How to design a secure token authentication protocol using a 6-digit number?

Your server has a table of client IDs and keys. Each client also knows its own key.

What you're describing is called an HOTP, or HMAC-based One Time Password. Implementation is described in this RFC, and unless you have a compelling reason not to, I'd strongly suggest implementing it as-is, since it's been vetted by cryptographers, and is believed secure. Using this will also give you compatibility with existing systems - you should be able to find HOTP-compatible tokens and software apps, like Google Authenticator for Android.

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