// itmatrixhq.rest.v1 — PUBLIC protobuf bodies for negotiated REST responses.
//
// External SDKs request these with Accept: application/x-protobuf on the
// high-volume reads (bars / replay / gex grid / chain); JSON remains the
// default. Errors stay JSON on every transport. Field conventions: scaled
// sint32 prices (PRICE_SCALE = 10000), epoch-ms timestamps, absent = unset
// (proto3 optional), strikes in thousandths.
syntax = "proto3";

package itmatrixhq.rest.v1;

message BarsResponse {
  uint32 price_scale = 1;
  optional uint64 complete_through_ms = 2;
  optional sint32 prior_close_scaled = 3;
  repeated Bar bars = 4;
  // Opaque pagination cursor; presence means more data remains.
  string cursor = 5;
}

message Bar {
  uint64 ts_ms = 1;
  sint32 o = 2;
  sint32 h = 3;
  sint32 l = 4;
  sint32 c = 5;
  optional uint32 v = 6;
  optional sint32 vwap = 7;
  optional uint32 n = 8;
}

message ReplayResponse {
  uint32 price_scale = 1;
  uint32 fidelity = 2; // 0 = ticks, 1 = bars1m
  bool complete = 3;
  repeated string sources = 4; // tick source names (fidelity = ticks)
  repeated Tick ticks = 5;
  repeated Bar bars = 6;
}

message Tick {
  uint64 ts_ms = 1;
  sint32 price_scaled = 2;
  uint32 source_id = 3;
  // Monotonic per-symbol sequence (u64 — must not truncate).
  uint64 seq = 4;
}

// GEX values are dollars of dealer hedging per $1 move in the underlying.
// Each `*_shares` field is its dollar sibling in shares of the underlying
// per $1 move, absent when unknown.
message GexGridResponse {
  optional uint64 captured_at_ms = 1;
  optional double spot = 2;
  optional double prior_close_spot = 3;
  double net_gex = 4;
  optional double net_gex_shares = 9;
  optional double flip_point = 5;
  double max_abs_gex = 6;
  optional double max_abs_gex_shares = 10;
  bool adhoc = 7;
  repeated GexGridRow rows = 8;
}

message GexGridRow {
  int64 strike_thousandths = 1;
  double gex = 2;
  optional double gex_shares = 8;
  optional double gex_0dte = 3;
  optional double gex_0dte_shares = 9;
  optional int32 call_oi = 4;
  optional int32 put_oi = 5;
  optional double delta_adj = 6;
  optional double delta_adj_shares = 10;
  optional int32 expiry_epoch_day = 7;
}

message ChainResponse {
  optional uint64 captured_at_ms = 1;
  optional double spot = 2;
  bool partial = 3;
  repeated ChainRow rows = 4;
}

message ChainRow {
  int32 expiry_epoch_day = 1;
  uint32 right = 2; // 0 = call, 1 = put
  int64 strike_thousandths = 3;
  optional int64 oi = 4;
  optional int64 volume = 5;
  optional double bid = 6;
  optional double ask = 7;
  optional double last = 8;
  optional double fmv = 9;
  optional double iv = 10;
  optional double delta = 11;
  optional double gamma = 12;
  optional double theta = 13;
  optional double vega = 14;
  uint32 shares_per_contract = 15;
}

// Synthetic aggregates derived from ITMatrixHQ's locally captured
// off-exchange feed. These messages intentionally have no raw-print identity,
// venue/TRF, condition, or vendor-source fields.
message OffExchangeActivityResponse {
  repeated OffExchangeActivityRow rows = 1;
}

message OffExchangeActivityRow {
  string date = 1;
  double off_exchange_volume = 2;
  double notional = 3;
  uint64 trade_count = 4;
  double average_size = 5;
  double vwap = 6;
  optional double off_exchange_share = 7;
  optional double consolidated_volume = 8;
  optional double consolidated_notional = 9;
}

message OffExchangeConcentrationResponse {
  repeated OffExchangeConcentrationRow rows = 1;
}

message OffExchangeConcentrationRow {
  string date = 1;
  double bucket_midpoint = 2;
  double bucket_width = 3;
  double volume = 4;
  double notional = 5;
  uint64 trade_count = 6;
  uint32 distinct_sessions = 7;
  double rank_score = 8;
  uint32 rank = 9;
  uint32 bucket_count = 10;
  optional double distance_bps = 11;
  uint32 lookback_sessions = 12;
}

message OffExchangeProfileResponse {
  repeated OffExchangeProfileRow rows = 1;
}

message OffExchangeProfileRow {
  string date = 1;
  int64 price_thousandths = 2;
  double volume = 3;
  double notional = 4;
  uint64 trade_count = 5;
}

message OffExchangeCompositionResponse {
  repeated OffExchangeCompositionRow rows = 1;
}

message OffExchangeCompositionRow {
  string date = 1;
  string category = 2;
  double volume = 3;
  double notional = 4;
  uint64 trade_count = 5;
  double share_of_off_exchange_notional = 6;
}