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This commit is contained in:
Tim Olson
2026-03-24 21:37:49 -04:00
parent f6bd22a8ef
commit c76887ab92
65 changed files with 6350 additions and 713 deletions
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258
gateway/protobuf/user_events.proto
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syntax = "proto3";
option java_multiple_files = true;
option java_package = "com.dexorder.proto";
// User container event system for delivering notifications to users
// via active sessions or external channels (Telegram, email, push).
//
// Two ZMQ patterns:
// - XPUB/SUB (port 5570): Fast path for informational events to active sessions
// - DEALER/ROUTER (port 5571): Guaranteed delivery for critical events with ack
//
// See doc/protocol.md and doc/user_container_events.md for details.
// =============================================================================
// User Event (Container → Gateway)
// Message Type ID: 0x20
// =============================================================================
message UserEvent {
// User ID this event belongs to
string user_id = 1;
// Unique event ID for deduplication and ack tracking (UUID)
string event_id = 2;
// Timestamp when event was generated (Unix milliseconds)
int64 timestamp = 3;
// Type of event
EventType event_type = 4;
// Event payload (JSON or nested protobuf, depending on event_type)
bytes payload = 5;
// Delivery specification (priority and channel preferences)
DeliverySpec delivery = 6;
}
enum EventType {
// Trading events
ORDER_PLACED = 0;
ORDER_FILLED = 1;
ORDER_CANCELLED = 2;
ORDER_REJECTED = 3;
ORDER_EXPIRED = 4;
// Alert events
ALERT_TRIGGERED = 10;
ALERT_CREATED = 11;
ALERT_DELETED = 12;
// Position events
POSITION_OPENED = 20;
POSITION_CLOSED = 21;
POSITION_UPDATED = 22;
POSITION_LIQUIDATED = 23;
// Workspace/chart events
WORKSPACE_CHANGED = 30;
CHART_ANNOTATION_ADDED = 31;
CHART_ANNOTATION_REMOVED = 32;
INDICATOR_UPDATED = 33;
// Strategy events
STRATEGY_STARTED = 40;
STRATEGY_STOPPED = 41;
STRATEGY_LOG = 42;
STRATEGY_ERROR = 43;
BACKTEST_COMPLETED = 44;
// System events
CONTAINER_STARTING = 50;
CONTAINER_READY = 51;
CONTAINER_SHUTTING_DOWN = 52;
ERROR = 53;
}
// =============================================================================
// Delivery Specification
// =============================================================================
message DeliverySpec {
// Priority determines routing behavior
Priority priority = 1;
// Ordered list of channel preferences (try first, then second, etc.)
repeated ChannelPreference channels = 2;
}
enum Priority {
// Drop if no active session (fire-and-forget via XPUB)
// Use for: indicator updates, chart syncs, strategy logs when watching
INFORMATIONAL = 0;
// Best effort delivery - queue briefly, deliver when possible
// Uses XPUB if subscribed, otherwise DEALER
// Use for: alerts, position updates
NORMAL = 1;
// Must deliver - retry until acked, escalate channels
// Always uses DEALER for guaranteed delivery
// Use for: order fills, liquidations, critical errors
CRITICAL = 2;
}
message ChannelPreference {
// Channel to deliver to
ChannelType channel = 1;
// If true, skip this channel if user is not connected to it
// If false, deliver even if user is not actively connected
// (e.g., send Telegram message even if user isn't in Telegram chat)
bool only_if_active = 2;
}
enum ChannelType {
// Whatever channel the user currently has open (WebSocket, Telegram session)
ACTIVE_SESSION = 0;
// Specific channels
WEB = 1; // WebSocket to web UI
TELEGRAM = 2; // Telegram bot message
EMAIL = 3; // Email notification
PUSH = 4; // Mobile push notification (iOS/Android)
DISCORD = 5; // Discord webhook (future)
SLACK = 6; // Slack webhook (future)
}
// =============================================================================
// Event Acknowledgment (Gateway → Container)
// Message Type ID: 0x21
// =============================================================================
message EventAck {
// Event ID being acknowledged
string event_id = 1;
// Delivery status
AckStatus status = 2;
// Error message if status is ERROR
string error_message = 3;
// Channel that successfully delivered (for logging/debugging)
ChannelType delivered_via = 4;
}
enum AckStatus {
// Successfully delivered to at least one channel
DELIVERED = 0;
// Accepted and queued for delivery (e.g., rate limited, will retry)
QUEUED = 1;
// Permanent failure - all channels failed
ERROR = 2;
}
// =============================================================================
// Event Payloads
// These are JSON-encoded in the UserEvent.payload field.
// Defined here for documentation; actual encoding is JSON for flexibility.
// =============================================================================
// Payload for ORDER_PLACED, ORDER_FILLED, ORDER_CANCELLED, etc.
message OrderEventPayload {
string order_id = 1;
string symbol = 2;
string side = 3; // "buy" or "sell"
string order_type = 4; // "market", "limit", "stop_limit", etc.
string quantity = 5; // Decimal string
string price = 6; // Decimal string (for limit orders)
string fill_price = 7; // Decimal string (for fills)
string fill_quantity = 8; // Decimal string (for partial fills)
string status = 9; // "open", "filled", "cancelled", etc.
string exchange = 10;
int64 timestamp = 11; // Unix milliseconds
string strategy_id = 12; // If order was placed by a strategy
string error_message = 13; // If rejected/failed
}
// Payload for ALERT_TRIGGERED
message AlertEventPayload {
string alert_id = 1;
string symbol = 2;
string condition = 3; // Human-readable condition (e.g., "BTC > 50000")
string triggered_price = 4; // Decimal string
int64 timestamp = 5;
}
// Payload for POSITION_OPENED, POSITION_CLOSED, POSITION_UPDATED
message PositionEventPayload {
string position_id = 1;
string symbol = 2;
string side = 3; // "long" or "short"
string size = 4; // Decimal string
string entry_price = 5; // Decimal string
string current_price = 6; // Decimal string
string unrealized_pnl = 7; // Decimal string
string realized_pnl = 8; // Decimal string (for closed positions)
string leverage = 9; // Decimal string (for margin)
string liquidation_price = 10;
string exchange = 11;
int64 timestamp = 12;
}
// Payload for WORKSPACE_CHANGED, CHART_ANNOTATION_*, INDICATOR_UPDATED
message WorkspaceEventPayload {
string workspace_id = 1;
string change_type = 2; // "symbol_changed", "timeframe_changed", "annotation_added", etc.
string symbol = 3;
string timeframe = 4;
// For annotations
string annotation_id = 5;
string annotation_type = 6; // "trendline", "horizontal", "rectangle", "text", etc.
string annotation_data = 7; // JSON string with coordinates, style, etc.
// For indicators
string indicator_name = 8;
string indicator_params = 9; // JSON string with indicator parameters
int64 timestamp = 10;
}
// Payload for STRATEGY_LOG, STRATEGY_ERROR
message StrategyEventPayload {
string strategy_id = 1;
string strategy_name = 2;
string log_level = 3; // "debug", "info", "warn", "error"
string message = 4;
string details = 5; // JSON string with additional context
int64 timestamp = 6;
}
// Payload for BACKTEST_COMPLETED
message BacktestEventPayload {
string backtest_id = 1;
string strategy_id = 2;
string strategy_name = 3;
string symbol = 4;
string timeframe = 5;
int64 start_time = 6;
int64 end_time = 7;
// Results summary
int32 total_trades = 8;
int32 winning_trades = 9;
int32 losing_trades = 10;
string total_pnl = 11; // Decimal string
string win_rate = 12; // Decimal string (0-1)
string sharpe_ratio = 13; // Decimal string
string max_drawdown = 14; // Decimal string (0-1)
string results_path = 15; // Path to full results file
int64 completed_at = 16;
}