@kaiko-data/sdk-node 1.0.4 → 1.2.0

package/sdk/stream/market_update_v1/commodity_pb.js

@@ -13,7 +13,13 @@
 
 var jspb = require('google-protobuf');
 var goog = jspb;
-var global = Function('return this')();
+var global = (function() {
+  if (this) { return this; }
+  if (typeof window !== 'undefined') { return window; }
+  if (typeof global !== 'undefined') { return global; }
+  if (typeof self !== 'undefined') { return self; }
+  return Function('return this')();
+}.call(null));
 
 goog.exportSymbol('proto.kaikosdk.StreamMarketUpdateCommodity', null, global);
 /**

package/sdk/stream/market_update_v1/request_pb.d.ts

@@ -22,6 +22,9 @@ export class StreamMarketUpdateRequestV1 extends jspb.Message {
   getInterval(): sdk_core_data_interval_pb.DataInterval | undefined;
   setInterval(value?: sdk_core_data_interval_pb.DataInterval): void;
 
+  getSnapshotType(): StreamMarketUpdateRequestV1.OrderbookSnapshotTypeMap[keyof StreamMarketUpdateRequestV1.OrderbookSnapshotTypeMap];
+  setSnapshotType(value: StreamMarketUpdateRequestV1.OrderbookSnapshotTypeMap[keyof StreamMarketUpdateRequestV1.OrderbookSnapshotTypeMap]): void;
+
   serializeBinary(): Uint8Array;
   toObject(includeInstance?: boolean): StreamMarketUpdateRequestV1.AsObject;
   static toObject(includeInstance: boolean, msg: StreamMarketUpdateRequestV1): StreamMarketUpdateRequestV1.AsObject;
@@ -37,6 +40,15 @@ export namespace StreamMarketUpdateRequestV1 {
     instrumentCriteria?: sdk_core_instrument_criteria_pb.InstrumentCriteria.AsObject,
     commoditiesList: Array<sdk_stream_market_update_v1_commodity_pb.StreamMarketUpdateCommodityMap[keyof sdk_stream_market_update_v1_commodity_pb.StreamMarketUpdateCommodityMap]>,
     interval?: sdk_core_data_interval_pb.DataInterval.AsObject,
+    snapshotType: StreamMarketUpdateRequestV1.OrderbookSnapshotTypeMap[keyof StreamMarketUpdateRequestV1.OrderbookSnapshotTypeMap],
+  }
+
+  export interface OrderbookSnapshotTypeMap {
+    UNKNOWN: 0;
+    TEN_PERCENT: 1;
+    FULL: 2;
   }
+
+  export const OrderbookSnapshotType: OrderbookSnapshotTypeMap;
 }
 

package/sdk/stream/market_update_v1/request_pb.js

@@ -13,7 +13,13 @@
 
 var jspb = require('google-protobuf');
 var goog = jspb;
-var global = Function('return this')();
+var global = (function() {
+  if (this) { return this; }
+  if (typeof window !== 'undefined') { return window; }
+  if (typeof global !== 'undefined') { return global; }
+  if (typeof self !== 'undefined') { return self; }
+  return Function('return this')();
+}.call(null));
 
 var sdk_core_data_interval_pb = require('../../../sdk/core/data_interval_pb.js');
 goog.object.extend(proto, sdk_core_data_interval_pb);
@@ -22,6 +28,7 @@ goog.object.extend(proto, sdk_core_instrument_criteria_pb);
 var sdk_stream_market_update_v1_commodity_pb = require('../../../sdk/stream/market_update_v1/commodity_pb.js');
 goog.object.extend(proto, sdk_stream_market_update_v1_commodity_pb);
 goog.exportSymbol('proto.kaikosdk.StreamMarketUpdateRequestV1', null, global);
+goog.exportSymbol('proto.kaikosdk.StreamMarketUpdateRequestV1.OrderbookSnapshotType', null, global);
 /**
  * Generated by JsPbCodeGenerator.
  * @param {Array=} opt_data Optional initial data array, typically from a
@@ -84,7 +91,8 @@ proto.kaikosdk.StreamMarketUpdateRequestV1.toObject = function(includeInstance,
   var f, obj = {
     instrumentCriteria: (f = msg.getInstrumentCriteria()) && sdk_core_instrument_criteria_pb.InstrumentCriteria.toObject(includeInstance, f),
     commoditiesList: (f = jspb.Message.getRepeatedField(msg, 2)) == null ? undefined : f,
-    interval: (f = msg.getInterval()) && sdk_core_data_interval_pb.DataInterval.toObject(includeInstance, f)
+    interval: (f = msg.getInterval()) && sdk_core_data_interval_pb.DataInterval.toObject(includeInstance, f),
+    snapshotType: jspb.Message.getFieldWithDefault(msg, 4, 0)
   };
 
   if (includeInstance) {
@@ -137,6 +145,10 @@ proto.kaikosdk.StreamMarketUpdateRequestV1.deserializeBinaryFromReader = functio
       reader.readMessage(value,sdk_core_data_interval_pb.DataInterval.deserializeBinaryFromReader);
       msg.setInterval(value);
       break;
+    case 4:
+      var value = /** @type {!proto.kaikosdk.StreamMarketUpdateRequestV1.OrderbookSnapshotType} */ (reader.readEnum());
+      msg.setSnapshotType(value);
+      break;
     default:
       reader.skipField();
       break;
@@ -189,9 +201,25 @@ proto.kaikosdk.StreamMarketUpdateRequestV1.serializeBinaryToWriter = function(me
       sdk_core_data_interval_pb.DataInterval.serializeBinaryToWriter
     );
   }
+  f = message.getSnapshotType();
+  if (f !== 0.0) {
+    writer.writeEnum(
+      4,
+      f
+    );
+  }
 };
 
 
+/**
+ * @enum {number}
+ */
+proto.kaikosdk.StreamMarketUpdateRequestV1.OrderbookSnapshotType = {
+  UNKNOWN: 0,
+  TEN_PERCENT: 1,
+  FULL: 2
+};
+
 /**
  * optional InstrumentCriteria instrument_criteria = 1;
  * @return {?proto.kaikosdk.InstrumentCriteria}
@@ -303,4 +331,22 @@ proto.kaikosdk.StreamMarketUpdateRequestV1.prototype.hasInterval = function() {
 };
 
 
+/**
+ * optional OrderbookSnapshotType snapshot_type = 4;
+ * @return {!proto.kaikosdk.StreamMarketUpdateRequestV1.OrderbookSnapshotType}
+ */
+proto.kaikosdk.StreamMarketUpdateRequestV1.prototype.getSnapshotType = function() {
+  return /** @type {!proto.kaikosdk.StreamMarketUpdateRequestV1.OrderbookSnapshotType} */ (jspb.Message.getFieldWithDefault(this, 4, 0));
+};
+
+
+/**
+ * @param {!proto.kaikosdk.StreamMarketUpdateRequestV1.OrderbookSnapshotType} value
+ * @return {!proto.kaikosdk.StreamMarketUpdateRequestV1} returns this
+ */
+proto.kaikosdk.StreamMarketUpdateRequestV1.prototype.setSnapshotType = function(value) {
+  return jspb.Message.setProto3EnumField(this, 4, value);
+};
+
+
 goog.object.extend(exports, proto.kaikosdk);

package/sdk/stream/market_update_v1/response_pb.d.ts

@@ -49,6 +49,11 @@ export class StreamMarketUpdateResponseV1 extends jspb.Message {
   getUpdateType(): StreamMarketUpdateResponseV1.StreamMarketUpdateTypeMap[keyof StreamMarketUpdateResponseV1.StreamMarketUpdateTypeMap];
   setUpdateType(value: StreamMarketUpdateResponseV1.StreamMarketUpdateTypeMap[keyof StreamMarketUpdateResponseV1.StreamMarketUpdateTypeMap]): void;
 
+  hasSnapshot(): boolean;
+  clearSnapshot(): void;
+  getSnapshot(): StreamMarketUpdateResponseV1.Snapshot | undefined;
+  setSnapshot(value?: StreamMarketUpdateResponseV1.Snapshot): void;
+
   serializeBinary(): Uint8Array;
   toObject(includeInstance?: boolean): StreamMarketUpdateResponseV1.AsObject;
   static toObject(includeInstance: boolean, msg: StreamMarketUpdateResponseV1): StreamMarketUpdateResponseV1.AsObject;
@@ -73,6 +78,59 @@ export namespace StreamMarketUpdateResponseV1 {
     tsCollection?: sdk_core_wrappers_pb.TimestampValue.AsObject,
     tsEvent?: google_protobuf_timestamp_pb.Timestamp.AsObject,
     updateType: StreamMarketUpdateResponseV1.StreamMarketUpdateTypeMap[keyof StreamMarketUpdateResponseV1.StreamMarketUpdateTypeMap],
+    snapshot?: StreamMarketUpdateResponseV1.Snapshot.AsObject,
+  }
+
+  export class Snapshot extends jspb.Message {
+    clearAsksList(): void;
+    getAsksList(): Array<StreamMarketUpdateResponseV1.Snapshot.Order>;
+    setAsksList(value: Array<StreamMarketUpdateResponseV1.Snapshot.Order>): void;
+    addAsks(value?: StreamMarketUpdateResponseV1.Snapshot.Order, index?: number): StreamMarketUpdateResponseV1.Snapshot.Order;
+
+    clearBidsList(): void;
+    getBidsList(): Array<StreamMarketUpdateResponseV1.Snapshot.Order>;
+    setBidsList(value: Array<StreamMarketUpdateResponseV1.Snapshot.Order>): void;
+    addBids(value?: StreamMarketUpdateResponseV1.Snapshot.Order, index?: number): StreamMarketUpdateResponseV1.Snapshot.Order;
+
+    serializeBinary(): Uint8Array;
+    toObject(includeInstance?: boolean): Snapshot.AsObject;
+    static toObject(includeInstance: boolean, msg: Snapshot): Snapshot.AsObject;
+    static extensions: {[key: number]: jspb.ExtensionFieldInfo<jspb.Message>};
+    static extensionsBinary: {[key: number]: jspb.ExtensionFieldBinaryInfo<jspb.Message>};
+    static serializeBinaryToWriter(message: Snapshot, writer: jspb.BinaryWriter): void;
+    static deserializeBinary(bytes: Uint8Array): Snapshot;
+    static deserializeBinaryFromReader(message: Snapshot, reader: jspb.BinaryReader): Snapshot;
+  }
+
+  export namespace Snapshot {
+    export type AsObject = {
+      asksList: Array<StreamMarketUpdateResponseV1.Snapshot.Order.AsObject>,
+      bidsList: Array<StreamMarketUpdateResponseV1.Snapshot.Order.AsObject>,
+    }
+
+    export class Order extends jspb.Message {
+      getAmount(): number;
+      setAmount(value: number): void;
+
+      getPrice(): number;
+      setPrice(value: number): void;
+
+      serializeBinary(): Uint8Array;
+      toObject(includeInstance?: boolean): Order.AsObject;
+      static toObject(includeInstance: boolean, msg: Order): Order.AsObject;
+      static extensions: {[key: number]: jspb.ExtensionFieldInfo<jspb.Message>};
+      static extensionsBinary: {[key: number]: jspb.ExtensionFieldBinaryInfo<jspb.Message>};
+      static serializeBinaryToWriter(message: Order, writer: jspb.BinaryWriter): void;
+      static deserializeBinary(bytes: Uint8Array): Order;
+      static deserializeBinaryFromReader(message: Order, reader: jspb.BinaryReader): Order;
+    }
+
+    export namespace Order {
+      export type AsObject = {
+        amount: number,
+        price: number,
+      }
+    }
   }
 
   export interface StreamMarketUpdateTypeMap {
@@ -83,6 +141,7 @@ export namespace StreamMarketUpdateResponseV1 {
     BEST_BID: 4;
     UPDATED_ASK: 5;
     UPDATED_BID: 6;
+    SNAPSHOT: 7;
   }
 
   export const StreamMarketUpdateType: StreamMarketUpdateTypeMap;