tendermint/abci/example/orderbook/wire.proto

syntax = "proto3";

package orderbook;
option go_package = "github.com/tendermint/tendermint/abci/example/orderbook";


message OrderAsk {
    double quantity = 1;
    double ask_price = 2;
	uint64 owner = 3;
    bytes signature = 4; 
}

message OrderBid {
    double max_quantity = 1;
    double max_price = 2;
	uint64 owner = 3;
    bytes signature = 4;
}

message Pair {
    // the denomination that the buyer receives i.e. EUR
    string buyers_denomination = 1;
    // the denomination that the seller receives i.e. USD
    string sellers_denomination = 2;
}

message Commodity {
    string denom = 1;
    double quantity = 2;    
}

message Account {
    uint64 index = 1;
	repeated bytes public_key = 2;
    // the set of commodities that the account has
    repeated Commodity commodities = 3;
}

// TradeSet is the transaction that eventually is committed in a block
// It is derived from a group of MsgBid and MsgAsk's 
message TradeSet {
    Pair pair = 1; // i.e. EUR/USD
    // the set of matched trades for that peer 
    repeated MatchedOrder matched_orders = 2;
}

message MatchedOrder {
    OrderAsk order_ask = 1;
    OrderBid order_bid = 2;
}