@openmarket/market-data-proto 12.54.0 → 12.56.0

package/dist/tsdb-gateway/tsdb-gateway_pb.d.ts

@@ -529,15 +529,10 @@ export type GetMarketsRequest = Message<"GetMarketsRequest"> & {
      */
     variantLimit?: number;
     /**
-     * Which group MARKETS_PROJECTION_VARIANTS expands, matched against
-     * MarketAsset.assetName.
-     *
-     * REVIEW: assetName is a display string (a name override, else the coin),
-     * so a group's handle changes whenever its display name does, and a
-     * client holding one across a catalog refresh can find nothing. It is the
-     * only handle the grouping has today, since assets are grouped by that
-     * same name. A durable handle needs a canonical underlying on the
-     * instrument, which is the catalog work, not this MR.
+     * Fallback handle for MARKETS_PROJECTION_VARIANTS when groupKey is absent,
+     * matched against MarketAsset.assetName. A display string, so it is not
+     * unique: two groups can share it, and expanding by it returns every
+     * group a member of which goes by that name. Prefer groupKey.
      *
      * @generated from field: optional string assetName = 27;
      */
@@ -578,6 +573,13 @@ export type GetMarketsRequest = Message<"GetMarketsRequest"> & {
      * @generated from field: repeated string deployerIds = 31;
      */
     deployerIds: string[];
+    /**
+     * Which group MARKETS_PROJECTION_VARIANTS expands, matched exactly against
+     * MarketAsset.groupKey. Wins over assetName when both are set.
+     *
+     * @generated from field: optional string groupKey = 32;
+     */
+    groupKey?: string;
 };
 /**
  * Describes the message GetMarketsRequest.
@@ -787,6 +789,10 @@ export type MarketSymbol = Message<"MarketSymbol"> & {
      */
     fullName?: string;
     /**
+     * USD value of the venue's pool reserves where the venue has a pool
+     * (on-chain venues, from chain-explorer's venue listing); absent for
+     * everything else, and for program venues that have no pool.
+     *
      * @generated from field: optional double liquidity = 33;
      */
     liquidity?: number;
@@ -913,6 +919,15 @@ export type MarketSymbol = Message<"MarketSymbol"> & {
      * @generated from field: optional string deployerId = 57;
      */
     deployerId?: string;
+    /**
+     * On-chain venues only: the venue's display name ("Raydium CLMM",
+     * "Whirlpool", or a market maker's name for program venues, which trade
+     * without a pool). Two pools of one pair share every other display field;
+     * this, poolAddress and liquidity are what tell them apart.
+     *
+     * @generated from field: optional string dexName = 58;
+     */
+    dexName?: string;
 };
 /**
  * Describes the message MarketSymbol.
@@ -1089,6 +1104,15 @@ export type MarketAsset = Message<"MarketAsset"> & {
      * @generated from field: optional double maxVolume24hUsd = 9;
      */
     maxVolume24hUsd?: number;
+    /**
+     * Stable handle of the group: <ticker or name>|<class>, the class being
+     * the AssetClass number. Unique per group where assetName and assetTicker
+     * are not (an equity and the crypto-venue perps on it can share both), so
+     * merge on it and pass it back as GetMarketsRequest.groupKey to expand.
+     *
+     * @generated from field: string groupKey = 10;
+     */
+    groupKey: string;
 };
 /**
  * Describes the message MarketAsset.
@@ -1117,6 +1141,348 @@ export type GetMarketsResponse = Message<"GetMarketsResponse"> & {
  * Use `create(GetMarketsResponseSchema)` to create a new message.
  */
 export declare const GetMarketsResponseSchema: GenMessage<GetMarketsResponse>;
+/**
+ * One market, as a MarketSymbol names it. symbol is MarketSymbol.rawSymbol
+ * exactly as returned, case included: it is matched as stored, never
+ * upper-cased.
+ *
+ * Prediction markets are keyed per market, as StreamPoints reads them: a
+ * Polymarket market by its conditionId, a HIP-4 outcome by its coin (#1234).
+ * The event and umbrella rows search returns name no single market and are
+ * answered found=false.
+ *
+ * @generated from message MarketStatsKey
+ */
+export type MarketStatsKey = Message<"MarketStatsKey"> & {
+    /**
+     * @generated from field: Exchange exchange = 1;
+     */
+    exchange: Exchange;
+    /**
+     * @generated from field: Category category = 2;
+     */
+    category: Category;
+    /**
+     * @generated from field: string symbol = 3;
+     */
+    symbol: string;
+};
+/**
+ * Describes the message MarketStatsKey.
+ * Use `create(MarketStatsKeySchema)` to create a new message.
+ */
+export declare const MarketStatsKeySchema: GenMessage<MarketStatsKey>;
+/**
+ * Per-market stats for markets the caller already knows, such as a
+ * watchlist. Identity and display fields (names, icons, classes) are not
+ * repeated here: they come from StreamMarkets or StreamSymbolDirectory.
+ *
+ * @generated from message StreamMarketStatsRequest
+ */
+export type StreamMarketStatsRequest = Message<"StreamMarketStatsRequest"> & {
+    /**
+     * Any mix of venues. Duplicates are answered once.
+     *
+     * @generated from field: repeated MarketStatsKey markets = 1;
+     */
+    markets: MarketStatsKey[];
+    /**
+     * Also return the 24h sparkline. Off by default: it is most of a row's
+     * size.
+     *
+     * @generated from field: bool includePrices = 2;
+     */
+    includePrices: boolean;
+};
+/**
+ * Describes the message StreamMarketStatsRequest.
+ * Use `create(StreamMarketStatsRequestSchema)` to create a new message.
+ */
+export declare const StreamMarketStatsRequestSchema: GenMessage<StreamMarketStatsRequest>;
+/**
+ * @generated from message MarketStatsResponse
+ */
+export type MarketStatsResponse = Message<"MarketStatsResponse"> & {
+    /**
+     * One entry per distinct requested key, in request order.
+     *
+     * @generated from field: repeated MarketStats stats = 1;
+     */
+    stats: MarketStats[];
+};
+/**
+ * Describes the message MarketStatsResponse.
+ * Use `create(MarketStatsResponseSchema)` to create a new message.
+ */
+export declare const MarketStatsResponseSchema: GenMessage<MarketStatsResponse>;
+/**
+ * Every stat is computed once per market for all callers, so a value is at
+ * most as fresh as its own refresh. liveAsOf is when the older of the open
+ * interest/funding and USD-rate refreshes behind this row ran (every 15 s to
+ * 1 min); slowAsOf is the week the supply figures date from. Both are refresh
+ * times, not the time of the last trade, and either is absent when none of
+ * its fields applies to the market.
+ *
+ * Changes, performance and deltas-as-ratios are fractions (0.05 is +5%), as
+ * on MarketSymbol. Absent means not computable for this market and must never
+ * be read as zero.
+ *
+ * @generated from message MarketStats
+ */
+export type MarketStats = Message<"MarketStats"> & {
+    /**
+     * @generated from field: MarketStatsKey key = 1;
+     */
+    key?: MarketStatsKey;
+    /**
+     * False when the key names no known market. Every other field is then
+     * absent. True with the live fields absent means a known market with no
+     * print in the last 24h.
+     *
+     * @generated from field: bool found = 2;
+     */
+    found: boolean;
+    /**
+     * @generated from field: optional Timestamp liveAsOf = 3;
+     */
+    liveAsOf?: Timestamp;
+    /**
+     * @generated from field: optional Timestamp slowAsOf = 4;
+     */
+    slowAsOf?: Timestamp;
+    /**
+     * 24h, the same values StreamMarkets returns for this market.
+     *
+     * @generated from field: optional double lastPrice = 10;
+     */
+    lastPrice?: number;
+    /**
+     * @generated from field: optional double priceChange24h = 11;
+     */
+    priceChange24h?: number;
+    /**
+     * In the venue's quote currency; volume24hUsd is the comparable one.
+     *
+     * @generated from field: optional double volume24h = 12;
+     */
+    volume24h?: number;
+    /**
+     * @generated from field: optional double volume24hUsd = 13;
+     */
+    volume24hUsd?: number;
+    /**
+     * @generated from field: optional double volumeChange24h = 14;
+     */
+    volumeChange24h?: number;
+    /**
+     * Hourly closes over the last 24h, oldest first. Only with includePrices.
+     *
+     * @generated from field: repeated double prices = 15;
+     */
+    prices: number[];
+    /**
+     * Change in USD open interest, so on linear contracts it includes the
+     * price move.
+     *
+     * @generated from field: optional double oiChange24h = 16;
+     */
+    oiChange24h?: number;
+    /**
+     * Latest open interest in USD.
+     *
+     * @generated from field: optional double openInterestUsd = 20;
+     */
+    openInterestUsd?: number;
+    /**
+     * Latest funding rate, normalised to an 8h interval whatever the venue's
+     * own interval.
+     *
+     * @generated from field: optional double fundingRate = 21;
+     */
+    fundingRate?: number;
+    /**
+     * The venue's own funding interval.
+     *
+     * @generated from field: optional int64 fundingIntervalMs = 22;
+     */
+    fundingIntervalMs?: bigint;
+    /**
+     * Crypto: the coin's market cap. Stocks: the issuer's.
+     *
+     * @generated from field: optional double marketcap = 23;
+     */
+    marketcap?: number;
+    /**
+     * @generated from field: optional double fdv = 24;
+     */
+    fdv?: number;
+    /**
+     * @generated from field: optional double circulatingSupply = 25;
+     */
+    circulatingSupply?: number;
+    /**
+     * @generated from field: optional double totalSupply = 26;
+     */
+    totalSupply?: number;
+    /**
+     * @generated from field: optional double maxSupply = 27;
+     */
+    maxSupply?: number;
+    /**
+     * Stocks only.
+     *
+     * @generated from field: optional double sharesOutstanding = 28;
+     */
+    sharesOutstanding?: number;
+    /**
+     * @generated from field: optional double priceChange10m = 40;
+     */
+    priceChange10m?: number;
+    /**
+     * @generated from field: optional double priceChange1h = 41;
+     */
+    priceChange1h?: number;
+    /**
+     * @generated from field: optional double priceChange7d = 42;
+     */
+    priceChange7d?: number;
+    /**
+     * @generated from field: optional double low7d = 43;
+     */
+    low7d?: number;
+    /**
+     * @generated from field: optional double high7d = 44;
+     */
+    high7d?: number;
+    /**
+     * @generated from field: optional double volume10mUsd = 45;
+     */
+    volume10mUsd?: number;
+    /**
+     * @generated from field: optional double volume1hUsd = 46;
+     */
+    volume1hUsd?: number;
+    /**
+     * Aggressor buy volume minus sell volume, in USD. Trades without an
+     * aggressor side (CME side-less prints, venues that publish none) count in
+     * neither side.
+     *
+     * @generated from field: optional double volumeDelta10mUsd = 47;
+     */
+    volumeDelta10mUsd?: number;
+    /**
+     * @generated from field: optional double volumeDelta1hUsd = 48;
+     */
+    volumeDelta1hUsd?: number;
+    /**
+     * @generated from field: optional double volumeDelta24hUsd = 49;
+     */
+    volumeDelta24hUsd?: number;
+    /**
+     * Same basis as oiChange24h.
+     *
+     * @generated from field: optional double oiChange1h = 50;
+     */
+    oiChange1h?: number;
+    /**
+     * Mean of the hourly funding rate over 24h, normalised to 8h like
+     * fundingRate.
+     *
+     * @generated from field: optional double fundingRateAvg24h = 51;
+     */
+    fundingRateAvg24h?: number;
+    /**
+     * fundingRate annualised: fundingRate x 3 x 365.
+     *
+     * @generated from field: optional double fundingApr = 52;
+     */
+    fundingApr?: number;
+    /**
+     * Long and short liquidations over 24h in USD, and their sum.
+     *
+     * @generated from field: optional double liquidations24hUsd = 53;
+     */
+    liquidations24hUsd?: number;
+    /**
+     * @generated from field: optional double longLiquidations24hUsd = 54;
+     */
+    longLiquidations24hUsd?: number;
+    /**
+     * @generated from field: optional double shortLiquidations24hUsd = 55;
+     */
+    shortLiquidations24hUsd?: number;
+    /**
+     * Performance against the UTC daily close 1 week, 1, 3, 6 and 12 months
+     * ago, and the last close of the previous year. On session venues (stocks,
+     * CME) the daily close is the UTC day's last print, extended hours
+     * included, not the official session close.
+     *
+     * @generated from field: optional double perf1w = 56;
+     */
+    perf1w?: number;
+    /**
+     * @generated from field: optional double perf1m = 57;
+     */
+    perf1m?: number;
+    /**
+     * @generated from field: optional double perf3m = 58;
+     */
+    perf3m?: number;
+    /**
+     * @generated from field: optional double perf6m = 59;
+     */
+    perf6m?: number;
+    /**
+     * @generated from field: optional double perfYtd = 60;
+     */
+    perfYtd?: number;
+    /**
+     * @generated from field: optional double perf1y = 61;
+     */
+    perf1y?: number;
+    /**
+     * @generated from field: optional double high52w = 62;
+     */
+    high52w?: number;
+    /**
+     * @generated from field: optional double low52w = 63;
+     */
+    low52w?: number;
+    /**
+     * Prediction markets. Buy and sell volume over 24h in the venue's quote
+     * currency, on Polymarket and HIP-4; the rest Polymarket only.
+     *
+     * @generated from field: optional double buyVolume24h = 70;
+     */
+    buyVolume24h?: number;
+    /**
+     * @generated from field: optional double sellVolume24h = 71;
+     */
+    sellVolume24h?: number;
+    /**
+     * @generated from field: optional int64 uniqueTraders = 72;
+     */
+    uniqueTraders?: bigint;
+    /**
+     * All-time volume.
+     *
+     * @generated from field: optional double totalVolume = 73;
+     */
+    totalVolume?: number;
+    /**
+     * @generated from field: optional Timestamp endDate = 74;
+     */
+    endDate?: Timestamp;
+    /**
+     * @generated from field: optional bool closed = 75;
+     */
+    closed?: boolean;
+};
+/**
+ * Describes the message MarketStats.
+ * Use `create(MarketStatsSchema)` to create a new message.
+ */
+export declare const MarketStatsSchema: GenMessage<MarketStats>;
 /**
  * @generated from message GetOptionChainRequest
  */
@@ -1297,6 +1663,15 @@ export type GetOptionChainSummaryRequest = Message<"GetOptionChainSummaryRequest
      * @generated from field: bool allUnderlyings = 5;
      */
     allUnderlyings: boolean;
+    /**
+     * Distribution timing of the served quotes; REALTIME when absent. The CME
+     * entitlement gate sets this per socket (DELAYED on a delayed-tier socket,
+     * overriding whatever the client sent), so a caller licensed for delayed
+     * data never receives the newest quotes.
+     *
+     * @generated from field: OptionChainTiming timing = 6;
+     */
+    timing: OptionChainTiming;
 };
 /**
  * Describes the message GetOptionChainSummaryRequest.
@@ -1503,6 +1878,27 @@ export type GetOptionChainSummaryResponse = Message<"GetOptionChainSummaryRespon
      * @generated from field: repeated OptionChainSummaryExpiry expiries = 4;
      */
     expiries: OptionChainSummaryExpiry[];
+    /**
+     * The timing the chain was served at.
+     *
+     * @generated from field: OptionChainTiming timing = 5;
+     */
+    timing: OptionChainTiming;
+    /**
+     * The latest event time any served quote, anchor price or volume may
+     * carry: the request time for REALTIME, the request time minus
+     * delaySeconds for DELAYED. Unix seconds, UTC.
+     *
+     * @generated from field: int64 asOfUnix = 6;
+     */
+    asOfUnix: bigint;
+    /**
+     * The delay applied, in seconds; 0 for REALTIME. Display it next to the
+     * chain: CME requires delayed data to be labeled with its delay.
+     *
+     * @generated from field: int32 delaySeconds = 7;
+     */
+    delaySeconds: number;
 };
 /**
  * Describes the message GetOptionChainSummaryResponse.
@@ -2322,6 +2718,14 @@ export type RPCResponse = Message<"RPCResponse"> & {
      * @generated from field: GetOptionChainSummaryResponse optionChainSummary = 39;
      */
     optionChainSummary?: GetOptionChainSummaryResponse;
+    /**
+     * @generated from field: repeated EconomicSeriesMetadata economicSeriesMetadatas = 40;
+     */
+    economicSeriesMetadatas: EconomicSeriesMetadata[];
+    /**
+     * @generated from field: repeated MarketStats marketStats = 41;
+     */
+    marketStats: MarketStats[];
 };
 /**
  * Describes the message RPCResponse.
@@ -2677,6 +3081,147 @@ export type GetFredMetadataResponse = Message<"GetFredMetadataResponse"> & {
  * Use `create(GetFredMetadataResponseSchema)` to create a new message.
  */
 export declare const GetFredMetadataResponseSchema: GenMessage<GetFredMetadataResponse>;
+/**
+ * EconomicSeriesMetadata describes one economic catalog series (exchange ECONOMICS);
+ * the publisher is carried by source_kind and source_name.
+ *
+ * @generated from message EconomicSeriesMetadata
+ */
+export type EconomicSeriesMetadata = Message<"EconomicSeriesMetadata"> & {
+    /**
+     * @generated from field: Exchange exchange = 1;
+     */
+    exchange: Exchange;
+    /**
+     * @generated from field: string symbol = 2;
+     */
+    symbol: string;
+    /**
+     * @generated from field: string title = 3;
+     */
+    title: string;
+    /**
+     * @generated from field: string short_title = 4;
+     */
+    shortTitle: string;
+    /**
+     * @generated from field: string country = 5;
+     */
+    country: string;
+    /**
+     * @generated from field: string category = 6;
+     */
+    category: string;
+    /**
+     * @generated from field: string frequency = 7;
+     */
+    frequency: string;
+    /**
+     * @generated from field: string units = 8;
+     */
+    units: string;
+    /**
+     * @generated from field: string unit_kind = 9;
+     */
+    unitKind: string;
+    /**
+     * @generated from field: string currency = 10;
+     */
+    currency: string;
+    /**
+     * @generated from field: double scale = 11;
+     */
+    scale: number;
+    /**
+     * @generated from field: string seasonal_adjustment = 12;
+     */
+    seasonalAdjustment: string;
+    /**
+     * @generated from field: string release = 13;
+     */
+    release: string;
+    /**
+     * @generated from field: string source_name = 14;
+     */
+    sourceName: string;
+    /**
+     * @generated from field: string source_url = 15;
+     */
+    sourceUrl: string;
+    /**
+     * @generated from field: string license = 16;
+     */
+    license: string;
+    /**
+     * @generated from field: string attribution = 17;
+     */
+    attribution: string;
+    /**
+     * @generated from field: repeated string aliases = 18;
+     */
+    aliases: string[];
+    /**
+     * @generated from field: string observation_start = 19;
+     */
+    observationStart: string;
+    /**
+     * @generated from field: string notes = 20;
+     */
+    notes: string;
+    /**
+     * @generated from field: string source_kind = 21;
+     */
+    sourceKind: string;
+    /**
+     * @generated from field: string native_id = 22;
+     */
+    nativeId: string;
+};
+/**
+ * Describes the message EconomicSeriesMetadata.
+ * Use `create(EconomicSeriesMetadataSchema)` to create a new message.
+ */
+export declare const EconomicSeriesMetadataSchema: GenMessage<EconomicSeriesMetadata>;
+/**
+ * @generated from message GetEconomicSeriesMetadataRequest
+ */
+export type GetEconomicSeriesMetadataRequest = Message<"GetEconomicSeriesMetadataRequest"> & {
+    /**
+     * @generated from field: optional Exchange exchange = 1;
+     */
+    exchange?: Exchange;
+    /**
+     * @generated from field: optional string symbol = 2;
+     */
+    symbol?: string;
+    /**
+     * @generated from field: optional string country = 3;
+     */
+    country?: string;
+    /**
+     * @generated from field: optional string category = 4;
+     */
+    category?: string;
+};
+/**
+ * Describes the message GetEconomicSeriesMetadataRequest.
+ * Use `create(GetEconomicSeriesMetadataRequestSchema)` to create a new message.
+ */
+export declare const GetEconomicSeriesMetadataRequestSchema: GenMessage<GetEconomicSeriesMetadataRequest>;
+/**
+ * @generated from message GetEconomicSeriesMetadataResponse
+ */
+export type GetEconomicSeriesMetadataResponse = Message<"GetEconomicSeriesMetadataResponse"> & {
+    /**
+     * @generated from field: repeated EconomicSeriesMetadata economicSeriesMetadatas = 1;
+     */
+    economicSeriesMetadatas: EconomicSeriesMetadata[];
+};
+/**
+ * Describes the message GetEconomicSeriesMetadataResponse.
+ * Use `create(GetEconomicSeriesMetadataResponseSchema)` to create a new message.
+ */
+export declare const GetEconomicSeriesMetadataResponseSchema: GenMessage<GetEconomicSeriesMetadataResponse>;
 /**
  * @generated from message GetPolygonTickerMetadataRequest
  */
@@ -4971,6 +5516,13 @@ export type SymbolDirectoryAsset = Message<"SymbolDirectoryAsset"> & {
      * @generated from field: repeated SymbolDirectoryVenue venues = 3;
      */
     venues: SymbolDirectoryVenue[];
+    /**
+     * The same handle as MarketAsset.groupKey, so a directory entry and a live
+     * search group can be matched without relying on the name.
+     *
+     * @generated from field: string groupKey = 4;
+     */
+    groupKey: string;
 };
 /**
  * Describes the message SymbolDirectoryAsset.
@@ -5251,6 +5803,33 @@ export declare enum OptionChainAnchorSource {
  * Describes the enum OptionChainAnchorSource.
  */
 export declare const OptionChainAnchorSourceSchema: GenEnum<OptionChainAnchorSource>;
+/**
+ * Distribution timing of an option chain summary: which quote per contract
+ * the reader serves.
+ *
+ * @generated from enum OptionChainTiming
+ */
+export declare enum OptionChainTiming {
+    /**
+     * The newest quote per contract.
+     *
+     * @generated from enum value: OPTION_CHAIN_TIMING_REALTIME = 0;
+     */
+    REALTIME = 0,
+    /**
+     * The newest quote per contract whose event time is at least the reader's
+     * configured delay old (10 minutes for CME), read from the delayed
+     * snapshot table; the underlying anchor price and volume are bounded to
+     * the same instant. For callers licensed for delayed data only.
+     *
+     * @generated from enum value: OPTION_CHAIN_TIMING_DELAYED = 1;
+     */
+    DELAYED = 1
+}
+/**
+ * Describes the enum OptionChainTiming.
+ */
+export declare const OptionChainTimingSchema: GenEnum<OptionChainTiming>;
 /**
  * tsdb-gateway is a service that provides access to a time-series database.
  *
@@ -5408,6 +5987,16 @@ export declare const Gateway: GenService<{
         input: typeof StreamMarketsRequestSchema;
         output: typeof GetMarketsResponseSchema;
     };
+    /**
+     * StreamMarketStats returns per-market stats for the named markets.
+     *
+     * @generated from rpc Gateway.StreamMarketStats
+     */
+    streamMarketStats: {
+        methodKind: "server_streaming";
+        input: typeof StreamMarketStatsRequestSchema;
+        output: typeof MarketStatsResponseSchema;
+    };
     /**
      * @generated from rpc Gateway.GetSectors
      */
@@ -5552,6 +6141,22 @@ export declare const Gateway: GenService<{
         input: typeof GetFredMetadataBySeriesIDRequestSchema;
         output: typeof FredMetadataSchema;
     };
+    /**
+     * @generated from rpc Gateway.GetEconomicSeriesMetadata
+     */
+    getEconomicSeriesMetadata: {
+        methodKind: "unary";
+        input: typeof GetEconomicSeriesMetadataRequestSchema;
+        output: typeof GetEconomicSeriesMetadataResponseSchema;
+    };
+    /**
+     * @generated from rpc Gateway.StreamEconomicSeriesMetadata
+     */
+    streamEconomicSeriesMetadata: {
+        methodKind: "server_streaming";
+        input: typeof GetEconomicSeriesMetadataRequestSchema;
+        output: typeof EconomicSeriesMetadataSchema;
+    };
     /**
      * @generated from rpc Gateway.GetPolygonTickerMetadata
      */