@finam/grpc-tradeapi 2.14.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/README.md +41 -0
- package/google/api/annotations_pb.d.ts +34 -0
- package/google/api/annotations_pb.js +36 -0
- package/google/api/auth_pb.d.ts +382 -0
- package/google/api/auth_pb.js +68 -0
- package/google/api/backend_pb.d.ts +278 -0
- package/google/api/backend_pb.js +60 -0
- package/google/api/billing_pb.d.ts +112 -0
- package/google/api/billing_pb.js +40 -0
- package/google/api/client_pb.d.ts +906 -0
- package/google/api/client_pb.js +268 -0
- package/google/api/config_change_pb.d.ts +156 -0
- package/google/api/config_change_pb.js +55 -0
- package/google/api/consumer_pb.d.ts +151 -0
- package/google/api/consumer_pb.js +54 -0
- package/google/api/context_pb.d.ts +139 -0
- package/google/api/context_pb.js +40 -0
- package/google/api/control_pb.d.ts +61 -0
- package/google/api/control_pb.js +34 -0
- package/google/api/distribution_pb.d.ts +379 -0
- package/google/api/distribution_pb.js +76 -0
- package/google/api/documentation_pb.d.ts +249 -0
- package/google/api/documentation_pb.js +47 -0
- package/google/api/endpoint_pb.d.ts +98 -0
- package/google/api/endpoint_pb.js +33 -0
- package/google/api/error_reason_pb.d.ts +765 -0
- package/google/api/error_reason_pb.js +49 -0
- package/google/api/field_behavior_pb.d.ts +152 -0
- package/google/api/field_behavior_pb.js +65 -0
- package/google/api/field_info_pb.d.ts +171 -0
- package/google/api/field_info_pb.js +80 -0
- package/google/api/http_pb.d.ts +469 -0
- package/google/api/http_pb.js +47 -0
- package/google/api/httpbody_pb.d.ts +104 -0
- package/google/api/httpbody_pb.js +34 -0
- package/google/api/label_pb.d.ts +93 -0
- package/google/api/label_pb.js +47 -0
- package/google/api/launch_stage_pb.d.ts +115 -0
- package/google/api/launch_stage_pb.js +41 -0
- package/google/api/log_pb.d.ts +82 -0
- package/google/api/log_pb.js +34 -0
- package/google/api/logging_pb.d.ts +120 -0
- package/google/api/logging_pb.js +40 -0
- package/google/api/metric_pb.d.ts +474 -0
- package/google/api/metric_pb.js +94 -0
- package/google/api/monitored_resource_pb.d.ts +200 -0
- package/google/api/monitored_resource_pb.js +50 -0
- package/google/api/monitoring_pb.d.ts +146 -0
- package/google/api/monitoring_pb.js +40 -0
- package/google/api/policy_pb.d.ts +128 -0
- package/google/api/policy_pb.js +57 -0
- package/google/api/quota_pb.d.ts +273 -0
- package/google/api/quota_pb.js +47 -0
- package/google/api/resource_pb.d.ts +344 -0
- package/google/api/resource_pb.js +97 -0
- package/google/api/routing_pb.d.ts +497 -0
- package/google/api/routing_pb.js +49 -0
- package/google/api/service_pb.d.ts +305 -0
- package/google/api/service_pb.js +52 -0
- package/google/api/source_info_pb.d.ts +47 -0
- package/google/api/source_info_pb.js +34 -0
- package/google/api/system_parameter_pb.d.ts +153 -0
- package/google/api/system_parameter_pb.js +47 -0
- package/google/api/usage_pb.d.ts +143 -0
- package/google/api/usage_pb.js +40 -0
- package/google/api/visibility_pb.d.ts +158 -0
- package/google/api/visibility_pb.js +89 -0
- package/google/protobuf/any_pb.d.ts +182 -0
- package/google/protobuf/any_pb.js +49 -0
- package/google/protobuf/api_pb.d.ts +302 -0
- package/google/protobuf/api_pb.js +65 -0
- package/google/protobuf/descriptor_pb.d.ts +2511 -0
- package/google/protobuf/descriptor_pb.js +500 -0
- package/google/protobuf/duration_pb.d.ts +134 -0
- package/google/protobuf/duration_pb.js +49 -0
- package/google/protobuf/empty_pb.d.ts +63 -0
- package/google/protobuf/empty_pb.js +49 -0
- package/google/protobuf/field_mask_pb.d.ts +260 -0
- package/google/protobuf/field_mask_pb.js +49 -0
- package/google/protobuf/source_context_pb.d.ts +64 -0
- package/google/protobuf/source_context_pb.js +49 -0
- package/google/protobuf/struct_pb.d.ts +186 -0
- package/google/protobuf/struct_pb.js +80 -0
- package/google/protobuf/timestamp_pb.d.ts +163 -0
- package/google/protobuf/timestamp_pb.js +49 -0
- package/google/protobuf/type_pb.d.ts +532 -0
- package/google/protobuf/type_pb.js +121 -0
- package/google/protobuf/wrappers_pb.d.ts +250 -0
- package/google/protobuf/wrappers_pb.js +115 -0
- package/google/type/calendar_period_pb.d.ts +99 -0
- package/google/type/calendar_period_pb.js +42 -0
- package/google/type/color_pb.d.ts +200 -0
- package/google/type/color_pb.js +34 -0
- package/google/type/date_pb.d.ts +76 -0
- package/google/type/date_pb.js +33 -0
- package/google/type/datetime_pb.d.ts +175 -0
- package/google/type/datetime_pb.js +41 -0
- package/google/type/dayofweek_pb.d.ts +93 -0
- package/google/type/dayofweek_pb.js +40 -0
- package/google/type/decimal_pb.d.ts +111 -0
- package/google/type/decimal_pb.js +33 -0
- package/google/type/expr_pb.d.ts +102 -0
- package/google/type/expr_pb.js +33 -0
- package/google/type/fraction_pb.d.ts +54 -0
- package/google/type/fraction_pb.js +33 -0
- package/google/type/interval_pb.d.ts +65 -0
- package/google/type/interval_pb.js +34 -0
- package/google/type/latlng_pb.d.ts +57 -0
- package/google/type/latlng_pb.js +33 -0
- package/google/type/localized_text_pb.d.ts +56 -0
- package/google/type/localized_text_pb.js +33 -0
- package/google/type/money_pb.d.ts +66 -0
- package/google/type/money_pb.js +33 -0
- package/google/type/month_pb.d.ts +128 -0
- package/google/type/month_pb.js +40 -0
- package/google/type/phone_number_pb.d.ts +161 -0
- package/google/type/phone_number_pb.js +40 -0
- package/google/type/postal_address_pb.d.ts +190 -0
- package/google/type/postal_address_pb.js +33 -0
- package/google/type/quaternion_pb.d.ts +122 -0
- package/google/type/quaternion_pb.js +33 -0
- package/google/type/timeofday_pb.d.ts +72 -0
- package/google/type/timeofday_pb.js +33 -0
- package/grpc/gateway/protoc_gen_openapiv2/options/annotations_pb.d.ts +73 -0
- package/grpc/gateway/protoc_gen_openapiv2/options/annotations_pb.js +80 -0
- package/grpc/gateway/protoc_gen_openapiv2/options/openapiv2_pb.d.ts +1586 -0
- package/grpc/gateway/protoc_gen_openapiv2/options/openapiv2_pb.js +239 -0
- package/grpc/tradeapi/v1/accounts/accounts_service_pb.d.ts +671 -0
- package/grpc/tradeapi/v1/accounts/accounts_service_pb.js +126 -0
- package/grpc/tradeapi/v1/assets/assets_service_pb.d.ts +1318 -0
- package/grpc/tradeapi/v1/assets/assets_service_pb.js +279 -0
- package/grpc/tradeapi/v1/auth/auth_service_pb.d.ts +336 -0
- package/grpc/tradeapi/v1/auth/auth_service_pb.js +86 -0
- package/grpc/tradeapi/v1/marketdata/marketdata_service_pb.d.ts +1215 -0
- package/grpc/tradeapi/v1/marketdata/marketdata_service_pb.js +243 -0
- package/grpc/tradeapi/v1/metrics/usage_metrics_service_pb.d.ts +111 -0
- package/grpc/tradeapi/v1/metrics/usage_metrics_service_pb.js +46 -0
- package/grpc/tradeapi/v1/orders/orders_service_pb.d.ts +1256 -0
- package/grpc/tradeapi/v1/orders/orders_service_pb.js +242 -0
- package/grpc/tradeapi/v1/reports/reports_service_pb.d.ts +353 -0
- package/grpc/tradeapi/v1/reports/reports_service_pb.js +107 -0
- package/grpc/tradeapi/v1/side_pb.d.ts +44 -0
- package/grpc/tradeapi/v1/side_pb.js +26 -0
- package/grpc/tradeapi/v1/trade_pb.d.ts +91 -0
- package/grpc/tradeapi/v1/trade_pb.js +22 -0
- package/package.json +14 -0
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// @generated by protoc-gen-es v2.11.0 with parameter "target=js+dts,import_extension=js"
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// @generated from file grpc/tradeapi/v1/marketdata/marketdata_service.proto (package grpc.tradeapi.v1.marketdata, syntax proto3)
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import type { GenEnum, GenFile, GenMessage, GenService } from "@bufbuild/protobuf/codegenv2";
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import type { Interval } from "../../../../google/type/interval_pb.js";
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import type { Decimal } from "../../../../google/type/decimal_pb.js";
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import type { Side } from "../side_pb.js";
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/**
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* Describes the file grpc/tradeapi/v1/marketdata/marketdata_service.proto.
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export declare const file_grpc_tradeapi_v1_marketdata_marketdata_service: GenFile;
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export declare type BarsRequest = Message<"grpc.tradeapi.v1.marketdata.BarsRequest"> & {
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timeframe: TimeFrame;
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interval?: Interval;
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/**
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* Describes the message grpc.tradeapi.v1.marketdata.BarsRequest.
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export declare type BarsResponse = Message<"grpc.tradeapi.v1.marketdata.BarsResponse"> & {
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bars: Bar[];
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* Describes the message grpc.tradeapi.v1.marketdata.BarsResponse.
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export declare type QuoteRequest = Message<"grpc.tradeapi.v1.marketdata.QuoteRequest"> & {
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export declare type QuoteResponse = Message<"grpc.tradeapi.v1.marketdata.QuoteResponse"> & {
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export declare type OrderBookRequest = Message<"grpc.tradeapi.v1.marketdata.OrderBookRequest"> & {
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* Describes the message grpc.tradeapi.v1.marketdata.OrderBookRequest.
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export declare type OrderBookResponse = Message<"grpc.tradeapi.v1.marketdata.OrderBookResponse"> & {
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* Describes the message grpc.tradeapi.v1.marketdata.OrderBookResponse.
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export declare const OrderBookResponseSchema: GenMessage<OrderBookResponse>;
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export declare type LatestTradesRequest = Message<"grpc.tradeapi.v1.marketdata.LatestTradesRequest"> & {
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* Describes the message grpc.tradeapi.v1.marketdata.LatestTradesRequest.
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export declare const LatestTradesRequestSchema: GenMessage<LatestTradesRequest>;
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export declare type LatestTradesResponse = Message<"grpc.tradeapi.v1.marketdata.LatestTradesResponse"> & {
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201
|
+
* @generated from field: string symbol = 1;
|
|
202
|
+
*/
|
|
203
|
+
symbol: string;
|
|
204
|
+
|
|
205
|
+
/**
|
|
206
|
+
* Список последних сделок
|
|
207
|
+
*
|
|
208
|
+
* @generated from field: repeated grpc.tradeapi.v1.marketdata.Trade trades = 2;
|
|
209
|
+
*/
|
|
210
|
+
trades: Trade[];
|
|
211
|
+
};
|
|
212
|
+
|
|
213
|
+
/**
|
|
214
|
+
* Describes the message grpc.tradeapi.v1.marketdata.LatestTradesResponse.
|
|
215
|
+
* Use `create(LatestTradesResponseSchema)` to create a new message.
|
|
216
|
+
*/
|
|
217
|
+
export declare const LatestTradesResponseSchema: GenMessage<LatestTradesResponse>;
|
|
218
|
+
|
|
219
|
+
/**
|
|
220
|
+
* Запрос подписки на котировки по инструменту. Стрим
|
|
221
|
+
*
|
|
222
|
+
* @generated from message grpc.tradeapi.v1.marketdata.SubscribeQuoteRequest
|
|
223
|
+
*/
|
|
224
|
+
export declare type SubscribeQuoteRequest = Message<"grpc.tradeapi.v1.marketdata.SubscribeQuoteRequest"> & {
|
|
225
|
+
/**
|
|
226
|
+
* Список символов инструментов
|
|
227
|
+
*
|
|
228
|
+
* @generated from field: repeated string symbols = 1;
|
|
229
|
+
*/
|
|
230
|
+
symbols: string[];
|
|
231
|
+
};
|
|
232
|
+
|
|
233
|
+
/**
|
|
234
|
+
* Describes the message grpc.tradeapi.v1.marketdata.SubscribeQuoteRequest.
|
|
235
|
+
* Use `create(SubscribeQuoteRequestSchema)` to create a new message.
|
|
236
|
+
*/
|
|
237
|
+
export declare const SubscribeQuoteRequestSchema: GenMessage<SubscribeQuoteRequest>;
|
|
238
|
+
|
|
239
|
+
/**
|
|
240
|
+
* Котировки по инструменту. Стрим
|
|
241
|
+
*
|
|
242
|
+
* @generated from message grpc.tradeapi.v1.marketdata.SubscribeQuoteResponse
|
|
243
|
+
*/
|
|
244
|
+
export declare type SubscribeQuoteResponse = Message<"grpc.tradeapi.v1.marketdata.SubscribeQuoteResponse"> & {
|
|
245
|
+
/**
|
|
246
|
+
* Список котировок
|
|
247
|
+
*
|
|
248
|
+
* @generated from field: repeated grpc.tradeapi.v1.marketdata.Quote quote = 1;
|
|
249
|
+
*/
|
|
250
|
+
quote: Quote[];
|
|
251
|
+
|
|
252
|
+
/**
|
|
253
|
+
* Ошибка стрим сервиса
|
|
254
|
+
*
|
|
255
|
+
* @generated from field: grpc.tradeapi.v1.marketdata.StreamError error = 2;
|
|
256
|
+
*/
|
|
257
|
+
error?: StreamError;
|
|
258
|
+
};
|
|
259
|
+
|
|
260
|
+
/**
|
|
261
|
+
* Describes the message grpc.tradeapi.v1.marketdata.SubscribeQuoteResponse.
|
|
262
|
+
* Use `create(SubscribeQuoteResponseSchema)` to create a new message.
|
|
263
|
+
*/
|
|
264
|
+
export declare const SubscribeQuoteResponseSchema: GenMessage<SubscribeQuoteResponse>;
|
|
265
|
+
|
|
266
|
+
/**
|
|
267
|
+
* Запрос подписки на стакан по инструменту. Стрим
|
|
268
|
+
*
|
|
269
|
+
* @generated from message grpc.tradeapi.v1.marketdata.SubscribeOrderBookRequest
|
|
270
|
+
*/
|
|
271
|
+
export declare type SubscribeOrderBookRequest = Message<"grpc.tradeapi.v1.marketdata.SubscribeOrderBookRequest"> & {
|
|
272
|
+
/**
|
|
273
|
+
* Символ инструмента
|
|
274
|
+
*
|
|
275
|
+
* @generated from field: string symbol = 1;
|
|
276
|
+
*/
|
|
277
|
+
symbol: string;
|
|
278
|
+
};
|
|
279
|
+
|
|
280
|
+
/**
|
|
281
|
+
* Describes the message grpc.tradeapi.v1.marketdata.SubscribeOrderBookRequest.
|
|
282
|
+
* Use `create(SubscribeOrderBookRequestSchema)` to create a new message.
|
|
283
|
+
*/
|
|
284
|
+
export declare const SubscribeOrderBookRequestSchema: GenMessage<SubscribeOrderBookRequest>;
|
|
285
|
+
|
|
286
|
+
/**
|
|
287
|
+
* Стакан по инструменту. Стрим
|
|
288
|
+
*
|
|
289
|
+
* @generated from message grpc.tradeapi.v1.marketdata.SubscribeOrderBookResponse
|
|
290
|
+
*/
|
|
291
|
+
export declare type SubscribeOrderBookResponse = Message<"grpc.tradeapi.v1.marketdata.SubscribeOrderBookResponse"> & {
|
|
292
|
+
/**
|
|
293
|
+
* Список стакан стримов
|
|
294
|
+
*
|
|
295
|
+
* @generated from field: repeated grpc.tradeapi.v1.marketdata.StreamOrderBook order_book = 1;
|
|
296
|
+
*/
|
|
297
|
+
orderBook: StreamOrderBook[];
|
|
298
|
+
};
|
|
299
|
+
|
|
300
|
+
/**
|
|
301
|
+
* Describes the message grpc.tradeapi.v1.marketdata.SubscribeOrderBookResponse.
|
|
302
|
+
* Use `create(SubscribeOrderBookResponseSchema)` to create a new message.
|
|
303
|
+
*/
|
|
304
|
+
export declare const SubscribeOrderBookResponseSchema: GenMessage<SubscribeOrderBookResponse>;
|
|
305
|
+
|
|
306
|
+
/**
|
|
307
|
+
* Запрос подписки на агрегированные свечи. Стрим
|
|
308
|
+
*
|
|
309
|
+
* @generated from message grpc.tradeapi.v1.marketdata.SubscribeBarsRequest
|
|
310
|
+
*/
|
|
311
|
+
export declare type SubscribeBarsRequest = Message<"grpc.tradeapi.v1.marketdata.SubscribeBarsRequest"> & {
|
|
312
|
+
/**
|
|
313
|
+
* Символ инструмента
|
|
314
|
+
*
|
|
315
|
+
* @generated from field: string symbol = 1;
|
|
316
|
+
*/
|
|
317
|
+
symbol: string;
|
|
318
|
+
|
|
319
|
+
/**
|
|
320
|
+
* Необходимый таймфрейм
|
|
321
|
+
*
|
|
322
|
+
* @generated from field: grpc.tradeapi.v1.marketdata.TimeFrame timeframe = 2;
|
|
323
|
+
*/
|
|
324
|
+
timeframe: TimeFrame;
|
|
325
|
+
};
|
|
326
|
+
|
|
327
|
+
/**
|
|
328
|
+
* Describes the message grpc.tradeapi.v1.marketdata.SubscribeBarsRequest.
|
|
329
|
+
* Use `create(SubscribeBarsRequestSchema)` to create a new message.
|
|
330
|
+
*/
|
|
331
|
+
export declare const SubscribeBarsRequestSchema: GenMessage<SubscribeBarsRequest>;
|
|
332
|
+
|
|
333
|
+
/**
|
|
334
|
+
* Список агрегированных свеч. Стрим
|
|
335
|
+
*
|
|
336
|
+
* @generated from message grpc.tradeapi.v1.marketdata.SubscribeBarsResponse
|
|
337
|
+
*/
|
|
338
|
+
export declare type SubscribeBarsResponse = Message<"grpc.tradeapi.v1.marketdata.SubscribeBarsResponse"> & {
|
|
339
|
+
/**
|
|
340
|
+
* Символ инструмента
|
|
341
|
+
*
|
|
342
|
+
* @generated from field: string symbol = 1;
|
|
343
|
+
*/
|
|
344
|
+
symbol: string;
|
|
345
|
+
|
|
346
|
+
/**
|
|
347
|
+
* Агрегированная свеча
|
|
348
|
+
*
|
|
349
|
+
* @generated from field: repeated grpc.tradeapi.v1.marketdata.Bar bars = 2;
|
|
350
|
+
*/
|
|
351
|
+
bars: Bar[];
|
|
352
|
+
};
|
|
353
|
+
|
|
354
|
+
/**
|
|
355
|
+
* Describes the message grpc.tradeapi.v1.marketdata.SubscribeBarsResponse.
|
|
356
|
+
* Use `create(SubscribeBarsResponseSchema)` to create a new message.
|
|
357
|
+
*/
|
|
358
|
+
export declare const SubscribeBarsResponseSchema: GenMessage<SubscribeBarsResponse>;
|
|
359
|
+
|
|
360
|
+
/**
|
|
361
|
+
* Информация об агрегированной свече
|
|
362
|
+
*
|
|
363
|
+
* @generated from message grpc.tradeapi.v1.marketdata.Bar
|
|
364
|
+
*/
|
|
365
|
+
export declare type Bar = Message<"grpc.tradeapi.v1.marketdata.Bar"> & {
|
|
366
|
+
/**
|
|
367
|
+
* Метка времени
|
|
368
|
+
*
|
|
369
|
+
* @generated from field: google.protobuf.Timestamp timestamp = 1;
|
|
370
|
+
*/
|
|
371
|
+
timestamp?: Timestamp;
|
|
372
|
+
|
|
373
|
+
/**
|
|
374
|
+
* Цена открытия свечи
|
|
375
|
+
*
|
|
376
|
+
* @generated from field: google.type.Decimal open = 2;
|
|
377
|
+
*/
|
|
378
|
+
open?: Decimal;
|
|
379
|
+
|
|
380
|
+
/**
|
|
381
|
+
* Максимальная цена свечи
|
|
382
|
+
*
|
|
383
|
+
* @generated from field: google.type.Decimal high = 3;
|
|
384
|
+
*/
|
|
385
|
+
high?: Decimal;
|
|
386
|
+
|
|
387
|
+
/**
|
|
388
|
+
* Минимальная цена свечи
|
|
389
|
+
*
|
|
390
|
+
* @generated from field: google.type.Decimal low = 4;
|
|
391
|
+
*/
|
|
392
|
+
low?: Decimal;
|
|
393
|
+
|
|
394
|
+
/**
|
|
395
|
+
* Цена закрытия свечи
|
|
396
|
+
*
|
|
397
|
+
* @generated from field: google.type.Decimal close = 5;
|
|
398
|
+
*/
|
|
399
|
+
close?: Decimal;
|
|
400
|
+
|
|
401
|
+
/**
|
|
402
|
+
* Объём торгов за свечу в шт.
|
|
403
|
+
*
|
|
404
|
+
* @generated from field: google.type.Decimal volume = 6;
|
|
405
|
+
*/
|
|
406
|
+
volume?: Decimal;
|
|
407
|
+
};
|
|
408
|
+
|
|
409
|
+
/**
|
|
410
|
+
* Describes the message grpc.tradeapi.v1.marketdata.Bar.
|
|
411
|
+
* Use `create(BarSchema)` to create a new message.
|
|
412
|
+
*/
|
|
413
|
+
export declare const BarSchema: GenMessage<Bar>;
|
|
414
|
+
|
|
415
|
+
/**
|
|
416
|
+
* Информация о котировке
|
|
417
|
+
*
|
|
418
|
+
* @generated from message grpc.tradeapi.v1.marketdata.Quote
|
|
419
|
+
*/
|
|
420
|
+
export declare type Quote = Message<"grpc.tradeapi.v1.marketdata.Quote"> & {
|
|
421
|
+
/**
|
|
422
|
+
* Символ инструмента
|
|
423
|
+
*
|
|
424
|
+
* @generated from field: string symbol = 1;
|
|
425
|
+
*/
|
|
426
|
+
symbol: string;
|
|
427
|
+
|
|
428
|
+
/**
|
|
429
|
+
* Метка времени
|
|
430
|
+
*
|
|
431
|
+
* @generated from field: google.protobuf.Timestamp timestamp = 2;
|
|
432
|
+
*/
|
|
433
|
+
timestamp?: Timestamp;
|
|
434
|
+
|
|
435
|
+
/**
|
|
436
|
+
* Аск. 0 при отсутствии активного аска
|
|
437
|
+
*
|
|
438
|
+
* @generated from field: google.type.Decimal ask = 3;
|
|
439
|
+
*/
|
|
440
|
+
ask?: Decimal;
|
|
441
|
+
|
|
442
|
+
/**
|
|
443
|
+
* Размер аска
|
|
444
|
+
*
|
|
445
|
+
* @generated from field: google.type.Decimal ask_size = 4;
|
|
446
|
+
*/
|
|
447
|
+
askSize?: Decimal;
|
|
448
|
+
|
|
449
|
+
/**
|
|
450
|
+
* Бид. 0 при отсутствии активного бида
|
|
451
|
+
*
|
|
452
|
+
* @generated from field: google.type.Decimal bid = 5;
|
|
453
|
+
*/
|
|
454
|
+
bid?: Decimal;
|
|
455
|
+
|
|
456
|
+
/**
|
|
457
|
+
* Размер бида
|
|
458
|
+
*
|
|
459
|
+
* @generated from field: google.type.Decimal bid_size = 6;
|
|
460
|
+
*/
|
|
461
|
+
bidSize?: Decimal;
|
|
462
|
+
|
|
463
|
+
/**
|
|
464
|
+
* Цена последней сделки
|
|
465
|
+
*
|
|
466
|
+
* @generated from field: google.type.Decimal last = 7;
|
|
467
|
+
*/
|
|
468
|
+
last?: Decimal;
|
|
469
|
+
|
|
470
|
+
/**
|
|
471
|
+
* Размер последней сделки
|
|
472
|
+
*
|
|
473
|
+
* @generated from field: google.type.Decimal last_size = 8;
|
|
474
|
+
*/
|
|
475
|
+
lastSize?: Decimal;
|
|
476
|
+
|
|
477
|
+
/**
|
|
478
|
+
* Дневной объем сделок
|
|
479
|
+
*
|
|
480
|
+
* @generated from field: google.type.Decimal volume = 9;
|
|
481
|
+
*/
|
|
482
|
+
volume?: Decimal;
|
|
483
|
+
|
|
484
|
+
/**
|
|
485
|
+
* Дневной оборот сделок
|
|
486
|
+
*
|
|
487
|
+
* @generated from field: google.type.Decimal turnover = 10;
|
|
488
|
+
*/
|
|
489
|
+
turnover?: Decimal;
|
|
490
|
+
|
|
491
|
+
/**
|
|
492
|
+
* Цена открытия. Дневная
|
|
493
|
+
*
|
|
494
|
+
* @generated from field: google.type.Decimal open = 11;
|
|
495
|
+
*/
|
|
496
|
+
open?: Decimal;
|
|
497
|
+
|
|
498
|
+
/**
|
|
499
|
+
* Максимальная цена. Дневная
|
|
500
|
+
*
|
|
501
|
+
* @generated from field: google.type.Decimal high = 12;
|
|
502
|
+
*/
|
|
503
|
+
high?: Decimal;
|
|
504
|
+
|
|
505
|
+
/**
|
|
506
|
+
* Минимальная цена. Дневная
|
|
507
|
+
*
|
|
508
|
+
* @generated from field: google.type.Decimal low = 13;
|
|
509
|
+
*/
|
|
510
|
+
low?: Decimal;
|
|
511
|
+
|
|
512
|
+
/**
|
|
513
|
+
* Цена закрытия. Дневная
|
|
514
|
+
*
|
|
515
|
+
* @generated from field: google.type.Decimal close = 14;
|
|
516
|
+
*/
|
|
517
|
+
close?: Decimal;
|
|
518
|
+
|
|
519
|
+
/**
|
|
520
|
+
* Изменение цены (last минус close)
|
|
521
|
+
*
|
|
522
|
+
* @generated from field: google.type.Decimal change = 15;
|
|
523
|
+
*/
|
|
524
|
+
change?: Decimal;
|
|
525
|
+
|
|
526
|
+
/**
|
|
527
|
+
* Открытый интерес. Общее количество незакрытых (активных) контрактов по деривативу.
|
|
528
|
+
*
|
|
529
|
+
* @generated from field: google.type.Decimal open_interest = 16;
|
|
530
|
+
*/
|
|
531
|
+
openInterest?: Decimal;
|
|
532
|
+
|
|
533
|
+
/**
|
|
534
|
+
* @generated from oneof grpc.tradeapi.v1.marketdata.Quote.additions
|
|
535
|
+
*/
|
|
536
|
+
additions: {
|
|
537
|
+
/**
|
|
538
|
+
* Информация об опционе
|
|
539
|
+
*
|
|
540
|
+
* @generated from field: grpc.tradeapi.v1.marketdata.Quote.Option option = 50;
|
|
541
|
+
*/
|
|
542
|
+
value: Quote_Option;
|
|
543
|
+
case: "option";
|
|
544
|
+
} | { case: undefined; value?: undefined };
|
|
545
|
+
};
|
|
546
|
+
|
|
547
|
+
/**
|
|
548
|
+
* Describes the message grpc.tradeapi.v1.marketdata.Quote.
|
|
549
|
+
* Use `create(QuoteSchema)` to create a new message.
|
|
550
|
+
*/
|
|
551
|
+
export declare const QuoteSchema: GenMessage<Quote>;
|
|
552
|
+
|
|
553
|
+
/**
|
|
554
|
+
* Информация об опционе
|
|
555
|
+
*
|
|
556
|
+
* @generated from message grpc.tradeapi.v1.marketdata.Quote.Option
|
|
557
|
+
*/
|
|
558
|
+
export declare type Quote_Option = Message<"grpc.tradeapi.v1.marketdata.Quote.Option"> & {
|
|
559
|
+
/**
|
|
560
|
+
* Открытый интерес
|
|
561
|
+
*
|
|
562
|
+
* @generated from field: google.type.Decimal open_interest = 1;
|
|
563
|
+
*/
|
|
564
|
+
openInterest?: Decimal;
|
|
565
|
+
|
|
566
|
+
/**
|
|
567
|
+
* Подразумеваемая волатильность
|
|
568
|
+
*
|
|
569
|
+
* @generated from field: google.type.Decimal implied_volatility = 2;
|
|
570
|
+
*/
|
|
571
|
+
impliedVolatility?: Decimal;
|
|
572
|
+
|
|
573
|
+
/**
|
|
574
|
+
* Теоретическая цена
|
|
575
|
+
*
|
|
576
|
+
* @generated from field: google.type.Decimal theoretical_price = 3;
|
|
577
|
+
*/
|
|
578
|
+
theoreticalPrice?: Decimal;
|
|
579
|
+
|
|
580
|
+
/**
|
|
581
|
+
* Delta
|
|
582
|
+
*
|
|
583
|
+
* @generated from field: google.type.Decimal delta = 4;
|
|
584
|
+
*/
|
|
585
|
+
delta?: Decimal;
|
|
586
|
+
|
|
587
|
+
/**
|
|
588
|
+
* Gamma
|
|
589
|
+
*
|
|
590
|
+
* @generated from field: google.type.Decimal gamma = 5;
|
|
591
|
+
*/
|
|
592
|
+
gamma?: Decimal;
|
|
593
|
+
|
|
594
|
+
/**
|
|
595
|
+
* Theta
|
|
596
|
+
*
|
|
597
|
+
* @generated from field: google.type.Decimal theta = 6;
|
|
598
|
+
*/
|
|
599
|
+
theta?: Decimal;
|
|
600
|
+
|
|
601
|
+
/**
|
|
602
|
+
* Vega
|
|
603
|
+
*
|
|
604
|
+
* @generated from field: google.type.Decimal vega = 7;
|
|
605
|
+
*/
|
|
606
|
+
vega?: Decimal;
|
|
607
|
+
|
|
608
|
+
/**
|
|
609
|
+
* Rho
|
|
610
|
+
*
|
|
611
|
+
* @generated from field: google.type.Decimal rho = 8;
|
|
612
|
+
*/
|
|
613
|
+
rho?: Decimal;
|
|
614
|
+
};
|
|
615
|
+
|
|
616
|
+
/**
|
|
617
|
+
* Describes the message grpc.tradeapi.v1.marketdata.Quote.Option.
|
|
618
|
+
* Use `create(Quote_OptionSchema)` to create a new message.
|
|
619
|
+
*/
|
|
620
|
+
export declare const Quote_OptionSchema: GenMessage<Quote_Option>;
|
|
621
|
+
|
|
622
|
+
/**
|
|
623
|
+
* Информация о стакане
|
|
624
|
+
*
|
|
625
|
+
* @generated from message grpc.tradeapi.v1.marketdata.OrderBook
|
|
626
|
+
*/
|
|
627
|
+
export declare type OrderBook = Message<"grpc.tradeapi.v1.marketdata.OrderBook"> & {
|
|
628
|
+
/**
|
|
629
|
+
* Уровни стакана
|
|
630
|
+
*
|
|
631
|
+
* @generated from field: repeated grpc.tradeapi.v1.marketdata.OrderBook.Row rows = 1;
|
|
632
|
+
*/
|
|
633
|
+
rows: OrderBook_Row[];
|
|
634
|
+
};
|
|
635
|
+
|
|
636
|
+
/**
|
|
637
|
+
* Describes the message grpc.tradeapi.v1.marketdata.OrderBook.
|
|
638
|
+
* Use `create(OrderBookSchema)` to create a new message.
|
|
639
|
+
*/
|
|
640
|
+
export declare const OrderBookSchema: GenMessage<OrderBook>;
|
|
641
|
+
|
|
642
|
+
/**
|
|
643
|
+
* Информация об уровне в стакане (строке)
|
|
644
|
+
*
|
|
645
|
+
* @generated from message grpc.tradeapi.v1.marketdata.OrderBook.Row
|
|
646
|
+
*/
|
|
647
|
+
export declare type OrderBook_Row = Message<"grpc.tradeapi.v1.marketdata.OrderBook.Row"> & {
|
|
648
|
+
/**
|
|
649
|
+
* Цена
|
|
650
|
+
*
|
|
651
|
+
* @generated from field: google.type.Decimal price = 1;
|
|
652
|
+
*/
|
|
653
|
+
price?: Decimal;
|
|
654
|
+
|
|
655
|
+
/**
|
|
656
|
+
* @generated from oneof grpc.tradeapi.v1.marketdata.OrderBook.Row.side
|
|
657
|
+
*/
|
|
658
|
+
side: {
|
|
659
|
+
/**
|
|
660
|
+
* Размер на продажу
|
|
661
|
+
*
|
|
662
|
+
* @generated from field: google.type.Decimal sell_size = 2;
|
|
663
|
+
*/
|
|
664
|
+
value: Decimal;
|
|
665
|
+
case: "sellSize";
|
|
666
|
+
} | {
|
|
667
|
+
/**
|
|
668
|
+
* Размер на покупку
|
|
669
|
+
*
|
|
670
|
+
* @generated from field: google.type.Decimal buy_size = 3;
|
|
671
|
+
*/
|
|
672
|
+
value: Decimal;
|
|
673
|
+
case: "buySize";
|
|
674
|
+
} | { case: undefined; value?: undefined };
|
|
675
|
+
|
|
676
|
+
/**
|
|
677
|
+
* Команда
|
|
678
|
+
*
|
|
679
|
+
* @generated from field: grpc.tradeapi.v1.marketdata.OrderBook.Row.Action action = 4;
|
|
680
|
+
*/
|
|
681
|
+
action: OrderBook_Row_Action;
|
|
682
|
+
|
|
683
|
+
/**
|
|
684
|
+
* Идентификатор участника рынка
|
|
685
|
+
*
|
|
686
|
+
* @generated from field: string mpid = 5;
|
|
687
|
+
*/
|
|
688
|
+
mpid: string;
|
|
689
|
+
|
|
690
|
+
/**
|
|
691
|
+
* Метка времени
|
|
692
|
+
*
|
|
693
|
+
* @generated from field: google.protobuf.Timestamp timestamp = 6;
|
|
694
|
+
*/
|
|
695
|
+
timestamp?: Timestamp;
|
|
696
|
+
};
|
|
697
|
+
|
|
698
|
+
/**
|
|
699
|
+
* Describes the message grpc.tradeapi.v1.marketdata.OrderBook.Row.
|
|
700
|
+
* Use `create(OrderBook_RowSchema)` to create a new message.
|
|
701
|
+
*/
|
|
702
|
+
export declare const OrderBook_RowSchema: GenMessage<OrderBook_Row>;
|
|
703
|
+
|
|
704
|
+
/**
|
|
705
|
+
* Команда
|
|
706
|
+
*
|
|
707
|
+
* @generated from enum grpc.tradeapi.v1.marketdata.OrderBook.Row.Action
|
|
708
|
+
*/
|
|
709
|
+
export enum OrderBook_Row_Action {
|
|
710
|
+
/**
|
|
711
|
+
* Действие не указано
|
|
712
|
+
*
|
|
713
|
+
* @generated from enum value: ACTION_UNSPECIFIED = 0;
|
|
714
|
+
*/
|
|
715
|
+
UNSPECIFIED = 0,
|
|
716
|
+
|
|
717
|
+
/**
|
|
718
|
+
* Удалить
|
|
719
|
+
*
|
|
720
|
+
* @generated from enum value: ACTION_REMOVE = 1;
|
|
721
|
+
*/
|
|
722
|
+
REMOVE = 1,
|
|
723
|
+
|
|
724
|
+
/**
|
|
725
|
+
* Добавить
|
|
726
|
+
*
|
|
727
|
+
* @generated from enum value: ACTION_ADD = 2;
|
|
728
|
+
*/
|
|
729
|
+
ADD = 2,
|
|
730
|
+
|
|
731
|
+
/**
|
|
732
|
+
* Обновить
|
|
733
|
+
*
|
|
734
|
+
* @generated from enum value: ACTION_UPDATE = 3;
|
|
735
|
+
*/
|
|
736
|
+
UPDATE = 3,
|
|
737
|
+
}
|
|
738
|
+
|
|
739
|
+
/**
|
|
740
|
+
* Describes the enum grpc.tradeapi.v1.marketdata.OrderBook.Row.Action.
|
|
741
|
+
*/
|
|
742
|
+
export declare const OrderBook_Row_ActionSchema: GenEnum<OrderBook_Row_Action>;
|
|
743
|
+
|
|
744
|
+
/**
|
|
745
|
+
* Информация о сделке
|
|
746
|
+
*
|
|
747
|
+
* @generated from message grpc.tradeapi.v1.marketdata.Trade
|
|
748
|
+
*/
|
|
749
|
+
export declare type Trade = Message<"grpc.tradeapi.v1.marketdata.Trade"> & {
|
|
750
|
+
/**
|
|
751
|
+
* Идентификатор сделки, отправленный биржей
|
|
752
|
+
*
|
|
753
|
+
* @generated from field: string trade_id = 1;
|
|
754
|
+
*/
|
|
755
|
+
tradeId: string;
|
|
756
|
+
|
|
757
|
+
/**
|
|
758
|
+
* Идентификатор участника рынка
|
|
759
|
+
*
|
|
760
|
+
* @generated from field: string mpid = 2;
|
|
761
|
+
*/
|
|
762
|
+
mpid: string;
|
|
763
|
+
|
|
764
|
+
/**
|
|
765
|
+
* Метка времени
|
|
766
|
+
*
|
|
767
|
+
* @generated from field: google.protobuf.Timestamp timestamp = 3;
|
|
768
|
+
*/
|
|
769
|
+
timestamp?: Timestamp;
|
|
770
|
+
|
|
771
|
+
/**
|
|
772
|
+
* Цена сделки
|
|
773
|
+
*
|
|
774
|
+
* @generated from field: google.type.Decimal price = 4;
|
|
775
|
+
*/
|
|
776
|
+
price?: Decimal;
|
|
777
|
+
|
|
778
|
+
/**
|
|
779
|
+
* Размер сделки
|
|
780
|
+
*
|
|
781
|
+
* @generated from field: google.type.Decimal size = 5;
|
|
782
|
+
*/
|
|
783
|
+
size?: Decimal;
|
|
784
|
+
|
|
785
|
+
/**
|
|
786
|
+
* Сторона сделки (buy или sell)
|
|
787
|
+
*
|
|
788
|
+
* @generated from field: grpc.tradeapi.v1.Side side = 6;
|
|
789
|
+
*/
|
|
790
|
+
side: Side;
|
|
791
|
+
|
|
792
|
+
/**
|
|
793
|
+
* Открытый интерес на момент совершения сделки.
|
|
794
|
+
*
|
|
795
|
+
* @generated from field: google.type.Decimal open_interest = 7;
|
|
796
|
+
*/
|
|
797
|
+
openInterest?: Decimal;
|
|
798
|
+
};
|
|
799
|
+
|
|
800
|
+
/**
|
|
801
|
+
* Describes the message grpc.tradeapi.v1.marketdata.Trade.
|
|
802
|
+
* Use `create(TradeSchema)` to create a new message.
|
|
803
|
+
*/
|
|
804
|
+
export declare const TradeSchema: GenMessage<Trade>;
|
|
805
|
+
|
|
806
|
+
/**
|
|
807
|
+
* Ошибка стрим сервиса
|
|
808
|
+
*
|
|
809
|
+
* @generated from message grpc.tradeapi.v1.marketdata.StreamError
|
|
810
|
+
*/
|
|
811
|
+
export declare type StreamError = Message<"grpc.tradeapi.v1.marketdata.StreamError"> & {
|
|
812
|
+
/**
|
|
813
|
+
* Код ошибки
|
|
814
|
+
*
|
|
815
|
+
* @generated from field: int32 code = 1;
|
|
816
|
+
*/
|
|
817
|
+
code: number;
|
|
818
|
+
|
|
819
|
+
/**
|
|
820
|
+
* Описание ошибки
|
|
821
|
+
*
|
|
822
|
+
* @generated from field: string description = 2;
|
|
823
|
+
*/
|
|
824
|
+
description: string;
|
|
825
|
+
};
|
|
826
|
+
|
|
827
|
+
/**
|
|
828
|
+
* Describes the message grpc.tradeapi.v1.marketdata.StreamError.
|
|
829
|
+
* Use `create(StreamErrorSchema)` to create a new message.
|
|
830
|
+
*/
|
|
831
|
+
export declare const StreamErrorSchema: GenMessage<StreamError>;
|
|
832
|
+
|
|
833
|
+
/**
|
|
834
|
+
* Стакан по инструменту. Стрим
|
|
835
|
+
*
|
|
836
|
+
* @generated from message grpc.tradeapi.v1.marketdata.StreamOrderBook
|
|
837
|
+
*/
|
|
838
|
+
export declare type StreamOrderBook = Message<"grpc.tradeapi.v1.marketdata.StreamOrderBook"> & {
|
|
839
|
+
/**
|
|
840
|
+
* Символ инструмента
|
|
841
|
+
*
|
|
842
|
+
* @generated from field: string symbol = 1;
|
|
843
|
+
*/
|
|
844
|
+
symbol: string;
|
|
845
|
+
|
|
846
|
+
/**
|
|
847
|
+
* Уровни стакана
|
|
848
|
+
*
|
|
849
|
+
* @generated from field: repeated grpc.tradeapi.v1.marketdata.StreamOrderBook.Row rows = 2;
|
|
850
|
+
*/
|
|
851
|
+
rows: StreamOrderBook_Row[];
|
|
852
|
+
};
|
|
853
|
+
|
|
854
|
+
/**
|
|
855
|
+
* Describes the message grpc.tradeapi.v1.marketdata.StreamOrderBook.
|
|
856
|
+
* Use `create(StreamOrderBookSchema)` to create a new message.
|
|
857
|
+
*/
|
|
858
|
+
export declare const StreamOrderBookSchema: GenMessage<StreamOrderBook>;
|
|
859
|
+
|
|
860
|
+
/**
|
|
861
|
+
* Информация об уровне в стакане (строке)
|
|
862
|
+
*
|
|
863
|
+
* @generated from message grpc.tradeapi.v1.marketdata.StreamOrderBook.Row
|
|
864
|
+
*/
|
|
865
|
+
export declare type StreamOrderBook_Row = Message<"grpc.tradeapi.v1.marketdata.StreamOrderBook.Row"> & {
|
|
866
|
+
/**
|
|
867
|
+
* Цена
|
|
868
|
+
*
|
|
869
|
+
* @generated from field: google.type.Decimal price = 1;
|
|
870
|
+
*/
|
|
871
|
+
price?: Decimal;
|
|
872
|
+
|
|
873
|
+
/**
|
|
874
|
+
* @generated from oneof grpc.tradeapi.v1.marketdata.StreamOrderBook.Row.side
|
|
875
|
+
*/
|
|
876
|
+
side: {
|
|
877
|
+
/**
|
|
878
|
+
* Размер на продажу
|
|
879
|
+
*
|
|
880
|
+
* @generated from field: google.type.Decimal sell_size = 2;
|
|
881
|
+
*/
|
|
882
|
+
value: Decimal;
|
|
883
|
+
case: "sellSize";
|
|
884
|
+
} | {
|
|
885
|
+
/**
|
|
886
|
+
* Размер на покупку
|
|
887
|
+
*
|
|
888
|
+
* @generated from field: google.type.Decimal buy_size = 3;
|
|
889
|
+
*/
|
|
890
|
+
value: Decimal;
|
|
891
|
+
case: "buySize";
|
|
892
|
+
} | { case: undefined; value?: undefined };
|
|
893
|
+
|
|
894
|
+
/**
|
|
895
|
+
* Команда
|
|
896
|
+
*
|
|
897
|
+
* @generated from field: grpc.tradeapi.v1.marketdata.StreamOrderBook.Row.Action action = 4;
|
|
898
|
+
*/
|
|
899
|
+
action: StreamOrderBook_Row_Action;
|
|
900
|
+
|
|
901
|
+
/**
|
|
902
|
+
* Идентификатор участника рынка
|
|
903
|
+
*
|
|
904
|
+
* @generated from field: string mpid = 5;
|
|
905
|
+
*/
|
|
906
|
+
mpid: string;
|
|
907
|
+
|
|
908
|
+
/**
|
|
909
|
+
* Метка времени
|
|
910
|
+
*
|
|
911
|
+
* @generated from field: google.protobuf.Timestamp timestamp = 6;
|
|
912
|
+
*/
|
|
913
|
+
timestamp?: Timestamp;
|
|
914
|
+
};
|
|
915
|
+
|
|
916
|
+
/**
|
|
917
|
+
* Describes the message grpc.tradeapi.v1.marketdata.StreamOrderBook.Row.
|
|
918
|
+
* Use `create(StreamOrderBook_RowSchema)` to create a new message.
|
|
919
|
+
*/
|
|
920
|
+
export declare const StreamOrderBook_RowSchema: GenMessage<StreamOrderBook_Row>;
|
|
921
|
+
|
|
922
|
+
/**
|
|
923
|
+
* Команда
|
|
924
|
+
*
|
|
925
|
+
* @generated from enum grpc.tradeapi.v1.marketdata.StreamOrderBook.Row.Action
|
|
926
|
+
*/
|
|
927
|
+
export enum StreamOrderBook_Row_Action {
|
|
928
|
+
/**
|
|
929
|
+
* Действие не указано
|
|
930
|
+
*
|
|
931
|
+
* @generated from enum value: ACTION_UNSPECIFIED = 0;
|
|
932
|
+
*/
|
|
933
|
+
UNSPECIFIED = 0,
|
|
934
|
+
|
|
935
|
+
/**
|
|
936
|
+
* Удалить
|
|
937
|
+
*
|
|
938
|
+
* @generated from enum value: ACTION_REMOVE = 1;
|
|
939
|
+
*/
|
|
940
|
+
REMOVE = 1,
|
|
941
|
+
|
|
942
|
+
/**
|
|
943
|
+
* Добавить
|
|
944
|
+
*
|
|
945
|
+
* @generated from enum value: ACTION_ADD = 2;
|
|
946
|
+
*/
|
|
947
|
+
ADD = 2,
|
|
948
|
+
|
|
949
|
+
/**
|
|
950
|
+
* Обновить
|
|
951
|
+
*
|
|
952
|
+
* @generated from enum value: ACTION_UPDATE = 3;
|
|
953
|
+
*/
|
|
954
|
+
UPDATE = 3,
|
|
955
|
+
}
|
|
956
|
+
|
|
957
|
+
/**
|
|
958
|
+
* Describes the enum grpc.tradeapi.v1.marketdata.StreamOrderBook.Row.Action.
|
|
959
|
+
*/
|
|
960
|
+
export declare const StreamOrderBook_Row_ActionSchema: GenEnum<StreamOrderBook_Row_Action>;
|
|
961
|
+
|
|
962
|
+
/**
|
|
963
|
+
* Запрос списка последних сделок по инструменту. Стрим
|
|
964
|
+
*
|
|
965
|
+
* @generated from message grpc.tradeapi.v1.marketdata.SubscribeLatestTradesRequest
|
|
966
|
+
*/
|
|
967
|
+
export declare type SubscribeLatestTradesRequest = Message<"grpc.tradeapi.v1.marketdata.SubscribeLatestTradesRequest"> & {
|
|
968
|
+
/**
|
|
969
|
+
* Символ инструмента
|
|
970
|
+
*
|
|
971
|
+
* @generated from field: string symbol = 1;
|
|
972
|
+
*/
|
|
973
|
+
symbol: string;
|
|
974
|
+
};
|
|
975
|
+
|
|
976
|
+
/**
|
|
977
|
+
* Describes the message grpc.tradeapi.v1.marketdata.SubscribeLatestTradesRequest.
|
|
978
|
+
* Use `create(SubscribeLatestTradesRequestSchema)` to create a new message.
|
|
979
|
+
*/
|
|
980
|
+
export declare const SubscribeLatestTradesRequestSchema: GenMessage<SubscribeLatestTradesRequest>;
|
|
981
|
+
|
|
982
|
+
/**
|
|
983
|
+
* Список последних сделок по инструменту. Стрим
|
|
984
|
+
*
|
|
985
|
+
* @generated from message grpc.tradeapi.v1.marketdata.SubscribeLatestTradesResponse
|
|
986
|
+
*/
|
|
987
|
+
export declare type SubscribeLatestTradesResponse = Message<"grpc.tradeapi.v1.marketdata.SubscribeLatestTradesResponse"> & {
|
|
988
|
+
/**
|
|
989
|
+
* Символ инструмента
|
|
990
|
+
*
|
|
991
|
+
* @generated from field: string symbol = 1;
|
|
992
|
+
*/
|
|
993
|
+
symbol: string;
|
|
994
|
+
|
|
995
|
+
/**
|
|
996
|
+
* Список сделок
|
|
997
|
+
*
|
|
998
|
+
* @generated from field: repeated grpc.tradeapi.v1.marketdata.Trade trades = 2;
|
|
999
|
+
*/
|
|
1000
|
+
trades: Trade[];
|
|
1001
|
+
};
|
|
1002
|
+
|
|
1003
|
+
/**
|
|
1004
|
+
* Describes the message grpc.tradeapi.v1.marketdata.SubscribeLatestTradesResponse.
|
|
1005
|
+
* Use `create(SubscribeLatestTradesResponseSchema)` to create a new message.
|
|
1006
|
+
*/
|
|
1007
|
+
export declare const SubscribeLatestTradesResponseSchema: GenMessage<SubscribeLatestTradesResponse>;
|
|
1008
|
+
|
|
1009
|
+
/**
|
|
1010
|
+
* Доступные таймфреймы для свечей
|
|
1011
|
+
*
|
|
1012
|
+
* @generated from enum grpc.tradeapi.v1.marketdata.TimeFrame
|
|
1013
|
+
*/
|
|
1014
|
+
export enum TimeFrame {
|
|
1015
|
+
/**
|
|
1016
|
+
* Таймфрейм не указан
|
|
1017
|
+
*
|
|
1018
|
+
* @generated from enum value: TIME_FRAME_UNSPECIFIED = 0;
|
|
1019
|
+
*/
|
|
1020
|
+
UNSPECIFIED = 0,
|
|
1021
|
+
|
|
1022
|
+
/**
|
|
1023
|
+
* 1 минута. Глубина данных 7 дней.
|
|
1024
|
+
*
|
|
1025
|
+
* @generated from enum value: TIME_FRAME_M1 = 1;
|
|
1026
|
+
*/
|
|
1027
|
+
M1 = 1,
|
|
1028
|
+
|
|
1029
|
+
/**
|
|
1030
|
+
* 5 минут. Глубина данных 30 дней.
|
|
1031
|
+
*
|
|
1032
|
+
* @generated from enum value: TIME_FRAME_M5 = 5;
|
|
1033
|
+
*/
|
|
1034
|
+
M5 = 5,
|
|
1035
|
+
|
|
1036
|
+
/**
|
|
1037
|
+
* 15 минут. Глубина данных 30 дней.
|
|
1038
|
+
*
|
|
1039
|
+
* @generated from enum value: TIME_FRAME_M15 = 9;
|
|
1040
|
+
*/
|
|
1041
|
+
M15 = 9,
|
|
1042
|
+
|
|
1043
|
+
/**
|
|
1044
|
+
* 30 минут. Глубина данных 30 дней.
|
|
1045
|
+
*
|
|
1046
|
+
* @generated from enum value: TIME_FRAME_M30 = 11;
|
|
1047
|
+
*/
|
|
1048
|
+
M30 = 11,
|
|
1049
|
+
|
|
1050
|
+
/**
|
|
1051
|
+
* 1 час. Глубина данных 30 дней.
|
|
1052
|
+
*
|
|
1053
|
+
* @generated from enum value: TIME_FRAME_H1 = 12;
|
|
1054
|
+
*/
|
|
1055
|
+
H1 = 12,
|
|
1056
|
+
|
|
1057
|
+
/**
|
|
1058
|
+
* 2 часа. Глубина данных 30 дней.
|
|
1059
|
+
*
|
|
1060
|
+
* @generated from enum value: TIME_FRAME_H2 = 13;
|
|
1061
|
+
*/
|
|
1062
|
+
H2 = 13,
|
|
1063
|
+
|
|
1064
|
+
/**
|
|
1065
|
+
* 4 часа. Глубина данных 30 дней.
|
|
1066
|
+
*
|
|
1067
|
+
* @generated from enum value: TIME_FRAME_H4 = 15;
|
|
1068
|
+
*/
|
|
1069
|
+
H4 = 15,
|
|
1070
|
+
|
|
1071
|
+
/**
|
|
1072
|
+
* 8 часов. Глубина данных 30 дней.
|
|
1073
|
+
*
|
|
1074
|
+
* @generated from enum value: TIME_FRAME_H8 = 17;
|
|
1075
|
+
*/
|
|
1076
|
+
H8 = 17,
|
|
1077
|
+
|
|
1078
|
+
/**
|
|
1079
|
+
* День. Глубина данных 365 дней.
|
|
1080
|
+
*
|
|
1081
|
+
* @generated from enum value: TIME_FRAME_D = 19;
|
|
1082
|
+
*/
|
|
1083
|
+
D = 19,
|
|
1084
|
+
|
|
1085
|
+
/**
|
|
1086
|
+
* Неделя. Глубина данных 365*5 дней.
|
|
1087
|
+
*
|
|
1088
|
+
* @generated from enum value: TIME_FRAME_W = 20;
|
|
1089
|
+
*/
|
|
1090
|
+
W = 20,
|
|
1091
|
+
|
|
1092
|
+
/**
|
|
1093
|
+
* Месяц. Глубина данных 365*5 дней.
|
|
1094
|
+
*
|
|
1095
|
+
* @generated from enum value: TIME_FRAME_MN = 21;
|
|
1096
|
+
*/
|
|
1097
|
+
MN = 21,
|
|
1098
|
+
|
|
1099
|
+
/**
|
|
1100
|
+
* Квартал. Глубина данных 365*5 дней.
|
|
1101
|
+
*
|
|
1102
|
+
* @generated from enum value: TIME_FRAME_QR = 22;
|
|
1103
|
+
*/
|
|
1104
|
+
QR = 22,
|
|
1105
|
+
}
|
|
1106
|
+
|
|
1107
|
+
/**
|
|
1108
|
+
* Describes the enum grpc.tradeapi.v1.marketdata.TimeFrame.
|
|
1109
|
+
*/
|
|
1110
|
+
export declare const TimeFrameSchema: GenEnum<TimeFrame>;
|
|
1111
|
+
|
|
1112
|
+
/**
|
|
1113
|
+
* Сервис рыночных данных
|
|
1114
|
+
*
|
|
1115
|
+
* @generated from service grpc.tradeapi.v1.marketdata.MarketDataService
|
|
1116
|
+
*/
|
|
1117
|
+
export declare const MarketDataService: GenService<{
|
|
1118
|
+
/**
|
|
1119
|
+
* Получение исторических данных по инструменту (агрегированные свечи)
|
|
1120
|
+
* Пример HTTP запроса:
|
|
1121
|
+
* GET /v1/instruments/SBER@MISX/bars?timeframe=TIME_FRAME_D&interval.start_time=2023-01-01T00:00:00Z&interval.end_time=2023-01-31T23:59:59Z
|
|
1122
|
+
* Authorization: <token>
|
|
1123
|
+
*
|
|
1124
|
+
* Параметры:
|
|
1125
|
+
* - symbol - передается в URL пути
|
|
1126
|
+
* - timeframe и interval - передаются как query-параметры
|
|
1127
|
+
*
|
|
1128
|
+
* @generated from rpc grpc.tradeapi.v1.marketdata.MarketDataService.Bars
|
|
1129
|
+
*/
|
|
1130
|
+
bars: {
|
|
1131
|
+
methodKind: "unary";
|
|
1132
|
+
input: typeof BarsRequestSchema;
|
|
1133
|
+
output: typeof BarsResponseSchema;
|
|
1134
|
+
},
|
|
1135
|
+
/**
|
|
1136
|
+
* Получение последней котировки по инструменту
|
|
1137
|
+
* Пример HTTP запроса:
|
|
1138
|
+
* GET /v1/instruments/SBER@MISX/quotes/latest
|
|
1139
|
+
* Authorization: <token>
|
|
1140
|
+
*
|
|
1141
|
+
* @generated from rpc grpc.tradeapi.v1.marketdata.MarketDataService.LastQuote
|
|
1142
|
+
*/
|
|
1143
|
+
lastQuote: {
|
|
1144
|
+
methodKind: "unary";
|
|
1145
|
+
input: typeof QuoteRequestSchema;
|
|
1146
|
+
output: typeof QuoteResponseSchema;
|
|
1147
|
+
},
|
|
1148
|
+
/**
|
|
1149
|
+
* Получение текущего стакана по инструменту
|
|
1150
|
+
* Пример HTTP запроса:
|
|
1151
|
+
* GET /v1/instruments/SBER@MISX/orderbook
|
|
1152
|
+
* Authorization: <token>
|
|
1153
|
+
*
|
|
1154
|
+
* @generated from rpc grpc.tradeapi.v1.marketdata.MarketDataService.OrderBook
|
|
1155
|
+
*/
|
|
1156
|
+
orderBook: {
|
|
1157
|
+
methodKind: "unary";
|
|
1158
|
+
input: typeof OrderBookRequestSchema;
|
|
1159
|
+
output: typeof OrderBookResponseSchema;
|
|
1160
|
+
},
|
|
1161
|
+
/**
|
|
1162
|
+
* Получение списка последних сделок по инструменту
|
|
1163
|
+
* Пример HTTP запроса:
|
|
1164
|
+
* GET /v1/instruments/SBER@MISX/trades/latest
|
|
1165
|
+
* Authorization: <token>
|
|
1166
|
+
*
|
|
1167
|
+
* @generated from rpc grpc.tradeapi.v1.marketdata.MarketDataService.LatestTrades
|
|
1168
|
+
*/
|
|
1169
|
+
latestTrades: {
|
|
1170
|
+
methodKind: "unary";
|
|
1171
|
+
input: typeof LatestTradesRequestSchema;
|
|
1172
|
+
output: typeof LatestTradesResponseSchema;
|
|
1173
|
+
},
|
|
1174
|
+
/**
|
|
1175
|
+
* Подписка на котировки по инструменту. Стрим метод
|
|
1176
|
+
*
|
|
1177
|
+
* @generated from rpc grpc.tradeapi.v1.marketdata.MarketDataService.SubscribeQuote
|
|
1178
|
+
*/
|
|
1179
|
+
subscribeQuote: {
|
|
1180
|
+
methodKind: "server_streaming";
|
|
1181
|
+
input: typeof SubscribeQuoteRequestSchema;
|
|
1182
|
+
output: typeof SubscribeQuoteResponseSchema;
|
|
1183
|
+
},
|
|
1184
|
+
/**
|
|
1185
|
+
* Подписка на стакан по инструменту. Стрим метод
|
|
1186
|
+
*
|
|
1187
|
+
* @generated from rpc grpc.tradeapi.v1.marketdata.MarketDataService.SubscribeOrderBook
|
|
1188
|
+
*/
|
|
1189
|
+
subscribeOrderBook: {
|
|
1190
|
+
methodKind: "server_streaming";
|
|
1191
|
+
input: typeof SubscribeOrderBookRequestSchema;
|
|
1192
|
+
output: typeof SubscribeOrderBookResponseSchema;
|
|
1193
|
+
},
|
|
1194
|
+
/**
|
|
1195
|
+
* Подписка на сделки по инструменту. Стрим метод
|
|
1196
|
+
*
|
|
1197
|
+
* @generated from rpc grpc.tradeapi.v1.marketdata.MarketDataService.SubscribeLatestTrades
|
|
1198
|
+
*/
|
|
1199
|
+
subscribeLatestTrades: {
|
|
1200
|
+
methodKind: "server_streaming";
|
|
1201
|
+
input: typeof SubscribeLatestTradesRequestSchema;
|
|
1202
|
+
output: typeof SubscribeLatestTradesResponseSchema;
|
|
1203
|
+
},
|
|
1204
|
+
/**
|
|
1205
|
+
* Подписка на агрегированные свечи. Стрим метод
|
|
1206
|
+
*
|
|
1207
|
+
* @generated from rpc grpc.tradeapi.v1.marketdata.MarketDataService.SubscribeBars
|
|
1208
|
+
*/
|
|
1209
|
+
subscribeBars: {
|
|
1210
|
+
methodKind: "server_streaming";
|
|
1211
|
+
input: typeof SubscribeBarsRequestSchema;
|
|
1212
|
+
output: typeof SubscribeBarsResponseSchema;
|
|
1213
|
+
},
|
|
1214
|
+
}>;
|
|
1215
|
+
|