syntax = "proto3";
package marketdata_messages;

import "../market/marketdata.proto";

message Currency {
  string Id = 1;
  string Name = 2;
  string Symbol = 3;
}

message Market {
  string Id = 1;
  string Network = 2;
  string NetworkBid = 3;
  string Name = 4;
  string Address = 5;
  string Protocol = 6;
  string ProtocolFamily = 7;
  string Program = 8;
}

message Amounts {
  float Base = 1;
  float Quote = 2;
  float Usd = 3;
  float BaseAttributedToUsd = 4;
}

message Quote {
  Currency QuoteCurrency = 1;
  Amounts Amounts = 2;
}


message TimeInterval {
  uint32 Duration = 1;
  uint32 Start = 2;
  uint32 End = 3;
}

message Ohlc {
  float Open = 1;
  float Close = 2;
  float High = 3;
  float Low = 4;
  float Volume = 5;
}

message PriceByTimeInterval {
  TimeInterval TimeInterval = 1;

  Amounts Amounts = 2;

  float MeanPrice = 3;

  float SimpleMovingAverage = 4;
  float WeightedSimpleMovingAverage = 5;
  float ExponentialMovingAverage = 6;

  Ohlc Ohlc = 7;

}

message PriceByVolume {
  float TargetVolume = 1;

  TimeInterval TimeInterval = 2;

  Amounts Amounts = 3;

  float MeanPrice = 4;
}

message EstimatedPrices {
  float AdaptivePrice = 1;
}

message PriceUpdate {
  repeated Quote Quotes = 1;
  repeated PriceByTimeInterval PriceByTimeIntervals = 2;
  repeated PriceByVolume PriceByVolumes = 3;
  EstimatedPrices Estimates = 4;
}

message CurrencyUpdate {
  Currency Currency = 1;
  PriceUpdate PriceUpdate = 2;
}

message TokenUpdate {
  Currency Currency = 1;
  Token Token = 2;
  PriceUpdate PriceUpdate = 3;
}

message PairUpdate {
  Currency Currency = 1;
  Currency QuoteCurrency = 2;
  Token Token = 3;
  Token QuoteToken = 4;
  Market Market = 5;
  PriceUpdate PriceUpdate = 6;
  PriceUpdate PriceUpdateInQuoteTokens = 7;
}

message PriceIndexMessage {
  uint64 Time = 1;
  repeated CurrencyUpdate CurrencyUpdates = 2;
  repeated TokenUpdate TokenUpdates = 3;
  repeated PairUpdate PairUpdates = 4;
}