Information regarding sidepit public api input and output protocol

Client are users/traders sending orders to Sidepit

Client sends messages using NNG push of the Pipeline Scalability Protocol.

client port# - 12121

Protobuf messages

Clients sends signed Transaction messages

1. Opening a push socket
2. Dialing tcp://api.sidepit.com:12121
3. Serializing into protobuf
4. Sending message

Transaction

version 
timestamp (nano seconds) 
oneof - New, Cancel, Auction
id - ordinals address / pubkey
signature - signed ecdsa (bitcoin curve) 

Each Transaction can be oneof

NewOrder
cancel_orderid
AuctionBid

NewOrder

side
price 
symbol
user_ref

cancel_orderid

orderid ( nanoseconds since contract start )

AuctionBid

epoch
hash
ordering_salt  
bid ( in satoshis )

Protobuf Definitions: https://github.com/sidepit/Public-API/blob/main/nng-client/proto/spapi.proto

OrderId - microseconds since open 
Global Unique orderID = traderID + nanoseconds epoch since contract start

Receiving MarketData from server using NNG sub of the Pub/Sub Scalability Protocol.

price feed port# - 12122

Protobuf messages

Price Feed Client subscribes by:

1. Opening as a sub socket - (with topic 0)
2. Dialing tcp://api.sidepit.com:12122
3. Receiving messages
4. Desterilizing into Protobuf

PRICE FEED Clients receive MarketData protobuf messages

MarketData

version 
epoch
EpochBar
MarketQuote
DepthItem (x10)  

EpochBar

symbol
epoch
open
high
low
close 
volume

MarketQuote

bidsize
bid
ask
asksize
last
lastsize
upordown
symbol
epoch

DepthItem

level
b
a
bs
as

Receiving MarketData from server using NNG sub of the Pub/Sub Scalability Protocol.

order feed port# - 12124

Protobuf messages

Order Feed Client subscribes by:

1. Opening as a sub socket - (with topic 0)
2. future topics will contain traderid
3. Dialing tcp://api.sidepit.com:12124
4. Receiving messages
5. Desterilizing into Protobuf

ORDER FEED Clients receive OrderData protobuf messages

OrderData

version 
epoch (nano seconds) 
BookOrder [0+]
FillData [0+]

BookOrder

side 
price 
open_qty
filled_qty
remaining_qty
canceled_qty
agres_fill_qty
agres_avg_price
pass_fill_qty
avg_price
symbol
update_time
orderid
traderid  

FillData

agressiveid
passiveid
price
qty
agressive_side // -1 for agressive sell, 1 for buy 

Receiving live exchange data from server using NNG sub of the Pub/Sub Scalability Protocol.

echo port# - 12123

Protobuf messages

ECHO Client subscribes by:

1. Opening as a sub socket - (with topic 0)
2. Dialing tcp://api.sidepit.com:12123
3. Receiving messages
4. Desterilizing into Protobuf

ECHO Clients receive streaming TxBlockStream protobuf messages TxBlockStream

epoch 
txepoch 

Each txepoch can be oneof

EpochEvent 
Transaction 

EpochEvent

epoch 
hash
id
signature

Transaction

version 
timestamp (nano seconds) 
oneof - New, Cancel, Auction
id - ordinals address / pubkey
signature - signed ecdsa (bitcoin curve) 

Each Transaction can be oneof

NewOrder
cancel_orderid
AuctionBid

NewOrder

side
price 
symbol
user_ref

cancel_orderid

orderid ( nanoseconds since contract start )

AuctionBid

epoch
hash
ordering_salt  
bid ( in satoshis )

Receiving positions and order status per traderid from server using NNG REQ of the Request/Reply (I ask, you answer), Scalability Protocol.

pos port# - 12125

Protobuf messages

POS Client sends Request and receives Reply

1. Opening as a req socket
2. Dialing tcp://api.sidepit.com:12125
3. Serialize request into Protobuf
4. Send Request message
5. Receive Reply message
6. Desterilizing reply into Protobuf

Request: POS Clients sends RequestPositions protobuf messages

RequestPositions

traderid 
symbol 

Reply: POS Clients receive TraderPositionOrders protobuf messages

TraderPositionOrders

traderid 
symbol 
Position 
map<string, OrderFills> // OrderFills keyed on `orderid` 

Position

position // -1 for short 1, 1 for long 1
avg_price 

OrderFills

BookOrder 
FillData [0+]

BookOrder

side 
price 
open_qty
filled_qty
remaining_qty
canceled_qty
agres_fill_qty
agres_avg_price
pass_fill_qty
avg_price
symbol
update_time
orderid
traderid  

FillData

agressiveid
passiveid
price
qty
agressive_side // -1 for agressive sell, 1 for buy 

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