syntax = "proto3";
option go_package = "./md";

enum ExchangeSegment {
   NONE = 0;
   NSECM = 1;
   NSEFO = 2;
   NSECD = 3;
   NSECO = 4;
   BSECM = 11;
   BSEFO = 12;
   BSECD = 13;
   BSECO = 14;
   NCDEX = 21;
   MCXFO = 31;
}
// IncrementalUpdateMessage

message IncrementalUpdateMessage {
   repeated MDEntries MDEntriesList = 11;
}

message IndexData {
   uint64 InstrumentID = 10;
   ExchangeSegment ExchangeSegment = 11;
   uint32 ExchangeInstrumentID = 12;
   string IndexName = 13;
   int64 TimeStamp = 14;
   double Last = 15;
   double Open = 16;
   double High = 17;
   double Low = 18;
   double Close = 19;
   double YearlyHigh = 20;
   double YearlyLow = 21;
   uint32 NetChangeIndicator = 22;
}
message IndexDataListMessage {
   repeated IndexData IndexDataList = 401;
}

//IndexDataMessage

message IndexDataMessage {
   IndexData IndexData = 1;
}



message MDEntries {
   int32 MDUpdateAction = 1;
   int32 MDEntryType = 2;
   uint64 InstrumentID = 3;
   ExchangeSegment ExchangeSegment = 4;
   uint32 ExchangeInstrumentID = 5;
   string InstrumentName = 6;
   double MDEntryPrice = 7;
   int32 MDEntrySize = 8;
   int32 MDEntryTime = 9;
   int32 MDEntryPosition = 10;
   int64 OI = 11;
}
message MarketDataMessageBase {
   int32 MessageCode = 1;
   uint64 ID = 2;
   int32 MessageSize = 3;
   oneof subtype {
      TickDataMessage TickDataMessage = 500;
      TouchLineDataMessage TouchLineDataMessage = 501;
      MarketDepthMessage MarketDepthMessage = 502;
      IndexDataMessage IndexDataMessage = 503;
      IndexDataListMessage IndexDataListMessage = 504;
      IncrementalUpdateMessage IncrementalUpdateMessage = 505;
      TickData TickData = 506;
   }
}

//MarketDepthMessage
message MarketDepthMessage {
   uint64 InstrumentID = 10;
   ExchangeSegment ExchangeSegment = 11;
   uint32 ExchangeInstrumentID = 12;
   string InstrumentName = 13;
   int64 TimeStamp = 14;
   double LTP = 15;
   int32 LTQ = 16;
   int64 LTT = 17;
   double ATP = 18;
   int64 VTT = 19;
   int64 TBQ = 20;
   int64 TSQ = 21;
   double Open = 22;
   double High = 23;
   double Low = 24;
   double Close = 25;
   int64 OI = 26;
   repeated PriceDepthLevel BestBidLevel = 27;
   repeated PriceDepthLevel BestAskLevel = 28;
}
message PriceDepthLevel {
   int32 Qty = 1;
   double Price = 2;
   int32 Orders = 3;
}
message TickData {
   uint64 InstrumentID = 1;
   ExchangeSegment ExchangeSegment = 2;
   uint32 ExchangeInstrumentID = 3;
   string InstrumentName = 4;
   double LTP = 5;
   int32 LTQ = 6;
   int64 LTT = 7;
   int32 Flag = 8;
}
message TickDataMessage {
   uint64 InstrumentID = 10;
   ExchangeSegment ExchangeSegment = 11;
   uint32 ExchangeInstrumentID = 12;
   string InstrumentName = 13;
   int64 TimeStamp = 14;
   double LTP = 15;
   int32 LTQ = 16;
   int64 LTT = 17;
}
message TouchLineDataMessage {
   uint64 InstrumentID = 10;
   ExchangeSegment ExchangeSegment = 11;
   uint32 ExchangeInstrumentID = 12;
   string InstrumentName = 13;
   int64 TimeStamp = 14;
   double LTP = 15;
   int32 LTQ = 16;
   int64 LTT = 17;
   double ATP = 18;
   int64 VTT = 19;
   int64 TBQ = 20;
   int64 TSQ = 21;
   double Open = 22;
   double High = 23;
   double Low = 24;
   double Close = 25;
   int64 OI = 26;
   repeated PriceDepthLevel BestBidLevel = 27;
   repeated PriceDepthLevel BestAskLevel = 28;
}