Module clob

Module clob 

Modules§

clob_match
Nested message and enum types in ClobMatch.
clob_pair
Nested message and enum types in ClobPair.
clob_staged_finalize_block_event
Nested message and enum types in ClobStagedFinalizeBlockEvent.
internal_operation
Nested message and enum types in InternalOperation.
match_perpetual_deleveraging
Nested message and enum types in MatchPerpetualDeleveraging.
mev_node_to_node_calculation_response
Nested message and enum types in MevNodeToNodeCalculationResponse.
msg_cancel_order
Nested message and enum types in MsgCancelOrder.
msg_client
Generated client implementations.
operation
Nested message and enum types in Operation.
operation_raw
Nested message and enum types in OperationRaw.
order
Nested message and enum types in Order.
order_removal
Nested message and enum types in OrderRemoval.
query_client
Generated client implementations.
staged_finalize_block_event
Nested message and enum types in StagedFinalizeBlockEvent.
stream_taker_order
Nested message and enum types in StreamTakerOrder.
stream_update
Nested message and enum types in StreamUpdate.

Structs§

BlockRateLimitConfiguration
Defines the block rate limits for CLOB specific operations.
BuilderCodeParameters
BuilderCodeParameters represents the metadata for the partner or builder of an order. This allows them to specify a fee for providing there service which will be paid out in the event of an order fill.
ClobMatch
ClobMatch represents an operations queue entry around all different types of matches, specifically regular matches, liquidation matches, and deleveraging matches.
ClobMidPrice
ClobMidPrice contains the mid price of a CLOB pair, represented by it’s ID.
ClobPair
ClobPair represents a single CLOB pair for a given product in state.
ClobStagedFinalizeBlockEvent
ClobStagedFinalizeBlockEvent defines a CLOB event staged during FinalizeBlock.
ConditionalOrderPlacement
ConditionalOrderPlacement represents the placement of a conditional order in state. It stores the stateful order itself, the BlockHeight and TransactionIndex at which the order was placed and triggered.
EquityTierLimit
Defines an equity tier limit.
EquityTierLimitConfiguration
Defines the set of equity tiers to limit how many open orders a subaccount is allowed to have.
FillablePriceConfig
FillablePriceConfig stores all configurable fields related to calculating the fillable price for liquidating a position.
GenesisState
GenesisState defines the clob module’s genesis state.
InternalOperation
InternalOperation represents an internal operation in the operations to propose. InternalOperation is used internally within the memclob only.
LiquidationsConfig
LiquidationsConfig stores all configurable fields related to liquidations.
LongTermOrderPlacement
LongTermOrderPlacement represents the placement of a stateful order in state. It stores the stateful order itself and the BlockHeight and TransactionIndex at which the order was placed.
MakerFill
MakerFill represents the filled amount of a matched maker order.
MatchOrders
MatchOrders is an injected message used for matching orders.
MatchPerpetualDeleveraging
MatchPerpetualDeleveraging is an injected message used for deleveraging a subaccount.
MatchPerpetualLiquidation
MatchPerpetualLiquidation is an injected message used for liquidating a subaccount.
MaxPerNBlocksRateLimit
Defines a rate limit over a specific number of blocks.
MevLiquidationMatch
MEVLiquidationMatch represents all necessary data to calculate MEV for a liquidation.
MevMatch
MEVMatch represents all necessary data to calculate MEV for a regular match.
MevNodeToNodeCalculationRequest
MevNodeToNodeCalculationRequest is a request message used to run the MEV node <> node calculation.
MevNodeToNodeCalculationResponse
MevNodeToNodeCalculationResponse is a response message that contains the MEV node <> node calculation result.
MevNodeToNodeMetrics
MevNodeToNodeMetrics is a data structure for encapsulating all MEV node <> node metrics.
MsgBatchCancel
MsgBatchCancel is a request type used for batch canceling orders. This msg is not atomic. Cancels will be performed optimistically even if some cancels are invalid or fail.
MsgBatchCancelResponse
MsgBatchCancelResponse is a response type used for batch canceling orders. It indicates which cancel orders have succeeded or failed.
MsgCancelOrder
MsgCancelOrder is a request type used for canceling orders.
MsgCancelOrderResponse
MsgCancelOrderResponse is a response type used for canceling orders.
MsgCreateClobPair
MsgCreateClobPair is a message used by x/gov for creating a new clob pair.
MsgCreateClobPairResponse
MsgCreateClobPairResponse defines the CreateClobPair response type.
MsgPlaceOrder
MsgPlaceOrder is a request type used for placing orders.
MsgPlaceOrderResponse
MsgPlaceOrderResponse is a response type used for placing orders.
MsgProposedOperations
MsgProposedOperations is a message injected by block proposers to specify the operations that occurred in a block.
MsgProposedOperationsResponse
MsgProposedOperationsResponse is the response type of the message injected by block proposers to specify the operations that occurred in a block.
MsgUpdateBlockRateLimitConfiguration
MsgUpdateBlockRateLimitConfiguration is the Msg/BlockRateLimitConfiguration request type.
MsgUpdateBlockRateLimitConfigurationResponse
MsgUpdateBlockRateLimitConfiguration is a response type for updating the liquidations config.
MsgUpdateClobPair
MsgUpdateClobPair is a request type used for updating a ClobPair in state.
MsgUpdateClobPairResponse
MsgUpdateClobPairResponse is a response type used for setting a ClobPair’s status.
MsgUpdateEquityTierLimitConfiguration
MsgUpdateEquityTierLimitConfiguration is the Msg/EquityTierLimitConfiguration request type.
MsgUpdateEquityTierLimitConfigurationResponse
MsgUpdateEquityTierLimitConfiguration is the Msg/EquityTierLimitConfiguration response type.
MsgUpdateLiquidationsConfig
MsgUpdateLiquidationsConfig is a request type for updating the liquidations config.
MsgUpdateLiquidationsConfigResponse
MsgUpdateLiquidationsConfig is the Msg/LiquidationsConfig response type.
Operation
Operation represents an operation in the proposed operations. Operation is used internally within the memclob only.
OperationRaw
OperationRaw represents an operation in the proposed operations. Note that the order_placement operation is a signed message.
Order
Order represents a single order belonging to a Subaccount for a particular ClobPair.
OrderBatch
OrderBatch represents a batch of orders all belonging to a single clob pair id. Along with a subaccount id and an order flag, is used to represent a batch of orders that share the same subaccount, order flag, and clob pair id.
OrderFillState
OrderFillState represents the fill amount of an order according to on-chain state. This proto includes both the current on-chain fill amount of the order, as well as the block at which this information can be pruned from state.
OrderId
OrderId refers to a single order belonging to a Subaccount.
OrderRemoval
OrderRemoval is a request type used for forced removal of stateful orders.
OrdersFilledDuringLatestBlock
OrdersFilledDuringLatestBlock represents a list of OrderIds that were filled by any non-zero amount in the latest block.
PerpetualClobMetadata
PerpetualClobMetadata contains metadata for a ClobPair representing a Perpetual product.
PerpetualLiquidationInfo
PerpetualLiquidationInfo holds information about a liquidation that occurred for a position held by a subaccount. Note this proto is defined to make it easier to hash the metadata of a liquidation, and is never written to state.
PositionBlockLimits
PositionBlockLimits stores all configurable fields related to limits around how much of a single position can be liquidated within a single block.
PotentiallyPrunableOrders
PotentiallyPrunableOrders represents a list of orders that may be prunable from state at a future block height.
ProcessProposerMatchesEvents
ProcessProposerMatchesEvents is used for communicating which events occurred in the last block that require updating the state of the memclob in the Commit blocker. It contains information about the following state updates:
QueryAllClobPairRequest
QueryAllClobPairRequest is request type for the ClobPairAll method.
QueryBlockRateLimitConfigurationRequest
QueryBlockRateLimitConfigurationRequest is a request message for BlockRateLimitConfiguration.
QueryBlockRateLimitConfigurationResponse
QueryBlockRateLimitConfigurationResponse is a response message that contains the BlockRateLimitConfiguration.
QueryClobPairAllResponse
QueryClobPairAllResponse is response type for the ClobPairAll method.
QueryClobPairResponse
QueryClobPairResponse is response type for the ClobPair method.
QueryEquityTierLimitConfigurationRequest
QueryEquityTierLimitConfigurationRequest is a request message for EquityTierLimitConfiguration.
QueryEquityTierLimitConfigurationResponse
QueryEquityTierLimitConfigurationResponse is a response message that contains the EquityTierLimitConfiguration.
QueryGetClobPairRequest
QueryGetClobPairRequest is request type for the ClobPair method.
QueryLiquidationsConfigurationRequest
QueryLiquidationsConfigurationRequest is a request message for LiquidationsConfiguration.
QueryLiquidationsConfigurationResponse
QueryLiquidationsConfigurationResponse is a response message that contains the LiquidationsConfiguration.
QueryNextClobPairIdRequest
QueryNextClobPairIdRequest is a request message for the next clob pair id
QueryNextClobPairIdResponse
QueryNextClobPairIdResponse is a response message for the next clob pair id
QueryStatefulOrderRequest
QueryStatefulOrderRequest is a request message for StatefulOrder.
QueryStatefulOrderResponse
QueryStatefulOrderResponse is a response message that contains the stateful order.
SpotClobMetadata
PerpetualClobMetadata contains metadata for a ClobPair representing a Spot product.
StagedFinalizeBlockEvent
StagedFinalizeBlockEvent is an event staged during FinalizeBlock.
StatefulOrderTimeSliceValue
StatefulOrderTimeSliceValue represents the type of the value of the StatefulOrdersTimeSlice in state. The StatefulOrdersTimeSlice in state consists of key/value pairs where the keys are UTF-8-encoded RFC3339NANO timestamp strings with right-padded zeroes and no time zone info, and the values are of type StatefulOrderTimeSliceValue. This StatefulOrderTimeSliceValue in state is used for managing stateful order expiration. Stateful order expirations can be for either long term or conditional orders.
StreamLiquidationOrder
StreamLiquidationOrder represents an protocol-generated IOC liquidation order. Used in full node streaming.
StreamOrderbookFill
StreamOrderbookFill provides information on an orderbook fill. Used in the full node GRPC stream.
StreamOrderbookUpdate
StreamOrderbookUpdate provides information on an orderbook update. Used in the full node GRPC stream.
StreamOrderbookUpdatesRequest
StreamOrderbookUpdatesRequest is a request message for the StreamOrderbookUpdates method.
StreamOrderbookUpdatesResponse
StreamOrderbookUpdatesResponse is a response message for the StreamOrderbookUpdates method.
StreamTakerOrder
StreamTakerOrder provides information on a taker order that was attempted to be matched on the orderbook. It is intended to be used only in full node streaming.
StreamTakerOrderStatus
StreamTakerOrderStatus is a representation of a taker order after it is attempted to be matched on the orderbook. It is intended to be used only in full node streaming.
StreamUpdate
StreamUpdate is an update that will be pushed through the GRPC stream.
SubaccountBlockLimits
SubaccountBlockLimits stores all configurable fields related to limits around how many quote quantums from a single subaccount can be liquidated within a single block.
SubaccountLiquidationInfo
SubaccountLiquidationInfo holds liquidation information per-subaccount in the current block.
SubaccountOpenPositionInfo
SubaccountOpenPositionInfo holds information about open positions for a perpetual.
TransactionOrdering
TransactionOrdering represents a unique location in the block where a transaction was placed. This proto includes both block height and the transaction index that the specific transaction was placed. This information is used for ordering by time priority when the chain is restarted.
TwapOrderPlacement
TwapOrderPlacement represents the placement of a TWAP order in the TWAP Order State. It will store the original parent TWAP order as well as maintain the state of the remaining legs and quantums to be executed.
TwapParameters
TwapParameters represents the necessary configuration for a TWAP order.
ValidatorMevMatches
ValidatorMevMatches contains all matches from the validator’s local operations queue.