// itmatrixhq.ws.v1 — PUBLIC wire schema for external WS clients.
//
// One protobuf schema shared by every language SDK. Control frames remain JSON
// (protocol v2 control plane); each WS binary message is exactly one Frame.
//
// Conventions:
//   - prices are sint32 scaled by PRICE_SCALE = 10000 (4 decimal places);
//   - timestamps are epoch milliseconds UTC;
//   - option right: 0 = call, 1 = put; expiry: days since 1970-01-01;
//   - strikes are integer thousandths of a dollar (the OSI unit).
syntax = "proto3";

package itmatrixhq.ws.v1;

// One WS data frame. Protobuf sessions subscribe routed, so every frame
// carries its symbol.
message Frame {
  string symbol = 1;
  oneof payload {
    Trade trade = 10;
    Mid mid = 11;
    BarOpen bar_open = 12;
    BarClose bar_close = 13;
    Quote quote = 14;
    Spot spot = 15;
    IndexValue index_value = 16;
    GexSnap gex_snap = 17;
    GexDelta gex_delta = 18;
    ChainSnap chain_snap = 19;
    ChainDelta chain_delta = 20;
  }
}

message Trade {
  uint64 ts_ms = 1;
  sint32 price_scaled = 2;
  uint32 size = 3;
}

message Mid {
  uint64 ts_ms = 1;
  sint32 mid_scaled = 2;
}

message BarOpen {
  uint64 ts_ms = 1;
  sint32 open_scaled = 2;
}

message BarClose {
  uint64 ts_ms = 1;
  sint32 open_scaled = 2;
  sint32 high_scaled = 3;
  sint32 low_scaled = 4;
  sint32 close_scaled = 5;
  uint32 volume = 6;
}

message Quote {
  uint64 ts_ms = 1;
  sint32 bid_scaled = 2;
  uint32 bid_size = 3;
  sint32 ask_scaled = 4;
  uint32 ask_size = 5;
}

message Spot {
  uint64 ts_ms = 1;
  sint32 price_scaled = 2;
}

message IndexValue {
  uint64 ts_ms = 1;
  sint32 value_scaled = 2;
}

message GexSnap {
  uint64 captured_at_ms = 1;
  double spot = 2;
  double net_gex = 3;
  repeated GexStrike strikes = 4;
}

message GexStrike {
  int64 strike_thousandths = 1;
  double gex = 2;
  optional int32 call_oi = 3;
  optional int32 put_oi = 4;
}

message GexDelta {
  uint64 captured_at_ms = 1;
  repeated GexDeltaStrike strikes = 2;
}

message GexDeltaStrike {
  int64 strike_thousandths = 1;
  double gex = 2;
}

message ChainSnap {
  uint64 captured_at_ms = 1;
  double spot = 2;
  repeated ChainRow rows = 3;
}

message ChainDelta {
  uint64 captured_at_ms = 1;
  repeated ChainRow rows = 2;
}

message ChainRow {
  int32 expiry_epoch_day = 1;
  uint32 right = 2; // 0 = call, 1 = put
  int64 strike_thousandths = 3;
  optional double bid = 4;
  optional double ask = 5;
  optional double iv = 6;
  optional int32 oi = 7;
}