syntax = "proto3";
package kairos.v1;

import "kairos/v1/common.proto";

option go_package = "github.com/kairos/proto/kairos/v1";

// ArbMatch represents a matched market pair across two providers.
message ArbMatch {
  Provider a_provider = 1;
  string a_market_id = 2;
  string a_name = 3;
  string a_label = 4;
  // Price scaled by 10000 (e.g., 4200 = 0.42)
  int32 a_price_yes = 5;
  // Expiry in seconds since Unix epoch (0 = no expiry)
  int64 a_expires_at_sec = 6;

  Provider b_provider = 7;
  string b_market_id = 8;
  string b_name = 9;
  string b_label = 10;
  int32 b_price_yes = 11;
  int64 b_expires_at_sec = 12;

  int32 spread_bps = 13;
  string event_title = 14;
  string clean_title = 15;
  // Similarity scaled by 10000 (e.g., 9500 = 0.95). Unverified fail-open
  // candidates use zero rather than being represented as perfect matches.
  int32 similarity_scaled = 16;

  // Liquidity-aware executable sizing, computed server-side by arb-scanner
  // walking both legs' L2 books in lockstep (buy YES on A + buy NO on B).
  // Absent (nil) when the books are unavailable/stale for this pair.
  ArbLiquidity liquidity = 17;
  // Maximum currently executable arb notional in dollars, scaled by 10000.
  // This is an explicit top-level copy of liquidity.executable_notional_scaled
  // so consumers can filter/sort without decoding the depth ladder.
  int64 max_arb_liquidity_scaled = 18;
}

// Liquidity-aware sizing computed server-side by arb-scanner walking both
// legs' books in lockstep (see services/arb-scanner/scanner/depth_walk.go).
message ArbDepthStep {
  int32 yes_price = 1;            // scaled by 10000
  int32 no_price = 2;            // scaled by 10000
  int32 blended_cost = 3;        // scaled by 10000
  int32 edge = 4;                // scaled by 10000 (can be <= 0 on the floor row)
  double contracts = 5;           // contracts filled at this step (fractional sizes exist on Polymarket)
  double cumulative_contracts = 6;
  int64 cumulative_cost_scaled = 7;    // dollars scaled by 10000
  int64 cumulative_profit_scaled = 8;  // dollars scaled by 10000
  bool viable = 9;
}
message ArbLiquidity {
  double executable_contracts = 1;
  int64 executable_notional_scaled = 2;  // dollars scaled by 10000
  int64 locked_profit_scaled = 3;        // dollars scaled by 10000
  int32 avg_blended_cost = 4;            // scaled by 10000
  int32 top_of_book_edge = 5;            // scaled by 10000
  repeated ArbDepthStep ladder = 6;
  string exhausted = 7;                  // edge|yesBook|noBook|levels
  int64 computed_at_us = 8;
}

// Full set of matched market pairs.
// Wire: [0x0D][protobuf payload]
// Redis channel: arb:matches
message ArbMatchList {
  int64 timestamp_us = 1;
  uint32 count = 2;
  repeated ArbMatch matches = 3;
  string subscription_id = 4;
}

// Live price divergence for a matched pair.
message ArbSpread {
  Provider a_provider = 1;
  string a_market_id = 2;
  int32 a_price_yes = 3;
  int64 a_expires_at_sec = 4;

  Provider b_provider = 5;
  string b_market_id = 6;
  int32 b_price_yes = 7;
  int64 b_expires_at_sec = 8;

  int32 spread_bps = 9;
  string direction = 10;
  string title = 11;
  string clean_title = 12;

  // Liquidity-aware executable sizing for this pair (buy YES on A + buy NO
  // on B), computed server-side by arb-scanner. Absent (nil) when the books
  // are unavailable/stale.
  ArbLiquidity liquidity = 13;
  // Maximum currently executable arb notional in dollars, scaled by 10000.
  int64 max_arb_liquidity_scaled = 14;
  // Match confidence scaled by 10000 so subscription filters can be applied
  // to spread batches without joining against a separate match snapshot.
  // Unverified fail-open candidates use zero.
  int32 similarity_scaled = 15;
}

// Authoritative snapshot of currently active, edge-gated opportunities.
// Consumers replace local state on every batch, including an empty batch.
// Wire: [0x0E][protobuf payload]
// Redis channel: arb:spreads
message ArbSpreadList {
  int64 timestamp_us = 1;
  uint32 count = 2;
  repeated ArbSpread opportunities = 3;
  string subscription_id = 4;
}