market.
	FundingRates(context.Context, *FundingRatesRequest) (*FundingRatesResponse, error)
	// StreamPositions streams derivatives position updates.
	StreamPositions(*StreamPositionsRequest, InjectiveDerivativeExchangeRPC_StreamPositionsServer) error
	// StreamOrders streams updates to individual orders of a Derivative Market.
	StreamOrders(*StreamOrdersRequest, InjectiveDerivativeExchangeRPC_StreamOrdersServer) error
	// Trades gets the trades of a Derivative Market.
	Trades(context.Context, *TradesRequest) (*TradesResponse, error)
	// StreamTrades streams newly executed trades from Derivative Market.
	StreamTrades(*StreamTradesRequest, InjectiveDerivativeExchangeRPC_StreamTradesServer) error
	// SubaccountOrdersList lists orders posted from this subaccount.
	SubaccountOrdersList(context.Context, *SubaccountOrdersListRequest) (*SubaccountOrdersListResponse, error)
	// SubaccountTradesList gets a list of derivatives trades executed by this
	// subaccount.
	SubaccountTradesList(context.Context, *SubaccountTradesListRequest) (*SubaccountTradesListResponse, error)
	// Lists history orders posted from a subaccount
	OrdersHistory(context.Context, *OrdersHistoryRequest) (*OrdersHistoryResponse, error)
	// Stream updates to historical orders of a derivative Market
	StreamOrdersHistory(*StreamOrdersHistoryRequest, InjectiveDerivativeExchangeRPC_StreamOrdersHistoryServer) error
	// contains filtered or unexported methods
}

type InjectiveDerivativeExchangeRPC_StreamMarketClient interface {
	Recv() (*StreamMarketResponse, error)
	grpc.ClientStream
}

type InjectiveDerivativeExchangeRPC_StreamMarketServer interface {
	Send(*StreamMarketResponse) error
	grpc.ServerStream
}

type InjectiveDerivativeExchangeRPC_StreamOrderbookClient interface {
	Recv() (*StreamOrderbookResponse, error)
	grpc.ClientStream
}

type InjectiveDerivativeExchangeRPC_StreamOrderbookServer interface {
	Send(*StreamOrderbookResponse) error
	grpc.ServerStream
}

type InjectiveDerivativeExchangeRPC_StreamOrderbookUpdateClient interface {
	Recv() (*StreamOrderbookUpdateResponse, error)
	grpc.ClientStream
}

type InjectiveDerivativeExchangeRPC_StreamOrderbookUpdateServer interface {
	Send(*StreamOrderbookUpdateResponse) error
	grpc.ServerStream
}

type InjectiveDerivativeExchangeRPC_StreamOrderbookV2Client interface {
	Recv() (*StreamOrderbookV2Response, error)
	grpc.ClientStream
}

type InjectiveDerivativeExchangeRPC_StreamOrderbookV2Server interface {
	Send(*StreamOrderbookV2Response) error
	grpc.ServerStream
}

type InjectiveDerivativeExchangeRPC_StreamOrdersClient interface {
	Recv() (*StreamOrdersResponse, error)
	grpc.ClientStream
}

type InjectiveDerivativeExchangeRPC_StreamOrdersHistoryClient interface {
	Recv() (*StreamOrdersHistoryResponse, error)
	grpc.ClientStream
}

type InjectiveDerivativeExchangeRPC_StreamOrdersHistoryServer interface {
	Send(*StreamOrdersHistoryResponse) error
	grpc.ServerStream
}

type InjectiveDerivativeExchangeRPC_StreamOrdersServer interface {
	Send(*StreamOrdersResponse) error
	grpc.ServerStream
}

type InjectiveDerivativeExchangeRPC_StreamPositionsClient interface {
	Recv() (*StreamPositionsResponse, error)
	grpc.ClientStream
}

type InjectiveDerivativeExchangeRPC_StreamPositionsServer interface {
	Send(*StreamPositionsResponse) error
	grpc.ServerStream
}

type InjectiveDerivativeExchangeRPC_StreamTradesClient interface {
	Recv() (*StreamTradesResponse, error)
	grpc.ClientStream
}

type InjectiveDerivativeExchangeRPC_StreamTradesServer interface {
	Send(*StreamTradesResponse) error
	grpc.ServerStream
}

type LiquidablePositionsRequest struct {

	// Market ID to filter orders for specific market
	MarketId string `protobuf:"bytes,1,opt,name=market_id,json=marketId,proto3" json:"market_id,omitempty"`
	// Skip will skip the first n item from the result
	Skip uint64 `protobuf:"varint,2,opt,name=skip,proto3" json:"skip,omitempty"`
	// Limit is used to specify the maximum number of items to be returned.
	Limit int32 `protobuf:"zigzag32,3,opt,name=limit,proto3" json:"limit,omitempty"`
	// contains filtered or unexported fields
}

type LiquidablePositionsResponse struct {

	// List of derivative positions
	Positions []*DerivativePosition `protobuf:"bytes,1,rep,name=positions,proto3" json:"positions,omitempty"`
	// contains filtered or unexported fields
}

type MarketRequest struct {

	// MarketId of the market we want to fetch
	MarketId string `protobuf:"bytes,1,opt,name=market_id,json=marketId,proto3" json:"market_id,omitempty"`
	// contains filtered or unexported fields
}

type MarketResponse struct {

	// Info about particular derivative market
	Market *DerivativeMarketInfo `protobuf:"bytes,1,opt,name=market,proto3" json:"market,omitempty"`
	// contains filtered or unexported fields
}

type MarketsRequest struct {

	// Filter by market status
	MarketStatus string `protobuf:"bytes,1,opt,name=market_status,json=marketStatus,proto3" json:"market_status,omitempty"`
	// Filter by the Coin denomination of the quote currency
	QuoteDenom string `protobuf:"bytes,2,opt,name=quote_denom,json=quoteDenom,proto3" json:"quote_denom,omitempty"`
	// contains filtered or unexported fields
}

type MarketsResponse struct {

	// Derivative Markets list
	Markets []*DerivativeMarketInfo `protobuf:"bytes,1,rep,name=markets,proto3" json:"markets,omitempty"`
	// contains filtered or unexported fields
}

type OrderbookLevelUpdates struct {

	// market's ID
	MarketId string `protobuf:"bytes,1,opt,name=market_id,json=marketId,proto3" json:"market_id,omitempty"`
	// orderbook update sequence
	Sequence uint64 `protobuf:"varint,2,opt,name=sequence,proto3" json:"sequence,omitempty"`
	// buy levels
	Buys []*PriceLevelUpdate `protobuf:"bytes,3,rep,name=buys,proto3" json:"buys,omitempty"`
	// sell levels
	Sells []*PriceLevelUpdate `protobuf:"bytes,4,rep,name=sells,proto3" json:"sells,omitempty"`
	// updates timestamp
	UpdatedAt int64 `protobuf:"zigzag64,5,opt,name=updated_at,json=updatedAt,proto3" json:"updated_at,omitempty"`
	// contains filtered or unexported fields
}

type OrderbookRequest struct {

	// MarketId of the market's orderbook we want to fetch
	MarketId string `protobuf:"bytes,1,opt,name=market_id,json=marketId,proto3" json:"market_id,omitempty"`
	// contains filtered or unexported fields
}

type OrderbookResponse struct {

	// Orderbook of a particular derivative market
	Orderbook *DerivativeLimitOrderbook `protobuf:"bytes,1,opt,name=orderbook,proto3" json:"orderbook,omitempty"`
	// contains filtered or unexported fields
}

type OrderbookV2Request struct {

	// MarketId of the market's orderbook we want to fetch
	MarketId string `protobuf:"bytes,1,opt,name=market_id,json=marketId,proto3" json:"market_id,omitempty"`
	// contains filtered or unexported fields
}

type OrderbookV2Response struct {

	// Orderbook of a particular derivative market
	Orderbook *DerivativeLimitOrderbookV2 `protobuf:"bytes,1,opt,name=orderbook,proto3" json:"orderbook,omitempty"`
	// contains filtered or unexported fields
}

type OrderbooksRequest struct {

	// MarketIds of the markets
	MarketIds []string `protobuf:"bytes,1,rep,name=market_ids,json=marketIds,proto3" json:"market_ids,omitempty"`
	// contains filtered or unexported fields
}

type OrderbooksResponse struct {
	Orderbooks []*SingleDerivativeLimitOrderbook `protobuf:"bytes,1,rep,name=orderbooks,proto3" json:"orderbooks,omitempty"`
	// contains filtered or unexported fields
}

type OrderbooksV2Request struct {

	// MarketIds of the markets
	MarketIds []string `protobuf:"bytes,1,rep,name=market_ids,json=marketIds,proto3" json:"market_ids,omitempty"`
	// contains filtered or unexported fields
}

type OrderbooksV2Response struct {
	Orderbooks []*SingleDerivativeLimitOrderbookV2 `protobuf:"bytes,1,rep,name=orderbooks,proto3" json:"orderbooks,omitempty"`
	// contains filtered or unexported fields
}

type OrdersHistoryRequest struct {

	// subaccount ID to filter orders for specific subaccount
	SubaccountId string `protobuf:"bytes,1,opt,name=subaccount_id,json=subaccountId,proto3" json:"subaccount_id,omitempty"`
	// Market ID to filter orders for specific market
	MarketId string `protobuf:"bytes,2,opt,name=market_id,json=marketId,proto3" json:"market_id,omitempty"`
	// Skip will skip the first n item from the result
	Skip uint64 `protobuf:"varint,3,opt,name=skip,proto3" json:"skip,omitempty"`
	// Limit is used to specify the maximum number of items to be returned
	Limit int32 `protobuf:"zigzag32,4,opt,name=limit,proto3" json:"limit,omitempty"`
	// filter by order types
	OrderTypes []string `protobuf:"bytes,5,rep,name=order_types,json=orderTypes,proto3" json:"order_types,omitempty"`
	// order side filter
	Direction string `protobuf:"bytes,6,opt,name=direction,proto3" json:"direction,omitempty"`
	// Search for orders which createdAt >= startTime, time in millisecond
	StartTime int64 `protobuf:"zigzag64,7,opt,name=start_time,json=startTime,proto3" json:"start_time,omitempty"`
	// Search for orders which createdAt <= endTime, time in millisecond
	EndTime int64 `protobuf:"zigzag64,8,opt,name=end_time,json=endTime,proto3" json:"end_time,omitempty"`
	// Only search for conditional/non-conditional orders
	IsConditional string `protobuf:"bytes,9,opt,name=is_conditional,json=isConditional,proto3" json:"is_conditional,omitempty"`
	// filter by order type
	OrderType string `protobuf:"bytes,10,opt,name=order_type,json=orderType,proto3" json:"order_type,omitempty"`
	// Filter by order state
	State          string   `protobuf:"bytes,11,opt,name=state,proto3" json:"state,omitempty"`
	ExecutionTypes []string `protobuf:"bytes,12,rep,name=execution_types,json=executionTypes,proto3" json:"execution_types,omitempty"`
	MarketIds      []string `protobuf:"bytes,13,rep,name=market_ids,json=marketIds,proto3" json:"market_ids,omitempty"`
	// contains filtered or unexported fields
}

type OrdersHistoryResponse struct {

	// List of historical derivative orders
	Orders []*DerivativeOrderHistory `protobuf:"bytes,1,rep,name=orders,proto3" json:"orders,omitempty"`
	Paging *Paging                   `protobuf:"bytes,2,opt,name=paging,proto3" json:"paging,omitempty"`
	// contains filtered or unexported fields
}

type OrdersRequest struct {

	// MarketId of market we want to fetch orders from. Using this field for one
	// single marketId
	MarketId string `protobuf:"bytes,1,opt,name=market_id,json=marketId,proto3" json:"market_id,omitempty"`
	// Look for specific order side
	OrderSide string `protobuf:"bytes,2,opt,name=order_side,json=orderSide,proto3" json:"order_side,omitempty"`
	// Look for specific subaccountId of an order
	SubaccountId string `protobuf:"bytes,3,opt,name=subaccount_id,json=subaccountId,proto3" json:"subaccount_id,omitempty"`
	// Skip will skip the first n item from the result
	Skip uint64 `protobuf:"varint,4,opt,name=skip,proto3" json:"skip,omitempty"`
	// Limit is used to specify the maximum number of items to be returned
	Limit int32 `protobuf:"zigzag32,5,opt,name=limit,proto3" json:"limit,omitempty"`
	// The starting timestamp in UNIX milliseconds that the trades must be equal or
	// older than
	StartTime int64 `protobuf:"zigzag64,6,opt,name=start_time,json=startTime,proto3" json:"start_time,omitempty"`
	// The ending timestamp in UNIX milliseconds that the trades must be equal or
	// younger than
	EndTime int64 `protobuf:"zigzag64,7,opt,name=end_time,json=endTime,proto3" json:"end_time,omitempty"`
	// MarketIds of the markets of which we want to get order from, use this field
	// for fetching orders from multiple markets
	MarketIds []string `protobuf:"bytes,8,rep,name=market_ids,json=marketIds,proto3" json:"market_ids,omitempty"`
	// Only search for conditional/non-conditional orders
	IsConditional string `protobuf:"bytes,9,opt,name=is_conditional,json=isConditional,proto3" json:"is_conditional,omitempty"`
	// Search for specific order type
	OrderType string `protobuf:"bytes,10,opt,name=order_type,json=orderType,proto3" json:"order_type,omitempty"`
	// Should include inactive orders
	IncludeInactive bool `protobuf:"varint,11,opt,name=include_inactive,json=includeInactive,proto3" json:"include_inactive,omitempty"`
	// Choose to return subaccount total orders
	SubaccountTotalOrders bool `` /* 128-byte string literal not displayed */
	// contains filtered or unexported fields
}

type OrdersResponse struct {
	Orders []*DerivativeLimitOrder `protobuf:"bytes,1,rep,name=orders,proto3" json:"orders,omitempty"`
	Paging *Paging                 `protobuf:"bytes,2,opt,name=paging,proto3" json:"paging,omitempty"`
	// contains filtered or unexported fields
}

type Paging struct {

	// total number of txs saved in database
	Total int64 `protobuf:"zigzag64,1,opt,name=total,proto3" json:"total,omitempty"`
	// can be either block height or index num
	From int32 `protobuf:"zigzag32,2,opt,name=from,proto3" json:"from,omitempty"`
	// can be either block height or index num
	To int32 `protobuf:"zigzag32,3,opt,name=to,proto3" json:"to,omitempty"`
	// count entries by subaccount, serving some places on helix
	CountBySubaccount int64 `protobuf:"zigzag64,4,opt,name=count_by_subaccount,json=countBySubaccount,proto3" json:"count_by_subaccount,omitempty"`
	// contains filtered or unexported fields
}

type PerpetualMarketFunding struct {

	// Defines the cumulative funding of a perpetual market.
	CumulativeFunding string `protobuf:"bytes,1,opt,name=cumulative_funding,json=cumulativeFunding,proto3" json:"cumulative_funding,omitempty"`
	// Defines defines the cumulative price for the current hour up to the last
	// timestamp.
	CumulativePrice string `protobuf:"bytes,2,opt,name=cumulative_price,json=cumulativePrice,proto3" json:"cumulative_price,omitempty"`
	// Defines the last funding timestamp in seconds of a perpetual market in UNIX
	// seconds.
	LastTimestamp int64 `protobuf:"zigzag64,3,opt,name=last_timestamp,json=lastTimestamp,proto3" json:"last_timestamp,omitempty"`
	// contains filtered or unexported fields
}

type PerpetualMarketInfo struct {

	// Defines the default maximum absolute value of the hourly funding rate of the
	// perpetual market.
	HourlyFundingRateCap string `protobuf:"bytes,1,opt,name=hourly_funding_rate_cap,json=hourlyFundingRateCap,proto3" json:"hourly_funding_rate_cap,omitempty"`
	// Defines the hourly interest rate of the perpetual market.
	HourlyInterestRate string `protobuf:"bytes,2,opt,name=hourly_interest_rate,json=hourlyInterestRate,proto3" json:"hourly_interest_rate,omitempty"`
	// Defines the next funding timestamp in seconds of a perpetual market in UNIX
	// seconds.
	NextFundingTimestamp int64 `` /* 126-byte string literal not displayed */
	// Defines the funding interval in seconds of a perpetual market in seconds.
	FundingInterval int64 `protobuf:"zigzag64,4,opt,name=funding_interval,json=fundingInterval,proto3" json:"funding_interval,omitempty"`
	// contains filtered or unexported fields
}

type PositionDelta struct {

	// The direction the trade
	TradeDirection string `protobuf:"bytes,1,opt,name=trade_direction,json=tradeDirection,proto3" json:"trade_direction,omitempty"`
	// Execution Price of the trade.
	ExecutionPrice string `protobuf:"bytes,2,opt,name=execution_price,json=executionPrice,proto3" json:"execution_price,omitempty"`
	// Execution Quantity of the trade.
	ExecutionQuantity string `protobuf:"bytes,3,opt,name=execution_quantity,json=executionQuantity,proto3" json:"execution_quantity,omitempty"`
	// Execution Margin of the trade.
	ExecutionMargin string `protobuf:"bytes,4,opt,name=execution_margin,json=executionMargin,proto3" json:"execution_margin,omitempty"`
	// contains filtered or unexported fields
}

type PositionsRequest struct {

	// SubaccountId of the trader we want to get the positions from
	SubaccountId string `protobuf:"bytes,1,opt,name=subaccount_id,json=subaccountId,proto3" json:"subaccount_id,omitempty"`
	// MarketId of the position we want to fetch. Use this field for fetching from
	// single market
	MarketId string `protobuf:"bytes,2,opt,name=market_id,json=marketId,proto3" json:"market_id,omitempty"`
	// Skip will skip the first n item from the result
	Skip uint64 `protobuf:"varint,3,opt,name=skip,proto3" json:"skip,omitempty"`
	// Limit is used to specify the maximum number of items to be returned
	Limit int32 `protobuf:"zigzag32,4,opt,name=limit,proto3" json:"limit,omitempty"`
	// The starting timestamp in UNIX milliseconds that the trades must be equal or
	// older than
	StartTime int64 `protobuf:"zigzag64,5,opt,name=start_time,json=startTime,proto3" json:"start_time,omitempty"`
	// The ending timestamp in UNIX milliseconds that the trades must be equal or
	// younger than
	EndTime int64 `protobuf:"zigzag64,6,opt,name=end_time,json=endTime,proto3" json:"end_time,omitempty"`
	// MarketIds of the markets we want to filter. Use this field for fetching from
	// multiple markets
	MarketIds []string `protobuf:"bytes,7,rep,name=market_ids,json=marketIds,proto3" json:"market_ids,omitempty"`
	// filter by direction of the position
	Direction string `protobuf:"bytes,8,opt,name=direction,proto3" json:"direction,omitempty"`
	// set to True to return subaccount total positions
	SubaccountTotalPositions bool `` /* 136-byte string literal not displayed */
	// contains filtered or unexported fields
}