[CT-1320] proto for FNS price updates

indexer/packages/v4-protos/src/codegen/dydxprotocol/clob/query.ts

@@ -7,6 +7,7 @@ import { EquityTierLimitConfiguration, EquityTierLimitConfigurationSDKType } fro
 import { BlockRateLimitConfiguration, BlockRateLimitConfigurationSDKType } from "./block_rate_limit_config";
 import { LiquidationsConfig, LiquidationsConfigSDKType } from "./liquidations_config";
 import { StreamSubaccountUpdate, StreamSubaccountUpdateSDKType } from "../subaccounts/streaming";
+import { StreamPriceUpdate, StreamPriceUpdateSDKType } from "../prices/streaming";
 import { OffChainUpdateV1, OffChainUpdateV1SDKType } from "../indexer/off_chain_updates/off_chain_updates";
 import { ClobMatch, ClobMatchSDKType } from "./matches";
 import * as _m0 from "protobufjs/minimal";
@@ -256,6 +257,9 @@ export interface StreamOrderbookUpdatesRequest {
   /** Subaccount ids to stream subaccount updates for. */
 
   subaccountIds: SubaccountId[];
+  /** Market ids for price updates. */
+
+  marketIds: number[];
 }
 /**
  * StreamOrderbookUpdatesRequest is a request message for the
@@ -268,6 +272,9 @@ export interface StreamOrderbookUpdatesRequestSDKType {
   /** Subaccount ids to stream subaccount updates for. */
 
   subaccount_ids: SubaccountIdSDKType[];
+  /** Market ids for price updates. */
+
+  market_ids: number[];
 }
 /**
  * StreamOrderbookUpdatesResponse is a response message for the
@@ -302,6 +309,7 @@ export interface StreamUpdate {
   orderFill?: StreamOrderbookFill;
   takerOrder?: StreamTakerOrder;
   subaccountUpdate?: StreamSubaccountUpdate;
+  priceUpdate?: StreamPriceUpdate;
 }
 /**
  * StreamUpdate is an update that will be pushed through the
@@ -318,6 +326,7 @@ export interface StreamUpdateSDKType {
   order_fill?: StreamOrderbookFillSDKType;
   taker_order?: StreamTakerOrderSDKType;
   subaccount_update?: StreamSubaccountUpdateSDKType;
+  price_update?: StreamPriceUpdateSDKType;
 }
 /**
  * StreamOrderbookUpdate provides information on an orderbook update. Used in
@@ -1191,7 +1200,8 @@ export const QueryLiquidationsConfigurationResponse = {
 function createBaseStreamOrderbookUpdatesRequest(): StreamOrderbookUpdatesRequest {
   return {
     clobPairId: [],
-    subaccountIds: []
+    subaccountIds: [],
+    marketIds: []
   };
 }
 
@@ -1209,6 +1219,13 @@ export const StreamOrderbookUpdatesRequest = {
       SubaccountId.encode(v!, writer.uint32(18).fork()).ldelim();
     }
 
+    writer.uint32(26).fork();
+
+    for (const v of message.marketIds) {
+      writer.uint32(v);
+    }
+
+    writer.ldelim();
     return writer;
   },
 
@@ -1238,6 +1255,19 @@ export const StreamOrderbookUpdatesRequest = {
           message.subaccountIds.push(SubaccountId.decode(reader, reader.uint32()));
           break;
 
+        case 3:
+          if ((tag & 7) === 2) {
+            const end2 = reader.uint32() + reader.pos;
+
+            while (reader.pos < end2) {
+              message.marketIds.push(reader.uint32());
+            }
+          } else {
+            message.marketIds.push(reader.uint32());
+          }
+
+          break;
+
         default:
           reader.skipType(tag & 7);
           break;
@@ -1251,6 +1281,7 @@ export const StreamOrderbookUpdatesRequest = {
     const message = createBaseStreamOrderbookUpdatesRequest();
     message.clobPairId = object.clobPairId?.map(e => e) || [];
     message.subaccountIds = object.subaccountIds?.map(e => SubaccountId.fromPartial(e)) || [];
+    message.marketIds = object.marketIds?.map(e => e) || [];
     return message;
   }
 
@@ -1308,7 +1339,8 @@ function createBaseStreamUpdate(): StreamUpdate {
     orderbookUpdate: undefined,
     orderFill: undefined,
     takerOrder: undefined,
-    subaccountUpdate: undefined
+    subaccountUpdate: undefined,
+    priceUpdate: undefined
   };
 }
 
@@ -1338,6 +1370,10 @@ export const StreamUpdate = {
       StreamSubaccountUpdate.encode(message.subaccountUpdate, writer.uint32(50).fork()).ldelim();
     }
 
+    if (message.priceUpdate !== undefined) {
+      StreamPriceUpdate.encode(message.priceUpdate, writer.uint32(58).fork()).ldelim();
+    }
+
     return writer;
   },
 
@@ -1374,6 +1410,10 @@ export const StreamUpdate = {
           message.subaccountUpdate = StreamSubaccountUpdate.decode(reader, reader.uint32());
           break;
 
+        case 7:
+          message.priceUpdate = StreamPriceUpdate.decode(reader, reader.uint32());
+          break;
+
         default:
           reader.skipType(tag & 7);
           break;
@@ -1391,6 +1431,7 @@ export const StreamUpdate = {
     message.orderFill = object.orderFill !== undefined && object.orderFill !== null ? StreamOrderbookFill.fromPartial(object.orderFill) : undefined;
     message.takerOrder = object.takerOrder !== undefined && object.takerOrder !== null ? StreamTakerOrder.fromPartial(object.takerOrder) : undefined;
     message.subaccountUpdate = object.subaccountUpdate !== undefined && object.subaccountUpdate !== null ? StreamSubaccountUpdate.fromPartial(object.subaccountUpdate) : undefined;
+    message.priceUpdate = object.priceUpdate !== undefined && object.priceUpdate !== null ? StreamPriceUpdate.fromPartial(object.priceUpdate) : undefined;
     return message;
   }
 

indexer/packages/v4-protos/src/codegen/dydxprotocol/prices/streaming.ts

@@ -0,0 +1,92 @@
+import { MarketPrice, MarketPriceSDKType } from "./market_price";
+import * as _m0 from "protobufjs/minimal";
+import { DeepPartial } from "../../helpers";
+/** StreamPriceUpdate provides information on a price update. */
+
+export interface StreamPriceUpdate {
+  /** The `Id` of the `Market`. */
+  marketId: number;
+  /** The updated price. */
+
+  price?: MarketPrice;
+  /** Snapshot indicates if the response is from a snapshot of the price. */
+
+  snapshot: boolean;
+}
+/** StreamPriceUpdate provides information on a price update. */
+
+export interface StreamPriceUpdateSDKType {
+  /** The `Id` of the `Market`. */
+  market_id: number;
+  /** The updated price. */
+
+  price?: MarketPriceSDKType;
+  /** Snapshot indicates if the response is from a snapshot of the price. */
+
+  snapshot: boolean;
+}
+
+function createBaseStreamPriceUpdate(): StreamPriceUpdate {
+  return {
+    marketId: 0,
+    price: undefined,
+    snapshot: false
+  };
+}
+
+export const StreamPriceUpdate = {
+  encode(message: StreamPriceUpdate, writer: _m0.Writer = _m0.Writer.create()): _m0.Writer {
+    if (message.marketId !== 0) {
+      writer.uint32(8).uint32(message.marketId);
+    }
+
+    if (message.price !== undefined) {
+      MarketPrice.encode(message.price, writer.uint32(18).fork()).ldelim();
+    }
+
+    if (message.snapshot === true) {
+      writer.uint32(24).bool(message.snapshot);
+    }
+
+    return writer;
+  },
+
+  decode(input: _m0.Reader | Uint8Array, length?: number): StreamPriceUpdate {
+    const reader = input instanceof _m0.Reader ? input : new _m0.Reader(input);
+    let end = length === undefined ? reader.len : reader.pos + length;
+    const message = createBaseStreamPriceUpdate();
+
+    while (reader.pos < end) {
+      const tag = reader.uint32();
+
+      switch (tag >>> 3) {
+        case 1:
+          message.marketId = reader.uint32();
+          break;
+
+        case 2:
+          message.price = MarketPrice.decode(reader, reader.uint32());
+          break;
+
+        case 3:
+          message.snapshot = reader.bool();
+          break;
+
+        default:
+          reader.skipType(tag & 7);
+          break;
+      }
+    }
+
+    return message;
+  },
+
+  fromPartial(object: DeepPartial<StreamPriceUpdate>): StreamPriceUpdate {
+    const message = createBaseStreamPriceUpdate();
+    message.marketId = object.marketId ?? 0;
+    message.price = object.price !== undefined && object.price !== null ? MarketPrice.fromPartial(object.price) : undefined;
+    message.snapshot = object.snapshot ?? false;
+    return message;
+  }
+
+};

indexer/packages/v4-protos/src/codegen/gogoproto/bundle.ts

@@ -1,3 +1,3 @@
-import * as _129 from "./gogo";
-export const gogoproto = { ..._129
+import * as _130 from "./gogo";
+export const gogoproto = { ..._130
 };

indexer/packages/v4-protos/src/codegen/google/bundle.ts

@@ -1,16 +1,16 @@
-import * as _130 from "./api/annotations";
-import * as _131 from "./api/http";
-import * as _132 from "./protobuf/descriptor";
-import * as _133 from "./protobuf/duration";
-import * as _134 from "./protobuf/timestamp";
-import * as _135 from "./protobuf/any";
+import * as _131 from "./api/annotations";
+import * as _132 from "./api/http";
+import * as _133 from "./protobuf/descriptor";
+import * as _134 from "./protobuf/duration";
+import * as _135 from "./protobuf/timestamp";
+import * as _136 from "./protobuf/any";
 export namespace google {
-  export const api = { ..._130,
-    ..._131
+  export const api = { ..._131,
+    ..._132
   };
-  export const protobuf = { ..._132,
-    ..._133,
+  export const protobuf = { ..._133,
     ..._134,
-    ..._135
+    ..._135,
+    ..._136
   };
 }

proto/dydxprotocol/clob/query.proto

@@ -14,6 +14,7 @@ import "dydxprotocol/clob/mev.proto";
 import "dydxprotocol/indexer/off_chain_updates/off_chain_updates.proto";
 import "dydxprotocol/subaccounts/streaming.proto";
 import "dydxprotocol/subaccounts/subaccount.proto";
+import "dydxprotocol/prices/streaming.proto";
 
 option go_package = "github.com/dydxprotocol/v4-chain/protocol/x/clob/types";
 
@@ -170,6 +171,9 @@ message StreamOrderbookUpdatesRequest {
 
   // Subaccount ids to stream subaccount updates for.
   repeated dydxprotocol.subaccounts.SubaccountId subaccount_ids = 2;
+
+  // Market ids for price updates.
+  repeated uint32 market_ids = 3;
 }
 
 // StreamOrderbookUpdatesResponse is a response message for the
@@ -195,6 +199,7 @@ message StreamUpdate {
     StreamOrderbookFill order_fill = 4;
     StreamTakerOrder taker_order = 5;
     dydxprotocol.subaccounts.StreamSubaccountUpdate subaccount_update = 6;
+    dydxprotocol.prices.StreamPriceUpdate price_update = 7;
   }
 }
 

proto/dydxprotocol/prices/streaming.proto

@@ -0,0 +1,19 @@
+syntax = "proto3";
+package dydxprotocol.prices;
+
+import "gogoproto/gogo.proto";
+import "dydxprotocol/prices/market_price.proto";
+
+option go_package = "github.com/dydxprotocol/v4-chain/protocol/x/prices/types";
+
+// StreamPriceUpdate provides information on a price update.
+message StreamPriceUpdate {
+  // The `Id` of the `Market`.
+  uint32 market_id = 1;
+
+  // The updated price.
+  MarketPrice price = 2 [ (gogoproto.nullable) = false ];
+
+  // Snapshot indicates if the response is from a snapshot of the price.
+  bool snapshot = 3;
+}