@openfeed/sdk-js 1.4.1 → 1.6.0

package/.releases/CHANGELOG-1.5.0.md

@@ -0,0 +1,10 @@
+# Changelog
+
+All notable changes to this project will be documented in this file. See [standard-version](https://github.com/conventional-changelog/standard-version) for commit guidelines.
+
+### [1.4.1](https://github.com/openfeed-org/sdk-js/compare/1.4.0...1.4.1) (2025-12-22)
+
+
+### Bug Fixes
+
+* add clean up of state on disconnect ([9cf3452](https://github.com/openfeed-org/sdk-js/commit/9cf345218d3f6386e3a9189bc543ab5236e0c958))

package/.releases/CHANGELOG-1.6.0.md

@@ -0,0 +1,11 @@
+# Changelog
+
+All notable changes to this project will be documented in this file. See [standard-version](https://github.com/conventional-changelog/standard-version) for commit guidelines.
+
+## [1.5.0](https://github.com/openfeed-org/sdk-js/compare/1.4.1...1.5.0) (2026-01-21)
+
+
+### Features
+
+* randomize reconnect and watch checks. ([27bc726](https://github.com/openfeed-org/sdk-js/commit/27bc72668c07a82ecbc8a0ba5395c964edbce59b))
+* regenerate files from proto ([268f23e](https://github.com/openfeed-org/sdk-js/commit/268f23ed4f0d441c0b0b91709f5511272f4322fe))

package/CHANGELOG.md

@@ -2,9 +2,9 @@
 
 All notable changes to this project will be documented in this file. See [standard-version](https://github.com/conventional-changelog/standard-version) for commit guidelines.
 
-### [1.4.1](https://github.com/openfeed-org/sdk-js/compare/1.4.0...1.4.1) (2025-12-22)
+## [1.6.0](https://github.com/openfeed-org/sdk-js/compare/1.5.0...1.6.0) (2026-01-22)
 
 
-### Bug Fixes
+### Features
 
-* add clean up of state on disconnect ([9cf3452](https://github.com/openfeed-org/sdk-js/commit/9cf345218d3f6386e3a9189bc543ab5236e0c958))
+* expose instruments map data ([1750d6e](https://github.com/openfeed-org/sdk-js/commit/1750d6ed768bf1d38a719c84183e923def876ce7))

package/README.md

@@ -29,7 +29,6 @@ This library uses [Conventional Commits](https://www.conventionalcommits.org/en/
 To update the proto files, run:
 
 ```shell
-yarn add git+ssh://git@github.com/openfeed-org/proto.git#master -D
 yarn generate
 ```
 

package/dist/generated/openfeed.d.ts

@@ -1,5 +1,5 @@
+import { BinaryReader, BinaryWriter } from "@bufbuild/protobuf/wire";
 import Long from "long";
-import _m0 from "protobufjs/minimal";
 import { InstrumentDefinition } from "./openfeed_instrument";
 /** / Book side */
 export declare enum BookSide {
@@ -235,6 +235,11 @@ export interface MarketSession {
     monetaryValue: MonetaryValue | undefined;
     /** UTC Timestamp, nano seconds since Unix epoch */
     transactionTime: Long;
+    officialBestBidOffer: OfficialBestBidOffer | undefined;
+    referenceVolatilityPrice: ReferenceVolatilityPrice | undefined;
+    priceLimits: PriceLimits | undefined;
+    marketOpenInterest: MarketOpenInterest | undefined;
+    vwap: Vwap | undefined;
 }
 /** / Snapshot for a market */
 export interface MarketSnapshot {
@@ -313,6 +318,12 @@ export interface MarketSnapshot {
     lowRolling: LowRolling | undefined;
     /** / 'Z' session. Includes all trades, even the ones that do not update Last. */
     zSession: MarketSession | undefined;
+    referenceVolatilityPrice: ReferenceVolatilityPrice | undefined;
+    priceLimits: PriceLimits | undefined;
+    /** / Older previous sessions */
+    sessions: MarketSession[];
+    officialBestBidOffer: OfficialBestBidOffer | undefined;
+    marketOpenInterest: MarketOpenInterest | undefined;
 }
 /** Used by market state to return snapshot. */
 export interface MarketSnapshotResponse {
@@ -386,6 +397,10 @@ export interface MarketUpdate {
     highRolling?: HighRolling | undefined;
     lowRolling?: LowRolling | undefined;
     requestForQuote?: RequestForQuote | undefined;
+    referenceVolatilityPrice?: ReferenceVolatilityPrice | undefined;
+    priceLimits?: PriceLimits | undefined;
+    officialBestBidOffer?: OfficialBestBidOffer | undefined;
+    marketOpenInterest?: MarketOpenInterest | undefined;
 }
 /** / Depth Price Level */
 export interface DepthPriceLevel {
@@ -473,6 +488,17 @@ export interface BestBidOffer {
     /** / True if not persisted in the EOD database. */
     transient: boolean;
 }
+/** / Official Best Bid and Offer. */
+export interface OfficialBestBidOffer {
+    /** / Date only, format 2012-07-04 -> 20120704 */
+    tradeDate: number;
+    /** UTC Timestamp, nano seconds since Unix epoch */
+    transactionTime: Long;
+    /** / Divide by priceDenominator */
+    bidPrice: Long;
+    /** / Divide by priceDenominator */
+    offerPrice: Long;
+}
 /** / Insert a new price level, pushing existing levels down */
 export interface AddPriceLevel {
     /** UTC Timestamp, nano seconds since Unix epoch */
@@ -789,6 +815,13 @@ export interface OpenInterest {
     tradeDate: number;
     volume: Long;
 }
+/** / Market Open interest */
+export interface MarketOpenInterest {
+    transactionTime: Long;
+    /** Date only, format 2012-07-04 -> 20120704 */
+    tradeDate: number;
+    volume: Long;
+}
 /** / Volume Weighted Average Price */
 export interface Vwap {
     transactionTime: Long;
@@ -848,6 +881,32 @@ export interface SharesOutstanding {
     sharesOutstanding: Long;
     transactionTime: Long;
 }
+/** / Price limits. */
+export interface PriceLimits {
+    /** / trade date */
+    tradeDate: number;
+    /** / Transaction time. */
+    transactionTime: Long;
+    /** / Upper price limit for the outright tradable instrument for the current trading day */
+    upperPriceLimit: Long;
+    /** / Lower price limit for the outright tradable instrument for the current trading day */
+    lowerPriceLimit: Long;
+}
+/** / The Reference Volatility Price message provides ‘raw’ strikes. LME volatilities are quoted in Delta space. */
+export interface ReferenceVolatilityPrice {
+    /** / trade date */
+    tradeDate: number;
+    /** / Identifies the ATM strike (1) or delta point (0). */
+    atm: number;
+    /** / Indicates whether the reference volatility was created in Delta or Strike space. */
+    surfaceDomain: string;
+    /** / Volatility */
+    volatility: Long;
+    /** / premium */
+    premium: Long;
+    /** / Option delta for the volatility point. */
+    delta: Long;
+}
 /**  */
 export interface NetAssetValue {
     netAssetValue: Long;
@@ -1008,312 +1067,332 @@ export interface RequestForQuote {
     side: number;
 }
 export declare const OpenfeedMessageEncode: {
-    encode(message: OpenfeedMessage, writer?: _m0.Writer): _m0.Writer;
+    encode(message: OpenfeedMessage, writer?: BinaryWriter): BinaryWriter;
 }, OpenfeedMessageDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): OpenfeedMessage;
+    decode(input: BinaryReader | Uint8Array, length?: number): OpenfeedMessage;
 };
 export declare const ChannelResetEncode: {
-    encode(message: ChannelReset, writer?: _m0.Writer): _m0.Writer;
+    encode(message: ChannelReset, writer?: BinaryWriter): BinaryWriter;
 }, ChannelResetDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): ChannelReset;
+    decode(input: BinaryReader | Uint8Array, length?: number): ChannelReset;
 };
 export declare const HeartBeatEncode: {
-    encode(message: HeartBeat, writer?: _m0.Writer): _m0.Writer;
+    encode(message: HeartBeat, writer?: BinaryWriter): BinaryWriter;
 }, HeartBeatDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): HeartBeat;
+    decode(input: BinaryReader | Uint8Array, length?: number): HeartBeat;
 };
 export declare const AdminMessageEncode: {
-    encode(message: AdminMessage, writer?: _m0.Writer): _m0.Writer;
+    encode(message: AdminMessage, writer?: BinaryWriter): BinaryWriter;
 }, AdminMessageDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): AdminMessage;
+    decode(input: BinaryReader | Uint8Array, length?: number): AdminMessage;
 };
 export declare const InstrumentGroupStatusEncode: {
-    encode(message: InstrumentGroupStatus, writer?: _m0.Writer): _m0.Writer;
+    encode(message: InstrumentGroupStatus, writer?: BinaryWriter): BinaryWriter;
 }, InstrumentGroupStatusDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): InstrumentGroupStatus;
+    decode(input: BinaryReader | Uint8Array, length?: number): InstrumentGroupStatus;
 };
 export declare const MarketStatusEncode: {
-    encode(message: MarketStatus, writer?: _m0.Writer): _m0.Writer;
+    encode(message: MarketStatus, writer?: BinaryWriter): BinaryWriter;
 }, MarketStatusDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): MarketStatus;
+    decode(input: BinaryReader | Uint8Array, length?: number): MarketStatus;
 };
 export declare const EODCommoditySummaryEncode: {
-    encode(message: EODCommoditySummary, writer?: _m0.Writer): _m0.Writer;
+    encode(message: EODCommoditySummary, writer?: BinaryWriter): BinaryWriter;
 }, EODCommoditySummaryDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): EODCommoditySummary;
+    decode(input: BinaryReader | Uint8Array, length?: number): EODCommoditySummary;
 };
 export declare const MarketSessionEncode: {
-    encode(message: MarketSession, writer?: _m0.Writer): _m0.Writer;
+    encode(message: MarketSession, writer?: BinaryWriter): BinaryWriter;
 }, MarketSessionDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): MarketSession;
+    decode(input: BinaryReader | Uint8Array, length?: number): MarketSession;
 };
 export declare const MarketSnapshotEncode: {
-    encode(message: MarketSnapshot, writer?: _m0.Writer): _m0.Writer;
+    encode(message: MarketSnapshot, writer?: BinaryWriter): BinaryWriter;
 }, MarketSnapshotDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): MarketSnapshot;
+    decode(input: BinaryReader | Uint8Array, length?: number): MarketSnapshot;
 };
 export declare const MarketSnapshotResponseEncode: {
-    encode(message: MarketSnapshotResponse, writer?: _m0.Writer): _m0.Writer;
+    encode(message: MarketSnapshotResponse, writer?: BinaryWriter): BinaryWriter;
 }, MarketSnapshotResponseDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): MarketSnapshotResponse;
+    decode(input: BinaryReader | Uint8Array, length?: number): MarketSnapshotResponse;
 };
 export declare const MarketUpdateEncode: {
-    encode(message: MarketUpdate, writer?: _m0.Writer): _m0.Writer;
+    encode(message: MarketUpdate, writer?: BinaryWriter): BinaryWriter;
 }, MarketUpdateDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): MarketUpdate;
+    decode(input: BinaryReader | Uint8Array, length?: number): MarketUpdate;
 };
 export declare const DepthPriceLevelEncode: {
-    encode(message: DepthPriceLevel, writer?: _m0.Writer): _m0.Writer;
+    encode(message: DepthPriceLevel, writer?: BinaryWriter): BinaryWriter;
 }, DepthPriceLevelDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): DepthPriceLevel;
+    decode(input: BinaryReader | Uint8Array, length?: number): DepthPriceLevel;
 };
 export declare const DepthPriceLevel_EntryEncode: {
-    encode(message: DepthPriceLevel_Entry, writer?: _m0.Writer): _m0.Writer;
+    encode(message: DepthPriceLevel_Entry, writer?: BinaryWriter): BinaryWriter;
 }, DepthPriceLevel_EntryDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): DepthPriceLevel_Entry;
+    decode(input: BinaryReader | Uint8Array, length?: number): DepthPriceLevel_Entry;
 };
 export declare const DepthOrderEncode: {
-    encode(message: DepthOrder, writer?: _m0.Writer): _m0.Writer;
+    encode(message: DepthOrder, writer?: BinaryWriter): BinaryWriter;
 }, DepthOrderDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): DepthOrder;
+    decode(input: BinaryReader | Uint8Array, length?: number): DepthOrder;
 };
 export declare const DepthOrder_EntryEncode: {
-    encode(message: DepthOrder_Entry, writer?: _m0.Writer): _m0.Writer;
+    encode(message: DepthOrder_Entry, writer?: BinaryWriter): BinaryWriter;
 }, DepthOrder_EntryDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): DepthOrder_Entry;
+    decode(input: BinaryReader | Uint8Array, length?: number): DepthOrder_Entry;
 };
 export declare const NewsEncode: {
-    encode(message: News, writer?: _m0.Writer): _m0.Writer;
+    encode(message: News, writer?: BinaryWriter): BinaryWriter;
 }, NewsDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): News;
+    decode(input: BinaryReader | Uint8Array, length?: number): News;
 };
 export declare const ClearBookEncode: {
-    encode(message: ClearBook, writer?: _m0.Writer): _m0.Writer;
+    encode(message: ClearBook, writer?: BinaryWriter): BinaryWriter;
 }, ClearBookDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): ClearBook;
+    decode(input: BinaryReader | Uint8Array, length?: number): ClearBook;
 };
 export declare const InstrumentStatusEncode: {
-    encode(message: InstrumentStatus, writer?: _m0.Writer): _m0.Writer;
+    encode(message: InstrumentStatus, writer?: BinaryWriter): BinaryWriter;
 }, InstrumentStatusDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): InstrumentStatus;
+    decode(input: BinaryReader | Uint8Array, length?: number): InstrumentStatus;
 };
 export declare const BestBidOfferEncode: {
-    encode(message: BestBidOffer, writer?: _m0.Writer): _m0.Writer;
+    encode(message: BestBidOffer, writer?: BinaryWriter): BinaryWriter;
 }, BestBidOfferDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): BestBidOffer;
+    decode(input: BinaryReader | Uint8Array, length?: number): BestBidOffer;
+};
+export declare const OfficialBestBidOfferEncode: {
+    encode(message: OfficialBestBidOffer, writer?: BinaryWriter): BinaryWriter;
+}, OfficialBestBidOfferDecode: {
+    decode(input: BinaryReader | Uint8Array, length?: number): OfficialBestBidOffer;
 };
 export declare const AddPriceLevelEncode: {
-    encode(message: AddPriceLevel, writer?: _m0.Writer): _m0.Writer;
+    encode(message: AddPriceLevel, writer?: BinaryWriter): BinaryWriter;
 }, AddPriceLevelDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): AddPriceLevel;
+    decode(input: BinaryReader | Uint8Array, length?: number): AddPriceLevel;
 };
 export declare const DeletePriceLevelEncode: {
-    encode(message: DeletePriceLevel, writer?: _m0.Writer): _m0.Writer;
+    encode(message: DeletePriceLevel, writer?: BinaryWriter): BinaryWriter;
 }, DeletePriceLevelDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): DeletePriceLevel;
+    decode(input: BinaryReader | Uint8Array, length?: number): DeletePriceLevel;
 };
 export declare const ModifyPriceLevelEncode: {
-    encode(message: ModifyPriceLevel, writer?: _m0.Writer): _m0.Writer;
+    encode(message: ModifyPriceLevel, writer?: BinaryWriter): BinaryWriter;
 }, ModifyPriceLevelDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): ModifyPriceLevel;
+    decode(input: BinaryReader | Uint8Array, length?: number): ModifyPriceLevel;
 };
 export declare const AddOrderEncode: {
-    encode(message: AddOrder, writer?: _m0.Writer): _m0.Writer;
+    encode(message: AddOrder, writer?: BinaryWriter): BinaryWriter;
 }, AddOrderDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): AddOrder;
+    decode(input: BinaryReader | Uint8Array, length?: number): AddOrder;
 };
 export declare const DeleteOrderEncode: {
-    encode(message: DeleteOrder, writer?: _m0.Writer): _m0.Writer;
+    encode(message: DeleteOrder, writer?: BinaryWriter): BinaryWriter;
 }, DeleteOrderDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): DeleteOrder;
+    decode(input: BinaryReader | Uint8Array, length?: number): DeleteOrder;
 };
 export declare const ModifyOrderEncode: {
-    encode(message: ModifyOrder, writer?: _m0.Writer): _m0.Writer;
+    encode(message: ModifyOrder, writer?: BinaryWriter): BinaryWriter;
 }, ModifyOrderDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): ModifyOrder;
+    decode(input: BinaryReader | Uint8Array, length?: number): ModifyOrder;
 };
 export declare const IndexValueEncode: {
-    encode(message: IndexValue, writer?: _m0.Writer): _m0.Writer;
+    encode(message: IndexValue, writer?: BinaryWriter): BinaryWriter;
 }, IndexValueDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): IndexValue;
+    decode(input: BinaryReader | Uint8Array, length?: number): IndexValue;
 };
 export declare const TradesEncode: {
-    encode(message: Trades, writer?: _m0.Writer): _m0.Writer;
+    encode(message: Trades, writer?: BinaryWriter): BinaryWriter;
 }, TradesDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): Trades;
+    decode(input: BinaryReader | Uint8Array, length?: number): Trades;
 };
 export declare const Trades_EntryEncode: {
-    encode(message: Trades_Entry, writer?: _m0.Writer): _m0.Writer;
+    encode(message: Trades_Entry, writer?: BinaryWriter): BinaryWriter;
 }, Trades_EntryDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): Trades_Entry;
+    decode(input: BinaryReader | Uint8Array, length?: number): Trades_Entry;
 };
 export declare const TradeEncode: {
-    encode(message: Trade, writer?: _m0.Writer): _m0.Writer;
+    encode(message: Trade, writer?: BinaryWriter): BinaryWriter;
 }, TradeDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): Trade;
+    decode(input: BinaryReader | Uint8Array, length?: number): Trade;
 };
 export declare const TradeCorrectionEncode: {
-    encode(message: TradeCorrection, writer?: _m0.Writer): _m0.Writer;
+    encode(message: TradeCorrection, writer?: BinaryWriter): BinaryWriter;
 }, TradeCorrectionDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): TradeCorrection;
+    decode(input: BinaryReader | Uint8Array, length?: number): TradeCorrection;
 };
 export declare const TradeCancelEncode: {
-    encode(message: TradeCancel, writer?: _m0.Writer): _m0.Writer;
+    encode(message: TradeCancel, writer?: BinaryWriter): BinaryWriter;
 }, TradeCancelDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): TradeCancel;
+    decode(input: BinaryReader | Uint8Array, length?: number): TradeCancel;
 };
 export declare const OpenEncode: {
-    encode(message: Open, writer?: _m0.Writer): _m0.Writer;
+    encode(message: Open, writer?: BinaryWriter): BinaryWriter;
 }, OpenDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): Open;
+    decode(input: BinaryReader | Uint8Array, length?: number): Open;
 };
 export declare const HighEncode: {
-    encode(message: High, writer?: _m0.Writer): _m0.Writer;
+    encode(message: High, writer?: BinaryWriter): BinaryWriter;
 }, HighDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): High;
+    decode(input: BinaryReader | Uint8Array, length?: number): High;
 };
 export declare const HighRollingEncode: {
-    encode(message: HighRolling, writer?: _m0.Writer): _m0.Writer;
+    encode(message: HighRolling, writer?: BinaryWriter): BinaryWriter;
 }, HighRollingDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): HighRolling;
+    decode(input: BinaryReader | Uint8Array, length?: number): HighRolling;
 };
 export declare const LowEncode: {
-    encode(message: Low, writer?: _m0.Writer): _m0.Writer;
+    encode(message: Low, writer?: BinaryWriter): BinaryWriter;
 }, LowDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): Low;
+    decode(input: BinaryReader | Uint8Array, length?: number): Low;
 };
 export declare const LowRollingEncode: {
-    encode(message: LowRolling, writer?: _m0.Writer): _m0.Writer;
+    encode(message: LowRolling, writer?: BinaryWriter): BinaryWriter;
 }, LowRollingDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): LowRolling;
+    decode(input: BinaryReader | Uint8Array, length?: number): LowRolling;
 };
 export declare const CloseEncode: {
-    encode(message: Close, writer?: _m0.Writer): _m0.Writer;
+    encode(message: Close, writer?: BinaryWriter): BinaryWriter;
 }, CloseDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): Close;
+    decode(input: BinaryReader | Uint8Array, length?: number): Close;
 };
 export declare const PrevCloseEncode: {
-    encode(message: PrevClose, writer?: _m0.Writer): _m0.Writer;
+    encode(message: PrevClose, writer?: BinaryWriter): BinaryWriter;
 }, PrevCloseDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): PrevClose;
+    decode(input: BinaryReader | Uint8Array, length?: number): PrevClose;
 };
 export declare const LastEncode: {
-    encode(message: Last, writer?: _m0.Writer): _m0.Writer;
+    encode(message: Last, writer?: BinaryWriter): BinaryWriter;
 }, LastDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): Last;
+    decode(input: BinaryReader | Uint8Array, length?: number): Last;
 };
 export declare const YearHighEncode: {
-    encode(message: YearHigh, writer?: _m0.Writer): _m0.Writer;
+    encode(message: YearHigh, writer?: BinaryWriter): BinaryWriter;
 }, YearHighDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): YearHigh;
+    decode(input: BinaryReader | Uint8Array, length?: number): YearHigh;
 };
 export declare const YearLowEncode: {
-    encode(message: YearLow, writer?: _m0.Writer): _m0.Writer;
+    encode(message: YearLow, writer?: BinaryWriter): BinaryWriter;
 }, YearLowDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): YearLow;
+    decode(input: BinaryReader | Uint8Array, length?: number): YearLow;
 };
 export declare const VolumeEncode: {
-    encode(message: Volume, writer?: _m0.Writer): _m0.Writer;
+    encode(message: Volume, writer?: BinaryWriter): BinaryWriter;
 }, VolumeDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): Volume;
+    decode(input: BinaryReader | Uint8Array, length?: number): Volume;
 };
 export declare const NumberOfTradesEncode: {
-    encode(message: NumberOfTrades, writer?: _m0.Writer): _m0.Writer;
+    encode(message: NumberOfTrades, writer?: BinaryWriter): BinaryWriter;
 }, NumberOfTradesDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): NumberOfTrades;
+    decode(input: BinaryReader | Uint8Array, length?: number): NumberOfTrades;
 };
 export declare const MonetaryValueEncode: {
-    encode(message: MonetaryValue, writer?: _m0.Writer): _m0.Writer;
+    encode(message: MonetaryValue, writer?: BinaryWriter): BinaryWriter;
 }, MonetaryValueDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): MonetaryValue;
+    decode(input: BinaryReader | Uint8Array, length?: number): MonetaryValue;
 };
 export declare const SettlementEncode: {
-    encode(message: Settlement, writer?: _m0.Writer): _m0.Writer;
+    encode(message: Settlement, writer?: BinaryWriter): BinaryWriter;
 }, SettlementDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): Settlement;
+    decode(input: BinaryReader | Uint8Array, length?: number): Settlement;
 };
 export declare const OpenInterestEncode: {
-    encode(message: OpenInterest, writer?: _m0.Writer): _m0.Writer;
+    encode(message: OpenInterest, writer?: BinaryWriter): BinaryWriter;
 }, OpenInterestDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): OpenInterest;
+    decode(input: BinaryReader | Uint8Array, length?: number): OpenInterest;
+};
+export declare const MarketOpenInterestEncode: {
+    encode(message: MarketOpenInterest, writer?: BinaryWriter): BinaryWriter;
+}, MarketOpenInterestDecode: {
+    decode(input: BinaryReader | Uint8Array, length?: number): MarketOpenInterest;
 };
 export declare const VwapEncode: {
-    encode(message: Vwap, writer?: _m0.Writer): _m0.Writer;
+    encode(message: Vwap, writer?: BinaryWriter): BinaryWriter;
 }, VwapDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): Vwap;
+    decode(input: BinaryReader | Uint8Array, length?: number): Vwap;
 };
 export declare const DividendsIncomeDistributionsEncode: {
-    encode(message: DividendsIncomeDistributions, writer?: _m0.Writer): _m0.Writer;
+    encode(message: DividendsIncomeDistributions, writer?: BinaryWriter): BinaryWriter;
 }, DividendsIncomeDistributionsDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): DividendsIncomeDistributions;
+    decode(input: BinaryReader | Uint8Array, length?: number): DividendsIncomeDistributions;
 };
 export declare const CapitalDistributionsEncode: {
-    encode(message: CapitalDistributions, writer?: _m0.Writer): _m0.Writer;
+    encode(message: CapitalDistributions, writer?: BinaryWriter): BinaryWriter;
 }, CapitalDistributionsDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): CapitalDistributions;
+    decode(input: BinaryReader | Uint8Array, length?: number): CapitalDistributions;
 };
 export declare const SharesOutstandingEncode: {
-    encode(message: SharesOutstanding, writer?: _m0.Writer): _m0.Writer;
+    encode(message: SharesOutstanding, writer?: BinaryWriter): BinaryWriter;
 }, SharesOutstandingDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): SharesOutstanding;
+    decode(input: BinaryReader | Uint8Array, length?: number): SharesOutstanding;
+};
+export declare const PriceLimitsEncode: {
+    encode(message: PriceLimits, writer?: BinaryWriter): BinaryWriter;
+}, PriceLimitsDecode: {
+    decode(input: BinaryReader | Uint8Array, length?: number): PriceLimits;
+};
+export declare const ReferenceVolatilityPriceEncode: {
+    encode(message: ReferenceVolatilityPrice, writer?: BinaryWriter): BinaryWriter;
+}, ReferenceVolatilityPriceDecode: {
+    decode(input: BinaryReader | Uint8Array, length?: number): ReferenceVolatilityPrice;
 };
 export declare const NetAssetValueEncode: {
-    encode(message: NetAssetValue, writer?: _m0.Writer): _m0.Writer;
+    encode(message: NetAssetValue, writer?: BinaryWriter): BinaryWriter;
 }, NetAssetValueDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): NetAssetValue;
+    decode(input: BinaryReader | Uint8Array, length?: number): NetAssetValue;
 };
 export declare const MarketSummaryEncode: {
-    encode(message: MarketSummary, writer?: _m0.Writer): _m0.Writer;
+    encode(message: MarketSummary, writer?: BinaryWriter): BinaryWriter;
 }, MarketSummaryDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): MarketSummary;
+    decode(input: BinaryReader | Uint8Array, length?: number): MarketSummary;
 };
 export declare const ContextEncode: {
-    encode(message: Context, writer?: _m0.Writer): _m0.Writer;
+    encode(message: Context, writer?: BinaryWriter): BinaryWriter;
 }, ContextDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): Context;
+    decode(input: BinaryReader | Uint8Array, length?: number): Context;
 };
 export declare const ContextDataEncode: {
-    encode(message: ContextData, writer?: _m0.Writer): _m0.Writer;
+    encode(message: ContextData, writer?: BinaryWriter): BinaryWriter;
 }, ContextDataDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): ContextData;
+    decode(input: BinaryReader | Uint8Array, length?: number): ContextData;
 };
 export declare const TracePointEncode: {
-    encode(message: TracePoint, writer?: _m0.Writer): _m0.Writer;
+    encode(message: TracePoint, writer?: BinaryWriter): BinaryWriter;
 }, TracePointDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): TracePoint;
+    decode(input: BinaryReader | Uint8Array, length?: number): TracePoint;
 };
 export declare const TCPHistoricalReplayRequestEncode: {
-    encode(message: TCPHistoricalReplayRequest, writer?: _m0.Writer): _m0.Writer;
+    encode(message: TCPHistoricalReplayRequest, writer?: BinaryWriter): BinaryWriter;
 }, TCPHistoricalReplayRequestDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): TCPHistoricalReplayRequest;
+    decode(input: BinaryReader | Uint8Array, length?: number): TCPHistoricalReplayRequest;
 };
 export declare const SnapshotRequestEncode: {
-    encode(message: SnapshotRequest, writer?: _m0.Writer): _m0.Writer;
+    encode(message: SnapshotRequest, writer?: BinaryWriter): BinaryWriter;
 }, SnapshotRequestDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): SnapshotRequest;
+    decode(input: BinaryReader | Uint8Array, length?: number): SnapshotRequest;
 };
 export declare const VolumeAtPriceEncode: {
-    encode(message: VolumeAtPrice, writer?: _m0.Writer): _m0.Writer;
+    encode(message: VolumeAtPrice, writer?: BinaryWriter): BinaryWriter;
 }, VolumeAtPriceDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): VolumeAtPrice;
+    decode(input: BinaryReader | Uint8Array, length?: number): VolumeAtPrice;
 };
 export declare const VolumeAtPrice_PriceLevelVolumeEncode: {
-    encode(message: VolumeAtPrice_PriceLevelVolume, writer?: _m0.Writer): _m0.Writer;
+    encode(message: VolumeAtPrice_PriceLevelVolume, writer?: BinaryWriter): BinaryWriter;
 }, VolumeAtPrice_PriceLevelVolumeDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): VolumeAtPrice_PriceLevelVolume;
+    decode(input: BinaryReader | Uint8Array, length?: number): VolumeAtPrice_PriceLevelVolume;
 };
 export declare const OhlcEncode: {
-    encode(message: Ohlc, writer?: _m0.Writer): _m0.Writer;
+    encode(message: Ohlc, writer?: BinaryWriter): BinaryWriter;
 }, OhlcDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): Ohlc;
+    decode(input: BinaryReader | Uint8Array, length?: number): Ohlc;
 };
 export declare const InstrumentActionEncode: {
-    encode(message: InstrumentAction, writer?: _m0.Writer): _m0.Writer;
+    encode(message: InstrumentAction, writer?: BinaryWriter): BinaryWriter;
 }, InstrumentActionDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): InstrumentAction;
+    decode(input: BinaryReader | Uint8Array, length?: number): InstrumentAction;
 };
 export declare const RequestForQuoteEncode: {
-    encode(message: RequestForQuote, writer?: _m0.Writer): _m0.Writer;
+    encode(message: RequestForQuote, writer?: BinaryWriter): BinaryWriter;
 }, RequestForQuoteDecode: {
-    decode(input: _m0.Reader | Uint8Array, length?: number): RequestForQuote;
+    decode(input: BinaryReader | Uint8Array, length?: number): RequestForQuote;
 };