@kaiko-data/sdk-node 1.33.0 → 1.34.0

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Files changed (47) hide show
  1. package/README.md +81 -0
  2. package/package.json +5 -2
  3. package/sdk/core/assets_pb.js +2 -2
  4. package/sdk/core/data_interval_pb.js +2 -2
  5. package/sdk/core/instrument_criteria_pb.js +3 -3
  6. package/sdk/core/source_data_pb.js +4 -4
  7. package/sdk/core/source_pb.js +2 -2
  8. package/sdk/core/window_pb.js +3 -3
  9. package/sdk/core/wrappers_pb.js +1 -1
  10. package/sdk/sdk_grpc_pb.js +19 -19
  11. package/sdk/stream/aggregated_price_v1/request_pb.js +3 -3
  12. package/sdk/stream/aggregated_price_v1/response_pb.js +8 -8
  13. package/sdk/stream/aggregated_quote_v2/request_pb.js +4 -4
  14. package/sdk/stream/aggregated_quote_v2/response_pb.js +9 -9
  15. package/sdk/stream/aggregated_state_price_v1/request_pb.js +1 -1
  16. package/sdk/stream/aggregated_state_price_v1/response_pb.js +8 -8
  17. package/sdk/stream/aggregates_direct_exchange_rate_v2/request_pb.js +5 -5
  18. package/sdk/stream/aggregates_direct_exchange_rate_v2/response_pb.js +5 -5
  19. package/sdk/stream/aggregates_ohlcv_v1/request_pb.js +2 -2
  20. package/sdk/stream/aggregates_ohlcv_v1/response_pb.js +12 -12
  21. package/sdk/stream/aggregates_spot_exchange_rate_v2/request_pb.js +5 -5
  22. package/sdk/stream/aggregates_spot_exchange_rate_v2/response_pb.js +5 -5
  23. package/sdk/stream/aggregates_vwap_v1/request_pb.js +2 -2
  24. package/sdk/stream/aggregates_vwap_v1/response_pb.js +8 -8
  25. package/sdk/stream/composite_indices_v1/request_pb.js +3 -3
  26. package/sdk/stream/composite_indices_v1/response_pb.js +12 -12
  27. package/sdk/stream/constant_duration_indices_v1/request_pb.js +3 -3
  28. package/sdk/stream/constant_duration_indices_v1/response_pb.js +29 -29
  29. package/sdk/stream/derivatives_instrument_metrics_v1/request_pb.js +2 -2
  30. package/sdk/stream/derivatives_instrument_metrics_v1/response_pb.js +7 -7
  31. package/sdk/stream/exotic_indices_v1/request_pb.js +3 -3
  32. package/sdk/stream/exotic_indices_v1/response_pb.js +22 -22
  33. package/sdk/stream/index_forex_rate_v1/request_pb.js +2 -2
  34. package/sdk/stream/index_forex_rate_v1/response_pb.js +16 -16
  35. package/sdk/stream/index_multi_assets_v1/request_pb.js +3 -3
  36. package/sdk/stream/index_multi_assets_v1/response_pb.js +23 -23
  37. package/sdk/stream/index_v1/request_pb.js +3 -3
  38. package/sdk/stream/index_v1/response_pb.js +32 -32
  39. package/sdk/stream/iv_svi_parameters_v1/request_pb.js +2 -2
  40. package/sdk/stream/iv_svi_parameters_v1/response_pb.js +15 -15
  41. package/sdk/stream/market_update_v1/request_pb.js +4 -4
  42. package/sdk/stream/market_update_v1/response_pb.js +18 -18
  43. package/sdk/stream/orderbookl2_v1/order_pb.js +2 -2
  44. package/sdk/stream/orderbookl2_v1/request_pb.js +3 -3
  45. package/sdk/stream/orderbookl2_v1/response_pb.js +11 -11
  46. package/sdk/stream/trades_v1/request_pb.js +1 -1
  47. package/sdk/stream/trades_v1/response_pb.js +12 -12
package/sdk/stream/iv_svi_parameters_v1/response_pb.js CHANGED
@@ -84,21 +84,21 @@ proto.kaikosdk.StreamIvSviParametersResponseV1.prototype.toObject = function(opt
84
84
  */
85
85
  proto.kaikosdk.StreamIvSviParametersResponseV1.toObject = function(includeInstance, msg) {
86
86
  var f, obj = {
87
- dataStartTime: (f = msg.getDataStartTime()) && google_protobuf_timestamp_pb.Timestamp.toObject(includeInstance, f),
88
- dataEndTime: (f = msg.getDataEndTime()) && google_protobuf_timestamp_pb.Timestamp.toObject(includeInstance, f),
89
- expiry: (f = msg.getExpiry()) && google_protobuf_timestamp_pb.Timestamp.toObject(includeInstance, f),
90
- exchangesList: (f = jspb.Message.getRepeatedField(msg, 4)) == null ? undefined : f,
91
- base: jspb.Message.getFieldWithDefault(msg, 5, ""),
92
- quote: jspb.Message.getFieldWithDefault(msg, 6, ""),
93
- timeToExpiry: jspb.Message.getFieldWithDefault(msg, 7, ""),
94
- atmImpliedVariance: jspb.Message.getFieldWithDefault(msg, 8, ""),
95
- atmSkew: jspb.Message.getFieldWithDefault(msg, 9, ""),
96
- leftSlope: jspb.Message.getFieldWithDefault(msg, 10, ""),
97
- rightSlope: jspb.Message.getFieldWithDefault(msg, 11, ""),
98
- minImpliedVariance: jspb.Message.getFieldWithDefault(msg, 12, ""),
99
- currentSpot: jspb.Message.getFieldWithDefault(msg, 13, ""),
100
- interestRate: jspb.Message.getFieldWithDefault(msg, 14, ""),
101
- tsEvent: (f = msg.getTsEvent()) && google_protobuf_timestamp_pb.Timestamp.toObject(includeInstance, f)
87
+ dataStartTime: (f = msg.getDataStartTime()) && google_protobuf_timestamp_pb.Timestamp.toObject(includeInstance, f),
88
+ dataEndTime: (f = msg.getDataEndTime()) && google_protobuf_timestamp_pb.Timestamp.toObject(includeInstance, f),
89
+ expiry: (f = msg.getExpiry()) && google_protobuf_timestamp_pb.Timestamp.toObject(includeInstance, f),
90
+ exchangesList: (f = jspb.Message.getRepeatedField(msg, 4)) == null ? undefined : f,
91
+ base: jspb.Message.getFieldWithDefault(msg, 5, ""),
92
+ quote: jspb.Message.getFieldWithDefault(msg, 6, ""),
93
+ timeToExpiry: jspb.Message.getFieldWithDefault(msg, 7, ""),
94
+ atmImpliedVariance: jspb.Message.getFieldWithDefault(msg, 8, ""),
95
+ atmSkew: jspb.Message.getFieldWithDefault(msg, 9, ""),
96
+ leftSlope: jspb.Message.getFieldWithDefault(msg, 10, ""),
97
+ rightSlope: jspb.Message.getFieldWithDefault(msg, 11, ""),
98
+ minImpliedVariance: jspb.Message.getFieldWithDefault(msg, 12, ""),
99
+ currentSpot: jspb.Message.getFieldWithDefault(msg, 13, ""),
100
+ interestRate: jspb.Message.getFieldWithDefault(msg, 14, ""),
101
+ tsEvent: (f = msg.getTsEvent()) && google_protobuf_timestamp_pb.Timestamp.toObject(includeInstance, f)
102
102
  };
103
103
 
104
104
  if (includeInstance) {
package/sdk/stream/market_update_v1/request_pb.js CHANGED
@@ -89,10 +89,10 @@ proto.kaikosdk.StreamMarketUpdateRequestV1.prototype.toObject = function(opt_inc
89
89
  */
90
90
  proto.kaikosdk.StreamMarketUpdateRequestV1.toObject = function(includeInstance, msg) {
91
91
  var f, obj = {
92
- instrumentCriteria: (f = msg.getInstrumentCriteria()) && sdk_core_instrument_criteria_pb.InstrumentCriteria.toObject(includeInstance, f),
93
- commoditiesList: (f = jspb.Message.getRepeatedField(msg, 2)) == null ? undefined : f,
94
- interval: (f = msg.getInterval()) && sdk_core_data_interval_pb.DataInterval.toObject(includeInstance, f),
95
- snapshotType: jspb.Message.getFieldWithDefault(msg, 4, 0)
92
+ instrumentCriteria: (f = msg.getInstrumentCriteria()) && sdk_core_instrument_criteria_pb.InstrumentCriteria.toObject(includeInstance, f),
93
+ commoditiesList: (f = jspb.Message.getRepeatedField(msg, 2)) == null ? undefined : f,
94
+ interval: (f = msg.getInterval()) && sdk_core_data_interval_pb.DataInterval.toObject(includeInstance, f),
95
+ snapshotType: jspb.Message.getFieldWithDefault(msg, 4, 0)
96
96
  };
97
97
 
98
98
  if (includeInstance) {
package/sdk/stream/market_update_v1/response_pb.js CHANGED
@@ -126,20 +126,20 @@ proto.kaikosdk.StreamMarketUpdateResponseV1.prototype.toObject = function(opt_in
126
126
  */
127
127
  proto.kaikosdk.StreamMarketUpdateResponseV1.toObject = function(includeInstance, msg) {
128
128
  var f, obj = {
129
- commodity: jspb.Message.getFieldWithDefault(msg, 1, 0),
130
- amount: jspb.Message.getFloatingPointFieldWithDefault(msg, 2, 0.0),
131
- pb_class: jspb.Message.getFieldWithDefault(msg, 3, ""),
132
- code: jspb.Message.getFieldWithDefault(msg, 4, ""),
133
- exchange: jspb.Message.getFieldWithDefault(msg, 5, ""),
134
- sequenceId: jspb.Message.getFieldWithDefault(msg, 6, ""),
135
- id: jspb.Message.getFieldWithDefault(msg, 7, ""),
136
- price: jspb.Message.getFloatingPointFieldWithDefault(msg, 8, 0.0),
137
- tsExchange: (f = msg.getTsExchange()) && sdk_core_wrappers_pb.TimestampValue.toObject(includeInstance, f),
138
- tsCollection: (f = msg.getTsCollection()) && sdk_core_wrappers_pb.TimestampValue.toObject(includeInstance, f),
139
- tsEvent: (f = msg.getTsEvent()) && google_protobuf_timestamp_pb.Timestamp.toObject(includeInstance, f),
140
- updateType: jspb.Message.getFieldWithDefault(msg, 12, 0),
141
- snapshot: (f = msg.getSnapshot()) && proto.kaikosdk.StreamMarketUpdateResponseV1.Snapshot.toObject(includeInstance, f),
142
- additionalPropertiesMap: (f = msg.getAdditionalPropertiesMap()) ? f.toObject(includeInstance, undefined) : []
129
+ commodity: jspb.Message.getFieldWithDefault(msg, 1, 0),
130
+ amount: jspb.Message.getFloatingPointFieldWithDefault(msg, 2, 0.0),
131
+ pb_class: jspb.Message.getFieldWithDefault(msg, 3, ""),
132
+ code: jspb.Message.getFieldWithDefault(msg, 4, ""),
133
+ exchange: jspb.Message.getFieldWithDefault(msg, 5, ""),
134
+ sequenceId: jspb.Message.getFieldWithDefault(msg, 6, ""),
135
+ id: jspb.Message.getFieldWithDefault(msg, 7, ""),
136
+ price: jspb.Message.getFloatingPointFieldWithDefault(msg, 8, 0.0),
137
+ tsExchange: (f = msg.getTsExchange()) && sdk_core_wrappers_pb.TimestampValue.toObject(includeInstance, f),
138
+ tsCollection: (f = msg.getTsCollection()) && sdk_core_wrappers_pb.TimestampValue.toObject(includeInstance, f),
139
+ tsEvent: (f = msg.getTsEvent()) && google_protobuf_timestamp_pb.Timestamp.toObject(includeInstance, f),
140
+ updateType: jspb.Message.getFieldWithDefault(msg, 12, 0),
141
+ snapshot: (f = msg.getSnapshot()) && proto.kaikosdk.StreamMarketUpdateResponseV1.Snapshot.toObject(includeInstance, f),
142
+ additionalPropertiesMap: (f = msg.getAdditionalPropertiesMap()) ? f.toObject(includeInstance, undefined) : []
143
143
  };
144
144
 
145
145
  if (includeInstance) {
@@ -424,9 +424,9 @@ proto.kaikosdk.StreamMarketUpdateResponseV1.Snapshot.prototype.toObject = functi
424
424
  */
425
425
  proto.kaikosdk.StreamMarketUpdateResponseV1.Snapshot.toObject = function(includeInstance, msg) {
426
426
  var f, obj = {
427
- asksList: jspb.Message.toObjectList(msg.getAsksList(),
427
+ asksList: jspb.Message.toObjectList(msg.getAsksList(),
428
428
  proto.kaikosdk.StreamMarketUpdateResponseV1.Snapshot.Order.toObject, includeInstance),
429
- bidsList: jspb.Message.toObjectList(msg.getBidsList(),
429
+ bidsList: jspb.Message.toObjectList(msg.getBidsList(),
430
430
  proto.kaikosdk.StreamMarketUpdateResponseV1.Snapshot.Order.toObject, includeInstance)
431
431
  };
432
432
 
@@ -554,8 +554,8 @@ proto.kaikosdk.StreamMarketUpdateResponseV1.Snapshot.Order.prototype.toObject =
554
554
  */
555
555
  proto.kaikosdk.StreamMarketUpdateResponseV1.Snapshot.Order.toObject = function(includeInstance, msg) {
556
556
  var f, obj = {
557
- amount: jspb.Message.getFloatingPointFieldWithDefault(msg, 1, 0.0),
558
- price: jspb.Message.getFloatingPointFieldWithDefault(msg, 2, 0.0)
557
+ amount: jspb.Message.getFloatingPointFieldWithDefault(msg, 1, 0.0),
558
+ price: jspb.Message.getFloatingPointFieldWithDefault(msg, 2, 0.0)
559
559
  };
560
560
 
561
561
  if (includeInstance) {
package/sdk/stream/orderbookl2_v1/order_pb.js CHANGED
@@ -75,8 +75,8 @@ proto.kaikosdk.Order.prototype.toObject = function(opt_includeInstance) {
75
75
  */
76
76
  proto.kaikosdk.Order.toObject = function(includeInstance, msg) {
77
77
  var f, obj = {
78
- amount: jspb.Message.getFloatingPointFieldWithDefault(msg, 1, 0.0),
79
- price: jspb.Message.getFloatingPointFieldWithDefault(msg, 2, 0.0)
78
+ amount: jspb.Message.getFloatingPointFieldWithDefault(msg, 1, 0.0),
79
+ price: jspb.Message.getFloatingPointFieldWithDefault(msg, 2, 0.0)
80
80
  };
81
81
 
82
82
  if (includeInstance) {
package/sdk/stream/orderbookl2_v1/request_pb.js CHANGED
@@ -101,7 +101,7 @@ proto.kaikosdk.StreamOrderBookL2RequestV1.prototype.toObject = function(opt_incl
101
101
  */
102
102
  proto.kaikosdk.StreamOrderBookL2RequestV1.toObject = function(includeInstance, msg) {
103
103
  var f, obj = {
104
- instrumentCriteria: (f = msg.getInstrumentCriteria()) && sdk_core_instrument_criteria_pb.InstrumentCriteria.toObject(includeInstance, f)
104
+ instrumentCriteria: (f = msg.getInstrumentCriteria()) && sdk_core_instrument_criteria_pb.InstrumentCriteria.toObject(includeInstance, f)
105
105
  };
106
106
 
107
107
  if (includeInstance) {
@@ -252,8 +252,8 @@ proto.kaikosdk.StreamOrderBookL2ReplayRequestV1.prototype.toObject = function(op
252
252
  */
253
253
  proto.kaikosdk.StreamOrderBookL2ReplayRequestV1.toObject = function(includeInstance, msg) {
254
254
  var f, obj = {
255
- instrumentCriteria: (f = msg.getInstrumentCriteria()) && sdk_core_instrument_criteria_pb.InstrumentCriteria.toObject(includeInstance, f),
256
- interval: (f = msg.getInterval()) && sdk_core_data_interval_pb.DataInterval.toObject(includeInstance, f)
255
+ instrumentCriteria: (f = msg.getInstrumentCriteria()) && sdk_core_instrument_criteria_pb.InstrumentCriteria.toObject(includeInstance, f),
256
+ interval: (f = msg.getInterval()) && sdk_core_data_interval_pb.DataInterval.toObject(includeInstance, f)
257
257
  };
258
258
 
259
259
  if (includeInstance) {
package/sdk/stream/orderbookl2_v1/response_pb.js CHANGED
@@ -89,19 +89,19 @@ proto.kaikosdk.StreamOrderBookL2ResponseV1.prototype.toObject = function(opt_inc
89
89
  */
90
90
  proto.kaikosdk.StreamOrderBookL2ResponseV1.toObject = function(includeInstance, msg) {
91
91
  var f, obj = {
92
- pb_class: jspb.Message.getFieldWithDefault(msg, 1, ""),
93
- code: jspb.Message.getFieldWithDefault(msg, 2, ""),
94
- exchange: jspb.Message.getFieldWithDefault(msg, 3, ""),
95
- sequenceId: jspb.Message.getFieldWithDefault(msg, 4, ""),
96
- updateType: jspb.Message.getFieldWithDefault(msg, 5, 0),
97
- asksList: jspb.Message.toObjectList(msg.getAsksList(),
92
+ pb_class: jspb.Message.getFieldWithDefault(msg, 1, ""),
93
+ code: jspb.Message.getFieldWithDefault(msg, 2, ""),
94
+ exchange: jspb.Message.getFieldWithDefault(msg, 3, ""),
95
+ sequenceId: jspb.Message.getFieldWithDefault(msg, 4, ""),
96
+ updateType: jspb.Message.getFieldWithDefault(msg, 5, 0),
97
+ asksList: jspb.Message.toObjectList(msg.getAsksList(),
98
98
  sdk_stream_orderbookl2_v1_order_pb.Order.toObject, includeInstance),
99
- bidsList: jspb.Message.toObjectList(msg.getBidsList(),
99
+ bidsList: jspb.Message.toObjectList(msg.getBidsList(),
100
100
  sdk_stream_orderbookl2_v1_order_pb.Order.toObject, includeInstance),
101
- tsExchange: (f = msg.getTsExchange()) && sdk_core_wrappers_pb.TimestampValue.toObject(includeInstance, f),
102
- tsCollection: (f = msg.getTsCollection()) && sdk_core_wrappers_pb.TimestampValue.toObject(includeInstance, f),
103
- tsEvent: (f = msg.getTsEvent()) && google_protobuf_timestamp_pb.Timestamp.toObject(includeInstance, f),
104
- additionalPropertiesMap: (f = msg.getAdditionalPropertiesMap()) ? f.toObject(includeInstance, undefined) : []
101
+ tsExchange: (f = msg.getTsExchange()) && sdk_core_wrappers_pb.TimestampValue.toObject(includeInstance, f),
102
+ tsCollection: (f = msg.getTsCollection()) && sdk_core_wrappers_pb.TimestampValue.toObject(includeInstance, f),
103
+ tsEvent: (f = msg.getTsEvent()) && google_protobuf_timestamp_pb.Timestamp.toObject(includeInstance, f),
104
+ additionalPropertiesMap: (f = msg.getAdditionalPropertiesMap()) ? f.toObject(includeInstance, undefined) : []
105
105
  };
106
106
 
107
107
  if (includeInstance) {
package/sdk/stream/trades_v1/request_pb.js CHANGED
@@ -77,7 +77,7 @@ proto.kaikosdk.StreamTradesRequestV1.prototype.toObject = function(opt_includeIn
77
77
  */
78
78
  proto.kaikosdk.StreamTradesRequestV1.toObject = function(includeInstance, msg) {
79
79
  var f, obj = {
80
- instrumentCriteria: (f = msg.getInstrumentCriteria()) && sdk_core_instrument_criteria_pb.InstrumentCriteria.toObject(includeInstance, f)
80
+ instrumentCriteria: (f = msg.getInstrumentCriteria()) && sdk_core_instrument_criteria_pb.InstrumentCriteria.toObject(includeInstance, f)
81
81
  };
82
82
 
83
83
  if (includeInstance) {
package/sdk/stream/trades_v1/response_pb.js CHANGED
@@ -80,18 +80,18 @@ proto.kaikosdk.StreamTradesResponseV1.prototype.toObject = function(opt_includeI
80
80
  */
81
81
  proto.kaikosdk.StreamTradesResponseV1.toObject = function(includeInstance, msg) {
82
82
  var f, obj = {
83
- additionalPropertiesMap: (f = msg.getAdditionalPropertiesMap()) ? f.toObject(includeInstance, undefined) : [],
84
- amount: jspb.Message.getFloatingPointFieldWithDefault(msg, 2, 0.0),
85
- pb_class: jspb.Message.getFieldWithDefault(msg, 3, ""),
86
- code: jspb.Message.getFieldWithDefault(msg, 4, ""),
87
- exchange: jspb.Message.getFieldWithDefault(msg, 5, ""),
88
- sequenceId: jspb.Message.getFieldWithDefault(msg, 6, ""),
89
- id: jspb.Message.getFieldWithDefault(msg, 7, ""),
90
- price: jspb.Message.getFloatingPointFieldWithDefault(msg, 8, 0.0),
91
- side: jspb.Message.getFieldWithDefault(msg, 9, 0),
92
- tsExchange: (f = msg.getTsExchange()) && sdk_core_wrappers_pb.TimestampValue.toObject(includeInstance, f),
93
- tsCollection: (f = msg.getTsCollection()) && sdk_core_wrappers_pb.TimestampValue.toObject(includeInstance, f),
94
- tsEvent: (f = msg.getTsEvent()) && google_protobuf_timestamp_pb.Timestamp.toObject(includeInstance, f)
83
+ additionalPropertiesMap: (f = msg.getAdditionalPropertiesMap()) ? f.toObject(includeInstance, undefined) : [],
84
+ amount: jspb.Message.getFloatingPointFieldWithDefault(msg, 2, 0.0),
85
+ pb_class: jspb.Message.getFieldWithDefault(msg, 3, ""),
86
+ code: jspb.Message.getFieldWithDefault(msg, 4, ""),
87
+ exchange: jspb.Message.getFieldWithDefault(msg, 5, ""),
88
+ sequenceId: jspb.Message.getFieldWithDefault(msg, 6, ""),
89
+ id: jspb.Message.getFieldWithDefault(msg, 7, ""),
90
+ price: jspb.Message.getFloatingPointFieldWithDefault(msg, 8, 0.0),
91
+ side: jspb.Message.getFieldWithDefault(msg, 9, 0),
92
+ tsExchange: (f = msg.getTsExchange()) && sdk_core_wrappers_pb.TimestampValue.toObject(includeInstance, f),
93
+ tsCollection: (f = msg.getTsCollection()) && sdk_core_wrappers_pb.TimestampValue.toObject(includeInstance, f),
94
+ tsEvent: (f = msg.getTsEvent()) && google_protobuf_timestamp_pb.Timestamp.toObject(includeInstance, f)
95
95
  };
96
96
 
97
97
  if (includeInstance) {