Version: release (v0.77)

Events subscription

GET /stream/event/bus

Subscribe to a stream of events from the core

Request

Query Parameters

type string[]

Possible values: [BUS_EVENT_TYPE_UNSPECIFIED, BUS_EVENT_TYPE_ALL, BUS_EVENT_TYPE_TIME_UPDATE, BUS_EVENT_TYPE_LEDGER_MOVEMENTS, BUS_EVENT_TYPE_POSITION_RESOLUTION, BUS_EVENT_TYPE_ORDER, BUS_EVENT_TYPE_ACCOUNT, BUS_EVENT_TYPE_PARTY, BUS_EVENT_TYPE_TRADE, BUS_EVENT_TYPE_MARGIN_LEVELS, BUS_EVENT_TYPE_PROPOSAL, BUS_EVENT_TYPE_VOTE, BUS_EVENT_TYPE_MARKET_DATA, BUS_EVENT_TYPE_NODE_SIGNATURE, BUS_EVENT_TYPE_LOSS_SOCIALIZATION, BUS_EVENT_TYPE_SETTLE_POSITION, BUS_EVENT_TYPE_SETTLE_DISTRESSED, BUS_EVENT_TYPE_MARKET_CREATED, BUS_EVENT_TYPE_ASSET, BUS_EVENT_TYPE_MARKET_TICK, BUS_EVENT_TYPE_WITHDRAWAL, BUS_EVENT_TYPE_DEPOSIT, BUS_EVENT_TYPE_AUCTION, BUS_EVENT_TYPE_RISK_FACTOR, BUS_EVENT_TYPE_NETWORK_PARAMETER, BUS_EVENT_TYPE_LIQUIDITY_PROVISION, BUS_EVENT_TYPE_MARKET_UPDATED, BUS_EVENT_TYPE_ORACLE_SPEC, BUS_EVENT_TYPE_ORACLE_DATA, BUS_EVENT_TYPE_DELEGATION_BALANCE, BUS_EVENT_TYPE_VALIDATOR_SCORE, BUS_EVENT_TYPE_EPOCH_UPDATE, BUS_EVENT_TYPE_VALIDATOR_UPDATE, BUS_EVENT_TYPE_STAKE_LINKING, BUS_EVENT_TYPE_REWARD_PAYOUT_EVENT, BUS_EVENT_TYPE_CHECKPOINT, BUS_EVENT_TYPE_STREAM_START, BUS_EVENT_TYPE_KEY_ROTATION, BUS_EVENT_TYPE_STATE_VAR, BUS_EVENT_TYPE_NETWORK_LIMITS, BUS_EVENT_TYPE_TRANSFER, BUS_EVENT_TYPE_VALIDATOR_RANKING, BUS_EVENT_TYPE_ERC20_MULTI_SIG_SIGNER_EVENT, BUS_EVENT_TYPE_ERC20_MULTI_SIG_SET_THRESHOLD, BUS_EVENT_TYPE_ERC20_MULTI_SIG_SIGNER_ADDED, BUS_EVENT_TYPE_ERC20_MULTI_SIG_SIGNER_REMOVED, BUS_EVENT_TYPE_POSITION_STATE, BUS_EVENT_TYPE_ETHEREUM_KEY_ROTATION, BUS_EVENT_TYPE_PROTOCOL_UPGRADE_PROPOSAL, BUS_EVENT_TYPE_BEGIN_BLOCK, BUS_EVENT_TYPE_END_BLOCK, BUS_EVENT_TYPE_PROTOCOL_UPGRADE_STARTED, BUS_EVENT_TYPE_SETTLE_MARKET, BUS_EVENT_TYPE_TRANSACTION_RESULT, BUS_EVENT_TYPE_SNAPSHOT_TAKEN, BUS_EVENT_TYPE_PROTOCOL_UPGRADE_DATA_NODE_READY, BUS_EVENT_TYPE_DISTRESSED_ORDERS_CLOSED, BUS_EVENT_TYPE_EXPIRED_ORDERS, BUS_EVENT_TYPE_DISTRESSED_POSITIONS, BUS_EVENT_TYPE_SPOT_LIQUIDITY_PROVISION, BUS_EVENT_TYPE_STOP_ORDER, BUS_EVENT_TYPE_FUNDING_PERIOD, BUS_EVENT_TYPE_FUNDING_PERIOD_DATA_POINT, BUS_EVENT_TYPE_TEAM_CREATED, BUS_EVENT_TYPE_TEAM_UPDATED, BUS_EVENT_TYPE_REFEREE_SWITCHED_TEAM, BUS_EVENT_TYPE_REFEREE_JOINED_TEAM, BUS_EVENT_TYPE_REFERRAL_PROGRAM_STARTED, BUS_EVENT_TYPE_REFERRAL_PROGRAM_UPDATED, BUS_EVENT_TYPE_REFERRAL_PROGRAM_ENDED, BUS_EVENT_TYPE_REFERRAL_SET_CREATED, BUS_EVENT_TYPE_REFEREE_JOINED_REFERRAL_SET, BUS_EVENT_TYPE_PARTY_ACTIVITY_STREAK, BUS_EVENT_TYPE_VOLUME_DISCOUNT_PROGRAM_STARTED, BUS_EVENT_TYPE_VOLUME_DISCOUNT_PROGRAM_UPDATED, BUS_EVENT_TYPE_VOLUME_DISCOUNT_PROGRAM_ENDED, BUS_EVENT_TYPE_REFERRAL_SET_STATS_UPDATED, BUS_EVENT_TYPE_VESTING_STATS_UPDATED, BUS_EVENT_TYPE_VOLUME_DISCOUNT_STATS_UPDATED, BUS_EVENT_TYPE_FEES_STATS_UPDATED, BUS_EVENT_TYPE_FUNDING_PAYMENTS, BUS_EVENT_TYPE_PAID_LIQUIDITY_FEES_STATS_UPDATED, BUS_EVENT_TYPE_VESTING_SUMMARY, BUS_EVENT_TYPE_TRANSFER_FEES_PAID, BUS_EVENT_TYPE_TRANSFER_FEES_DISCOUNT_UPDATED, BUS_EVENT_TYPE_PARTY_MARGIN_MODE_UPDATED, BUS_EVENT_TYPE_PARTY_PROFILE_UPDATED, BUS_EVENT_TYPE_TEAMS_STATS_UPDATED, BUS_EVENT_TYPE_TIME_WEIGHTED_NOTIONAL_POSITION_UPDATED, BUS_EVENT_TYPE_CANCELLED_ORDERS, BUS_EVENT_TYPE_GAME_SCORES, BUS_EVENT_TYPE_AMM, BUS_EVENT_TYPE_MARKET, BUS_EVENT_TYPE_TX_ERROR]

One or more types of event, required field.

BUS_EVENT_TYPE_UNSPECIFIED: Default value, always invalid
BUS_EVENT_TYPE_ALL: Events of ALL event types, used when filtering stream from event bus
BUS_EVENT_TYPE_TIME_UPDATE: Event for blockchain time updates
BUS_EVENT_TYPE_LEDGER_MOVEMENTS: Event for when a transfer happens internally, contains the transfer information
BUS_EVENT_TYPE_POSITION_RESOLUTION: Event indicating position resolution has occurred
BUS_EVENT_TYPE_ORDER: Event for order updates, both new and existing orders
BUS_EVENT_TYPE_ACCOUNT: Event for account updates
BUS_EVENT_TYPE_PARTY: Event for party updates
BUS_EVENT_TYPE_TRADE: Event indicating a new trade has occurred
BUS_EVENT_TYPE_MARGIN_LEVELS: Event indicating margin levels have changed for a party
BUS_EVENT_TYPE_PROPOSAL: Event for proposal updates (for governance)
BUS_EVENT_TYPE_VOTE: Event indicating a new vote has occurred (for governance)
BUS_EVENT_TYPE_MARKET_DATA: Event for market data updates
BUS_EVENT_TYPE_NODE_SIGNATURE: Event for a new signature for a Vega node
BUS_EVENT_TYPE_LOSS_SOCIALIZATION: Event indicating loss socialisation occurred for a party
BUS_EVENT_TYPE_SETTLE_POSITION: Event for when a position is being settled
BUS_EVENT_TYPE_SETTLE_DISTRESSED: Event for when a position is distressed
BUS_EVENT_TYPE_MARKET_CREATED: Event indicating a new market was created
BUS_EVENT_TYPE_ASSET: Event for when an asset is added to Vega
BUS_EVENT_TYPE_MARKET_TICK: Event indicating a market tick event
BUS_EVENT_TYPE_WITHDRAWAL: Event for when a withdrawal occurs
BUS_EVENT_TYPE_DEPOSIT: Event for when a deposit occurs
BUS_EVENT_TYPE_AUCTION: Event indicating a change in auction state, for example starting or ending an auction
BUS_EVENT_TYPE_RISK_FACTOR: Event indicating a risk factor has been updated
BUS_EVENT_TYPE_NETWORK_PARAMETER: Event indicating a network parameter has been added or updated
BUS_EVENT_TYPE_LIQUIDITY_PROVISION: Event indicating a liquidity provision has been created or updated
BUS_EVENT_TYPE_MARKET_UPDATED: Event indicating a new market was created
BUS_EVENT_TYPE_ORACLE_SPEC: Event indicating an oracle spec has been created or updated
BUS_EVENT_TYPE_ORACLE_DATA: Event indicating that an oracle data has been broadcast
BUS_EVENT_TYPE_DELEGATION_BALANCE: Event indicating that an delegation balance of a party to a node for current epoch has changed
BUS_EVENT_TYPE_VALIDATOR_SCORE: Event indicating the validator score for the given epoch
BUS_EVENT_TYPE_EPOCH_UPDATE: Event indicating the start or end of an epoch
BUS_EVENT_TYPE_VALIDATOR_UPDATE: Event indicating that validator node has been updated
BUS_EVENT_TYPE_STAKE_LINKING: Event indicating a new staking event have been processed by the network
BUS_EVENT_TYPE_REWARD_PAYOUT_EVENT: Event indicating the payout of a reward has been initiated
BUS_EVENT_TYPE_CHECKPOINT: Event indicating a new checkpoint was created
BUS_EVENT_TYPE_STREAM_START: Event indicating stream is starting
BUS_EVENT_TYPE_KEY_ROTATION: Event indicating key rotation took place
BUS_EVENT_TYPE_STATE_VAR: Event indicating state transitions in state variable consensus
BUS_EVENT_TYPE_NETWORK_LIMITS: Event indicating network limits set or updated
BUS_EVENT_TYPE_TRANSFER: Event indicating a update for a transfer
BUS_EVENT_TYPE_VALIDATOR_RANKING: Event indicating the ranking of validator and their status in Vega
BUS_EVENT_TYPE_ERC20_MULTI_SIG_SIGNER_EVENT: Event indicating a new multi sig signer event have been processed
BUS_EVENT_TYPE_ERC20_MULTI_SIG_SET_THRESHOLD: Event indicating the erc20 multi sig threshold have been updated
BUS_EVENT_TYPE_ERC20_MULTI_SIG_SIGNER_ADDED: Event indicating a new signer has been added to the ERC-20 multisig
BUS_EVENT_TYPE_ERC20_MULTI_SIG_SIGNER_REMOVED: Event indicating a signer has been removed from the ERC-20 multisig
BUS_EVENT_TYPE_POSITION_STATE: Event indicating that a party's position has changed
BUS_EVENT_TYPE_ETHEREUM_KEY_ROTATION: Event indicating Ethereum key rotation took place
BUS_EVENT_TYPE_PROTOCOL_UPGRADE_PROPOSAL: Event indicating protocol upgrade proposal updates
BUS_EVENT_TYPE_BEGIN_BLOCK: Event indicating the core is starting to process a new block
BUS_EVENT_TYPE_END_BLOCK: Event indicating the core finished to process a block
BUS_EVENT_TYPE_PROTOCOL_UPGRADE_STARTED: Event indicating the core is starting a protocol upgrade
BUS_EVENT_TYPE_SETTLE_MARKET: Event indicating the market has stopped and settled
BUS_EVENT_TYPE_TRANSACTION_RESULT: Event indicating the result of a transaction processed by the network
BUS_EVENT_TYPE_SNAPSHOT_TAKEN: Event indicating a snapshot was taken at this block height
BUS_EVENT_TYPE_PROTOCOL_UPGRADE_DATA_NODE_READY: Event data node uses to notify that it is ready to upgrade
BUS_EVENT_TYPE_DISTRESSED_ORDERS_CLOSED: Event indicating parties had orders closed because they were distressed, but were not closed out.
BUS_EVENT_TYPE_EXPIRED_ORDERS: Event indicating parties had orders closed because they were distressed, but were not closed out.
BUS_EVENT_TYPE_DISTRESSED_POSITIONS: Event indicating parties have become, or were, distressed but still have an active position.
BUS_EVENT_TYPE_SPOT_LIQUIDITY_PROVISION: Event indicating a spot liquidity provision has been created or updated.
BUS_EVENT_TYPE_STOP_ORDER: Event indicating a stop order has been submitted or updated.
BUS_EVENT_TYPE_FUNDING_PERIOD: Event indicating the start or end of a funding period.
BUS_EVENT_TYPE_FUNDING_PERIOD_DATA_POINT: Event indicating a data point for a funding period has been received.
BUS_EVENT_TYPE_TEAM_CREATED: Event indicating a team has been created.
BUS_EVENT_TYPE_TEAM_UPDATED: Event indicating a team has been updated.
BUS_EVENT_TYPE_REFEREE_SWITCHED_TEAM: Event indicating a referee switched team.
BUS_EVENT_TYPE_REFEREE_JOINED_TEAM: Event indicating a referee joined a team.
BUS_EVENT_TYPE_REFERRAL_PROGRAM_STARTED: Event indicating a referral program started.
BUS_EVENT_TYPE_REFERRAL_PROGRAM_UPDATED: Event indicating a referral program has been updated.
BUS_EVENT_TYPE_REFERRAL_PROGRAM_ENDED: Event indicating a referral program ended.
BUS_EVENT_TYPE_REFERRAL_SET_CREATED: Event indicating a set has been created.
BUS_EVENT_TYPE_REFEREE_JOINED_REFERRAL_SET: Event indicating a referee joined a set.
BUS_EVENT_TYPE_PARTY_ACTIVITY_STREAK: Event indicating the updated activity streak for a party
BUS_EVENT_TYPE_VOLUME_DISCOUNT_PROGRAM_STARTED: Event indicating a volume discount program started.
BUS_EVENT_TYPE_VOLUME_DISCOUNT_PROGRAM_UPDATED: Event indicating a volume discount program has been updated.
BUS_EVENT_TYPE_VOLUME_DISCOUNT_PROGRAM_ENDED: Event indicating a volume discount program ended.
BUS_EVENT_TYPE_REFERRAL_SET_STATS_UPDATED: Event indicating the updated statistics for a referral set.
BUS_EVENT_TYPE_VESTING_STATS_UPDATED: Event indicating the updated statistics for the vesting program.
BUS_EVENT_TYPE_VOLUME_DISCOUNT_STATS_UPDATED: Event indicating the updated statistics for the volume discount.
BUS_EVENT_TYPE_FEES_STATS_UPDATED: Event indicating the fees statistics per market at end of epoch
BUS_EVENT_TYPE_FUNDING_PAYMENTS: Event indicating a funding period has ended and resulted in funding payment transfers.
BUS_EVENT_TYPE_PAID_LIQUIDITY_FEES_STATS_UPDATED: Event used to report the updated paid liquidity fee statistics for the market at the end of the epoch
BUS_EVENT_TYPE_VESTING_SUMMARY: Event used to report the summary of vesting and locked balances at the end of the epoch
BUS_EVENT_TYPE_TRANSFER_FEES_PAID: Event used to link ledger entries to the transfer that triggered the fees being collected.
BUS_EVENT_TYPE_TRANSFER_FEES_DISCOUNT_UPDATED: Event indicating that a party's available transfer fee discount has changed, per asset.
BUS_EVENT_TYPE_PARTY_MARGIN_MODE_UPDATED: Event indicating that a party updated their margin mode on a market.
BUS_EVENT_TYPE_PARTY_PROFILE_UPDATED: Event indicating that a party updated their profile.
BUS_EVENT_TYPE_TEAMS_STATS_UPDATED: Event indicating that teams' statistics have been updated.
BUS_EVENT_TYPE_TIME_WEIGHTED_NOTIONAL_POSITION_UPDATED: Event indicating time weighted notional position has been updated.
BUS_EVENT_TYPE_CANCELLED_ORDERS: Event containing the IDs of orders cancelled by a party on a market.
BUS_EVENT_TYPE_GAME_SCORES: Event containing the near realtime game scores for parties and teams.
BUS_EVENT_TYPE_AMM: Event use to notify for an AMM update.
BUS_EVENT_TYPE_MARKET: Event indicating a market related event, for example when a market opens
BUS_EVENT_TYPE_TX_ERROR: Event used to report failed transactions back to a user, this is excluded from the ALL type

marketId string

Market ID to filter events for, optional field. If omitted, no markets will be filtered out.

partyId string

Party ID to filter events for, optional field. If omitted, no parties will be filtered out.

batchSize int64

Batch size, optional field - If not specified, any events received will be sent immediately. If the client is not ready for the next data-set, data may be dropped a number of times, and eventually the stream is closed. if specified, the first batch will be sent when ready. To receive the next set of events, the client must write an ObserveEventBatch message on the stream to flush the buffer. If no message is received in 5 seconds, the stream is closed. Default: 0, send any and all events when they are available.

Responses

200
default

A successful response.(streaming responses)

application/json

Schema
Example (from schema)

Schema

error object

code int32

details object[]

Array [

@type string

]

message string

result object

events object[]

One or more events that match the subscription request criteria.

Array [

account object

asset string

Asset ID for the account.

balance string

Balance of the asset, the balance is an integer, for example 123456 is a correctly formatted price of 1.23456 assuming market configured to 5 decimal places and importantly balances cannot be negative.

id string

Unique account ID, used internally by Vega.

marketId string

Market ID for the account, if AccountType.ACCOUNT_TYPE_GENERAL this will be empty.

owner string

Party that the account belongs to, special values include network, which represents the Vega network and is most commonly seen during liquidation of distressed trading positions.

type Various collateral/account types as used by Vega (string)

Possible values: [ACCOUNT_TYPE_UNSPECIFIED, ACCOUNT_TYPE_INSURANCE, ACCOUNT_TYPE_SETTLEMENT, ACCOUNT_TYPE_MARGIN, ACCOUNT_TYPE_GENERAL, ACCOUNT_TYPE_FEES_INFRASTRUCTURE, ACCOUNT_TYPE_FEES_LIQUIDITY, ACCOUNT_TYPE_FEES_MAKER, ACCOUNT_TYPE_BOND, ACCOUNT_TYPE_EXTERNAL, ACCOUNT_TYPE_GLOBAL_INSURANCE, ACCOUNT_TYPE_GLOBAL_REWARD, ACCOUNT_TYPE_PENDING_TRANSFERS, ACCOUNT_TYPE_REWARD_MAKER_PAID_FEES, ACCOUNT_TYPE_REWARD_MAKER_RECEIVED_FEES, ACCOUNT_TYPE_REWARD_LP_RECEIVED_FEES, ACCOUNT_TYPE_REWARD_MARKET_PROPOSERS, ACCOUNT_TYPE_HOLDING, ACCOUNT_TYPE_LP_LIQUIDITY_FEES, ACCOUNT_TYPE_LIQUIDITY_FEES_BONUS_DISTRIBUTION, ACCOUNT_TYPE_NETWORK_TREASURY, ACCOUNT_TYPE_VESTING_REWARDS, ACCOUNT_TYPE_VESTED_REWARDS, ACCOUNT_TYPE_REWARD_AVERAGE_POSITION, ACCOUNT_TYPE_REWARD_RELATIVE_RETURN, ACCOUNT_TYPE_REWARD_RETURN_VOLATILITY, ACCOUNT_TYPE_REWARD_VALIDATOR_RANKING, ACCOUNT_TYPE_PENDING_FEE_REFERRAL_REWARD, ACCOUNT_TYPE_ORDER_MARGIN, ACCOUNT_TYPE_REWARD_REALISED_RETURN]

Default value: ACCOUNT_TYPE_UNSPECIFIED

Account type related to this account.

amm object

Event notifying of AMM updates.

parameters object

Liquidity parameters that define the size and range of the AMM's tradeable volume.

base string

Base price bound configuration for the AMM.

leverageAtLowerBound string

Leverage at lower bounds.

leverageAtUpperBound string

Leverage at upper bounds.

lowerBound string

Upper price bound configuration for the AMM. If unset, the AMM will never hold a short position.

upperBound string

Lower price bound configuration for the AMM. If unset, the AMM will never hold a long position.

ammPartyId string

Party ID that the AMM operates as.

commitment string

Amount committed to the AMM.

id string

ID of the AMM.

lowerCurve object

theoreticalPosition string

Maximum tradable volume on the AMM curve.

virtualLiquidity string

Virtual liquidity for the given AMM curve.

marketId string

Market ID that the AMM provides liquidity for.

partyId string

Party ID of the owner of the AMM.

proposedFee string

Nominated liquidity fee factor, which is an input to the calculation of taker fees on the market.

status v1AMMStatus (string)

Possible values: [STATUS_UNSPECIFIED, STATUS_ACTIVE, STATUS_REJECTED, STATUS_CANCELLED, STATUS_STOPPED, STATUS_REDUCE_ONLY]

Default value: STATUS_UNSPECIFIED

Current status of the AMM.

statusReason AMMStatusReason (string)

Possible values: [STATUS_REASON_UNSPECIFIED, STATUS_REASON_CANCELLED_BY_PARTY, STATUS_REASON_CANNOT_FILL_COMMITMENT, STATUS_REASON_PARTY_ALREADY_OWNS_AMM_FOR_MARKET, STATUS_REASON_PARTY_CLOSED_OUT, STATUS_REASON_MARKET_CLOSED, STATUS_REASON_COMMITMENT_TOO_LOW, STATUS_REASON_CANNOT_REBASE]

Default value: STATUS_REASON_UNSPECIFIED

Reason for the AMM's current status.

upperCurve object

theoreticalPosition string

Maximum tradable volume on the AMM curve.

virtualLiquidity string

Virtual liquidity for the given AMM curve.

asset object

details object

Definition of the external source for this asset.

builtinAsset object

Vega built-in asset.

maxFaucetAmountMint string

Maximum amount that can be requested by a party through the built-in asset faucet at a time.

decimals uint64

Number of decimal / precision handled by this asset.

erc20 object

Ethereum ERC20 asset.

chainId string

Chain ID the asset originated from.

contractAddress string

Address of the contract for the token, on the ethereum network.

lifetimeLimit string

Lifetime limits deposit per address note: this is a temporary measure that can be changed by governance.

withdrawThreshold string

Maximum you can withdraw instantly. All withdrawals over the threshold will be delayed by the withdrawal delay. There’s no limit on the size of a withdrawal note: this is a temporary measure that can be changed by governance.

name string

Name of the asset (e.g: Great British Pound).

quantum string

Minimum economically meaningful amount in the asset.

symbol string

Symbol of the asset (e.g: GBP).

id string

Internal identifier of the asset.

status - STATUS_UNSPECIFIED: Default value, always invalid - STATUS_PROPOSED: Asset is proposed and under vote - STATUS_REJECTED: Asset has been rejected from governance - STATUS_PENDING_LISTING: Asset is pending listing from the bridge - STATUS_ENABLED: Asset is fully usable in the network (string)

Possible values: [STATUS_UNSPECIFIED, STATUS_PROPOSED, STATUS_REJECTED, STATUS_PENDING_LISTING, STATUS_ENABLED]

Default value: STATUS_UNSPECIFIED

Status of the asset.

auction object

end int64

extensionTrigger If an auction was ongoing, but was extended for whatever reason, this field will be set to the trigger type indicating which component extended the auction (string)

Possible values: [AUCTION_TRIGGER_UNSPECIFIED, AUCTION_TRIGGER_BATCH, AUCTION_TRIGGER_OPENING, AUCTION_TRIGGER_PRICE, AUCTION_TRIGGER_LIQUIDITY, AUCTION_TRIGGER_LIQUIDITY_TARGET_NOT_MET, AUCTION_TRIGGER_UNABLE_TO_DEPLOY_LP_ORDERS, AUCTION_TRIGGER_GOVERNANCE_SUSPENSION, AUCTION_TRIGGER_LONG_BLOCK]

Default value: AUCTION_TRIGGER_UNSPECIFIED

AUCTION_TRIGGER_UNSPECIFIED: Default value for AuctionTrigger, no auction triggered
AUCTION_TRIGGER_BATCH: Batch auction
AUCTION_TRIGGER_OPENING: Opening auction
AUCTION_TRIGGER_PRICE: Price monitoring trigger
AUCTION_TRIGGER_LIQUIDITY: Deprecated
AUCTION_TRIGGER_LIQUIDITY_TARGET_NOT_MET: Liquidity auction due to not enough committed liquidity
AUCTION_TRIGGER_UNABLE_TO_DEPLOY_LP_ORDERS: Deprecated
AUCTION_TRIGGER_GOVERNANCE_SUSPENSION: Market is suspended and put into auction via governance
AUCTION_TRIGGER_LONG_BLOCK: Market is suspended in response to a long block

leave True if the event indicates leaving auction mode and False otherwise (boolean)

marketId Market ID for the event (string)

openingAuction True if the event indicates an auction opening and False otherwise (boolean)

start int64

trigger Reason this market is/was in auction (string)

Default value: AUCTION_TRIGGER_UNSPECIFIED

AUCTION_TRIGGER_UNSPECIFIED: Default value for AuctionTrigger, no auction triggered
AUCTION_TRIGGER_BATCH: Batch auction
AUCTION_TRIGGER_OPENING: Opening auction
AUCTION_TRIGGER_PRICE: Price monitoring trigger
AUCTION_TRIGGER_LIQUIDITY: Deprecated
AUCTION_TRIGGER_LIQUIDITY_TARGET_NOT_MET: Liquidity auction due to not enough committed liquidity
AUCTION_TRIGGER_UNABLE_TO_DEPLOY_LP_ORDERS: Deprecated
AUCTION_TRIGGER_GOVERNANCE_SUSPENSION: Market is suspended and put into auction via governance
AUCTION_TRIGGER_LONG_BLOCK: Market is suspended in response to a long block

beginBlock object

hash string

height uint64

timestamp int64

block The batch or block of transactions that the events relate to (string)

cancelledOrders object

Event notifying of multiple orders being cancelled for a given party, on a given market.

marketId string

Market ID for the event.

orderIds string[]

The order IDs that were cancelled.

partyId string

The ID of the party which cancelled the orders.

chainId string

checkpoint object

blockHash string

blockHeight uint64

hash string

coreSnapshotEvent object

CoreSnapshotData represents the core snapshot data.

blockHash Hash of the snapshot block (string)

blockHeight uint64

coreVersion string

Semver version number of the core.

protocolUpgradeBlock Indicates if the snapshot is taken as part of protocol upgrade (boolean)

delegationBalance object

amount string

epochSeq string

nodeId string

party string

deposit object

amount string

Amount to be deposited. This field is an unsigned integer scaled to the asset's decimal places.

asset string

Vega asset targeted by this deposit.

createdTimestamp int64

Timestamp for when the deposit was created on the Vega network.

creditedTimestamp int64

Timestamp for when the Vega account was updated with the deposit.

id string

Unique ID for the deposit.

partyId string

Party ID of the user initiating the deposit.

status Status of the deposit (string)

Possible values: [STATUS_UNSPECIFIED, STATUS_OPEN, STATUS_CANCELLED, STATUS_FINALIZED, STATUS_DUPLICATE_REJECTED]

Default value: STATUS_UNSPECIFIED

Status of the deposit.

txHash string

Hash of the transaction from the foreign chain.

distressedOrders object

marketId Market ID for the event (string)

parties string[]

distressedPositions object

Distressed positions event contains the party IDs for all parties that were distressed, had their orders closed but because of insufficient volume on the book could not be fully closed out. These parties are distressed, but still hold an active position on the book as a result. Once enough volume is on the book to close them out, a SettleDistressed event will be sent. In case they manage to reduce their position, or meet the margin requirements, this status will be updated. Parties that are no longer distressed but active will be listed in the safe_parties field.

distressedParties string[]

marketId Market ID for the event (string)

safeParties string[]

endBlock object

height uint64

epochEvent object

action Action tells us what action is taking place (string)

Possible values: [EPOCH_ACTION_UNSPECIFIED, EPOCH_ACTION_START, EPOCH_ACTION_END]

Default value: EPOCH_ACTION_UNSPECIFIED

EPOCH_ACTION_START: Epoch update is for a new epoch.
EPOCH_ACTION_END: Epoch update is for the end of an epoch.

endTime int64

expireTime int64

seq uint64

startTime int64

erc20MultisigSetThresholdEvent object

blockNumber uint64

blockTime int64

chainId string

id string

logIndex uint64

newThreshold int64

nonce string

txHash string

erc20MultisigSignerAdded object

chainId string

EVM chain ID that the multisig control contract lives on.

epochSeq Epoch that the node was added for (string)

newSigner Ethereum address of the new signer (string)

nonce string

Nonce used.

signatureId ID of the signature bundle (string)

submitter Address of the submitter of the transaction (string)

timestamp int64

validatorId Node ID of the Vega node to be added (string)

erc20MultisigSignerEvent object

blockNumber uint64

blockTime int64

chainId string

id string

logIndex uint64

nonce string

signer string

txHash string

type v1ERC20MultiSigSignerEventType (string)

Possible values: [TYPE_UNSPECIFIED, TYPE_ADDED, TYPE_REMOVED]

Default value: TYPE_UNSPECIFIED

erc20MultisigSignerRemoved object

chainId string

EVM chain ID that the multisig control contract lives on.

epochSeq Epoch that the node was removed for (string)

nonce string

Nonce used.

oldSigner Ethereum address of the signer to be removed (string)

signatureSubmitters object[]

Array [

signatureId string

Signature ID of the signer removed.

submitter Address of the submitter of the transaction (string)

]

timestamp int64

validatorId Node ID of the Vega node which is to be removed (string)

ethereumKeyRotation object

blockHeight uint64

newAddress Ethereum address that is newly associated with the node (string)

nodeId Node ID of the node that rotated their Ethereum key (string)

oldAddress Ethereum address that was previously associated with the node (string)

expiredOrders object

marketId Market ID for the event (string)

orderIds string[]

feesStats object

Event notifying of an update the fees stats for a market.

asset string

Settlement asset of the market.

epochSeq uint64

Epoch for which these stats where valid.

makerFeesGenerated object[]

Maker fees paid by all trade aggressors, and which makers the fees were paid to.

Array [

makerFeesPaid object[]

Amount of maker fees paid by the taker to the maker.

Array [

amount string

Amount received.

party string

Receiving party ID.

quantumAmount string

Amount value in quantum.

]

taker string

Party that paid the fees.

]

market Market the fees were paid in (string)

refereesDiscountApplied object[]

Total referral discounts applied to all referee taker fees.

Array [

amount string

Amount received.

party string

Receiving party ID.

quantumAmount string

Amount value in quantum.

]

referrerRewardsGenerated object[]

Referral rewards generated by all referee taker fees.

Array [

generatedReward object[]

Amount of rewards generated per party.

Array [

amount string

Amount received.

party string

Receiving party ID.

quantumAmount string

Amount value in quantum.

]

referrer string

Referrer party.

]

totalFeesPaidAndReceived object[]

Total trading fees received and paid by the party.

Array [

amount string

Amount received.

party string

Receiving party ID.

quantumAmount string

Amount value in quantum.

]

totalMakerFeesReceived object[]

Total maker fees received by the maker side.

Array [

amount string

Amount received.

party string

Receiving party ID.

quantumAmount string

Amount value in quantum.

]

totalRewardsReceived object[]

Total referral rewards received by the referrer of the referral set.

Array [

amount string

Amount received.

party string

Receiving party ID.

quantumAmount string

Amount value in quantum.

]

volumeDiscountApplied object[]

Total volume discounts applied to all referee taker fees.

Array [

amount string

Amount received.

party string

Receiving party ID.

quantumAmount string

Amount value in quantum.

]

fundingPayments object

Event notifying of funding payments at the end of a funding period.

marketId string

ID of the market.

payments object[]

List of parties and the payment amounts, this can be negative for parties who lost at the end of the funding period.

Array [

amount string

The amount paid, this can be negative for parties who lost at the end of the funding period.

partyId string

ID of the party.

]

seq uint64

Sequence number of the funding period associated with these payments.

fundingPeriod object

Start or end of a funding period.

end int64

Time in Unix nanoseconds when the funding period ended.

externalTwap string

TWAP for this period based on the external data-points.

fundingPayment string

Funding payment for this period as the difference between the time-weighted average price of the external and internal data point.

fundingRate string

Percentage difference between the time-weighted average price of the external and internal data point.

internalTwap string

TWAP for this period based on the internal data-points.

marketId string

ID of the market for which this funding period relates to.

seq uint64

Sequence number of the funding period.

start int64

Time in Unix nanoseconds when the funding period started.

fundingPeriodDataPoint object

Data point within a funding period.

dataPointType FundingPeriodDataPointSource (string)

Possible values: [SOURCE_UNSPECIFIED, SOURCE_EXTERNAL, SOURCE_INTERNAL]

Default value: SOURCE_UNSPECIFIED

Origin of the data point.

marketId string

Market ID which the data point relates to.

price string

Price of the asset as seen by this data point.

seq uint64

Sequence number of the funding period this data point belongs to.

timestamp int64

Timestamp in Unix nanoseconds of when the data point was received.

twap string

The TWAP for this source with this data-point added.

gameScores object

Event notifying on near realtime game scores for parties and teams.

partyScores object[]

Array [

epoch int64

Epoch when these scores were generated.

gameId string

Game ID.

isEligible boolean

If the party is eligible for a reward for this game based on the current information.

openVolume string

Party's current open volume. Only populated if the game has a requirement for it.

party string

The party ID.

rank uint64

If the party is a member of a team, this is their relative position in the sorting order of the team. Empty if not a team, or if the party is not eligible.

score string

Party's current score in the game.

stakingBalance string

Party's current staking balance. Only populated if the game has a requirement for it.

teamId string

Team the party belongs to. Unset if the party is not part of a team.

time int64

Timestamp in Unix nanoseconds when these scores were generated.

totalFeesPaid string

Total fees paid by the party during the relevant period.

]

teamScores object[]

Array [

epoch int64

Epoch when these scores were generated.

gameId string

Game ID.

score string

Team's current collective score in the game.

teamId Team ID (string)

time int64

Timestamp in Unix nanoseconds when these scores were generated.

]

id Unique event ID for the message (string)

keyRotation object

blockHeight uint64

newPubKey Vega public key that is newly associated with the node (string)

nodeId Node ID of the node that rotated their Vega key (string)

oldPubKey Vega public key that was previously associated with the node (string)

ledgerMovements object

ledgerMovements object[]

Array [

balances object[]

Resulting balances once the ledger movement are applied.

Array [

account object

Account relating to the transfer.

assetId string

Asset ID of the asset for this account.

marketId string

Not specified if account is not related to a market.

owner string

Not specified if network account.

type Various collateral/account types as used by Vega (string)

Default value: ACCOUNT_TYPE_UNSPECIFIED

Type of the account.

balance string

Balance relating to the transfer. This field is an unsigned integer scaled to the asset's decimal places.

]

entries object[]

All the entries for these ledger movements.

Array [

amount string

Amount to transfer. This field is an unsigned integer scaled to the asset's decimal places.

fromAccount object

One or more accounts to transfer from.

assetId string

Asset ID of the asset for this account.

marketId string

Not specified if account is not related to a market.

owner string

Not specified if network account.

type Various collateral/account types as used by Vega (string)

Default value: ACCOUNT_TYPE_UNSPECIFIED

Type of the account.

fromAccountBalance string

Sender account balance after the transfer. This field is an unsigned integer scaled to the asset's decimal places.

timestamp int64

Timestamp in nanoseconds of when the ledger entry was created.

toAccount object

One or more accounts to transfer to.

assetId string

Asset ID of the asset for this account.

marketId string

Not specified if account is not related to a market.

owner string

Not specified if network account.

type Various collateral/account types as used by Vega (string)

Default value: ACCOUNT_TYPE_UNSPECIFIED

Type of the account.

toAccountBalance string

Receiver account balance after the transfer. This field is an unsigned integer scaled to the asset's decimal places.

transferId string

Transfer ID the ledger entry relates to.

type Transfers can occur between parties on Vega, these are the types that indicate why a transfer took place (string)

Possible values: [TRANSFER_TYPE_UNSPECIFIED, TRANSFER_TYPE_LOSS, TRANSFER_TYPE_WIN, TRANSFER_TYPE_MTM_LOSS, TRANSFER_TYPE_MTM_WIN, TRANSFER_TYPE_MARGIN_LOW, TRANSFER_TYPE_MARGIN_HIGH, TRANSFER_TYPE_MARGIN_CONFISCATED, TRANSFER_TYPE_MAKER_FEE_PAY, TRANSFER_TYPE_MAKER_FEE_RECEIVE, TRANSFER_TYPE_INFRASTRUCTURE_FEE_PAY, TRANSFER_TYPE_INFRASTRUCTURE_FEE_DISTRIBUTE, TRANSFER_TYPE_LIQUIDITY_FEE_PAY, TRANSFER_TYPE_LIQUIDITY_FEE_DISTRIBUTE, TRANSFER_TYPE_BOND_LOW, TRANSFER_TYPE_BOND_HIGH, TRANSFER_TYPE_WITHDRAW, TRANSFER_TYPE_DEPOSIT, TRANSFER_TYPE_BOND_SLASHING, TRANSFER_TYPE_REWARD_PAYOUT, TRANSFER_TYPE_TRANSFER_FUNDS_SEND, TRANSFER_TYPE_TRANSFER_FUNDS_DISTRIBUTE, TRANSFER_TYPE_CLEAR_ACCOUNT, TRANSFER_TYPE_CHECKPOINT_BALANCE_RESTORE, TRANSFER_TYPE_SPOT, TRANSFER_TYPE_HOLDING_LOCK, TRANSFER_TYPE_HOLDING_RELEASE, TRANSFER_TYPE_SUCCESSOR_INSURANCE_FRACTION, TRANSFER_TYPE_LIQUIDITY_FEE_ALLOCATE, TRANSFER_TYPE_LIQUIDITY_FEE_NET_DISTRIBUTE, TRANSFER_TYPE_SLA_PENALTY_BOND_APPLY, TRANSFER_TYPE_SLA_PENALTY_LP_FEE_APPLY, TRANSFER_TYPE_LIQUIDITY_FEE_UNPAID_COLLECT, TRANSFER_TYPE_SLA_PERFORMANCE_BONUS_DISTRIBUTE, TRANSFER_TYPE_PERPETUALS_FUNDING_LOSS, TRANSFER_TYPE_PERPETUALS_FUNDING_WIN, TRANSFER_TYPE_REWARDS_VESTED, TRANSFER_TYPE_FEE_REFERRER_REWARD_PAY, TRANSFER_TYPE_FEE_REFERRER_REWARD_DISTRIBUTE, TRANSFER_TYPE_ORDER_MARGIN_LOW, TRANSFER_TYPE_ORDER_MARGIN_HIGH, TRANSFER_TYPE_ISOLATED_MARGIN_LOW, TRANSFER_TYPE_ISOLATED_MARGIN_HIGH, TRANSFER_TYPE_AMM_LOW, TRANSFER_TYPE_AMM_HIGH, TRANSFER_TYPE_AMM_RELEASE]

Default value: TRANSFER_TYPE_UNSPECIFIED

Transfer type for this entry.

]

liquidityProvision object

buys object[]

Set of liquidity buy orders to meet the liquidity provision obligation.

Array [

liquidityOrder object

Liquidity order from the original submission.

offset string

Offset/amount of units away for the order. This field is an unsigned integer scaled using the market's decimal places.

proportion int64

Relative proportion of the commitment to be allocated at a price level.

reference Pegged reference defines which price point a pegged order is linked to - meaning the price for a pegged order is calculated from the value of the reference price point (string)

Possible values: [PEGGED_REFERENCE_UNSPECIFIED, PEGGED_REFERENCE_MID, PEGGED_REFERENCE_BEST_BID, PEGGED_REFERENCE_BEST_ASK]

Default value: PEGGED_REFERENCE_UNSPECIFIED

Pegged reference point for the order.

orderId string

Unique ID of the pegged order generated to fulfil this liquidity order.

]

commitmentAmount string

Specified as a unitless number that represents the amount of settlement asset of the market. This field is an unsigned integer scaled to the asset's decimal places.

createdAt int64

Timestamp in Unix nanoseconds for when the liquidity provision was created.

fee string

Nominated liquidity fee factor, which is an input to the calculation of taker fees on the market, as per setting fees and rewarding liquidity providers.

id string

Unique ID for the liquidity provision.

marketId string

Market ID for the liquidity provision.

partyId string

Unique party ID for the creator of the provision.

reference string

Reference shared between this liquidity provision and all its orders.

sells object[]

Set of liquidity sell orders to meet the liquidity provision obligation.

Array [

liquidityOrder object

Liquidity order from the original submission.

offset string

Offset/amount of units away for the order. This field is an unsigned integer scaled using the market's decimal places.

proportion int64

Relative proportion of the commitment to be allocated at a price level.

reference Pegged reference defines which price point a pegged order is linked to - meaning the price for a pegged order is calculated from the value of the reference price point (string)

Possible values: [PEGGED_REFERENCE_UNSPECIFIED, PEGGED_REFERENCE_MID, PEGGED_REFERENCE_BEST_BID, PEGGED_REFERENCE_BEST_ASK]

Default value: PEGGED_REFERENCE_UNSPECIFIED

Pegged reference point for the order.

orderId string

Unique ID of the pegged order generated to fulfil this liquidity order.

]

status vegaLiquidityProvisionStatus (string)

Possible values: [STATUS_UNSPECIFIED, STATUS_ACTIVE, STATUS_STOPPED, STATUS_CANCELLED, STATUS_REJECTED, STATUS_UNDEPLOYED, STATUS_PENDING]

Default value: STATUS_UNSPECIFIED

Status of this liquidity provision.

updatedAt int64

Timestamp in Unix nanoseconds for when the liquidity provision was updated.

version uint64

Version of this liquidity provision.

lossSocialization object

amount Amount distributed (string)

marketId Market ID for the event (string)

partyId Party ID (public key) for the event (string)

marginLevels object

asset string

Asset ID for which the margin levels apply.

collateralReleaseLevel string

Collateral release level value. This field is an unsigned integer scaled to the asset's decimal places.

initialMargin string

Initial margin value. This field is an unsigned integer scaled to the asset's decimal places.

maintenanceMargin string

Maintenance margin value. This field is an unsigned integer scaled to the asset's decimal places.

marginFactor string

Margin factor, relevant only for isolated margin, 0 otherwise.

marginMode - MARGIN_MODE_UNSPECIFIED: Never valid. - MARGIN_MODE_CROSS_MARGIN: Cross margin mode - margin is dynamically acquired and released as a position is marked to market - MARGIN_MODE_ISOLATED_MARGIN: Isolated margin mode - margin for any newly opened position volume is transferred to the margin account when the trade is executed (string)

Possible values: [MARGIN_MODE_UNSPECIFIED, MARGIN_MODE_CROSS_MARGIN, MARGIN_MODE_ISOLATED_MARGIN]

Default value: MARGIN_MODE_UNSPECIFIED

Margin mode for the party, cross margin or isolated margin.

marketId string

Market ID for which the margin levels apply.

orderMargin string

Margin required to cover orders in isolated margin mode.

partyId string

Party ID for whom the margin levels apply.

searchLevel string

Margin search level value. This field is an unsigned integer scaled to the asset's decimal places.

timestamp int64

Timestamp in Unix nanoseconds for when the ledger entry was created.

market object

marketId Market ID for the event (string)

payload Payload is a unique information string (string)

marketCreated object

decimalPlaces uint64

Number of decimal places that a price must be shifted by in order to get a correct price denominated in the currency of the market, for example: realPrice = price / 10^decimalPlaces. On spot markets, also called 'size decimal places'.

enableTransactionReordering If enabled aggressive orders sent to the market will be delayed by the configured number of blocks (boolean)

fees object

Fees configuration that apply to the market.

factors object

Fee factors.

infrastructureFee string

Infrastructure fee charged network wide for staking and governance.

liquidityFee string

Liquidity fee applied per market for market making.

makerFee string

Market maker fee charged network wide.

liquidityFeeSettings object

Liquidity fee settings for the market describing how the fee was calculated.

feeConstant string

Constant liquidity fee used when using the constant fee method.

method vegaLiquidityFeeSettingsMethod (string)

Possible values: [METHOD_UNSPECIFIED, METHOD_MARGINAL_COST, METHOD_WEIGHTED_AVERAGE, METHOD_CONSTANT]

Default value: METHOD_UNSPECIFIED

Method used to calculate the market's liquidity fee.

id string

Unique ID for the market.

insurancePoolFraction string

The fraction of the parent market's insurance pool that this market inherits; range 0 through 1.

linearSlippageFactor string

Linear slippage factor is used to cap the slippage component of maintenance margin - it is applied to the slippage volume.

liquidationStrategy object

Liquidation strategy used by this market.

disposalFraction string

Fraction of the open position the market will try to close in a single attempt; range 0 through 1.

disposalSlippageRange string

Decimal > 0 specifying the range range above and below the mid price within which the network will trade to dispose of its position. The value can be > 1. For example, if set to 1.5, the minimum price will be 0, ie max(0, mid_price * (1 - 1.5)), and the maximum price will be mid_price * (1 + 1.5).

disposalTimeStep int64

Interval, in seconds, at which the network will attempt to close its position.

fullDisposalSize uint64

Size of the position that the network will try to close in a single attempt.

maxFractionConsumed string

Max fraction of the total volume of the orderbook, within liquidity bounds, that the network can use to close its position; range 0 through 1.

liquidityMonitoringParameters object

LiquidityMonitoringParameters for the market.

auctionExtension int64

Specifies by how many seconds an auction should be extended if leaving the auction were to trigger a liquidity auction.

targetStakeParameters object

Specifies parameters related to target stake calculation.

scalingFactor double

Specifies scaling factors used in target stake calculation.

timeWindow int64

Specifies length of time window expressed in seconds for target stake calculation.

triggeringRatio string

Specifies the triggering ratio for entering liquidity auction.

liquiditySlaParams object

Liquidity SLA parameters for the market.

commitmentMinTimeFraction string

Specifies the minimum fraction of time LPs must spend "on the book" providing their committed liquidity.

performanceHysteresisEpochs uint64

Specifies the number of liquidity epochs over which past performance will continue to affect rewards.

priceRange string

slaCompetitionFactor string

Specifies the maximum fraction of their accrued fees an LP that meets the SLA implied by market.liquidity.commitmentMinTimeFraction will lose to liquidity providers that achieved a higher SLA performance than them.

lpPriceRange string

Percentage move up and down from the mid price which specifies the range of price levels over which automated liquidity provisions will be deployed.

markPriceConfiguration object

Mark price calculation configuration.

cashAmount string

Cash amount, in asset decimals, used for the calculation of the mark price from the order book.

compositePriceType vegaCompositePriceType (string)

Possible values: [COMPOSITE_PRICE_TYPE_UNSPECIFIED, COMPOSITE_PRICE_TYPE_WEIGHTED, COMPOSITE_PRICE_TYPE_MEDIAN, COMPOSITE_PRICE_TYPE_LAST_TRADE]

Default value: COMPOSITE_PRICE_TYPE_UNSPECIFIED

Which method is used for the calculation of the composite price for the market.

dataSourcesSpec object[]

Additional price sources to be used for internal composite price calculation.

Array [

external object

DataSourceDefinitionExternal is the top level object used for all external data sources. It contains one of any of the defined SourceType variants.

ethOracle object

Contains the data specification that is received from Ethereum sources.

abi string

The ABI of that contract.

address string

Ethereum address of the contract to call.

args object[]

List of arguments to pass to method call. Protobuf 'Value' wraps an arbitrary JSON type that is mapped to an Ethereum type according to the ABI.

filters object[]

Array [

conditions object[]

Conditions that should be matched by the data to be considered of interest.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

key object

Data source's data property key targeted by the filter.

name string

Name of the property.

numberDecimalPlaces uint64

type v1PropertyKeyType (string)

Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

Default value: TYPE_UNSPECIFIED

Data type of the property.

]

method string

Name of the method on the contract to call.

normalisers object[]

Normalisers are used to convert the data returned from the contract method into a standard format. The key of the map is the name of the property, which identifies the specific piece of data to other parts of the data sourcing framework, for example filters. The value is a JSONPath expression for expressing where in the contract call result the required data is located, for example $[0] indicates the first result. $[1].price would look in the second result returned from the contract for a structure with a key called 'price' and use that if it exists.

Array [

expression string

name string

]

requiredConfirmations uint64

sourceChainId uint64

The ID of the EVM based chain which is to be used to source the oracle data.

trigger object

Conditions for determining when to call the contract method.

timeTrigger object

Trigger for an Ethereum call based on the Ethereum block timestamp. Can be one-off or repeating.

every uint64

Repeat the call every n seconds after the initial call. If no time for initial call was specified, begin repeating immediately.

initial uint64

Trigger when the Ethereum time is greater or equal to this time, in Unix seconds.

until uint64

If repeating, stop once Ethereum time is greater than this time, in Unix seconds. If not set, then repeat indefinitely.

oracle object

All types of external data sources use the same configuration set for meeting requirements in order for the data to be useful for Vega - valid signatures and matching filters.

filters object[]

Filters describes which source data are considered of interest or not for the product (or the risk model).

Array [

conditions object[]

Conditions that should be matched by the data to be considered of interest.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

key object

Data source's data property key targeted by the filter.

name string

Name of the property.

numberDecimalPlaces uint64

type v1PropertyKeyType (string)

Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

Default value: TYPE_UNSPECIFIED

Data type of the property.

]

signers object[]

Signers is the list of authorized signatures that signed the data for this source. All the signatures in the data source data should be contained in this external source. All the signatures in the data should be contained in this list.

Array [

ethAddress object

In case of an open oracle - Ethereum address will be submitted.

address string

pubKey object

List of authorized public keys that signed the data for this source. All the public keys in the data should be contained in these public keys.

key string

]

internal object

Top level object used for all internal data sources. It contains one of any of the defined source type variants.

time object

Internal data source used for emitting timestamps.

conditions object[]

Conditions that the timestamps should meet in order to be considered.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

timeTrigger object

Internal data source used for emitting timestamps automatically using predefined intervals and conditions.

conditions object[]

Conditions that the timestamps need to meet in order to be considered.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

triggers object[]

Array [

every int64

Repeat the trigger every n seconds after the initial. If no time for initial was specified, begin repeating immediately.

initial int64

Trigger when the vega time is greater or equal to this time, in Unix seconds.

]

dataSourcesSpecBinding object[]

Array [

priceSourceProperty string

The property name of price.

]

decayPower uint64

Decay power used for the calculation of mark price.

decayWeight string

Decay weight used for calculation of mark price.

sourceStalenessTolerance string[]

For how long a price source is considered valid. One entry for each data source such that the first is for the trade based mark price, the second is for the book based price the third is for the first oracle, followed by more oracle data source staleness tolerance.

sourceWeights string[]

Weights for each composite price data source.

marketTimestamps object

Timestamps for when the market state changes.

close int64

Time when the market closed.

open int64

Time when the market has left the opening auction and is ready to accept trades.

pending int64

Time when the market has been voted in and began its opening auction.

proposed int64

Time when the market is first proposed.

openingAuction object

Auction duration specifies how long the opening auction will run (minimum duration and optionally a minimum traded volume).

duration int64

Duration of the auction in seconds.

volume uint64

Target uncrossing trading volume.

parentMarketId ID of the market this market succeeds (string)

positionDecimalPlaces int64

The number of decimal places for a position. On spot markets, used for order size, also known as 'size decimal places'.

priceMonitoringSettings object

PriceMonitoringSettings for the market.

parameters object

Specifies price monitoring parameters to be used for price monitoring purposes.

triggers object[]

Array [

auctionExtension int64

Price monitoring auction extension duration in seconds should the price breach its theoretical level over the specified horizon at the specified probability level.

horizon int64

Price monitoring projection horizon τ in seconds.

probability string

Price monitoring probability level p.

]

quadraticSlippageFactor string

Quadratic slippage factor is used to cap the slippage component of maintenance margin - it is applied to the square of the slippage volume.

state Current state of the market (string)

Possible values: [STATE_UNSPECIFIED, STATE_PROPOSED, STATE_REJECTED, STATE_PENDING, STATE_CANCELLED, STATE_ACTIVE, STATE_SUSPENDED, STATE_CLOSED, STATE_TRADING_TERMINATED, STATE_SETTLED, STATE_SUSPENDED_VIA_GOVERNANCE]

Default value: STATE_UNSPECIFIED

Current state of the market.

successorMarketId string

ID of the market that succeeds this market if it exists. This will be populated by the system when the successor market is enabled.

tickSize The market tick size defines the minimum change in quote price for the market (string)

tradableInstrument object

Tradable instrument configuration.

instrument object

Details for the underlying instrument.

code string

Code for the instrument.

future object

Future.

cap object

If set, this product represents a capped future market.

binarySettlement boolean

If set to true, the settlement price must either be zero, or equal to the max price.

fullyCollateralised boolean

If set to true, positions must be fully collateralised so there is no default risk for any party.

maxPrice string

Set the maximum price for orders, and settlement data in market decimals.

dataSourceSpecBinding object

Binding between the data spec and the data source.

settlementDataProperty string

Name of the property in the source data that should be used as settlement data. If it is set to "prices.BTC.value", then the Future will use the value of this property as settlement data.

tradingTerminationProperty string

Name of the property in the data source data that signals termination of trading.

dataSourceSpecForSettlementData object

Data source specification that describes the settlement data source filter.

createdAt int64

data object

Represents the top level object that handles data sources. Data source definition can be external or internal, with whatever number of data sources are defined for each type in the child objects below.

external object

DataSourceDefinitionExternal is the top level object used for all external data sources. It contains one of any of the defined SourceType variants.

ethOracle object

Contains the data specification that is received from Ethereum sources.

abi string

The ABI of that contract.

address string

Ethereum address of the contract to call.

args object[]

List of arguments to pass to method call. Protobuf 'Value' wraps an arbitrary JSON type that is mapped to an Ethereum type according to the ABI.

filters object[]

Array [

conditions object[]

Conditions that should be matched by the data to be considered of interest.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

key object

Data source's data property key targeted by the filter.

name string

Name of the property.

numberDecimalPlaces uint64

type v1PropertyKeyType (string)

Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

Default value: TYPE_UNSPECIFIED

Data type of the property.

]

method string

Name of the method on the contract to call.

normalisers object[]

Array [

expression string

name string

]

requiredConfirmations uint64

sourceChainId uint64

The ID of the EVM based chain which is to be used to source the oracle data.

trigger object

Conditions for determining when to call the contract method.

timeTrigger object

Trigger for an Ethereum call based on the Ethereum block timestamp. Can be one-off or repeating.

every uint64

Repeat the call every n seconds after the initial call. If no time for initial call was specified, begin repeating immediately.

initial uint64

Trigger when the Ethereum time is greater or equal to this time, in Unix seconds.

until uint64

If repeating, stop once Ethereum time is greater than this time, in Unix seconds. If not set, then repeat indefinitely.

oracle object

All types of external data sources use the same configuration set for meeting requirements in order for the data to be useful for Vega - valid signatures and matching filters.

filters object[]

Filters describes which source data are considered of interest or not for the product (or the risk model).

Array [

conditions object[]

Conditions that should be matched by the data to be considered of interest.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

key object

Data source's data property key targeted by the filter.

name string

Name of the property.

numberDecimalPlaces uint64

type v1PropertyKeyType (string)

Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

Default value: TYPE_UNSPECIFIED

Data type of the property.

]

signers object[]

Array [

ethAddress object

In case of an open oracle - Ethereum address will be submitted.

address string

pubKey object

List of authorized public keys that signed the data for this source. All the public keys in the data should be contained in these public keys.

key string

]

internal object

Top level object used for all internal data sources. It contains one of any of the defined source type variants.

time object

Internal data source used for emitting timestamps.

conditions object[]

Conditions that the timestamps should meet in order to be considered.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

timeTrigger object

Internal data source used for emitting timestamps automatically using predefined intervals and conditions.

conditions object[]

Conditions that the timestamps need to meet in order to be considered.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

triggers object[]

Array [

every int64

Repeat the trigger every n seconds after the initial. If no time for initial was specified, begin repeating immediately.

initial int64

Trigger when the vega time is greater or equal to this time, in Unix seconds.

]

id string

Hash generated from the DataSpec data.

status Status describes the status of the data source spec (string)

Possible values: [STATUS_UNSPECIFIED, STATUS_ACTIVE, STATUS_DEACTIVATED]

Default value: STATUS_UNSPECIFIED

STATUS_UNSPECIFIED: Default value.
STATUS_ACTIVE: STATUS_ACTIVE describes an active data source spec.
STATUS_DEACTIVATED: STATUS_DEACTIVATED describes a data source spec that is not listening to data anymore.

updatedAt int64

dataSourceSpecForTradingTermination object

Data source specification that describes the trading termination data source filter.

createdAt int64

data object

external object

DataSourceDefinitionExternal is the top level object used for all external data sources. It contains one of any of the defined SourceType variants.

ethOracle object

Contains the data specification that is received from Ethereum sources.

abi string

The ABI of that contract.

address string

Ethereum address of the contract to call.

args object[]

List of arguments to pass to method call. Protobuf 'Value' wraps an arbitrary JSON type that is mapped to an Ethereum type according to the ABI.

filters object[]

Array [

conditions object[]

Conditions that should be matched by the data to be considered of interest.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

key object

Data source's data property key targeted by the filter.

name string

Name of the property.

numberDecimalPlaces uint64

type v1PropertyKeyType (string)

Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

Default value: TYPE_UNSPECIFIED

Data type of the property.

]

method string

Name of the method on the contract to call.

normalisers object[]

Array [

expression string

name string

]

requiredConfirmations uint64

sourceChainId uint64

The ID of the EVM based chain which is to be used to source the oracle data.

trigger object

Conditions for determining when to call the contract method.

timeTrigger object

Trigger for an Ethereum call based on the Ethereum block timestamp. Can be one-off or repeating.

every uint64

Repeat the call every n seconds after the initial call. If no time for initial call was specified, begin repeating immediately.

initial uint64

Trigger when the Ethereum time is greater or equal to this time, in Unix seconds.

until uint64

If repeating, stop once Ethereum time is greater than this time, in Unix seconds. If not set, then repeat indefinitely.

oracle object

All types of external data sources use the same configuration set for meeting requirements in order for the data to be useful for Vega - valid signatures and matching filters.

filters object[]

Filters describes which source data are considered of interest or not for the product (or the risk model).

Array [

conditions object[]

Conditions that should be matched by the data to be considered of interest.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

key object

Data source's data property key targeted by the filter.

name string

Name of the property.

numberDecimalPlaces uint64

type v1PropertyKeyType (string)

Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

Default value: TYPE_UNSPECIFIED

Data type of the property.

]

signers object[]

Array [

ethAddress object

In case of an open oracle - Ethereum address will be submitted.

address string

pubKey object

List of authorized public keys that signed the data for this source. All the public keys in the data should be contained in these public keys.

key string

]

internal object

Top level object used for all internal data sources. It contains one of any of the defined source type variants.

time object

Internal data source used for emitting timestamps.

conditions object[]

Conditions that the timestamps should meet in order to be considered.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

timeTrigger object

Internal data source used for emitting timestamps automatically using predefined intervals and conditions.

conditions object[]

Conditions that the timestamps need to meet in order to be considered.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

triggers object[]

Array [

every int64

Repeat the trigger every n seconds after the initial. If no time for initial was specified, begin repeating immediately.

initial int64

Trigger when the vega time is greater or equal to this time, in Unix seconds.

]

id string

Hash generated from the DataSpec data.

status Status describes the status of the data source spec (string)

Possible values: [STATUS_UNSPECIFIED, STATUS_ACTIVE, STATUS_DEACTIVATED]

Default value: STATUS_UNSPECIFIED

STATUS_UNSPECIFIED: Default value.
STATUS_ACTIVE: STATUS_ACTIVE describes an active data source spec.
STATUS_DEACTIVATED: STATUS_DEACTIVATED describes a data source spec that is not listening to data anymore.

updatedAt int64

quoteName string

Quote name of the instrument.

settlementAsset string

Underlying asset for the future.

id string

Unique instrument ID.

metadata object

Collection of instrument meta-data.

tags string[]

List of 0 or more tags.

name string

Name of the instrument.

perpetual object

Perpetual.

clampLowerBound string

Lower bound for the clamp function used as part of the funding rate calculation, in the range [-1, 1].

clampUpperBound string

Upper bound for the clamp function used as part of the funding rate calculation, in the range [-1, 1].

dataSourceSpecBinding object

Binding between the data source spec and the settlement data.

settlementDataProperty string

Name of the property in the source data that should be used for settlement data. If it is set to "prices.BTC.value" for example, then the perpetual market will use the value of this property to get settlement data.

settlementScheduleProperty string

Name of the property in the source data that should be used to determine the perpetual's settlement schedule.

dataSourceSpecForSettlementData object

Data source spec describing the data source for settlement.

createdAt int64

data object

external object

DataSourceDefinitionExternal is the top level object used for all external data sources. It contains one of any of the defined SourceType variants.

ethOracle object

Contains the data specification that is received from Ethereum sources.

abi string

The ABI of that contract.

address string

Ethereum address of the contract to call.

args object[]

List of arguments to pass to method call. Protobuf 'Value' wraps an arbitrary JSON type that is mapped to an Ethereum type according to the ABI.

filters object[]

Array [

conditions object[]

Conditions that should be matched by the data to be considered of interest.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

key object

Data source's data property key targeted by the filter.

name string

Name of the property.

numberDecimalPlaces uint64

type v1PropertyKeyType (string)

Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

Default value: TYPE_UNSPECIFIED

Data type of the property.

]

method string

Name of the method on the contract to call.

normalisers object[]

Array [

expression string

name string

]

requiredConfirmations uint64

sourceChainId uint64

The ID of the EVM based chain which is to be used to source the oracle data.

trigger object

Conditions for determining when to call the contract method.

timeTrigger object

Trigger for an Ethereum call based on the Ethereum block timestamp. Can be one-off or repeating.

every uint64

Repeat the call every n seconds after the initial call. If no time for initial call was specified, begin repeating immediately.

initial uint64

Trigger when the Ethereum time is greater or equal to this time, in Unix seconds.

until uint64

If repeating, stop once Ethereum time is greater than this time, in Unix seconds. If not set, then repeat indefinitely.

oracle object

All types of external data sources use the same configuration set for meeting requirements in order for the data to be useful for Vega - valid signatures and matching filters.

filters object[]

Filters describes which source data are considered of interest or not for the product (or the risk model).

Array [

conditions object[]

Conditions that should be matched by the data to be considered of interest.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

key object

Data source's data property key targeted by the filter.

name string

Name of the property.

numberDecimalPlaces uint64

type v1PropertyKeyType (string)

Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

Default value: TYPE_UNSPECIFIED

Data type of the property.

]

signers object[]

Array [

ethAddress object

In case of an open oracle - Ethereum address will be submitted.

address string

pubKey object

List of authorized public keys that signed the data for this source. All the public keys in the data should be contained in these public keys.

key string

]

internal object

Top level object used for all internal data sources. It contains one of any of the defined source type variants.

time object

Internal data source used for emitting timestamps.

conditions object[]

Conditions that the timestamps should meet in order to be considered.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

timeTrigger object

Internal data source used for emitting timestamps automatically using predefined intervals and conditions.

conditions object[]

Conditions that the timestamps need to meet in order to be considered.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

triggers object[]

Array [

every int64

Repeat the trigger every n seconds after the initial. If no time for initial was specified, begin repeating immediately.

initial int64

Trigger when the vega time is greater or equal to this time, in Unix seconds.

]

id string

Hash generated from the DataSpec data.

status Status describes the status of the data source spec (string)

Possible values: [STATUS_UNSPECIFIED, STATUS_ACTIVE, STATUS_DEACTIVATED]

Default value: STATUS_UNSPECIFIED

STATUS_UNSPECIFIED: Default value.
STATUS_ACTIVE: STATUS_ACTIVE describes an active data source spec.
STATUS_DEACTIVATED: STATUS_DEACTIVATED describes a data source spec that is not listening to data anymore.

updatedAt int64

dataSourceSpecForSettlementSchedule object

Data source spec describing the data source for settlement schedule.

createdAt int64

data object

external object

DataSourceDefinitionExternal is the top level object used for all external data sources. It contains one of any of the defined SourceType variants.

ethOracle object

Contains the data specification that is received from Ethereum sources.

abi string

The ABI of that contract.

address string

Ethereum address of the contract to call.

args object[]

List of arguments to pass to method call. Protobuf 'Value' wraps an arbitrary JSON type that is mapped to an Ethereum type according to the ABI.

filters object[]

Array [

conditions object[]

Conditions that should be matched by the data to be considered of interest.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

key object

Data source's data property key targeted by the filter.

name string

Name of the property.

numberDecimalPlaces uint64

type v1PropertyKeyType (string)

Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

Default value: TYPE_UNSPECIFIED

Data type of the property.

]

method string

Name of the method on the contract to call.

normalisers object[]

Array [

expression string

name string

]

requiredConfirmations uint64

sourceChainId uint64

The ID of the EVM based chain which is to be used to source the oracle data.

trigger object

Conditions for determining when to call the contract method.

timeTrigger object

Trigger for an Ethereum call based on the Ethereum block timestamp. Can be one-off or repeating.

every uint64

Repeat the call every n seconds after the initial call. If no time for initial call was specified, begin repeating immediately.

initial uint64

Trigger when the Ethereum time is greater or equal to this time, in Unix seconds.

until uint64

If repeating, stop once Ethereum time is greater than this time, in Unix seconds. If not set, then repeat indefinitely.

oracle object

All types of external data sources use the same configuration set for meeting requirements in order for the data to be useful for Vega - valid signatures and matching filters.

filters object[]

Filters describes which source data are considered of interest or not for the product (or the risk model).

Array [

conditions object[]

Conditions that should be matched by the data to be considered of interest.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

key object

Data source's data property key targeted by the filter.

name string

Name of the property.

numberDecimalPlaces uint64

type v1PropertyKeyType (string)

Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

Default value: TYPE_UNSPECIFIED

Data type of the property.

]

signers object[]

Array [

ethAddress object

In case of an open oracle - Ethereum address will be submitted.

address string

pubKey object

List of authorized public keys that signed the data for this source. All the public keys in the data should be contained in these public keys.

key string

]

internal object

Top level object used for all internal data sources. It contains one of any of the defined source type variants.

time object

Internal data source used for emitting timestamps.

conditions object[]

Conditions that the timestamps should meet in order to be considered.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

timeTrigger object

Internal data source used for emitting timestamps automatically using predefined intervals and conditions.

conditions object[]

Conditions that the timestamps need to meet in order to be considered.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

triggers object[]

Array [

every int64

Repeat the trigger every n seconds after the initial. If no time for initial was specified, begin repeating immediately.

initial int64

Trigger when the vega time is greater or equal to this time, in Unix seconds.

]

id string

Hash generated from the DataSpec data.

status Status describes the status of the data source spec (string)

Possible values: [STATUS_UNSPECIFIED, STATUS_ACTIVE, STATUS_DEACTIVATED]

Default value: STATUS_UNSPECIFIED

STATUS_UNSPECIFIED: Default value.
STATUS_ACTIVE: STATUS_ACTIVE describes an active data source spec.
STATUS_DEACTIVATED: STATUS_DEACTIVATED describes a data source spec that is not listening to data anymore.

updatedAt int64

fundingRateLowerBound string

Lower bound for the funding-rate such that the funding-rate will never be lower than this value.

fundingRateScalingFactor string

Factor applied to funding-rates. This scales the impact that spot price deviations have on funding payments.

fundingRateUpperBound string

Upper bound for the funding-rate such that the funding-rate will never be higher than this value.

interestRate string

Continuously compounded interest rate used in funding rate calculation, in the range [-1, 1].

internalCompositePriceConfig object

Optional configuration for the internal composite price used in funding payment calculation.

cashAmount string

Cash amount, in asset decimals, used for the calculation of the mark price from the order book.

compositePriceType vegaCompositePriceType (string)

Possible values: [COMPOSITE_PRICE_TYPE_UNSPECIFIED, COMPOSITE_PRICE_TYPE_WEIGHTED, COMPOSITE_PRICE_TYPE_MEDIAN, COMPOSITE_PRICE_TYPE_LAST_TRADE]

Default value: COMPOSITE_PRICE_TYPE_UNSPECIFIED

Which method is used for the calculation of the composite price for the market.

dataSourcesSpec object[]

Additional price sources to be used for internal composite price calculation.

Array [

external object

DataSourceDefinitionExternal is the top level object used for all external data sources. It contains one of any of the defined SourceType variants.

ethOracle object

Contains the data specification that is received from Ethereum sources.

abi string

The ABI of that contract.

address string

Ethereum address of the contract to call.

args object[]

List of arguments to pass to method call. Protobuf 'Value' wraps an arbitrary JSON type that is mapped to an Ethereum type according to the ABI.

filters object[]

Array [

conditions object[]

Conditions that should be matched by the data to be considered of interest.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

key object

Data source's data property key targeted by the filter.

name string

Name of the property.

numberDecimalPlaces uint64

type v1PropertyKeyType (string)

Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

Default value: TYPE_UNSPECIFIED

Data type of the property.

]

method string

Name of the method on the contract to call.

normalisers object[]

Array [

expression string

name string

]

requiredConfirmations uint64

sourceChainId uint64

The ID of the EVM based chain which is to be used to source the oracle data.

trigger object

Conditions for determining when to call the contract method.

timeTrigger object

Trigger for an Ethereum call based on the Ethereum block timestamp. Can be one-off or repeating.

every uint64

Repeat the call every n seconds after the initial call. If no time for initial call was specified, begin repeating immediately.

initial uint64

Trigger when the Ethereum time is greater or equal to this time, in Unix seconds.

until uint64

If repeating, stop once Ethereum time is greater than this time, in Unix seconds. If not set, then repeat indefinitely.

oracle object

All types of external data sources use the same configuration set for meeting requirements in order for the data to be useful for Vega - valid signatures and matching filters.

filters object[]

Filters describes which source data are considered of interest or not for the product (or the risk model).

Array [

conditions object[]

Conditions that should be matched by the data to be considered of interest.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

key object

Data source's data property key targeted by the filter.

name string

Name of the property.

numberDecimalPlaces uint64

type v1PropertyKeyType (string)

Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

Default value: TYPE_UNSPECIFIED

Data type of the property.

]

signers object[]

Array [

ethAddress object

In case of an open oracle - Ethereum address will be submitted.

address string

pubKey object

List of authorized public keys that signed the data for this source. All the public keys in the data should be contained in these public keys.

key string

]

internal object

Top level object used for all internal data sources. It contains one of any of the defined source type variants.

time object

Internal data source used for emitting timestamps.

conditions object[]

Conditions that the timestamps should meet in order to be considered.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

timeTrigger object

Internal data source used for emitting timestamps automatically using predefined intervals and conditions.

conditions object[]

Conditions that the timestamps need to meet in order to be considered.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

triggers object[]

Array [

every int64

Repeat the trigger every n seconds after the initial. If no time for initial was specified, begin repeating immediately.

initial int64

Trigger when the vega time is greater or equal to this time, in Unix seconds.

]

dataSourcesSpecBinding object[]

Array [

priceSourceProperty string

The property name of price.

]

decayPower uint64

Decay power used for the calculation of mark price.

decayWeight string

Decay weight used for calculation of mark price.

sourceStalenessTolerance string[]

sourceWeights string[]

Weights for each composite price data source.

marginFundingFactor string

Controls how much the upcoming funding payment liability contributes to party's margin, in the range [0, 1].

quoteName string

Quote name of the instrument.

settlementAsset string

Underlying asset for the perpetual.

spot object

Spot.

baseAsset string

Asset ID of the underlying base asset for the spot product.

quoteAsset string

Asset ID of the underlying quote asset for the spot product.

logNormalRiskModel object

Log normal.

params object

Risk model parameters for log normal.

mu double

Mu parameter, annualised growth rate of the underlying asset.

r double

R parameter, annualised growth rate of the risk-free asset, used for discounting of future cash flows, can be any real number.

sigma double

Sigma parameter, annualised volatility of the underlying asset, must be a strictly non-negative real number.

riskAversionParameter double

Risk Aversion Parameter.

riskFactorOverride object

And optional override for the risk factor calculated by the risk model.

long string

Long Risk factor value.

short string

Short Risk factor value.

tau double

Tau parameter of the risk model, projection horizon measured as a year fraction used in the expected shortfall calculation to obtain the maintenance margin, must be a strictly non-negative real number.

marginCalculator object

Margin calculator for the instrument.

fullyCollateralised boolean

If set to true, positions must be fully collateralised so there is no default risk for any party (capped futures).

scalingFactors object

Scaling factors for margin calculation.

collateralRelease double

Collateral release level. If a trader has collateral above this level, the system will release collateral to a trader's general collateral account for the asset.

initialMargin double

Initial margin level. This is the minimum amount of collateral required to open a position in a market that requires margin.

searchLevel double

Collateral search level. If collateral dips below this value, the system will search for collateral to release.

simpleRiskModel object

Simple.

params object

Risk model params for simple modelling.

factorLong double

Pre-defined risk factor value for long.

factorShort double

Pre-defined risk factor value for short.

maxMoveUp double

Pre-defined maximum price move up that the model considers as valid.

minMoveDown double

Pre-defined minimum price move down that the model considers as valid.

probabilityOfTrading double

Pre-defined constant probability of trading.

tradingMode Trading mode the market is currently running, also referred to as 'market state' (string)

Possible values: [TRADING_MODE_UNSPECIFIED, TRADING_MODE_CONTINUOUS, TRADING_MODE_BATCH_AUCTION, TRADING_MODE_OPENING_AUCTION, TRADING_MODE_MONITORING_AUCTION, TRADING_MODE_NO_TRADING, TRADING_MODE_SUSPENDED_VIA_GOVERNANCE, TRADING_MODE_LONG_BLOCK_AUCTION]

Default value: TRADING_MODE_UNSPECIFIED

Current mode of execution of the market.

marketData object

auctionEnd int64

Time in seconds until the end of the auction (zero if currently not in auction period).

auctionStart int64

Time until next auction, or start time of the current auction if market is in auction period.

bestBidPrice string

Highest price level on an order book for buy orders, as an unsigned integer, for example 123456 is a correctly formatted price of 1.23456 assuming market configured to 5 decimal places.

bestBidVolume uint64

Aggregated volume being bid at the best bid price, as an integer, for example 123456 is a correctly formatted price of 1.23456 assuming market is configured to 5 decimal places.

bestOfferPrice string

Lowest price level on an order book for offer orders. This field is an unsigned integer scaled to the market's decimal places.

bestOfferVolume uint64

Aggregated volume being offered at the best offer price, as an integer, for example 123456 is a correctly formatted price of 1.23456 assuming market is configured to 5 decimal places.

bestStaticBidPrice string

Highest price on the order book for buy orders not including pegged orders. This field is an unsigned integer scaled to the market's decimal places.

bestStaticBidVolume uint64

Total volume at the best static bid price excluding pegged orders.

bestStaticOfferPrice string

Lowest price on the order book for sell orders not including pegged orders. This field is an unsigned integer scaled to the market's decimal places.

bestStaticOfferVolume uint64

Total volume at the best static offer price, excluding pegged orders.

extensionTrigger Auction triggers indicate what condition triggered an auction (if market is in auction mode) (string)

Default value: AUCTION_TRIGGER_UNSPECIFIED

When a market auction is extended, this field indicates what caused the extension.

indicativePrice string

Indicative price (zero if not in auction). This field is an unsigned scaled to the market's decimal places.

indicativeVolume uint64

Indicative volume (zero if not in auction).

lastTradedPrice string

Last traded price of the market. This field is an unsigned integer scaled to the market's decimal places.

liquidityProviderFeeShare object[]

Equity-like share of liquidity fee for each liquidity provider.

Array [

averageEntryValuation string

Average entry valuation of the liquidity provider for the market.

averageScore string

Average liquidity score.

equityLikeShare string

Share own by this liquidity provider.

party string

Liquidity provider party ID.

virtualStake string

The virtual stake of this liquidity provider.

]

liquidityProviderSla object[]

SLA performance for each liquidity provider.

Array [

currentEpochFractionOfTimeOnBook string

Indicates how often LP meets the commitment during the current epoch.

hysteresisPeriodFeePenalties string[]

Determines how the fee penalties from past epochs affect future fee revenue.

lastEpochBondPenalty string

Shows the bond penalties from past epochs.

lastEpochFeePenalty string

Indicates the fee penalty amount applied in the previous epoch.

lastEpochFractionOfTimeOnBook string

Indicates how often LP met the commitment in the previous epoch.

notionalVolumeBuys string

Notional volume of orders within the range provided on the buy side of the book.

notionalVolumeSells string

Notional volume of orders within the range provided on the sell side of the book.

party string

Liquidity provider party ID.

requiredLiquidity string

Represents the total amount of funds LP must supply. The amount to be supplied is in the market’s settlement currency, spread on both buy and sell sides of the order book within a defined range.

]

markPrice string

Mark price, as an unsigned integer, for example 123456 is a correctly formatted price of 1.23456 assuming market configured to 5 decimal places.

markPriceState object

State of the internal composite price.

priceSources object[]

Array [

lastUpdated int64

Timestamp in Unix nanoseconds when the price source was last updated.

price string

Current value of the composite source price.

priceSource string

Source of the price.

]

markPriceType vegaCompositePriceType (string)

Possible values: [COMPOSITE_PRICE_TYPE_UNSPECIFIED, COMPOSITE_PRICE_TYPE_WEIGHTED, COMPOSITE_PRICE_TYPE_MEDIAN, COMPOSITE_PRICE_TYPE_LAST_TRADE]

Default value: COMPOSITE_PRICE_TYPE_UNSPECIFIED

The method used for calculating the mark price.

market Market ID for the data (string)

marketGrowth string

Market growth at the last market time window.

marketState Current state of the market (string)

Default value: STATE_UNSPECIFIED

Current state of the market.

marketTradingMode Trading mode the market is currently running, also referred to as 'market state' (string)

Default value: TRADING_MODE_UNSPECIFIED

Current trading mode for the market.

marketValueProxy string

Market value proxy.

midPrice string

Arithmetic average of the best bid price and best offer price, as an integer, for example 123456 is a correctly formatted price of 1.23456 assuming market configured to 5 decimal places.

nextMarkToMarket int64

Time in Unix nanoseconds when the next mark-to-market calculation will occur.

nextNetworkCloseout int64

Time in Unix nanoseconds when the market will next submit a trade to reduce its position.

openInterest uint64

Sum of the size of all positions greater than zero on the market.

priceMonitoringBounds object[]

One or more price monitoring bounds for the current timestamp.

Array [

active boolean

Has this bound been triggered yet or is it still active.

maxValidPrice string

Maximum price that isn't currently breaching the specified price monitoring trigger. This field is an unsigned integer scaled to the market's decimal places.

minValidPrice string

Minimum price that isn't currently breaching the specified price monitoring trigger. This field is an unsigned integer scaled to the market's decimal places.

referencePrice string

Reference price used to calculate the valid price range. This field is an unsigned integer scaled to the market's decimal places.

trigger object

Price monitoring trigger associated with the bounds.

auctionExtension int64

Price monitoring auction extension duration in seconds should the price breach its theoretical level over the specified horizon at the specified probability level.

horizon int64

Price monitoring projection horizon τ in seconds.

probability string

Price monitoring probability level p.

]

productData object

Data related to the particular product type of the market.

perpetualData object

Represents market data specific to a perpetual market.

externalTwap string

Time-weighted-average the external data points for the in-progress funding period.

fundingPayment string

Current funding payment for the in-progress funding period.

fundingRate string

Current funding rate for the in-progress funding period.

internalCompositePrice string

The internal composite price used for perpetual markets.

internalCompositePriceState object

State of the internal composite price.

priceSources object[]

Array [

lastUpdated int64

Timestamp in Unix nanoseconds when the price source was last updated.

price string

Current value of the composite source price.

priceSource string

Source of the price.

]

internalCompositePriceType vegaCompositePriceType (string)

Possible values: [COMPOSITE_PRICE_TYPE_UNSPECIFIED, COMPOSITE_PRICE_TYPE_WEIGHTED, COMPOSITE_PRICE_TYPE_MEDIAN, COMPOSITE_PRICE_TYPE_LAST_TRADE]

Default value: COMPOSITE_PRICE_TYPE_UNSPECIFIED

The method used for calculating the internal composite price, for perpetual markets only.

internalTwap string

Time-weighted-average the internal data-points for the in-progress funding period.

nextInternalCompositePriceCalc int64

The next time the internal composite price is calculated for the perpetual market, in Unix nanoseconds.

seqNum uint64

startTime int64

underlyingIndexPrice string

Last seen value of the settlement oracle.

staticMidPrice string

Arithmetic average of the best static bid price and best static offer price. This field is an unsigned integer scaled to the market's decimal places.

suppliedStake string

Available stake for the given market. This field is an unsigned integer scaled to the settlement asset's decimal places.

targetStake string

Targeted stake for the given market. This field is an unsigned integer scaled to the settlement asset's decimal places.

timestamp int64

Timestamp in Unix nanoseconds at which this mark price was relevant.

trigger Auction triggers indicate what condition triggered an auction (if market is in auction mode) (string)

Default value: AUCTION_TRIGGER_UNSPECIFIED

When a market is in an auction trading mode, this field indicates what triggered the auction.

marketTick object

id Market ID for the event (string)

time int64

marketUpdated object

decimalPlaces uint64

enableTransactionReordering If enabled aggressive orders sent to the market will be delayed by the configured number of blocks (boolean)

fees object

Fees configuration that apply to the market.

factors object

Fee factors.

infrastructureFee string

Infrastructure fee charged network wide for staking and governance.

liquidityFee string

Liquidity fee applied per market for market making.

makerFee string

Market maker fee charged network wide.

liquidityFeeSettings object

Liquidity fee settings for the market describing how the fee was calculated.

feeConstant string

Constant liquidity fee used when using the constant fee method.

method vegaLiquidityFeeSettingsMethod (string)

Possible values: [METHOD_UNSPECIFIED, METHOD_MARGINAL_COST, METHOD_WEIGHTED_AVERAGE, METHOD_CONSTANT]

Default value: METHOD_UNSPECIFIED

Method used to calculate the market's liquidity fee.

id string

Unique ID for the market.

insurancePoolFraction string

The fraction of the parent market's insurance pool that this market inherits; range 0 through 1.

linearSlippageFactor string

Linear slippage factor is used to cap the slippage component of maintenance margin - it is applied to the slippage volume.

liquidationStrategy object

Liquidation strategy used by this market.

disposalFraction string

Fraction of the open position the market will try to close in a single attempt; range 0 through 1.

disposalSlippageRange string

disposalTimeStep int64

Interval, in seconds, at which the network will attempt to close its position.

fullDisposalSize uint64

Size of the position that the network will try to close in a single attempt.

maxFractionConsumed string

Max fraction of the total volume of the orderbook, within liquidity bounds, that the network can use to close its position; range 0 through 1.

liquidityMonitoringParameters object

LiquidityMonitoringParameters for the market.

auctionExtension int64

Specifies by how many seconds an auction should be extended if leaving the auction were to trigger a liquidity auction.

targetStakeParameters object

Specifies parameters related to target stake calculation.

scalingFactor double

Specifies scaling factors used in target stake calculation.

timeWindow int64

Specifies length of time window expressed in seconds for target stake calculation.

triggeringRatio string

Specifies the triggering ratio for entering liquidity auction.

liquiditySlaParams object

Liquidity SLA parameters for the market.

commitmentMinTimeFraction string

Specifies the minimum fraction of time LPs must spend "on the book" providing their committed liquidity.

performanceHysteresisEpochs uint64

Specifies the number of liquidity epochs over which past performance will continue to affect rewards.

priceRange string

slaCompetitionFactor string

lpPriceRange string

Percentage move up and down from the mid price which specifies the range of price levels over which automated liquidity provisions will be deployed.

markPriceConfiguration object

Mark price calculation configuration.

cashAmount string

Cash amount, in asset decimals, used for the calculation of the mark price from the order book.

compositePriceType vegaCompositePriceType (string)

Possible values: [COMPOSITE_PRICE_TYPE_UNSPECIFIED, COMPOSITE_PRICE_TYPE_WEIGHTED, COMPOSITE_PRICE_TYPE_MEDIAN, COMPOSITE_PRICE_TYPE_LAST_TRADE]

Default value: COMPOSITE_PRICE_TYPE_UNSPECIFIED

Which method is used for the calculation of the composite price for the market.

dataSourcesSpec object[]

Additional price sources to be used for internal composite price calculation.

Array [

external object

DataSourceDefinitionExternal is the top level object used for all external data sources. It contains one of any of the defined SourceType variants.

ethOracle object

Contains the data specification that is received from Ethereum sources.

abi string

The ABI of that contract.

address string

Ethereum address of the contract to call.

args object[]

List of arguments to pass to method call. Protobuf 'Value' wraps an arbitrary JSON type that is mapped to an Ethereum type according to the ABI.

filters object[]

Array [

conditions object[]

Conditions that should be matched by the data to be considered of interest.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

key object

Data source's data property key targeted by the filter.

name string

Name of the property.

numberDecimalPlaces uint64

type v1PropertyKeyType (string)

Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

Default value: TYPE_UNSPECIFIED

Data type of the property.

]

method string

Name of the method on the contract to call.

normalisers object[]

Array [

expression string

name string

]

requiredConfirmations uint64

sourceChainId uint64

The ID of the EVM based chain which is to be used to source the oracle data.

trigger object

Conditions for determining when to call the contract method.

timeTrigger object

Trigger for an Ethereum call based on the Ethereum block timestamp. Can be one-off or repeating.

every uint64

Repeat the call every n seconds after the initial call. If no time for initial call was specified, begin repeating immediately.

initial uint64

Trigger when the Ethereum time is greater or equal to this time, in Unix seconds.

until uint64

If repeating, stop once Ethereum time is greater than this time, in Unix seconds. If not set, then repeat indefinitely.

oracle object

All types of external data sources use the same configuration set for meeting requirements in order for the data to be useful for Vega - valid signatures and matching filters.

filters object[]

Filters describes which source data are considered of interest or not for the product (or the risk model).

Array [

conditions object[]

Conditions that should be matched by the data to be considered of interest.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

key object

Data source's data property key targeted by the filter.

name string

Name of the property.

numberDecimalPlaces uint64

type v1PropertyKeyType (string)

Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

Default value: TYPE_UNSPECIFIED

Data type of the property.

]

signers object[]

Array [

ethAddress object

In case of an open oracle - Ethereum address will be submitted.

address string

pubKey object

List of authorized public keys that signed the data for this source. All the public keys in the data should be contained in these public keys.

key string

]

internal object

Top level object used for all internal data sources. It contains one of any of the defined source type variants.

time object

Internal data source used for emitting timestamps.

conditions object[]

Conditions that the timestamps should meet in order to be considered.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

timeTrigger object

Internal data source used for emitting timestamps automatically using predefined intervals and conditions.

conditions object[]

Conditions that the timestamps need to meet in order to be considered.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

triggers object[]

Array [

every int64

Repeat the trigger every n seconds after the initial. If no time for initial was specified, begin repeating immediately.

initial int64

Trigger when the vega time is greater or equal to this time, in Unix seconds.

]

dataSourcesSpecBinding object[]

Array [

priceSourceProperty string

The property name of price.

]

decayPower uint64

Decay power used for the calculation of mark price.

decayWeight string

Decay weight used for calculation of mark price.

sourceStalenessTolerance string[]

sourceWeights string[]

Weights for each composite price data source.

marketTimestamps object

Timestamps for when the market state changes.

close int64

Time when the market closed.

open int64

Time when the market has left the opening auction and is ready to accept trades.

pending int64

Time when the market has been voted in and began its opening auction.

proposed int64

Time when the market is first proposed.

openingAuction object

Auction duration specifies how long the opening auction will run (minimum duration and optionally a minimum traded volume).

duration int64

Duration of the auction in seconds.

volume uint64

Target uncrossing trading volume.

parentMarketId ID of the market this market succeeds (string)

positionDecimalPlaces int64

The number of decimal places for a position. On spot markets, used for order size, also known as 'size decimal places'.

priceMonitoringSettings object

PriceMonitoringSettings for the market.

parameters object

Specifies price monitoring parameters to be used for price monitoring purposes.

triggers object[]

Array [

auctionExtension int64

Price monitoring auction extension duration in seconds should the price breach its theoretical level over the specified horizon at the specified probability level.

horizon int64

Price monitoring projection horizon τ in seconds.

probability string

Price monitoring probability level p.

]

quadraticSlippageFactor string

Quadratic slippage factor is used to cap the slippage component of maintenance margin - it is applied to the square of the slippage volume.

state Current state of the market (string)

Default value: STATE_UNSPECIFIED

Current state of the market.

successorMarketId string

ID of the market that succeeds this market if it exists. This will be populated by the system when the successor market is enabled.

tickSize The market tick size defines the minimum change in quote price for the market (string)

tradableInstrument object

Tradable instrument configuration.

instrument object

Details for the underlying instrument.

code string

Code for the instrument.

future object

Future.

cap object

If set, this product represents a capped future market.

binarySettlement boolean

If set to true, the settlement price must either be zero, or equal to the max price.

fullyCollateralised boolean

If set to true, positions must be fully collateralised so there is no default risk for any party.

maxPrice string

Set the maximum price for orders, and settlement data in market decimals.

dataSourceSpecBinding object

Binding between the data spec and the data source.

settlementDataProperty string

Name of the property in the source data that should be used as settlement data. If it is set to "prices.BTC.value", then the Future will use the value of this property as settlement data.

tradingTerminationProperty string

Name of the property in the data source data that signals termination of trading.

dataSourceSpecForSettlementData object

Data source specification that describes the settlement data source filter.

createdAt int64

data object

external object

DataSourceDefinitionExternal is the top level object used for all external data sources. It contains one of any of the defined SourceType variants.

ethOracle object

Contains the data specification that is received from Ethereum sources.

abi string

The ABI of that contract.

address string

Ethereum address of the contract to call.

args object[]

List of arguments to pass to method call. Protobuf 'Value' wraps an arbitrary JSON type that is mapped to an Ethereum type according to the ABI.

filters object[]

Array [

conditions object[]

Conditions that should be matched by the data to be considered of interest.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

key object

Data source's data property key targeted by the filter.

name string

Name of the property.

numberDecimalPlaces uint64

type v1PropertyKeyType (string)

Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

Default value: TYPE_UNSPECIFIED

Data type of the property.

]

method string

Name of the method on the contract to call.

normalisers object[]

Array [

expression string

name string

]

requiredConfirmations uint64

sourceChainId uint64

The ID of the EVM based chain which is to be used to source the oracle data.

trigger object

Conditions for determining when to call the contract method.

timeTrigger object

Trigger for an Ethereum call based on the Ethereum block timestamp. Can be one-off or repeating.

every uint64

Repeat the call every n seconds after the initial call. If no time for initial call was specified, begin repeating immediately.

initial uint64

Trigger when the Ethereum time is greater or equal to this time, in Unix seconds.

until uint64

If repeating, stop once Ethereum time is greater than this time, in Unix seconds. If not set, then repeat indefinitely.

oracle object

All types of external data sources use the same configuration set for meeting requirements in order for the data to be useful for Vega - valid signatures and matching filters.

filters object[]

Filters describes which source data are considered of interest or not for the product (or the risk model).

Array [

conditions object[]

Conditions that should be matched by the data to be considered of interest.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

key object

Data source's data property key targeted by the filter.

name string

Name of the property.

numberDecimalPlaces uint64

type v1PropertyKeyType (string)

Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

Default value: TYPE_UNSPECIFIED

Data type of the property.

]

signers object[]

Array [

ethAddress object

In case of an open oracle - Ethereum address will be submitted.

address string

pubKey object

List of authorized public keys that signed the data for this source. All the public keys in the data should be contained in these public keys.

key string

]

internal object

Top level object used for all internal data sources. It contains one of any of the defined source type variants.

time object

Internal data source used for emitting timestamps.

conditions object[]

Conditions that the timestamps should meet in order to be considered.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

timeTrigger object

Internal data source used for emitting timestamps automatically using predefined intervals and conditions.

conditions object[]

Conditions that the timestamps need to meet in order to be considered.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

triggers object[]

Array [

every int64

Repeat the trigger every n seconds after the initial. If no time for initial was specified, begin repeating immediately.

initial int64

Trigger when the vega time is greater or equal to this time, in Unix seconds.

]

id string

Hash generated from the DataSpec data.

status Status describes the status of the data source spec (string)

Possible values: [STATUS_UNSPECIFIED, STATUS_ACTIVE, STATUS_DEACTIVATED]

Default value: STATUS_UNSPECIFIED

STATUS_UNSPECIFIED: Default value.
STATUS_ACTIVE: STATUS_ACTIVE describes an active data source spec.
STATUS_DEACTIVATED: STATUS_DEACTIVATED describes a data source spec that is not listening to data anymore.

updatedAt int64

dataSourceSpecForTradingTermination object

Data source specification that describes the trading termination data source filter.

createdAt int64

data object

external object

DataSourceDefinitionExternal is the top level object used for all external data sources. It contains one of any of the defined SourceType variants.

ethOracle object

Contains the data specification that is received from Ethereum sources.

abi string

The ABI of that contract.

address string

Ethereum address of the contract to call.

args object[]

List of arguments to pass to method call. Protobuf 'Value' wraps an arbitrary JSON type that is mapped to an Ethereum type according to the ABI.

filters object[]

Array [

conditions object[]

Conditions that should be matched by the data to be considered of interest.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

key object

Data source's data property key targeted by the filter.

name string

Name of the property.

numberDecimalPlaces uint64

type v1PropertyKeyType (string)

Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

Default value: TYPE_UNSPECIFIED

Data type of the property.

]

method string

Name of the method on the contract to call.

normalisers object[]

Array [

expression string

name string

]

requiredConfirmations uint64

sourceChainId uint64

The ID of the EVM based chain which is to be used to source the oracle data.

trigger object

Conditions for determining when to call the contract method.

timeTrigger object

Trigger for an Ethereum call based on the Ethereum block timestamp. Can be one-off or repeating.

every uint64

Repeat the call every n seconds after the initial call. If no time for initial call was specified, begin repeating immediately.

initial uint64

Trigger when the Ethereum time is greater or equal to this time, in Unix seconds.

until uint64

If repeating, stop once Ethereum time is greater than this time, in Unix seconds. If not set, then repeat indefinitely.

oracle object

All types of external data sources use the same configuration set for meeting requirements in order for the data to be useful for Vega - valid signatures and matching filters.

filters object[]

Filters describes which source data are considered of interest or not for the product (or the risk model).

Array [

conditions object[]

Conditions that should be matched by the data to be considered of interest.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

key object

Data source's data property key targeted by the filter.

name string

Name of the property.

numberDecimalPlaces uint64

type v1PropertyKeyType (string)

Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

Default value: TYPE_UNSPECIFIED

Data type of the property.

]

signers object[]

Array [

ethAddress object

In case of an open oracle - Ethereum address will be submitted.

address string

pubKey object

List of authorized public keys that signed the data for this source. All the public keys in the data should be contained in these public keys.

key string

]

internal object

Top level object used for all internal data sources. It contains one of any of the defined source type variants.

time object

Internal data source used for emitting timestamps.

conditions object[]

Conditions that the timestamps should meet in order to be considered.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

timeTrigger object

Internal data source used for emitting timestamps automatically using predefined intervals and conditions.

conditions object[]

Conditions that the timestamps need to meet in order to be considered.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

triggers object[]

Array [

every int64

Repeat the trigger every n seconds after the initial. If no time for initial was specified, begin repeating immediately.

initial int64

Trigger when the vega time is greater or equal to this time, in Unix seconds.

]

id string

Hash generated from the DataSpec data.

status Status describes the status of the data source spec (string)

Possible values: [STATUS_UNSPECIFIED, STATUS_ACTIVE, STATUS_DEACTIVATED]

Default value: STATUS_UNSPECIFIED

STATUS_UNSPECIFIED: Default value.
STATUS_ACTIVE: STATUS_ACTIVE describes an active data source spec.
STATUS_DEACTIVATED: STATUS_DEACTIVATED describes a data source spec that is not listening to data anymore.

updatedAt int64

quoteName string

Quote name of the instrument.

settlementAsset string

Underlying asset for the future.

id string

Unique instrument ID.

metadata object

Collection of instrument meta-data.

tags string[]

List of 0 or more tags.

name string

Name of the instrument.

perpetual object

Perpetual.

clampLowerBound string

Lower bound for the clamp function used as part of the funding rate calculation, in the range [-1, 1].

clampUpperBound string

Upper bound for the clamp function used as part of the funding rate calculation, in the range [-1, 1].

dataSourceSpecBinding object

Binding between the data source spec and the settlement data.

settlementDataProperty string

settlementScheduleProperty string

Name of the property in the source data that should be used to determine the perpetual's settlement schedule.

dataSourceSpecForSettlementData object

Data source spec describing the data source for settlement.

createdAt int64

data object

external object

DataSourceDefinitionExternal is the top level object used for all external data sources. It contains one of any of the defined SourceType variants.

ethOracle object

Contains the data specification that is received from Ethereum sources.

abi string

The ABI of that contract.

address string

Ethereum address of the contract to call.

args object[]

List of arguments to pass to method call. Protobuf 'Value' wraps an arbitrary JSON type that is mapped to an Ethereum type according to the ABI.

filters object[]

Array [

conditions object[]

Conditions that should be matched by the data to be considered of interest.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

key object

Data source's data property key targeted by the filter.

name string

Name of the property.

numberDecimalPlaces uint64

type v1PropertyKeyType (string)

Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

Default value: TYPE_UNSPECIFIED

Data type of the property.

]

method string

Name of the method on the contract to call.

normalisers object[]

Array [

expression string

name string

]

requiredConfirmations uint64

sourceChainId uint64

The ID of the EVM based chain which is to be used to source the oracle data.

trigger object

Conditions for determining when to call the contract method.

timeTrigger object

Trigger for an Ethereum call based on the Ethereum block timestamp. Can be one-off or repeating.

every uint64

Repeat the call every n seconds after the initial call. If no time for initial call was specified, begin repeating immediately.

initial uint64

Trigger when the Ethereum time is greater or equal to this time, in Unix seconds.

until uint64

If repeating, stop once Ethereum time is greater than this time, in Unix seconds. If not set, then repeat indefinitely.

oracle object

All types of external data sources use the same configuration set for meeting requirements in order for the data to be useful for Vega - valid signatures and matching filters.

filters object[]

Filters describes which source data are considered of interest or not for the product (or the risk model).

Array [

conditions object[]

Conditions that should be matched by the data to be considered of interest.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

key object

Data source's data property key targeted by the filter.

name string

Name of the property.

numberDecimalPlaces uint64

type v1PropertyKeyType (string)

Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

Default value: TYPE_UNSPECIFIED

Data type of the property.

]

signers object[]

Array [

ethAddress object

In case of an open oracle - Ethereum address will be submitted.

address string

pubKey object

List of authorized public keys that signed the data for this source. All the public keys in the data should be contained in these public keys.

key string

]

internal object

Top level object used for all internal data sources. It contains one of any of the defined source type variants.

time object

Internal data source used for emitting timestamps.

conditions object[]

Conditions that the timestamps should meet in order to be considered.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

timeTrigger object

Internal data source used for emitting timestamps automatically using predefined intervals and conditions.

conditions object[]

Conditions that the timestamps need to meet in order to be considered.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

triggers object[]

Array [

every int64

Repeat the trigger every n seconds after the initial. If no time for initial was specified, begin repeating immediately.

initial int64

Trigger when the vega time is greater or equal to this time, in Unix seconds.

]

id string

Hash generated from the DataSpec data.

status Status describes the status of the data source spec (string)

Possible values: [STATUS_UNSPECIFIED, STATUS_ACTIVE, STATUS_DEACTIVATED]

Default value: STATUS_UNSPECIFIED

STATUS_UNSPECIFIED: Default value.
STATUS_ACTIVE: STATUS_ACTIVE describes an active data source spec.
STATUS_DEACTIVATED: STATUS_DEACTIVATED describes a data source spec that is not listening to data anymore.

updatedAt int64

dataSourceSpecForSettlementSchedule object

Data source spec describing the data source for settlement schedule.

createdAt int64

data object

external object

DataSourceDefinitionExternal is the top level object used for all external data sources. It contains one of any of the defined SourceType variants.

ethOracle object

Contains the data specification that is received from Ethereum sources.

abi string

The ABI of that contract.

address string

Ethereum address of the contract to call.

args object[]

List of arguments to pass to method call. Protobuf 'Value' wraps an arbitrary JSON type that is mapped to an Ethereum type according to the ABI.

filters object[]

Array [

conditions object[]

Conditions that should be matched by the data to be considered of interest.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

key object

Data source's data property key targeted by the filter.

name string

Name of the property.

numberDecimalPlaces uint64

type v1PropertyKeyType (string)

Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

Default value: TYPE_UNSPECIFIED

Data type of the property.

]

method string

Name of the method on the contract to call.

normalisers object[]

Array [

expression string

name string

]

requiredConfirmations uint64

sourceChainId uint64

The ID of the EVM based chain which is to be used to source the oracle data.

trigger object

Conditions for determining when to call the contract method.

timeTrigger object

Trigger for an Ethereum call based on the Ethereum block timestamp. Can be one-off or repeating.

every uint64

Repeat the call every n seconds after the initial call. If no time for initial call was specified, begin repeating immediately.

initial uint64

Trigger when the Ethereum time is greater or equal to this time, in Unix seconds.

until uint64

If repeating, stop once Ethereum time is greater than this time, in Unix seconds. If not set, then repeat indefinitely.

oracle object

All types of external data sources use the same configuration set for meeting requirements in order for the data to be useful for Vega - valid signatures and matching filters.

filters object[]

Filters describes which source data are considered of interest or not for the product (or the risk model).

Array [

conditions object[]

Conditions that should be matched by the data to be considered of interest.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

key object

Data source's data property key targeted by the filter.

name string

Name of the property.

numberDecimalPlaces uint64

type v1PropertyKeyType (string)

Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

Default value: TYPE_UNSPECIFIED

Data type of the property.

]

signers object[]

Array [

ethAddress object

In case of an open oracle - Ethereum address will be submitted.

address string

pubKey object

List of authorized public keys that signed the data for this source. All the public keys in the data should be contained in these public keys.

key string

]

internal object

Top level object used for all internal data sources. It contains one of any of the defined source type variants.

time object

Internal data source used for emitting timestamps.

conditions object[]

Conditions that the timestamps should meet in order to be considered.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

timeTrigger object

Internal data source used for emitting timestamps automatically using predefined intervals and conditions.

conditions object[]

Conditions that the timestamps need to meet in order to be considered.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

triggers object[]

Array [

every int64

Repeat the trigger every n seconds after the initial. If no time for initial was specified, begin repeating immediately.

initial int64

Trigger when the vega time is greater or equal to this time, in Unix seconds.

]

id string

Hash generated from the DataSpec data.

status Status describes the status of the data source spec (string)

Possible values: [STATUS_UNSPECIFIED, STATUS_ACTIVE, STATUS_DEACTIVATED]

Default value: STATUS_UNSPECIFIED

STATUS_UNSPECIFIED: Default value.
STATUS_ACTIVE: STATUS_ACTIVE describes an active data source spec.
STATUS_DEACTIVATED: STATUS_DEACTIVATED describes a data source spec that is not listening to data anymore.

updatedAt int64

fundingRateLowerBound string

Lower bound for the funding-rate such that the funding-rate will never be lower than this value.

fundingRateScalingFactor string

Factor applied to funding-rates. This scales the impact that spot price deviations have on funding payments.

fundingRateUpperBound string

Upper bound for the funding-rate such that the funding-rate will never be higher than this value.

interestRate string

Continuously compounded interest rate used in funding rate calculation, in the range [-1, 1].

internalCompositePriceConfig object

Optional configuration for the internal composite price used in funding payment calculation.

cashAmount string

Cash amount, in asset decimals, used for the calculation of the mark price from the order book.

compositePriceType vegaCompositePriceType (string)

Possible values: [COMPOSITE_PRICE_TYPE_UNSPECIFIED, COMPOSITE_PRICE_TYPE_WEIGHTED, COMPOSITE_PRICE_TYPE_MEDIAN, COMPOSITE_PRICE_TYPE_LAST_TRADE]

Default value: COMPOSITE_PRICE_TYPE_UNSPECIFIED

Which method is used for the calculation of the composite price for the market.

dataSourcesSpec object[]

Additional price sources to be used for internal composite price calculation.

Array [

external object

DataSourceDefinitionExternal is the top level object used for all external data sources. It contains one of any of the defined SourceType variants.

ethOracle object

Contains the data specification that is received from Ethereum sources.

abi string

The ABI of that contract.

address string

Ethereum address of the contract to call.

args object[]

List of arguments to pass to method call. Protobuf 'Value' wraps an arbitrary JSON type that is mapped to an Ethereum type according to the ABI.

filters object[]

Array [

conditions object[]

Conditions that should be matched by the data to be considered of interest.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

key object

Data source's data property key targeted by the filter.

name string

Name of the property.

numberDecimalPlaces uint64

type v1PropertyKeyType (string)

Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

Default value: TYPE_UNSPECIFIED

Data type of the property.

]

method string

Name of the method on the contract to call.

normalisers object[]

Array [

expression string

name string

]

requiredConfirmations uint64

sourceChainId uint64

The ID of the EVM based chain which is to be used to source the oracle data.

trigger object

Conditions for determining when to call the contract method.

timeTrigger object

Trigger for an Ethereum call based on the Ethereum block timestamp. Can be one-off or repeating.

every uint64

Repeat the call every n seconds after the initial call. If no time for initial call was specified, begin repeating immediately.

initial uint64

Trigger when the Ethereum time is greater or equal to this time, in Unix seconds.

until uint64

If repeating, stop once Ethereum time is greater than this time, in Unix seconds. If not set, then repeat indefinitely.

oracle object

All types of external data sources use the same configuration set for meeting requirements in order for the data to be useful for Vega - valid signatures and matching filters.

filters object[]

Filters describes which source data are considered of interest or not for the product (or the risk model).

Array [

conditions object[]

Conditions that should be matched by the data to be considered of interest.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

key object

Data source's data property key targeted by the filter.

name string

Name of the property.

numberDecimalPlaces uint64

type v1PropertyKeyType (string)

Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

Default value: TYPE_UNSPECIFIED

Data type of the property.

]

signers object[]

Array [

ethAddress object

In case of an open oracle - Ethereum address will be submitted.

address string

pubKey object

List of authorized public keys that signed the data for this source. All the public keys in the data should be contained in these public keys.

key string

]

internal object

Top level object used for all internal data sources. It contains one of any of the defined source type variants.

time object

Internal data source used for emitting timestamps.

conditions object[]

Conditions that the timestamps should meet in order to be considered.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

timeTrigger object

Internal data source used for emitting timestamps automatically using predefined intervals and conditions.

conditions object[]

Conditions that the timestamps need to meet in order to be considered.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

triggers object[]

Array [

every int64

Repeat the trigger every n seconds after the initial. If no time for initial was specified, begin repeating immediately.

initial int64

Trigger when the vega time is greater or equal to this time, in Unix seconds.

]

dataSourcesSpecBinding object[]

Array [

priceSourceProperty string

The property name of price.

]

decayPower uint64

Decay power used for the calculation of mark price.

decayWeight string

Decay weight used for calculation of mark price.

sourceStalenessTolerance string[]

sourceWeights string[]

Weights for each composite price data source.

marginFundingFactor string

Controls how much the upcoming funding payment liability contributes to party's margin, in the range [0, 1].

quoteName string

Quote name of the instrument.

settlementAsset string

Underlying asset for the perpetual.

spot object

Spot.

baseAsset string

Asset ID of the underlying base asset for the spot product.

quoteAsset string

Asset ID of the underlying quote asset for the spot product.

logNormalRiskModel object

Log normal.

params object

Risk model parameters for log normal.

mu double

Mu parameter, annualised growth rate of the underlying asset.

r double

R parameter, annualised growth rate of the risk-free asset, used for discounting of future cash flows, can be any real number.

sigma double

Sigma parameter, annualised volatility of the underlying asset, must be a strictly non-negative real number.

riskAversionParameter double

Risk Aversion Parameter.

riskFactorOverride object

And optional override for the risk factor calculated by the risk model.

long string

Long Risk factor value.

short string

Short Risk factor value.

tau double

marginCalculator object

Margin calculator for the instrument.

fullyCollateralised boolean

If set to true, positions must be fully collateralised so there is no default risk for any party (capped futures).

scalingFactors object

Scaling factors for margin calculation.

collateralRelease double

Collateral release level. If a trader has collateral above this level, the system will release collateral to a trader's general collateral account for the asset.

initialMargin double

Initial margin level. This is the minimum amount of collateral required to open a position in a market that requires margin.

searchLevel double

Collateral search level. If collateral dips below this value, the system will search for collateral to release.

simpleRiskModel object

Simple.

params object

Risk model params for simple modelling.

factorLong double

Pre-defined risk factor value for long.

factorShort double

Pre-defined risk factor value for short.

maxMoveUp double

Pre-defined maximum price move up that the model considers as valid.

minMoveDown double

Pre-defined minimum price move down that the model considers as valid.

probabilityOfTrading double

Pre-defined constant probability of trading.

tradingMode Trading mode the market is currently running, also referred to as 'market state' (string)

Default value: TRADING_MODE_UNSPECIFIED

Current mode of execution of the market.

networkLimits object

canProposeAsset boolean

Are asset proposals allowed at this point in time.

canProposeMarket boolean

Are market proposals allowed at this point in time.

canProposePerpetualMarket boolean

Are perpetual market proposals allowed at this point in time.

canProposeSpotMarket boolean

Are spot market proposals allowed at this point in time.

canUseAmm boolean

Can parties use AMM related transactions.

genesisLoaded boolean

True once the genesis file is loaded.

proposeAssetEnabled boolean

Are asset proposals enabled on this chain.

proposeAssetEnabledFrom int64

Timestamp in Unix nanoseconds at which asset proposals will be enabled (0 indicates not set).

proposeMarketEnabled boolean

Are market proposals enabled on this chain.

proposeMarketEnabledFrom int64

Timestamp in Unix nanoseconds at which market proposals will be enabled (0 indicates not set).

networkParameter object

key string

Unique key of the network parameter.

value string

Value for the network parameter.

nodeSignature object

A validator command sent automatically containing a signature that can be used on a foreign chain to process an action.

id string

ID of the resource that the signature relates to.

kind Kind of signature created by a node, for example, allow-listing a new asset, withdrawal etc (string)

Possible values: [NODE_SIGNATURE_KIND_UNSPECIFIED, NODE_SIGNATURE_KIND_ASSET_NEW, NODE_SIGNATURE_KIND_ASSET_WITHDRAWAL, NODE_SIGNATURE_KIND_ERC20_MULTISIG_SIGNER_ADDED, NODE_SIGNATURE_KIND_ERC20_MULTISIG_SIGNER_REMOVED, NODE_SIGNATURE_KIND_ASSET_UPDATE]

Default value: NODE_SIGNATURE_KIND_UNSPECIFIED

Kind of resource being signed.

sig byte

Signature generated by the node.

oracleData object

externalData object

data object

Data describes valid source data that has been received by the node. It represents both matched and unmatched data.

broadcastAt int64

Timestamp in Unix nanoseconds for when the data was broadcast to the markets with a matching spec. It has no value when the data did not match any spec.

data object[]

Array [

name string

Name of the property.

value string

Value of the property.

]

error string

Error message if the data could not be sourced.

matchedSpecIds string[]

matched_specs_ids lists all the specs that matched this data. When the array is empty, it means no spec matched this data.

metaData object[]

Array [

name string

Name of the property.

value string

Value of the property.

]

signers object[]

Array [

ethAddress object

In case of an open oracle - Ethereum address will be submitted.

address string

pubKey object

List of authorized public keys that signed the data for this source. All the public keys in the data should be contained in these public keys.

key string

]

oracleSpec object

externalDataSourceSpec object

spec object

Data source spec describes the data source base that a product or a risk model wants to get from the data source engine. This message contains additional information used by the API.

createdAt int64

data object

external object

DataSourceDefinitionExternal is the top level object used for all external data sources. It contains one of any of the defined SourceType variants.

ethOracle object

Contains the data specification that is received from Ethereum sources.

abi string

The ABI of that contract.

address string

Ethereum address of the contract to call.

args object[]

List of arguments to pass to method call. Protobuf 'Value' wraps an arbitrary JSON type that is mapped to an Ethereum type according to the ABI.

filters object[]

Array [

conditions object[]

Conditions that should be matched by the data to be considered of interest.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

key object

Data source's data property key targeted by the filter.

name string

Name of the property.

numberDecimalPlaces uint64

type v1PropertyKeyType (string)

Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

Default value: TYPE_UNSPECIFIED

Data type of the property.

]

method string

Name of the method on the contract to call.

normalisers object[]

Array [

expression string

name string

]

requiredConfirmations uint64

sourceChainId uint64

The ID of the EVM based chain which is to be used to source the oracle data.

trigger object

Conditions for determining when to call the contract method.

timeTrigger object

Trigger for an Ethereum call based on the Ethereum block timestamp. Can be one-off or repeating.

every uint64

Repeat the call every n seconds after the initial call. If no time for initial call was specified, begin repeating immediately.

initial uint64

Trigger when the Ethereum time is greater or equal to this time, in Unix seconds.

until uint64

If repeating, stop once Ethereum time is greater than this time, in Unix seconds. If not set, then repeat indefinitely.

oracle object

All types of external data sources use the same configuration set for meeting requirements in order for the data to be useful for Vega - valid signatures and matching filters.

filters object[]

Filters describes which source data are considered of interest or not for the product (or the risk model).

Array [

conditions object[]

Conditions that should be matched by the data to be considered of interest.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

key object

Data source's data property key targeted by the filter.

name string

Name of the property.

numberDecimalPlaces uint64

type v1PropertyKeyType (string)

Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

Default value: TYPE_UNSPECIFIED

Data type of the property.

]

signers object[]

Array [

ethAddress object

In case of an open oracle - Ethereum address will be submitted.

address string

pubKey object

List of authorized public keys that signed the data for this source. All the public keys in the data should be contained in these public keys.

key string

]

internal object

Top level object used for all internal data sources. It contains one of any of the defined source type variants.

time object

Internal data source used for emitting timestamps.

conditions object[]

Conditions that the timestamps should meet in order to be considered.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

timeTrigger object

Internal data source used for emitting timestamps automatically using predefined intervals and conditions.

conditions object[]

Conditions that the timestamps need to meet in order to be considered.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

triggers object[]

Array [

every int64

Repeat the trigger every n seconds after the initial. If no time for initial was specified, begin repeating immediately.

initial int64

Trigger when the vega time is greater or equal to this time, in Unix seconds.

]

id string

Hash generated from the DataSpec data.

status Status describes the status of the data source spec (string)

Possible values: [STATUS_UNSPECIFIED, STATUS_ACTIVE, STATUS_DEACTIVATED]

Default value: STATUS_UNSPECIFIED

STATUS_UNSPECIFIED: Default value.
STATUS_ACTIVE: STATUS_ACTIVE describes an active data source spec.
STATUS_DEACTIVATED: STATUS_DEACTIVATED describes a data source spec that is not listening to data anymore.

updatedAt int64

order object

batchId uint64

Batch ID for the order, used internally for orders submitted during auctions to keep track of the auction batch this order falls under. Required for fees calculation.

createdAt int64

Timestamp for when the order was created at, in nanoseconds.

expiresAt int64

Timestamp in Unix nanoseconds for when the order will expire.

icebergOrder object

minimumVisibleSize uint64

If the visible size of the order falls below this value, it will be replenished back to the peak size using the reserved amount.

peakSize uint64

Size of the order that will be made visible if the iceberg order is replenished after trading.

reservedRemaining uint64

Size of the order that is reserved and used to restore the iceberg's peak when it is refreshed.

id string

Unique ID generated for the order.

liquidityProvisionId string

Set if the order was created as part of a liquidity provision, will be empty if not.

marketId string

Market ID for the order.

partyId string

Party ID for the order.

peggedOrder object

Pegged order details, used only if the order represents a pegged order.

offset string

Offset from the price reference.

reference Pegged reference defines which price point a pegged order is linked to - meaning the price for a pegged order is calculated from the value of the reference price point (string)

Possible values: [PEGGED_REFERENCE_UNSPECIFIED, PEGGED_REFERENCE_MID, PEGGED_REFERENCE_BEST_BID, PEGGED_REFERENCE_BEST_ASK]

Default value: PEGGED_REFERENCE_UNSPECIFIED

Price point the order is linked to.

postOnly boolean

Only valid for Limit orders. Cannot be True at the same time as Reduce-Only.

price string

Price for the order, the price is an integer, for example 123456 is a correctly formatted price of 1.23456 assuming market configured to 5 decimal places.

reason OrderError codes are returned in the Order.reason field - If there is an issue with an order during its life-cycle, it will be marked with `status.ORDER_STATUS_REJECTED` (string)

Possible values: [ORDER_ERROR_UNSPECIFIED, ORDER_ERROR_INVALID_MARKET_ID, ORDER_ERROR_INVALID_ORDER_ID, ORDER_ERROR_OUT_OF_SEQUENCE, ORDER_ERROR_INVALID_REMAINING_SIZE, ORDER_ERROR_TIME_FAILURE, ORDER_ERROR_REMOVAL_FAILURE, ORDER_ERROR_INVALID_EXPIRATION_DATETIME, ORDER_ERROR_INVALID_ORDER_REFERENCE, ORDER_ERROR_EDIT_NOT_ALLOWED, ORDER_ERROR_AMEND_FAILURE, ORDER_ERROR_NOT_FOUND, ORDER_ERROR_INVALID_PARTY_ID, ORDER_ERROR_MARKET_CLOSED, ORDER_ERROR_MARGIN_CHECK_FAILED, ORDER_ERROR_MISSING_GENERAL_ACCOUNT, ORDER_ERROR_INTERNAL_ERROR, ORDER_ERROR_INVALID_SIZE, ORDER_ERROR_INVALID_PERSISTENCE, ORDER_ERROR_INVALID_TYPE, ORDER_ERROR_SELF_TRADING, ORDER_ERROR_INSUFFICIENT_FUNDS_TO_PAY_FEES, ORDER_ERROR_INCORRECT_MARKET_TYPE, ORDER_ERROR_INVALID_TIME_IN_FORCE, ORDER_ERROR_CANNOT_SEND_GFN_ORDER_DURING_AN_AUCTION, ORDER_ERROR_CANNOT_SEND_GFA_ORDER_DURING_CONTINUOUS_TRADING, ORDER_ERROR_CANNOT_AMEND_TO_GTT_WITHOUT_EXPIRYAT, ORDER_ERROR_EXPIRYAT_BEFORE_CREATEDAT, ORDER_ERROR_CANNOT_HAVE_GTC_AND_EXPIRYAT, ORDER_ERROR_CANNOT_AMEND_TO_FOK_OR_IOC, ORDER_ERROR_CANNOT_AMEND_TO_GFA_OR_GFN, ORDER_ERROR_CANNOT_AMEND_FROM_GFA_OR_GFN, ORDER_ERROR_CANNOT_SEND_IOC_ORDER_DURING_AUCTION, ORDER_ERROR_CANNOT_SEND_FOK_ORDER_DURING_AUCTION, ORDER_ERROR_MUST_BE_LIMIT_ORDER, ORDER_ERROR_MUST_BE_GTT_OR_GTC, ORDER_ERROR_WITHOUT_REFERENCE_PRICE, ORDER_ERROR_BUY_CANNOT_REFERENCE_BEST_ASK_PRICE, ORDER_ERROR_OFFSET_MUST_BE_GREATER_OR_EQUAL_TO_ZERO, ORDER_ERROR_SELL_CANNOT_REFERENCE_BEST_BID_PRICE, ORDER_ERROR_OFFSET_MUST_BE_GREATER_THAN_ZERO, ORDER_ERROR_INSUFFICIENT_ASSET_BALANCE, ORDER_ERROR_CANNOT_AMEND_PEGGED_ORDER_DETAILS_ON_NON_PEGGED_ORDER, ORDER_ERROR_UNABLE_TO_REPRICE_PEGGED_ORDER, ORDER_ERROR_UNABLE_TO_AMEND_PRICE_ON_PEGGED_ORDER, ORDER_ERROR_NON_PERSISTENT_ORDER_OUT_OF_PRICE_BOUNDS, ORDER_ERROR_TOO_MANY_PEGGED_ORDERS, ORDER_ERROR_POST_ONLY_ORDER_WOULD_TRADE, ORDER_ERROR_REDUCE_ONLY_ORDER_WOULD_NOT_REDUCE_POSITION, ORDER_ERROR_ISOLATED_MARGIN_CHECK_FAILED, ORDER_ERROR_PEGGED_ORDERS_NOT_ALLOWED_IN_ISOLATED_MARGIN_MODE, ORDER_ERROR_PRICE_NOT_IN_TICK_SIZE, ORDER_ERROR_PRICE_MUST_BE_LESS_THAN_OR_EQUAL_TO_MAX_PRICE]

Default value: ORDER_ERROR_UNSPECIFIED

Futher details for why an order with status STATUS_REJECTED was rejected.

reduceOnly boolean

Only valid for Non-Persistent orders. Cannot be True at the same time as Post-Only. If set, order will only be executed if the outcome of the trade moves the trader's position closer to 0.

reference string

Reference given for the order.

remaining uint64

Size remaining, when this reaches 0 then the order is fully filled and status becomes STATUS_FILLED.

side Side relates to the direction of an order, to Buy, or Sell (string)

Possible values: [SIDE_UNSPECIFIED, SIDE_BUY, SIDE_SELL]

Default value: SIDE_UNSPECIFIED

Side for the order, e.g. SIDE_BUY or SIDE_SELL.

size uint64

Size for the order, for example, in a futures market the size equals the number of contracts.

status Status values for an order (string)

Possible values: [STATUS_UNSPECIFIED, STATUS_ACTIVE, STATUS_EXPIRED, STATUS_CANCELLED, STATUS_STOPPED, STATUS_FILLED, STATUS_REJECTED, STATUS_PARTIALLY_FILLED, STATUS_PARKED]

Default value: STATUS_UNSPECIFIED

Current status of the order.

timeInForce Time in force indicates how long an order will remain active before it is executed or expires. - See OrderTimeInForce (string)

Possible values: [TIME_IN_FORCE_UNSPECIFIED, TIME_IN_FORCE_GTC, TIME_IN_FORCE_GTT, TIME_IN_FORCE_IOC, TIME_IN_FORCE_FOK, TIME_IN_FORCE_GFA, TIME_IN_FORCE_GFN]

Default value: TIME_IN_FORCE_UNSPECIFIED

TIME_IN_FORCE_UNSPECIFIED: Default value for TimeInForce, can be valid for an amend
TIME_IN_FORCE_GTC: Good until cancelled, the order trades any amount and as much as possible and remains on the book until it either trades completely or is cancelled
TIME_IN_FORCE_GTT: Good until specified time, this order type trades any amount and as much as possible and remains on the book until it either trades completely, is cancelled, or expires at a set time NOTE: this may in future be multiple types or have sub types for orders that provide different ways of specifying expiry
TIME_IN_FORCE_IOC: Immediate or cancel, the order trades any amount and as much as possible but does not remain on the book (whether it trades or not)
TIME_IN_FORCE_FOK: Fill or kill, the order either trades completely i.e. remainingSize == 0 after adding, or not at all, and does not remain on the book if it doesn't trade
TIME_IN_FORCE_GFA: Good for auction, this order is only accepted during an auction period
TIME_IN_FORCE_GFN: Good for normal, this order is only accepted during normal trading (that can be continuous trading or frequent batched auctions)

type Type values for an order (string)

Possible values: [TYPE_UNSPECIFIED, TYPE_LIMIT, TYPE_MARKET, TYPE_NETWORK]

Default value: TYPE_UNSPECIFIED

Type for the order.

updatedAt int64

Timestamp in Unix nanoseconds for when the order was last updated.

version uint64

Version for the order, initial value is version 1 and is incremented after each successful amend.

paidLiquidityFeesStats object

Event notifying of an update to the liqudity fees stats for a market.

asset string

Settlement asset of the market.

epochSeq uint64

Epoch for which these stats where valid.

feesPaidPerParty object[]

Fees paid per party.

Array [

amount string

Amount received.

party string

Receiving party ID.

quantumAmount string

Amount value in quantum.

]

market string

Market the fees were paid in.

totalFeesPaid string

Total fees paid across all parties.

party object

alias string

Alias given to the party.

id string

Unique ID for the party, typically represented by a public key.

metadata object[]

Metadata to associate to a party, in a key/value format where the key describes the type of metadata in the value field.

Array [

key string

Key of the metadata.

value string

Value of the metadata.

]

partyActivityStreak object

activeFor uint64

How many epoch this party has been active for.

epoch uint64

The epoch this information is relevant to.

inactiveFor uint64

how many epoch this party has been inactive for.

isActive boolean

Is this party considered active or not.

openVolume Party's open interest volume at the end of the given epoch (string)

party string

The party.

rewardDistributionActivityMultiplier string

The current rewards distribution multiplier for this party.

rewardVestingActivityMultiplier string

The vesting multiplier for this party.

tradedVolume Party's traded volume at the end of the given epoch (string)

partyMarginModeUpdated object

Event notifying of a party's margin mode update on a market.

atEpoch uint64

Epoch at which the update happened.

marginFactor string

Margin factor for the market. Isolated mode only.

Possible values: [MARGIN_MODE_UNSPECIFIED, MARGIN_MODE_CROSS_MARGIN, MARGIN_MODE_ISOLATED_MARGIN]

Default value: MARGIN_MODE_UNSPECIFIED

Updated margin mode.

marketId string

Unique ID of the market in which the update happened.

maxTheoreticalLeverage string

Maximum theoretical leverage for the market. Isolated mode only.

minTheoreticalMarginFactor string

Minimum theoretical margin factor for the market. Isolated mode only.

partyId string

Unique ID of the party that updated their margin mode.

partyProfileUpdated object

Event notifying of a party's profile update.

updatedProfile object

Party's profile updated.

alias string

Alias given to the party.

derivedKeys string[]

Derived keys for the party.

metadata object[]

Metadata to associate to a party, in a key/value format where the key describes the type of metadata in the value field.

Array [

key string

Key of the metadata.

value string

Value of the metadata.

]

partyId string

Party ID associated to the profile.

positionResolution object

closed int64

distressed int64

markPrice Mark price as a string representing a scaled price (string)

marketId Market ID for the event (string)

positionStateEvent object

marketId Market ID for this position update (string)

partyId Party ID for this position update (string)

potentialBuys int64

potentialSells int64

size int64

vwBuyPrice Volume weighted prices (string)

vwSellPrice string

proposal object

batchId string

ID of a batch proposal that this proposal is part of.

batchTerms object

Batch proposal terms.

changes object[]

List of individual changes included in the batch proposal.

Array [

cancelTransfer object

Proposal change to cancel a governance initiated transfe.

changes object

transferId string

ID of the governance transfer proposal.

enactmentTimestamp int64

Timestamp as Unix time in seconds when proposal terms gets enacted if proposal passed the vote, constrained by minEnact and maxEnact network parameters.

newAsset object

Proposal change for adding a new asset.

changes object

Configuration of the new asset.

builtinAsset object

Vega built-in asset.

maxFaucetAmountMint string

Maximum amount that can be requested by a party through the built-in asset faucet at a time.

decimals uint64

Number of decimal / precision handled by this asset.

erc20 object

Ethereum ERC20 asset.

chainId string

Chain ID the asset originated from.

contractAddress string

Address of the contract for the token, on the ethereum network.

lifetimeLimit string

Lifetime limits deposit per address note: this is a temporary measure that can be changed by governance.

withdrawThreshold string

name string

Name of the asset (e.g: Great British Pound).

quantum string

Minimum economically meaningful amount in the asset.

symbol string

Symbol of the asset (e.g: GBP).

newFreeform object

Proposal change for a freeform request, which can be voted on but does not change the behaviour of the system, and can be used to gauge community sentiment.

newMarket object

Proposal change for creating new futures market.

changes object

Configuration of the new market.

decimalPlaces uint64

Decimal places used for the new futures market, sets the smallest price increment on the book.

enableTransactionReordering If enabled aggressive orders sent to the market will be delayed by the configured number of blocks (boolean)

instrument object

New futures market instrument configuration.

code string

Instrument code, human-readable shortcode used to describe the instrument.

future object

Future.

cap object

If set, this product creates a capped future market.

binarySettlement boolean

If set to true, the settlement price must either be zero, or equal to the max price.

fullyCollateralised boolean

If set to true, positions must be fully collateralised so there is no default risk for any party.

maxPrice string

Set the maximum price for orders, and settlement data in market decimals.

dataSourceSpecBinding object

Binding between the data source spec and the settlement data.

settlementDataProperty string

Name of the property in the source data that should be used as settlement data. If it is set to "prices.BTC.value", then the Future will use the value of this property as settlement data.

tradingTerminationProperty string

Name of the property in the data source data that signals termination of trading.

dataSourceSpecForSettlementData object

external object

DataSourceDefinitionExternal is the top level object used for all external data sources. It contains one of any of the defined SourceType variants.

ethOracle object

Contains the data specification that is received from Ethereum sources.

abi string

The ABI of that contract.

address string

Ethereum address of the contract to call.

args object[]

List of arguments to pass to method call. Protobuf 'Value' wraps an arbitrary JSON type that is mapped to an Ethereum type according to the ABI.

filters object[]

Array [

conditions object[]

Conditions that should be matched by the data to be considered of interest.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

key object

Data source's data property key targeted by the filter.

name string

Name of the property.

numberDecimalPlaces uint64

type v1PropertyKeyType (string)

Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

Default value: TYPE_UNSPECIFIED

Data type of the property.

]

method string

Name of the method on the contract to call.

normalisers object[]

Array [

expression string

name string

]

requiredConfirmations uint64

sourceChainId uint64

The ID of the EVM based chain which is to be used to source the oracle data.

trigger object

Conditions for determining when to call the contract method.

timeTrigger object

Trigger for an Ethereum call based on the Ethereum block timestamp. Can be one-off or repeating.

every uint64

Repeat the call every n seconds after the initial call. If no time for initial call was specified, begin repeating immediately.

initial uint64

Trigger when the Ethereum time is greater or equal to this time, in Unix seconds.

until uint64

If repeating, stop once Ethereum time is greater than this time, in Unix seconds. If not set, then repeat indefinitely.

oracle object

All types of external data sources use the same configuration set for meeting requirements in order for the data to be useful for Vega - valid signatures and matching filters.

filters object[]

Filters describes which source data are considered of interest or not for the product (or the risk model).

Array [

conditions object[]

Conditions that should be matched by the data to be considered of interest.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

key object

Data source's data property key targeted by the filter.

name string

Name of the property.

numberDecimalPlaces uint64

type v1PropertyKeyType (string)

Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

Default value: TYPE_UNSPECIFIED

Data type of the property.

]

signers object[]

Array [

ethAddress object

In case of an open oracle - Ethereum address will be submitted.

address string

pubKey object

List of authorized public keys that signed the data for this source. All the public keys in the data should be contained in these public keys.

key string

]

internal object

Top level object used for all internal data sources. It contains one of any of the defined source type variants.

time object

Internal data source used for emitting timestamps.

conditions object[]

Conditions that the timestamps should meet in order to be considered.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

timeTrigger object

Internal data source used for emitting timestamps automatically using predefined intervals and conditions.

conditions object[]

Conditions that the timestamps need to meet in order to be considered.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

triggers object[]

Array [

every int64

Repeat the trigger every n seconds after the initial. If no time for initial was specified, begin repeating immediately.

initial int64

Trigger when the vega time is greater or equal to this time, in Unix seconds.

]

dataSourceSpecForTradingTermination object

external object

DataSourceDefinitionExternal is the top level object used for all external data sources. It contains one of any of the defined SourceType variants.

ethOracle object

Contains the data specification that is received from Ethereum sources.

abi string

The ABI of that contract.

address string

Ethereum address of the contract to call.

args object[]

List of arguments to pass to method call. Protobuf 'Value' wraps an arbitrary JSON type that is mapped to an Ethereum type according to the ABI.

filters object[]

Array [

conditions object[]

Conditions that should be matched by the data to be considered of interest.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

key object

Data source's data property key targeted by the filter.

name string

Name of the property.

numberDecimalPlaces uint64

type v1PropertyKeyType (string)

Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

Default value: TYPE_UNSPECIFIED

Data type of the property.

]

method string

Name of the method on the contract to call.

normalisers object[]

Array [

expression string

name string

]

requiredConfirmations uint64

sourceChainId uint64

The ID of the EVM based chain which is to be used to source the oracle data.

trigger object

Conditions for determining when to call the contract method.

timeTrigger object

Trigger for an Ethereum call based on the Ethereum block timestamp. Can be one-off or repeating.

every uint64

Repeat the call every n seconds after the initial call. If no time for initial call was specified, begin repeating immediately.

initial uint64

Trigger when the Ethereum time is greater or equal to this time, in Unix seconds.

until uint64

If repeating, stop once Ethereum time is greater than this time, in Unix seconds. If not set, then repeat indefinitely.

oracle object

All types of external data sources use the same configuration set for meeting requirements in order for the data to be useful for Vega - valid signatures and matching filters.

filters object[]

Filters describes which source data are considered of interest or not for the product (or the risk model).

Array [

conditions object[]

Conditions that should be matched by the data to be considered of interest.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

key object

Data source's data property key targeted by the filter.

name string

Name of the property.

numberDecimalPlaces uint64

type v1PropertyKeyType (string)

Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

Default value: TYPE_UNSPECIFIED

Data type of the property.

]

signers object[]

Array [

ethAddress object

In case of an open oracle - Ethereum address will be submitted.

address string

pubKey object

List of authorized public keys that signed the data for this source. All the public keys in the data should be contained in these public keys.

key string

]

internal object

Top level object used for all internal data sources. It contains one of any of the defined source type variants.

time object

Internal data source used for emitting timestamps.

conditions object[]

Conditions that the timestamps should meet in order to be considered.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

timeTrigger object

Internal data source used for emitting timestamps automatically using predefined intervals and conditions.

conditions object[]

Conditions that the timestamps need to meet in order to be considered.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

triggers object[]

Array [

every int64

Repeat the trigger every n seconds after the initial. If no time for initial was specified, begin repeating immediately.

initial int64

Trigger when the vega time is greater or equal to this time, in Unix seconds.

]

quoteName string

Product quote name.

settlementAsset string

Asset ID for the product's settlement asset.

name string

Instrument name.

perpetual object

Perpetual.

clampLowerBound string

Lower bound for the clamp function used as part of the funding rate calculation, in the range [-1, 1].

clampUpperBound string

Upper bound for the clamp function used as part of the funding rate calculation, in the range [-1, 1].

dataSourceSpecBinding object

Binding between the data source spec and the settlement data.

settlementDataProperty string

settlementScheduleProperty string

Name of the property in the source data that should be used to determine the perpetual's settlement schedule.

dataSourceSpecForSettlementData object

external object

DataSourceDefinitionExternal is the top level object used for all external data sources. It contains one of any of the defined SourceType variants.

ethOracle object

Contains the data specification that is received from Ethereum sources.

abi string

The ABI of that contract.

address string

Ethereum address of the contract to call.

args object[]

List of arguments to pass to method call. Protobuf 'Value' wraps an arbitrary JSON type that is mapped to an Ethereum type according to the ABI.

filters object[]

Array [

conditions object[]

Conditions that should be matched by the data to be considered of interest.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

key object

Data source's data property key targeted by the filter.

name string

Name of the property.

numberDecimalPlaces uint64

type v1PropertyKeyType (string)

Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

Default value: TYPE_UNSPECIFIED

Data type of the property.

]

method string

Name of the method on the contract to call.

normalisers object[]

Array [

expression string

name string

]

requiredConfirmations uint64

sourceChainId uint64

The ID of the EVM based chain which is to be used to source the oracle data.

trigger object

Conditions for determining when to call the contract method.

timeTrigger object

Trigger for an Ethereum call based on the Ethereum block timestamp. Can be one-off or repeating.

every uint64

Repeat the call every n seconds after the initial call. If no time for initial call was specified, begin repeating immediately.

initial uint64

Trigger when the Ethereum time is greater or equal to this time, in Unix seconds.

until uint64

If repeating, stop once Ethereum time is greater than this time, in Unix seconds. If not set, then repeat indefinitely.

oracle object

All types of external data sources use the same configuration set for meeting requirements in order for the data to be useful for Vega - valid signatures and matching filters.

filters object[]

Filters describes which source data are considered of interest or not for the product (or the risk model).

Array [

conditions object[]

Conditions that should be matched by the data to be considered of interest.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

key object

Data source's data property key targeted by the filter.

name string

Name of the property.

numberDecimalPlaces uint64

type v1PropertyKeyType (string)

Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

Default value: TYPE_UNSPECIFIED

Data type of the property.

]

signers object[]

Array [

ethAddress object

In case of an open oracle - Ethereum address will be submitted.

address string

pubKey object

List of authorized public keys that signed the data for this source. All the public keys in the data should be contained in these public keys.

key string

]

internal object

Top level object used for all internal data sources. It contains one of any of the defined source type variants.

time object

Internal data source used for emitting timestamps.

conditions object[]

Conditions that the timestamps should meet in order to be considered.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

timeTrigger object

Internal data source used for emitting timestamps automatically using predefined intervals and conditions.

conditions object[]

Conditions that the timestamps need to meet in order to be considered.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

triggers object[]

Array [

every int64

Repeat the trigger every n seconds after the initial. If no time for initial was specified, begin repeating immediately.

initial int64

Trigger when the vega time is greater or equal to this time, in Unix seconds.

]

dataSourceSpecForSettlementSchedule object

external object

DataSourceDefinitionExternal is the top level object used for all external data sources. It contains one of any of the defined SourceType variants.

ethOracle object

Contains the data specification that is received from Ethereum sources.

abi string

The ABI of that contract.

address string

Ethereum address of the contract to call.

args object[]

List of arguments to pass to method call. Protobuf 'Value' wraps an arbitrary JSON type that is mapped to an Ethereum type according to the ABI.

filters object[]

Array [

conditions object[]

Conditions that should be matched by the data to be considered of interest.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

key object

Data source's data property key targeted by the filter.

name string

Name of the property.

numberDecimalPlaces uint64

type v1PropertyKeyType (string)

Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

Default value: TYPE_UNSPECIFIED

Data type of the property.

]

method string

Name of the method on the contract to call.

normalisers object[]

Array [

expression string

name string

]

requiredConfirmations uint64

sourceChainId uint64

The ID of the EVM based chain which is to be used to source the oracle data.

trigger object

Conditions for determining when to call the contract method.

timeTrigger object

Trigger for an Ethereum call based on the Ethereum block timestamp. Can be one-off or repeating.

every uint64

Repeat the call every n seconds after the initial call. If no time for initial call was specified, begin repeating immediately.

initial uint64

Trigger when the Ethereum time is greater or equal to this time, in Unix seconds.

until uint64

If repeating, stop once Ethereum time is greater than this time, in Unix seconds. If not set, then repeat indefinitely.

oracle object

All types of external data sources use the same configuration set for meeting requirements in order for the data to be useful for Vega - valid signatures and matching filters.

filters object[]

Filters describes which source data are considered of interest or not for the product (or the risk model).

Array [

conditions object[]

Conditions that should be matched by the data to be considered of interest.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

key object

Data source's data property key targeted by the filter.

name string

Name of the property.

numberDecimalPlaces uint64

type v1PropertyKeyType (string)

Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

Default value: TYPE_UNSPECIFIED

Data type of the property.

]

signers object[]

Array [

ethAddress object

In case of an open oracle - Ethereum address will be submitted.

address string

pubKey object

List of authorized public keys that signed the data for this source. All the public keys in the data should be contained in these public keys.

key string

]

internal object

Top level object used for all internal data sources. It contains one of any of the defined source type variants.

time object

Internal data source used for emitting timestamps.

conditions object[]

Conditions that the timestamps should meet in order to be considered.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

timeTrigger object

Internal data source used for emitting timestamps automatically using predefined intervals and conditions.

conditions object[]

Conditions that the timestamps need to meet in order to be considered.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

triggers object[]

Array [

every int64

Repeat the trigger every n seconds after the initial. If no time for initial was specified, begin repeating immediately.

initial int64

Trigger when the vega time is greater or equal to this time, in Unix seconds.

]

fundingRateLowerBound string

Lower bound for the funding-rate such that the funding-rate will never be lower than this value.

fundingRateScalingFactor string

Factor applied to funding-rates. This scales the impact that spot price deviations have on funding payments.

fundingRateUpperBound string

Upper bound for the funding-rate such that the funding-rate will never be higher than this value.

interestRate string

Continuously compounded interest rate used in funding rate calculation, in the range [-1, 1].

internalCompositePriceConfiguration object

Composite price configuration to drive the calculation of the internal composite price used for funding payments. If undefined the default mark price of the market is used.

cashAmount string

Cash amount, in asset decimals, used for the calculation of the mark price from the order book.

compositePriceType vegaCompositePriceType (string)

Possible values: [COMPOSITE_PRICE_TYPE_UNSPECIFIED, COMPOSITE_PRICE_TYPE_WEIGHTED, COMPOSITE_PRICE_TYPE_MEDIAN, COMPOSITE_PRICE_TYPE_LAST_TRADE]

Default value: COMPOSITE_PRICE_TYPE_UNSPECIFIED

Which method is used for the calculation of the composite price for the market.

dataSourcesSpec object[]

Additional price sources to be used for internal composite price calculation.

Array [

external object

DataSourceDefinitionExternal is the top level object used for all external data sources. It contains one of any of the defined SourceType variants.

ethOracle object

Contains the data specification that is received from Ethereum sources.

abi string

The ABI of that contract.

address string

Ethereum address of the contract to call.

args object[]

List of arguments to pass to method call. Protobuf 'Value' wraps an arbitrary JSON type that is mapped to an Ethereum type according to the ABI.

filters object[]

Array [

conditions object[]

Conditions that should be matched by the data to be considered of interest.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

key object

Data source's data property key targeted by the filter.

name string

Name of the property.

numberDecimalPlaces uint64

type v1PropertyKeyType (string)

Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

Default value: TYPE_UNSPECIFIED

Data type of the property.

]

method string

Name of the method on the contract to call.

normalisers object[]

Array [

expression string

name string

]

requiredConfirmations uint64

sourceChainId uint64

The ID of the EVM based chain which is to be used to source the oracle data.

trigger object

Conditions for determining when to call the contract method.

timeTrigger object

Trigger for an Ethereum call based on the Ethereum block timestamp. Can be one-off or repeating.

every uint64

Repeat the call every n seconds after the initial call. If no time for initial call was specified, begin repeating immediately.

initial uint64

Trigger when the Ethereum time is greater or equal to this time, in Unix seconds.

until uint64

If repeating, stop once Ethereum time is greater than this time, in Unix seconds. If not set, then repeat indefinitely.

oracle object

All types of external data sources use the same configuration set for meeting requirements in order for the data to be useful for Vega - valid signatures and matching filters.

filters object[]

Filters describes which source data are considered of interest or not for the product (or the risk model).

Array [

conditions object[]

Conditions that should be matched by the data to be considered of interest.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

key object

Data source's data property key targeted by the filter.

name string

Name of the property.

numberDecimalPlaces uint64

type v1PropertyKeyType (string)

Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

Default value: TYPE_UNSPECIFIED

Data type of the property.

]

signers object[]

Array [

ethAddress object

In case of an open oracle - Ethereum address will be submitted.

address string

pubKey object

List of authorized public keys that signed the data for this source. All the public keys in the data should be contained in these public keys.

key string

]

internal object

Top level object used for all internal data sources. It contains one of any of the defined source type variants.

time object

Internal data source used for emitting timestamps.

conditions object[]

Conditions that the timestamps should meet in order to be considered.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

timeTrigger object

Internal data source used for emitting timestamps automatically using predefined intervals and conditions.

conditions object[]

Conditions that the timestamps need to meet in order to be considered.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

triggers object[]

Array [

every int64

Repeat the trigger every n seconds after the initial. If no time for initial was specified, begin repeating immediately.

initial int64

Trigger when the vega time is greater or equal to this time, in Unix seconds.

]

dataSourcesSpecBinding object[]

Array [

priceSourceProperty string

The property name of price.

]

decayPower uint64

Decay power used for the calculation of mark price.

decayWeight string

Decay weight used for calculation of mark price.

sourceStalenessTolerance string[]

sourceWeights string[]

Weights for each composite price data source.

marginFundingFactor string

Controls how much the upcoming funding payment liability contributes to party's margin, in the range [0, 1].

quoteName string

Product quote name.

settlementAsset string

Asset ID for the product's settlement asset.

spot object

Spot.

baseAsset string

Base asset ID.

quoteAsset string

Quote asset ID.

linearSlippageFactor string

Linear slippage factor is used to cap the slippage component of maintenance margin - it is applied to the slippage volume.

liquidationStrategy object

Liquidation strategy for this market.

disposalFraction string

Fraction of the open position the market will try to close in a single attempt; range 0 through 1.

disposalSlippageRange string

disposalTimeStep int64

Interval, in seconds, at which the network will attempt to close its position.

fullDisposalSize uint64

Size of the position that the network will try to close in a single attempt.

maxFractionConsumed string

Max fraction of the total volume of the orderbook, within liquidity bounds, that the network can use to close its position; range 0 through 1.

liquidityFeeSettings object

Specifies how the liquidity fee for the market will be calculated.

feeConstant string

Constant liquidity fee used when using the constant fee method.

method vegaLiquidityFeeSettingsMethod (string)

Possible values: [METHOD_UNSPECIFIED, METHOD_MARGINAL_COST, METHOD_WEIGHTED_AVERAGE, METHOD_CONSTANT]

Default value: METHOD_UNSPECIFIED

Method used to calculate the market's liquidity fee.

liquidityMonitoringParameters object

Liquidity monitoring parameters.

auctionExtension int64

Specifies by how many seconds an auction should be extended if leaving the auction were to trigger a liquidity auction.

targetStakeParameters object

Specifies parameters related to target stake calculation.

scalingFactor double

Specifies scaling factors used in target stake calculation.

timeWindow int64

Specifies length of time window expressed in seconds for target stake calculation.

triggeringRatio string

Specifies the triggering ratio for entering liquidity auction.

liquiditySlaParameters object

commitmentMinTimeFraction string

Specifies the minimum fraction of time LPs must spend "on the book" providing their committed liquidity.

performanceHysteresisEpochs uint64

Specifies the number of liquidity epochs over which past performance will continue to affect rewards.

priceRange string

slaCompetitionFactor string

logNormal object

Log normal risk model parameters, valid only if MODEL_LOG_NORMAL is selected.

params object

Risk model parameters for log normal.

mu double

Mu parameter, annualised growth rate of the underlying asset.

r double

R parameter, annualised growth rate of the risk-free asset, used for discounting of future cash flows, can be any real number.

sigma double

Sigma parameter, annualised volatility of the underlying asset, must be a strictly non-negative real number.

riskAversionParameter double

Risk Aversion Parameter.

riskFactorOverride object

And optional override for the risk factor calculated by the risk model.

long string

Long Risk factor value.

short string

Short Risk factor value.

tau double

lpPriceRange string

DEPRECATED: Use liquidity SLA parameters instead. Percentage move up and down from the mid price which specifies the range of price levels over which automated liquidity provisions will be deployed.

markPriceConfiguration object

Mark price configuration.

cashAmount string

Cash amount, in asset decimals, used for the calculation of the mark price from the order book.

compositePriceType vegaCompositePriceType (string)

Possible values: [COMPOSITE_PRICE_TYPE_UNSPECIFIED, COMPOSITE_PRICE_TYPE_WEIGHTED, COMPOSITE_PRICE_TYPE_MEDIAN, COMPOSITE_PRICE_TYPE_LAST_TRADE]

Default value: COMPOSITE_PRICE_TYPE_UNSPECIFIED

Which method is used for the calculation of the composite price for the market.

dataSourcesSpec object[]

Additional price sources to be used for internal composite price calculation.

Array [

external object

DataSourceDefinitionExternal is the top level object used for all external data sources. It contains one of any of the defined SourceType variants.

ethOracle object

Contains the data specification that is received from Ethereum sources.

abi string

The ABI of that contract.

address string

Ethereum address of the contract to call.

args object[]

List of arguments to pass to method call. Protobuf 'Value' wraps an arbitrary JSON type that is mapped to an Ethereum type according to the ABI.

filters object[]

Array [

conditions object[]

Conditions that should be matched by the data to be considered of interest.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

key object

Data source's data property key targeted by the filter.

name string

Name of the property.

numberDecimalPlaces uint64

type v1PropertyKeyType (string)

Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

Default value: TYPE_UNSPECIFIED

Data type of the property.

]

method string

Name of the method on the contract to call.

normalisers object[]

Array [

expression string

name string

]

requiredConfirmations uint64

sourceChainId uint64

The ID of the EVM based chain which is to be used to source the oracle data.

trigger object

Conditions for determining when to call the contract method.

timeTrigger object

Trigger for an Ethereum call based on the Ethereum block timestamp. Can be one-off or repeating.

every uint64

Repeat the call every n seconds after the initial call. If no time for initial call was specified, begin repeating immediately.

initial uint64

Trigger when the Ethereum time is greater or equal to this time, in Unix seconds.

until uint64

If repeating, stop once Ethereum time is greater than this time, in Unix seconds. If not set, then repeat indefinitely.

oracle object

All types of external data sources use the same configuration set for meeting requirements in order for the data to be useful for Vega - valid signatures and matching filters.

filters object[]

Filters describes which source data are considered of interest or not for the product (or the risk model).

Array [

conditions object[]

Conditions that should be matched by the data to be considered of interest.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

key object

Data source's data property key targeted by the filter.

name string

Name of the property.

numberDecimalPlaces uint64

type v1PropertyKeyType (string)

Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

Default value: TYPE_UNSPECIFIED

Data type of the property.

]

signers object[]

Array [

ethAddress object

In case of an open oracle - Ethereum address will be submitted.

address string

pubKey object

List of authorized public keys that signed the data for this source. All the public keys in the data should be contained in these public keys.

key string

]

internal object

Top level object used for all internal data sources. It contains one of any of the defined source type variants.

time object

Internal data source used for emitting timestamps.

conditions object[]

Conditions that the timestamps should meet in order to be considered.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

timeTrigger object

Internal data source used for emitting timestamps automatically using predefined intervals and conditions.

conditions object[]

Conditions that the timestamps need to meet in order to be considered.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

triggers object[]

Array [

every int64

Repeat the trigger every n seconds after the initial. If no time for initial was specified, begin repeating immediately.

initial int64

Trigger when the vega time is greater or equal to this time, in Unix seconds.

]

dataSourcesSpecBinding object[]

Array [

priceSourceProperty string

The property name of price.

]

decayPower uint64

Decay power used for the calculation of mark price.

decayWeight string

Decay weight used for calculation of mark price.

sourceStalenessTolerance string[]

sourceWeights string[]

Weights for each composite price data source.

metadata string[]

Optional new futures market metadata, tags.

positionDecimalPlaces int64

Decimal places for order sizes, sets what size the smallest order / position on the futures market can be.

priceMonitoringParameters object

Price monitoring parameters.

triggers object[]

Array [

auctionExtension int64

Price monitoring auction extension duration in seconds should the price breach its theoretical level over the specified horizon at the specified probability level.

horizon int64

Price monitoring projection horizon τ in seconds.

probability string

Price monitoring probability level p.

]

quadraticSlippageFactor string

Quadratic slippage factor is used to cap the slippage component of maintenance margin - it is applied to the square of the slippage volume.

simple object

Simple risk model parameters, valid only if MODEL_SIMPLE is selected.

factorLong double

Pre-defined risk factor value for long.

factorShort double

Pre-defined risk factor value for short.

maxMoveUp double

Pre-defined maximum price move up that the model considers as valid.

minMoveDown double

Pre-defined minimum price move down that the model considers as valid.

probabilityOfTrading double

Pre-defined constant probability of trading.

successor object

Successor configuration. If this proposal is meant to succeed a given market, then this should be set.

insurancePoolFraction string

A decimal value between or equal to 0 and 1, specifying the fraction of the insurance pool balance that is carried over from the parent market to the successor.

parentMarketId string

ID of the market that the successor should take over from.

tickSize The market tick size defines the minimum change in quote price for the market (string)

newSpotMarket object

Proposal change for creating new spot market.

changes object

Configuration of the new spot market.

enableTransactionReordering If enabled aggressive orders sent to the market will be delayed by the configured number of blocks (boolean)

instrument object

New spot market instrument configuration.

code string

Instrument code, human-readable shortcode used to describe the instrument.

future object

Future.

cap object

If set, this product creates a capped future market.

binarySettlement boolean

If set to true, the settlement price must either be zero, or equal to the max price.

fullyCollateralised boolean

If set to true, positions must be fully collateralised so there is no default risk for any party.

maxPrice string

Set the maximum price for orders, and settlement data in market decimals.

dataSourceSpecBinding object

Binding between the data source spec and the settlement data.

settlementDataProperty string

Name of the property in the source data that should be used as settlement data. If it is set to "prices.BTC.value", then the Future will use the value of this property as settlement data.

tradingTerminationProperty string

Name of the property in the data source data that signals termination of trading.

dataSourceSpecForSettlementData object

external object

DataSourceDefinitionExternal is the top level object used for all external data sources. It contains one of any of the defined SourceType variants.

ethOracle object

Contains the data specification that is received from Ethereum sources.

abi string

The ABI of that contract.

address string

Ethereum address of the contract to call.

args object[]

List of arguments to pass to method call. Protobuf 'Value' wraps an arbitrary JSON type that is mapped to an Ethereum type according to the ABI.

filters object[]

Array [

conditions object[]

Conditions that should be matched by the data to be considered of interest.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

key object

Data source's data property key targeted by the filter.

name string

Name of the property.

numberDecimalPlaces uint64

type v1PropertyKeyType (string)

Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

Default value: TYPE_UNSPECIFIED

Data type of the property.

]

method string

Name of the method on the contract to call.

normalisers object[]

Array [

expression string

name string

]

requiredConfirmations uint64

sourceChainId uint64

The ID of the EVM based chain which is to be used to source the oracle data.

trigger object

Conditions for determining when to call the contract method.

timeTrigger object

Trigger for an Ethereum call based on the Ethereum block timestamp. Can be one-off or repeating.

every uint64

Repeat the call every n seconds after the initial call. If no time for initial call was specified, begin repeating immediately.

initial uint64

Trigger when the Ethereum time is greater or equal to this time, in Unix seconds.

until uint64

If repeating, stop once Ethereum time is greater than this time, in Unix seconds. If not set, then repeat indefinitely.

oracle object

All types of external data sources use the same configuration set for meeting requirements in order for the data to be useful for Vega - valid signatures and matching filters.

filters object[]

Filters describes which source data are considered of interest or not for the product (or the risk model).

Array [

conditions object[]

Conditions that should be matched by the data to be considered of interest.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

key object

Data source's data property key targeted by the filter.

name string

Name of the property.

numberDecimalPlaces uint64

type v1PropertyKeyType (string)

Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

Default value: TYPE_UNSPECIFIED

Data type of the property.

]

signers object[]

Array [

ethAddress object

In case of an open oracle - Ethereum address will be submitted.

address string

pubKey object

List of authorized public keys that signed the data for this source. All the public keys in the data should be contained in these public keys.

key string

]

internal object

Top level object used for all internal data sources. It contains one of any of the defined source type variants.

time object

Internal data source used for emitting timestamps.

conditions object[]

Conditions that the timestamps should meet in order to be considered.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

timeTrigger object

Internal data source used for emitting timestamps automatically using predefined intervals and conditions.

conditions object[]

Conditions that the timestamps need to meet in order to be considered.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

triggers object[]

Array [

every int64

Repeat the trigger every n seconds after the initial. If no time for initial was specified, begin repeating immediately.

initial int64

Trigger when the vega time is greater or equal to this time, in Unix seconds.

]

dataSourceSpecForTradingTermination object

external object

DataSourceDefinitionExternal is the top level object used for all external data sources. It contains one of any of the defined SourceType variants.

ethOracle object

Contains the data specification that is received from Ethereum sources.

abi string

The ABI of that contract.

address string

Ethereum address of the contract to call.

args object[]

List of arguments to pass to method call. Protobuf 'Value' wraps an arbitrary JSON type that is mapped to an Ethereum type according to the ABI.

filters object[]

Array [

conditions object[]

Conditions that should be matched by the data to be considered of interest.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

key object

Data source's data property key targeted by the filter.

name string

Name of the property.

numberDecimalPlaces uint64

type v1PropertyKeyType (string)

Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

Default value: TYPE_UNSPECIFIED

Data type of the property.

]

method string

Name of the method on the contract to call.

normalisers object[]

Array [

expression string

name string

]

requiredConfirmations uint64

sourceChainId uint64

The ID of the EVM based chain which is to be used to source the oracle data.

trigger object

Conditions for determining when to call the contract method.

timeTrigger object

Trigger for an Ethereum call based on the Ethereum block timestamp. Can be one-off or repeating.

every uint64

Repeat the call every n seconds after the initial call. If no time for initial call was specified, begin repeating immediately.

initial uint64

Trigger when the Ethereum time is greater or equal to this time, in Unix seconds.

until uint64

If repeating, stop once Ethereum time is greater than this time, in Unix seconds. If not set, then repeat indefinitely.

oracle object

All types of external data sources use the same configuration set for meeting requirements in order for the data to be useful for Vega - valid signatures and matching filters.

filters object[]

Filters describes which source data are considered of interest or not for the product (or the risk model).

Array [

conditions object[]

Conditions that should be matched by the data to be considered of interest.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

key object

Data source's data property key targeted by the filter.

name string

Name of the property.

numberDecimalPlaces uint64

type v1PropertyKeyType (string)

Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

Default value: TYPE_UNSPECIFIED

Data type of the property.

]

signers object[]

Array [

ethAddress object

In case of an open oracle - Ethereum address will be submitted.

address string

pubKey object

List of authorized public keys that signed the data for this source. All the public keys in the data should be contained in these public keys.

key string

]

internal object

Top level object used for all internal data sources. It contains one of any of the defined source type variants.

time object

Internal data source used for emitting timestamps.

conditions object[]

Conditions that the timestamps should meet in order to be considered.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

timeTrigger object

Internal data source used for emitting timestamps automatically using predefined intervals and conditions.

conditions object[]

Conditions that the timestamps need to meet in order to be considered.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

triggers object[]

Array [

every int64

Repeat the trigger every n seconds after the initial. If no time for initial was specified, begin repeating immediately.

initial int64

Trigger when the vega time is greater or equal to this time, in Unix seconds.

]

quoteName string

Product quote name.

settlementAsset string

Asset ID for the product's settlement asset.

name string

Instrument name.

perpetual object

Perpetual.

clampLowerBound string

Lower bound for the clamp function used as part of the funding rate calculation, in the range [-1, 1].

clampUpperBound string

Upper bound for the clamp function used as part of the funding rate calculation, in the range [-1, 1].

dataSourceSpecBinding object

Binding between the data source spec and the settlement data.

settlementDataProperty string

settlementScheduleProperty string

Name of the property in the source data that should be used to determine the perpetual's settlement schedule.

dataSourceSpecForSettlementData object

external object

DataSourceDefinitionExternal is the top level object used for all external data sources. It contains one of any of the defined SourceType variants.

ethOracle object

Contains the data specification that is received from Ethereum sources.

abi string

The ABI of that contract.

address string

Ethereum address of the contract to call.

args object[]

List of arguments to pass to method call. Protobuf 'Value' wraps an arbitrary JSON type that is mapped to an Ethereum type according to the ABI.

filters object[]

Array [

conditions object[]

Conditions that should be matched by the data to be considered of interest.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

key object

Data source's data property key targeted by the filter.

name string

Name of the property.

numberDecimalPlaces uint64

type v1PropertyKeyType (string)

Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

Default value: TYPE_UNSPECIFIED

Data type of the property.

]

method string

Name of the method on the contract to call.

normalisers object[]

Array [

expression string

name string

]

requiredConfirmations uint64

sourceChainId uint64

The ID of the EVM based chain which is to be used to source the oracle data.

trigger object

Conditions for determining when to call the contract method.

timeTrigger object

Trigger for an Ethereum call based on the Ethereum block timestamp. Can be one-off or repeating.

every uint64

Repeat the call every n seconds after the initial call. If no time for initial call was specified, begin repeating immediately.

initial uint64

Trigger when the Ethereum time is greater or equal to this time, in Unix seconds.

until uint64

If repeating, stop once Ethereum time is greater than this time, in Unix seconds. If not set, then repeat indefinitely.

oracle object

All types of external data sources use the same configuration set for meeting requirements in order for the data to be useful for Vega - valid signatures and matching filters.

filters object[]

Filters describes which source data are considered of interest or not for the product (or the risk model).

Array [

conditions object[]

Conditions that should be matched by the data to be considered of interest.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

key object

Data source's data property key targeted by the filter.

name string

Name of the property.

numberDecimalPlaces uint64

type v1PropertyKeyType (string)

Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

Default value: TYPE_UNSPECIFIED

Data type of the property.

]

signers object[]

Array [

ethAddress object

In case of an open oracle - Ethereum address will be submitted.

address string

pubKey object

List of authorized public keys that signed the data for this source. All the public keys in the data should be contained in these public keys.

key string

]

internal object

Top level object used for all internal data sources. It contains one of any of the defined source type variants.

time object

Internal data source used for emitting timestamps.

conditions object[]

Conditions that the timestamps should meet in order to be considered.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

timeTrigger object

Internal data source used for emitting timestamps automatically using predefined intervals and conditions.

conditions object[]

Conditions that the timestamps need to meet in order to be considered.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

triggers object[]

Array [

every int64

Repeat the trigger every n seconds after the initial. If no time for initial was specified, begin repeating immediately.

initial int64

Trigger when the vega time is greater or equal to this time, in Unix seconds.

]

dataSourceSpecForSettlementSchedule object

external object

DataSourceDefinitionExternal is the top level object used for all external data sources. It contains one of any of the defined SourceType variants.

ethOracle object

Contains the data specification that is received from Ethereum sources.

abi string

The ABI of that contract.

address string

Ethereum address of the contract to call.

args object[]

List of arguments to pass to method call. Protobuf 'Value' wraps an arbitrary JSON type that is mapped to an Ethereum type according to the ABI.

filters object[]

Array [

conditions object[]

Conditions that should be matched by the data to be considered of interest.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

key object

Data source's data property key targeted by the filter.

name string

Name of the property.

numberDecimalPlaces uint64

type v1PropertyKeyType (string)

Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

Default value: TYPE_UNSPECIFIED

Data type of the property.

]

method string

Name of the method on the contract to call.

normalisers object[]

Array [

expression string

name string

]

requiredConfirmations uint64

sourceChainId uint64

The ID of the EVM based chain which is to be used to source the oracle data.

trigger object

Conditions for determining when to call the contract method.

timeTrigger object

Trigger for an Ethereum call based on the Ethereum block timestamp. Can be one-off or repeating.

every uint64

Repeat the call every n seconds after the initial call. If no time for initial call was specified, begin repeating immediately.

initial uint64

Trigger when the Ethereum time is greater or equal to this time, in Unix seconds.

until uint64

If repeating, stop once Ethereum time is greater than this time, in Unix seconds. If not set, then repeat indefinitely.

oracle object

All types of external data sources use the same configuration set for meeting requirements in order for the data to be useful for Vega - valid signatures and matching filters.

filters object[]

Filters describes which source data are considered of interest or not for the product (or the risk model).

Array [

conditions object[]

Conditions that should be matched by the data to be considered of interest.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

key object

Data source's data property key targeted by the filter.

name string

Name of the property.

numberDecimalPlaces uint64

type v1PropertyKeyType (string)

Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

Default value: TYPE_UNSPECIFIED

Data type of the property.

]

signers object[]

Array [

ethAddress object

In case of an open oracle - Ethereum address will be submitted.

address string

pubKey object

List of authorized public keys that signed the data for this source. All the public keys in the data should be contained in these public keys.

key string

]

internal object

Top level object used for all internal data sources. It contains one of any of the defined source type variants.

time object

Internal data source used for emitting timestamps.

conditions object[]

Conditions that the timestamps should meet in order to be considered.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

timeTrigger object

Internal data source used for emitting timestamps automatically using predefined intervals and conditions.

conditions object[]

Conditions that the timestamps need to meet in order to be considered.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

triggers object[]

Array [

every int64

Repeat the trigger every n seconds after the initial. If no time for initial was specified, begin repeating immediately.

initial int64

Trigger when the vega time is greater or equal to this time, in Unix seconds.

]

fundingRateLowerBound string

Lower bound for the funding-rate such that the funding-rate will never be lower than this value.

fundingRateScalingFactor string

Factor applied to funding-rates. This scales the impact that spot price deviations have on funding payments.

fundingRateUpperBound string

Upper bound for the funding-rate such that the funding-rate will never be higher than this value.

interestRate string

Continuously compounded interest rate used in funding rate calculation, in the range [-1, 1].

internalCompositePriceConfiguration object

Composite price configuration to drive the calculation of the internal composite price used for funding payments. If undefined the default mark price of the market is used.

cashAmount string

Cash amount, in asset decimals, used for the calculation of the mark price from the order book.

compositePriceType vegaCompositePriceType (string)

Possible values: [COMPOSITE_PRICE_TYPE_UNSPECIFIED, COMPOSITE_PRICE_TYPE_WEIGHTED, COMPOSITE_PRICE_TYPE_MEDIAN, COMPOSITE_PRICE_TYPE_LAST_TRADE]

Default value: COMPOSITE_PRICE_TYPE_UNSPECIFIED

Which method is used for the calculation of the composite price for the market.

dataSourcesSpec object[]

Additional price sources to be used for internal composite price calculation.

Array [

external object

DataSourceDefinitionExternal is the top level object used for all external data sources. It contains one of any of the defined SourceType variants.

ethOracle object

Contains the data specification that is received from Ethereum sources.

abi string

The ABI of that contract.

address string

Ethereum address of the contract to call.

args object[]

List of arguments to pass to method call. Protobuf 'Value' wraps an arbitrary JSON type that is mapped to an Ethereum type according to the ABI.

filters object[]

Array [

conditions object[]

Conditions that should be matched by the data to be considered of interest.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

key object

Data source's data property key targeted by the filter.

name string

Name of the property.

numberDecimalPlaces uint64

type v1PropertyKeyType (string)

Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

Default value: TYPE_UNSPECIFIED

Data type of the property.

]

method string

Name of the method on the contract to call.

normalisers object[]

Array [

expression string

name string

]

requiredConfirmations uint64

sourceChainId uint64

The ID of the EVM based chain which is to be used to source the oracle data.

trigger object

Conditions for determining when to call the contract method.

timeTrigger object

Trigger for an Ethereum call based on the Ethereum block timestamp. Can be one-off or repeating.

every uint64

Repeat the call every n seconds after the initial call. If no time for initial call was specified, begin repeating immediately.

initial uint64

Trigger when the Ethereum time is greater or equal to this time, in Unix seconds.

until uint64

If repeating, stop once Ethereum time is greater than this time, in Unix seconds. If not set, then repeat indefinitely.

oracle object

All types of external data sources use the same configuration set for meeting requirements in order for the data to be useful for Vega - valid signatures and matching filters.

filters object[]

Filters describes which source data are considered of interest or not for the product (or the risk model).

Array [

conditions object[]

Conditions that should be matched by the data to be considered of interest.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

key object

Data source's data property key targeted by the filter.

name string

Name of the property.

numberDecimalPlaces uint64

type v1PropertyKeyType (string)

Possible values: [TYPE_UNSPECIFIED, TYPE_EMPTY, TYPE_INTEGER, TYPE_STRING, TYPE_BOOLEAN, TYPE_DECIMAL, TYPE_TIMESTAMP]

Default value: TYPE_UNSPECIFIED

Data type of the property.

]

signers object[]

Array [

ethAddress object

In case of an open oracle - Ethereum address will be submitted.

address string

pubKey object

List of authorized public keys that signed the data for this source. All the public keys in the data should be contained in these public keys.

key string

]

internal object

Top level object used for all internal data sources. It contains one of any of the defined source type variants.

time object

Internal data source used for emitting timestamps.

conditions object[]

Conditions that the timestamps should meet in order to be considered.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

timeTrigger object

Internal data source used for emitting timestamps automatically using predefined intervals and conditions.

conditions object[]

Conditions that the timestamps need to meet in order to be considered.

Array [

operator ConditionOperator (string)

Possible values: [OPERATOR_UNSPECIFIED, OPERATOR_EQUALS, OPERATOR_GREATER_THAN, OPERATOR_GREATER_THAN_OR_EQUAL, OPERATOR_LESS_THAN, OPERATOR_LESS_THAN_OR_EQUAL]

Default value: OPERATOR_UNSPECIFIED

Type of comparison to make on the value.

value string

Value to be compared with by the operator.

]

triggers object[]

Array [

every int64

Repeat the trigger every n seconds after the initial. If no time for initial was specified, begin repeating immediately.

initial int64

Trigger when the vega time is greater or equal to this time, in Unix seconds.

]

dataSourcesSpecBinding object[]

Array [

priceSourceProperty string

The property name of price.

]

decayPower uint64

Decay power used for the calculation of mark price.

decayWeight string

Decay weight used for calculation of mark price.

sourceStalenessTolerance string[]

sourceWeights string[]

Weights for each composite price data source.

marginFundingFactor string

Controls how much the upcoming funding payment liability contributes to party's margin, in the range [0, 1].

quoteName string

Product quote name.

settlementAsset string

Asset ID for the product's settlement asset.

spot object

Spot.

baseAsset string

Base asset ID.

quoteAsset string

Quote asset ID.

liquidityFeeSettings object

Specifies how the liquidity fee for the market will be calculated.

feeConstant string

Constant liquidity fee used when using the constant fee method.

method vegaLiquidityFeeSettingsMethod (string)

Possible values: [METHOD_UNSPECIFIED, METHOD_MARGINAL_COST, METHOD_WEIGHTED_AVERAGE, METHOD_CONSTANT]

Default value: METHOD_UNSPECIFIED

Method used to calculate the market's liquidity fee.

logNormal object

Log normal risk model parameters, valid only if MODEL_LOG_NORMAL is selected.

params object

Risk model parameters for log normal.

mu double

Mu parameter, annualised growth rate of the underlying asset.

r double

R parameter, annualised growth rate of the risk-free asset, used for discounting of future cash flows, can be any real number.

sigma double

Sigma parameter, annualised volatility of the underlying asset, must be a strictly non-negative real number.

riskAversionParameter double

Risk Aversion Parameter.

riskFactorOverride object

And optional override for the risk factor calculated by the risk model.

long string

Long Risk factor value.

short string

Short Risk factor value.

tau double

metadata string[]

Optional new spot market metadata, tags.

priceDecimalPlaces uint64

Decimal places used for the new spot market, sets the smallest price increment on the book.

priceMonitoringParameters object

Price monitoring parameters.

triggers object[]

Array [

auctionExtension int64

Price monitoring auction extension duration in seconds should the price breach its theoretical level over the specified horizon at the specified probability level.

horizon int64

Price monitoring projection horizon τ in seconds.

probability

Events subscription

/stream/event/bus

Request​

Query Parameters

Responses​

Request

Responses