syntax = "proto3";

option java_multiple_files = true;
option java_package = "com.dexorder.proto";

// Exchange rate for a single quote currency → USD conversion
message QuoteCurrencyRate {
  string currency = 1;       // "BTC", "ETH", "USDT", "USDC"
  double usd_rate = 2;       // conversion rate to USD (1.0 for USD stablecoins)
  string source_ticker = 3;  // "BTC/USDT.BINANCE" — source market used for rate
  uint64 timestamp = 4;      // nanoseconds when rate was observed
}

// Index of quote currency → USD rates used to compute std_quote_volume.
// Embedded in Ticker24h so consumers have full audit trail.
message QuoteCurrencyIndex {
  repeated QuoteCurrencyRate rates = 1;
  uint64 generated_at = 2;  // nanoseconds
}

// 24-hour rolling market stats for a single symbol
message TickerStats {
  // Required: always present for any valid ticker
  string ticker = 1;            // "BTC/USDT.BINANCE"
  string exchange_id = 2;       // "BINANCE"
  string base_asset = 3;        // "BTC"
  string quote_asset = 4;       // "USDT"
  double last_price = 5;        // last traded price in quote currency
  double price_change_pct = 6;  // 24h price change as percentage (e.g. 2.5 = +2.5%)
  double quote_volume_24h = 7;  // raw 24h volume in quote asset
  uint64 timestamp = 8;         // nanoseconds, snapshot time

  // Optional: not all exchanges / markets provide these
  optional double bid_price = 9;
  optional double ask_price = 10;
  optional double open_24h = 11;
  optional double high_24h = 12;
  optional double low_24h = 13;
  optional double volume_24h = 14;       // base-asset volume (0 is valid on tiny markets)
  optional double std_quote_volume = 15; // quote_volume_24h normalized to USD; null if conversion unknown
  optional uint32 num_trades = 16;       // 24h trade count (0 is valid on tiny markets)
}

// Full Ticker24h snapshot for one exchange: all symbols + currency index
// Published via ZMQ XPUB topic: "{exchange_id}|ticker24h" (scheduled)
//                             or "RESPONSE:{client_id}"   (client-initiated)
message Ticker24h {
  string exchange_id = 1;
  repeated TickerStats tickers = 2;
  uint64 generated_at = 3;             // nanoseconds
  QuoteCurrencyIndex currency_index = 4;
}

// Kafka message written by ingestor after fetchTickers() call (topic: market-ticker)
message TickerBatch {
  string exchange_id = 1;
  repeated TickerStats tickers = 2;
  uint64 fetched_at = 3;               // nanoseconds
  optional string client_id = 4;       // non-empty = client-initiated; absent = scheduled broadcast
  optional string request_id = 5;      // echoed for tracing
}