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Add signatures to order requests #1

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106 changes: 95 additions & 11 deletions generated/rust/src/trade.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -93,6 +93,14 @@ pub struct NewOrder {
pub self_trade_prevention: ::core::option::Option<i32>,
#[prost(enumeration="PostOnly", tag="11")]
pub post_only: i32,
/// The public key of the keypair used to sign this order request.
#[prost(bytes="vec", tag="12")]
pub pubkey: ::prost::alloc::vec::Vec<u8>,
/// The ed25519 signature over this order request.
#[prost(bytes="vec", tag="13")]
pub signature: ::prost::alloc::vec::Vec<u8>,
#[prost(enumeration="SignatureVersion", tag="14")]
pub signature_version: i32,
}
/// Cancel a resting order.
/// Note that this can be done before the order is acknowledged (an aggressive
Expand All @@ -111,6 +119,14 @@ pub struct CancelOrder {
/// The subaccount that the NewOrder was placed on.
#[prost(uint64, tag="4")]
pub subaccount_id: u64,
/// The public key of the keypair used to sign this order request.
#[prost(bytes="vec", tag="5")]
pub pubkey: ::prost::alloc::vec::Vec<u8>,
/// The ed25519 signature over this order request.
#[prost(bytes="vec", tag="6")]
pub signature: ::prost::alloc::vec::Vec<u8>,
#[prost(enumeration="SignatureVersion", tag="7")]
pub signature_version: i32,
}
/// Modify a resting order.
/// - If the `newPrice` and the current resting order's price is the same, and
Expand Down Expand Up @@ -156,6 +172,14 @@ pub struct ModifyOrder {
pub self_trade_prevention: ::core::option::Option<i32>,
#[prost(enumeration="PostOnly", tag="8")]
pub post_only: i32,
/// The public key of the keypair used to sign this order request.
#[prost(bytes="vec", tag="9")]
pub pubkey: ::prost::alloc::vec::Vec<u8>,
/// The ed25519 signature over this order request.
#[prost(bytes="vec", tag="10")]
pub signature: ::prost::alloc::vec::Vec<u8>,
#[prost(enumeration="SignatureVersion", tag="11")]
pub signature_version: i32,
}
/// Cancel all resting orders, optionally limiting to a particular market and /
/// or order book side.
Expand All @@ -175,6 +199,14 @@ pub struct MassCancel {
/// If specified, only orders with this side will be canceled.
#[prost(enumeration="Side", optional, tag="4")]
pub side: ::core::option::Option<i32>,
/// The public key of the keypair used to sign this order request.
#[prost(bytes="vec", tag="5")]
pub pubkey: ::prost::alloc::vec::Vec<u8>,
/// The ed25519 signature over this order request.
#[prost(bytes="vec", tag="6")]
pub signature: ::prost::alloc::vec::Vec<u8>,
#[prost(enumeration="SignatureVersion", tag="7")]
pub signature_version: i32,
}
/// A client and server heartbeat. The heartbeat reply, including the timestamp
/// value, comes from the order service and not the matching engine. Matching
Expand Down Expand Up @@ -395,6 +427,8 @@ pub mod mass_cancel_ack {
Unclassified = 0,
InvalidMarketId = 1,
InvalidSide = 2,
InvalidSignatureVersion = 3,
SignatureVerificationFailed = 4,
}
impl Reason {
/// String value of the enum field names used in the ProtoBuf definition.
Expand All @@ -406,6 +440,8 @@ pub mod mass_cancel_ack {
Reason::Unclassified => "UNCLASSIFIED",
Reason::InvalidMarketId => "INVALID_MARKET_ID",
Reason::InvalidSide => "INVALID_SIDE",
Reason::InvalidSignatureVersion => "INVALID_SIGNATURE_VERSION",
Reason::SignatureVerificationFailed => "SIGNATURE_VERIFICATION_FAILED",
}
}
/// Creates an enum from field names used in the ProtoBuf definition.
Expand All @@ -414,6 +450,8 @@ pub mod mass_cancel_ack {
"UNCLASSIFIED" => Some(Self::Unclassified),
"INVALID_MARKET_ID" => Some(Self::InvalidMarketId),
"INVALID_SIDE" => Some(Self::InvalidSide),
"INVALID_SIGNATURE_VERSION" => Some(Self::InvalidSignatureVersion),
"SIGNATURE_VERIFICATION_FAILED" => Some(Self::SignatureVerificationFailed),
_ => None,
}
}
Expand Down Expand Up @@ -471,21 +509,23 @@ pub mod new_order_reject {
InvalidOrderType = 6,
InvalidPostOnly = 7,
InvalidSelfTradePrevention = 8,
InvalidSignatureVersion = 9,
/// Internal error: the matching engine could not find this subaccounts
/// positions.
UnknownTrader = 9,
PriceWithMarketOrder = 10,
PostOnlyWithMarketOrder = 11,
PostOnlyWithInvalidTif = 12,
UnknownTrader = 10,
PriceWithMarketOrder = 11,
PostOnlyWithMarketOrder = 12,
PostOnlyWithInvalidTif = 13,
SignatureVerificationFailed = 14,
/// The sum of open orders and this new-order would exceed the subaccounts
/// spot limits.
ExceededSpotPosition = 13,
NoOpposingLimitOrder = 14,
ExceededSpotPosition = 15,
NoOpposingLimitOrder = 16,
/// The post-only order would have crossed and traded.
PostOnlyWouldTrade = 15,
PostOnlyWouldTrade = 17,
/// A FOK was not fully fillable against resting orders at the requested
/// price and quantity.
DidNotFullyFill = 16,
DidNotFullyFill = 18,
}
impl Reason {
/// String value of the enum field names used in the ProtoBuf definition.
Expand All @@ -503,10 +543,12 @@ pub mod new_order_reject {
Reason::InvalidOrderType => "INVALID_ORDER_TYPE",
Reason::InvalidPostOnly => "INVALID_POST_ONLY",
Reason::InvalidSelfTradePrevention => "INVALID_SELF_TRADE_PREVENTION",
Reason::InvalidSignatureVersion => "INVALID_SIGNATURE_VERSION",
Reason::UnknownTrader => "UNKNOWN_TRADER",
Reason::PriceWithMarketOrder => "PRICE_WITH_MARKET_ORDER",
Reason::PostOnlyWithMarketOrder => "POST_ONLY_WITH_MARKET_ORDER",
Reason::PostOnlyWithInvalidTif => "POST_ONLY_WITH_INVALID_TIF",
Reason::SignatureVerificationFailed => "SIGNATURE_VERIFICATION_FAILED",
Reason::ExceededSpotPosition => "EXCEEDED_SPOT_POSITION",
Reason::NoOpposingLimitOrder => "NO_OPPOSING_LIMIT_ORDER",
Reason::PostOnlyWouldTrade => "POST_ONLY_WOULD_TRADE",
Expand All @@ -525,10 +567,12 @@ pub mod new_order_reject {
"INVALID_ORDER_TYPE" => Some(Self::InvalidOrderType),
"INVALID_POST_ONLY" => Some(Self::InvalidPostOnly),
"INVALID_SELF_TRADE_PREVENTION" => Some(Self::InvalidSelfTradePrevention),
"INVALID_SIGNATURE_VERSION" => Some(Self::InvalidSignatureVersion),
"UNKNOWN_TRADER" => Some(Self::UnknownTrader),
"PRICE_WITH_MARKET_ORDER" => Some(Self::PriceWithMarketOrder),
"POST_ONLY_WITH_MARKET_ORDER" => Some(Self::PostOnlyWithMarketOrder),
"POST_ONLY_WITH_INVALID_TIF" => Some(Self::PostOnlyWithInvalidTif),
"SIGNATURE_VERIFICATION_FAILED" => Some(Self::SignatureVerificationFailed),
"EXCEEDED_SPOT_POSITION" => Some(Self::ExceededSpotPosition),
"NO_OPPOSING_LIMIT_ORDER" => Some(Self::NoOpposingLimitOrder),
"POST_ONLY_WOULD_TRADE" => Some(Self::PostOnlyWouldTrade),
Expand Down Expand Up @@ -571,6 +615,8 @@ pub mod cancel_order_reject {
/// The specified client order ID does not exist for the corresponding market
/// ID and subaccount ID.
OrderNotFound = 2,
InvalidSignatureVersion = 3,
SignatureVerificationFailed = 4,
}
impl Reason {
/// String value of the enum field names used in the ProtoBuf definition.
Expand All @@ -582,6 +628,8 @@ pub mod cancel_order_reject {
Reason::Unclassified => "UNCLASSIFIED",
Reason::InvalidMarketId => "INVALID_MARKET_ID",
Reason::OrderNotFound => "ORDER_NOT_FOUND",
Reason::InvalidSignatureVersion => "INVALID_SIGNATURE_VERSION",
Reason::SignatureVerificationFailed => "SIGNATURE_VERIFICATION_FAILED",
}
}
/// Creates an enum from field names used in the ProtoBuf definition.
Expand All @@ -590,6 +638,8 @@ pub mod cancel_order_reject {
"UNCLASSIFIED" => Some(Self::Unclassified),
"INVALID_MARKET_ID" => Some(Self::InvalidMarketId),
"ORDER_NOT_FOUND" => Some(Self::OrderNotFound),
"INVALID_SIGNATURE_VERSION" => Some(Self::InvalidSignatureVersion),
"SIGNATURE_VERIFICATION_FAILED" => Some(Self::SignatureVerificationFailed),
_ => None,
}
}
Expand Down Expand Up @@ -635,15 +685,17 @@ pub mod modify_order_reject {
InvalidIfm = 4,
InvalidPostOnly = 5,
InvalidSelfTradePrevention = 6,
InvalidSignatureVersion = 7,
/// Internal error: the matching engine could not find this subaccounts
/// positions.
UnknownTrader = 7,
UnknownTrader = 8,
SignatureVerificationFailed = 9,
/// If the modify-order would cause a cancel-replace, the sum of open orders
/// and this replacement order would exceed the subaccounts spot limits.
ExceededSpotPosition = 8,
ExceededSpotPosition = 10,
/// If the modify-order would cause a cancel-replace, the post-only
/// replacement would have crossed and traded.
PostOnlyWouldTrade = 9,
PostOnlyWouldTrade = 11,
}
impl Reason {
/// String value of the enum field names used in the ProtoBuf definition.
Expand All @@ -659,7 +711,9 @@ pub mod modify_order_reject {
Reason::InvalidIfm => "INVALID_IFM",
Reason::InvalidPostOnly => "INVALID_POST_ONLY",
Reason::InvalidSelfTradePrevention => "INVALID_SELF_TRADE_PREVENTION",
Reason::InvalidSignatureVersion => "INVALID_SIGNATURE_VERSION",
Reason::UnknownTrader => "UNKNOWN_TRADER",
Reason::SignatureVerificationFailed => "SIGNATURE_VERIFICATION_FAILED",
Reason::ExceededSpotPosition => "EXCEEDED_SPOT_POSITION",
Reason::PostOnlyWouldTrade => "POST_ONLY_WOULD_TRADE",
}
Expand All @@ -674,7 +728,9 @@ pub mod modify_order_reject {
"INVALID_IFM" => Some(Self::InvalidIfm),
"INVALID_POST_ONLY" => Some(Self::InvalidPostOnly),
"INVALID_SELF_TRADE_PREVENTION" => Some(Self::InvalidSelfTradePrevention),
"INVALID_SIGNATURE_VERSION" => Some(Self::InvalidSignatureVersion),
"UNKNOWN_TRADER" => Some(Self::UnknownTrader),
"SIGNATURE_VERIFICATION_FAILED" => Some(Self::SignatureVerificationFailed),
"EXCEEDED_SPOT_POSITION" => Some(Self::ExceededSpotPosition),
"POST_ONLY_WOULD_TRADE" => Some(Self::PostOnlyWouldTrade),
_ => None,
Expand Down Expand Up @@ -1008,3 +1064,31 @@ impl PostOnly {
}
}
}
/// In general, order requests must have a signature attached to prove that the
/// account owner was the one who issued the order request. Requests without
/// valid signatures are rejected by the system. The signature version specifies
/// how the parameters of the order request are encoded into a message over the
/// signature will be computed.
#[derive(Clone, Copy, Debug, PartialEq, Eq, Hash, PartialOrd, Ord, ::prost::Enumeration)]
#[repr(i32)]
pub enum SignatureVersion {
V0 = 0,
}
impl SignatureVersion {
/// String value of the enum field names used in the ProtoBuf definition.
///
/// The values are not transformed in any way and thus are considered stable
/// (if the ProtoBuf definition does not change) and safe for programmatic use.
pub fn as_str_name(&self) -> &'static str {
match self {
SignatureVersion::V0 => "V0",
}
}
/// Creates an enum from field names used in the ProtoBuf definition.
pub fn from_str_name(value: &str) -> ::core::option::Option<Self> {
match value {
"V0" => Some(Self::V0),
_ => None,
}
}
}
58 changes: 47 additions & 11 deletions schema/trade.proto
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Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -139,6 +139,14 @@ enum PostOnly {
ENABLED = 1;
}

// In general, order requests must have a signature attached to prove that the
// account owner was the one who issued the order request. Requests without
// valid signatures are rejected by the system. The signature version specifies
// how the parameters of the order request are encoded into a message over the
// signature will be computed.
enum SignatureVersion {
V0 = 0;
}

// Sent by client on websocket initialization. Once the websocket has been
// connected, the client is expected to send this credentials message
Expand Down Expand Up @@ -206,6 +214,11 @@ message NewOrder {
uint64 subaccount_id = 9;
optional SelfTradePrevention self_trade_prevention = 10;
PostOnly post_only = 11;
// The public key of the keypair used to sign this order request.
bytes pubkey = 12;
// The ed25519 signature over this order request.
bytes signature = 13;
SignatureVersion signatureVersion = 14;
}

// Cancel a resting order.
Expand All @@ -219,6 +232,11 @@ message CancelOrder {
uint64 request_id = 3;
// The subaccount that the NewOrder was placed on.
uint64 subaccount_id = 4;
// The public key of the keypair used to sign this order request.
bytes pubkey = 5;
// The ed25519 signature over this order request.
bytes signature = 6;
SignatureVersion signatureVersion = 7;
}

// Modify a resting order.
Expand Down Expand Up @@ -255,6 +273,11 @@ message ModifyOrder {
uint64 subaccount_id = 6;
optional SelfTradePrevention self_trade_prevention = 7;
PostOnly post_only = 8;
// The public key of the keypair used to sign this order request.
bytes pubkey = 9;
// The ed25519 signature over this order request.
bytes signature = 10;
SignatureVersion signatureVersion = 11;
}

// Cancel all resting orders, optionally limiting to a particular market and /
Expand All @@ -269,6 +292,11 @@ message MassCancel {
optional uint64 market_id = 3;
// If specified, only orders with this side will be canceled.
optional Side side = 4;
// The public key of the keypair used to sign this order request.
bytes pubkey = 5;
// The ed25519 signature over this order request.
bytes signature = 6;
SignatureVersion signatureVersion = 7;
}

// A client and server heartbeat. The heartbeat reply, including the timestamp
Expand Down Expand Up @@ -386,6 +414,8 @@ message MassCancelAck {
UNCLASSIFIED = 0;
INVALID_MARKET_ID = 1;
INVALID_SIDE = 2;
INVALID_SIGNATURE_VERSION = 3;
SIGNATURE_VERIFICATION_FAILED = 4;
}

uint64 msg_seq_num = 1;
Expand Down Expand Up @@ -417,21 +447,23 @@ message NewOrderReject {
INVALID_ORDER_TYPE = 6;
INVALID_POST_ONLY = 7;
INVALID_SELF_TRADE_PREVENTION = 8;
INVALID_SIGNATURE_VERSION = 9;
// Internal error: the matching engine could not find this subaccounts
// positions.
UNKNOWN_TRADER = 9;
PRICE_WITH_MARKET_ORDER = 10;
POST_ONLY_WITH_MARKET_ORDER = 11;
POST_ONLY_WITH_INVALID_TIF = 12;
UNKNOWN_TRADER = 10;
PRICE_WITH_MARKET_ORDER = 11;
POST_ONLY_WITH_MARKET_ORDER = 12;
POST_ONLY_WITH_INVALID_TIF = 13;
SIGNATURE_VERIFICATION_FAILED = 14;
// The sum of open orders and this new-order would exceed the subaccounts
// spot limits.
EXCEEDED_SPOT_POSITION = 13;
NO_OPPOSING_LIMIT_ORDER = 14;
EXCEEDED_SPOT_POSITION = 15;
NO_OPPOSING_LIMIT_ORDER = 16;
// The post-only order would have crossed and traded.
POST_ONLY_WOULD_TRADE = 15;
POST_ONLY_WOULD_TRADE = 17;
// A FOK was not fully fillable against resting orders at the requested
// price and quantity.
DID_NOT_FULLY_FILL = 16;
DID_NOT_FULLY_FILL = 18;
}

uint64 msg_seq_num = 1;
Expand Down Expand Up @@ -461,6 +493,8 @@ message CancelOrderReject {
// The specified client order ID does not exist for the corresponding market
// ID and subaccount ID.
ORDER_NOT_FOUND = 2;
INVALID_SIGNATURE_VERSION = 3;
SIGNATURE_VERIFICATION_FAILED = 4;
}

uint64 msg_seq_num = 1;
Expand Down Expand Up @@ -491,15 +525,17 @@ message ModifyOrderReject {
INVALID_IFM = 4;
INVALID_POST_ONLY = 5;
INVALID_SELF_TRADE_PREVENTION = 6;
INVALID_SIGNATURE_VERSION = 7;
// Internal error: the matching engine could not find this subaccounts
// positions.
UNKNOWN_TRADER = 7;
UNKNOWN_TRADER = 8;
SIGNATURE_VERIFICATION_FAILED = 9;
// If the modify-order would cause a cancel-replace, the sum of open orders
// and this replacement order would exceed the subaccounts spot limits.
EXCEEDED_SPOT_POSITION = 8;
EXCEEDED_SPOT_POSITION = 10;
// If the modify-order would cause a cancel-replace, the post-only
// replacement would have crossed and traded.
POST_ONLY_WOULD_TRADE = 9;
POST_ONLY_WOULD_TRADE = 11;
}

uint64 msg_seq_num = 1;
Expand Down