@openmarket/market-data-proto 12.54.0

package/dist/open_interest_pb.d.ts

@@ -0,0 +1,26 @@
+import type { GenFile, GenMessage } from "@bufbuild/protobuf/codegenv2";
+import type { Timestamp } from "./timestamp/timestamp_pb.js";
+import type { Message } from "@bufbuild/protobuf";
+/**
+ * Describes the file open_interest.proto.
+ */
+export declare const file_open_interest: GenFile;
+/**
+ * @generated from message OpenInterest
+ */
+export type OpenInterest = Message<"OpenInterest"> & {
+    /**
+     * @generated from field: optional double openInterest = 1;
+     */
+    openInterest?: number;
+    /**
+     * @generated from field: Timestamp timestamp = 2;
+     */
+    timestamp?: Timestamp;
+};
+/**
+ * Describes the message OpenInterest.
+ * Use `create(OpenInterestSchema)` to create a new message.
+ */
+export declare const OpenInterestSchema: GenMessage<OpenInterest>;
+//# sourceMappingURL=open_interest_pb.d.ts.map

package/dist/open_interest_pb.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"open_interest_pb.d.ts","sourceRoot":"","sources":["../src/gen/open_interest_pb.ts"],"names":[],"mappings":"AAIA,OAAO,KAAK,EAAE,OAAO,EAAE,UAAU,EAAE,MAAM,8BAA8B,CAAC;AAExE,OAAO,KAAK,EAAE,SAAS,EAAE,MAAM,6BAA6B,CAAC;AAE7D,OAAO,KAAK,EAAE,OAAO,EAAE,MAAM,oBAAoB,CAAC;AAElD;;GAEG;AACH,eAAO,MAAM,kBAAkB,EAAE,OACyL,CAAC;AAE3N;;GAEG;AACH,MAAM,MAAM,YAAY,GAAG,OAAO,CAAC,cAAc,CAAC,GAAG;IACnD;;OAEG;IACH,YAAY,CAAC,EAAE,MAAM,CAAC;IAEtB;;OAEG;IACH,SAAS,CAAC,EAAE,SAAS,CAAC;CACvB,CAAC;AAEF;;;GAGG;AACH,eAAO,MAAM,kBAAkB,EAAE,UAAU,CAAC,YAAY,CACpB,CAAC"}

package/dist/open_interest_pb.js

@@ -0,0 +1,14 @@
+// @generated by protoc-gen-es v2.11.0 with parameter "target=ts,import_extension=.js"
+// @generated from file open_interest.proto (syntax proto3)
+/* eslint-disable */
+import { fileDesc, messageDesc } from "@bufbuild/protobuf/codegenv2";
+import { file_timestamp_timestamp } from "./timestamp/timestamp_pb.js";
+/**
+ * Describes the file open_interest.proto.
+ */
+export const file_open_interest = /*@__PURE__*/ fileDesc("ChNvcGVuX2ludGVyZXN0LnByb3RvIlkKDE9wZW5JbnRlcmVzdBIZCgxvcGVuSW50ZXJlc3QYASABKAFIAIgBARIdCgl0aW1lc3RhbXAYAiABKAsyCi5UaW1lc3RhbXBCDwoNX29wZW5JbnRlcmVzdEIKWgh0eXBlcy9wYmIGcHJvdG8z", [file_timestamp_timestamp]);
+/**
+ * Describes the message OpenInterest.
+ * Use `create(OpenInterestSchema)` to create a new message.
+ */
+export const OpenInterestSchema = /*@__PURE__*/ messageDesc(file_open_interest, 0);

package/dist/option_dealer_inventory_aggregation_pb.d.ts

@@ -0,0 +1,65 @@
+import type { GenFile, GenMessage } from "@bufbuild/protobuf/codegenv2";
+import type { Timestamp } from "./timestamp/timestamp_pb.js";
+import type { Message } from "@bufbuild/protobuf";
+/**
+ * Describes the file option_dealer_inventory_aggregation.proto.
+ */
+export declare const file_option_dealer_inventory_aggregation: GenFile;
+/**
+ * Per-instrument, per-UTC-day dealer (maker) inventory contribution folded
+ * from the taker-side options trade tape: taker BUY hands the maker -volume,
+ * taker SELL +volume, with block-anomaly prints downweighted. Consumed by the
+ * dealer-flow GEX basis; rows are immutable facts about a sealed trade day.
+ *
+ * @generated from message OptionDealerInventoryAggregation
+ */
+export type OptionDealerInventoryAggregation = Message<"OptionDealerInventoryAggregation"> & {
+    /**
+     * Confidence-weighted signed maker inventory delta for the day (coin units).
+     *
+     * @generated from field: double weighted = 1;
+     */
+    weighted: number;
+    /**
+     * Confidence-blind signed maker inventory delta for the day (coin units).
+     *
+     * @generated from field: double raw = 2;
+     */
+    raw: number;
+    /**
+     * Trade buckets folded into the day.
+     *
+     * @generated from field: int64 bucket_count = 3;
+     */
+    bucketCount: bigint;
+    /**
+     * Buckets classified as block-print anomalies (downweighted).
+     *
+     * @generated from field: int64 anomaly_count = 4;
+     */
+    anomalyCount: bigint;
+    /**
+     * First trade bucket of the day (ms precision).
+     *
+     * @generated from field: Timestamp first_timestamp = 5;
+     */
+    firstTimestamp?: Timestamp;
+    /**
+     * Last trade bucket of the day (ms precision).
+     *
+     * @generated from field: Timestamp last_timestamp = 6;
+     */
+    lastTimestamp?: Timestamp;
+    /**
+     * UTC day start this row aggregates.
+     *
+     * @generated from field: Timestamp timestamp = 7;
+     */
+    timestamp?: Timestamp;
+};
+/**
+ * Describes the message OptionDealerInventoryAggregation.
+ * Use `create(OptionDealerInventoryAggregationSchema)` to create a new message.
+ */
+export declare const OptionDealerInventoryAggregationSchema: GenMessage<OptionDealerInventoryAggregation>;
+//# sourceMappingURL=option_dealer_inventory_aggregation_pb.d.ts.map

package/dist/option_dealer_inventory_aggregation_pb.d.ts.map

@@ -0,0 +1 @@
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package/dist/option_dealer_inventory_aggregation_pb.js

@@ -0,0 +1,14 @@
+// @generated by protoc-gen-es v2.11.0 with parameter "target=ts,import_extension=.js"
+// @generated from file option_dealer_inventory_aggregation.proto (syntax proto3)
+/* eslint-disable */
+import { fileDesc, messageDesc } from "@bufbuild/protobuf/codegenv2";
+import { file_timestamp_timestamp } from "./timestamp/timestamp_pb.js";
+/**
+ * Describes the file option_dealer_inventory_aggregation.proto.
+ */
+export const file_option_dealer_inventory_aggregation = /*@__PURE__*/ fileDesc("CilvcHRpb25fZGVhbGVyX2ludmVudG9yeV9hZ2dyZWdhdGlvbi5wcm90byLWAQogT3B0aW9uRGVhbGVySW52ZW50b3J5QWdncmVnYXRpb24SEAoId2VpZ2h0ZWQYASABKAESCwoDcmF3GAIgASgBEhQKDGJ1Y2tldF9jb3VudBgDIAEoAxIVCg1hbm9tYWx5X2NvdW50GAQgASgDEiMKD2ZpcnN0X3RpbWVzdGFtcBgFIAEoCzIKLlRpbWVzdGFtcBIiCg5sYXN0X3RpbWVzdGFtcBgGIAEoCzIKLlRpbWVzdGFtcBIdCgl0aW1lc3RhbXAYByABKAsyCi5UaW1lc3RhbXBCCloIdHlwZXMvcGJiBnByb3RvMw", [file_timestamp_timestamp]);
+/**
+ * Describes the message OptionDealerInventoryAggregation.
+ * Use `create(OptionDealerInventoryAggregationSchema)` to create a new message.
+ */
+export const OptionDealerInventoryAggregationSchema = /*@__PURE__*/ messageDesc(file_option_dealer_inventory_aggregation, 0);

package/dist/option_open_interest_aggregation_pb.d.ts

@@ -0,0 +1,30 @@
+import type { GenFile, GenMessage } from "@bufbuild/protobuf/codegenv2";
+import type { Timestamp } from "./timestamp/timestamp_pb.js";
+import type { Message } from "@bufbuild/protobuf";
+/**
+ * Describes the file option_open_interest_aggregation.proto.
+ */
+export declare const file_option_open_interest_aggregation: GenFile;
+/**
+ * @generated from message OptionOpenInterestAggregation
+ */
+export type OptionOpenInterestAggregation = Message<"OptionOpenInterestAggregation"> & {
+    /**
+     * @generated from field: optional double underlyingPriceClose = 1;
+     */
+    underlyingPriceClose?: number;
+    /**
+     * @generated from field: optional double oiClose = 2;
+     */
+    oiClose?: number;
+    /**
+     * @generated from field: Timestamp timestamp = 3;
+     */
+    timestamp?: Timestamp;
+};
+/**
+ * Describes the message OptionOpenInterestAggregation.
+ * Use `create(OptionOpenInterestAggregationSchema)` to create a new message.
+ */
+export declare const OptionOpenInterestAggregationSchema: GenMessage<OptionOpenInterestAggregation>;
+//# sourceMappingURL=option_open_interest_aggregation_pb.d.ts.map

package/dist/option_open_interest_aggregation_pb.d.ts.map

@@ -0,0 +1 @@
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package/dist/option_open_interest_aggregation_pb.js

@@ -0,0 +1,14 @@
+// @generated by protoc-gen-es v2.11.0 with parameter "target=ts,import_extension=.js"
+// @generated from file option_open_interest_aggregation.proto (syntax proto3)
+/* eslint-disable */
+import { fileDesc, messageDesc } from "@bufbuild/protobuf/codegenv2";
+import { file_timestamp_timestamp } from "./timestamp/timestamp_pb.js";
+/**
+ * Describes the file option_open_interest_aggregation.proto.
+ */
+export const file_option_open_interest_aggregation = /*@__PURE__*/ fileDesc("CiZvcHRpb25fb3Blbl9pbnRlcmVzdF9hZ2dyZWdhdGlvbi5wcm90byKcAQodT3B0aW9uT3BlbkludGVyZXN0QWdncmVnYXRpb24SIQoUdW5kZXJseWluZ1ByaWNlQ2xvc2UYASABKAFIAIgBARIUCgdvaUNsb3NlGAIgASgBSAGIAQESHQoJdGltZXN0YW1wGAMgASgLMgouVGltZXN0YW1wQhcKFV91bmRlcmx5aW5nUHJpY2VDbG9zZUIKCghfb2lDbG9zZUIKWgh0eXBlcy9wYmIGcHJvdG8z", [file_timestamp_timestamp]);
+/**
+ * Describes the message OptionOpenInterestAggregation.
+ * Use `create(OptionOpenInterestAggregationSchema)` to create a new message.
+ */
+export const OptionOpenInterestAggregationSchema = /*@__PURE__*/ messageDesc(file_option_open_interest_aggregation, 0);

package/dist/option_summary_aggregation_pb.d.ts

@@ -0,0 +1,86 @@
+import type { GenFile, GenMessage } from "@bufbuild/protobuf/codegenv2";
+import type { Timestamp } from "./timestamp/timestamp_pb.js";
+import type { Message } from "@bufbuild/protobuf";
+/**
+ * Describes the file option_summary_aggregation.proto.
+ */
+export declare const file_option_summary_aggregation: GenFile;
+/**
+ * @generated from message OptionSummaryAggregation
+ */
+export type OptionSummaryAggregation = Message<"OptionSummaryAggregation"> & {
+    /**
+     * @generated from field: optional double bestBidPrice = 1;
+     */
+    bestBidPrice?: number;
+    /**
+     * @generated from field: optional double bestBidAmount = 2;
+     */
+    bestBidAmount?: number;
+    /**
+     * @generated from field: optional double bestBidIV = 3;
+     */
+    bestBidIV?: number;
+    /**
+     * @generated from field: optional double bestAskPrice = 4;
+     */
+    bestAskPrice?: number;
+    /**
+     * @generated from field: optional double bestAskAmount = 5;
+     */
+    bestAskAmount?: number;
+    /**
+     * @generated from field: optional double bestAskIV = 6;
+     */
+    bestAskIV?: number;
+    /**
+     * @generated from field: optional double lastPrice = 7;
+     */
+    lastPrice?: number;
+    /**
+     * @generated from field: optional double openInterest = 8;
+     */
+    openInterest?: number;
+    /**
+     * @generated from field: optional double markPrice = 9;
+     */
+    markPrice?: number;
+    /**
+     * @generated from field: optional double markIV = 10;
+     */
+    markIV?: number;
+    /**
+     * @generated from field: optional double delta = 11;
+     */
+    delta?: number;
+    /**
+     * @generated from field: optional double gamma = 12;
+     */
+    gamma?: number;
+    /**
+     * @generated from field: optional double vega = 13;
+     */
+    vega?: number;
+    /**
+     * @generated from field: optional double theta = 14;
+     */
+    theta?: number;
+    /**
+     * @generated from field: optional double rho = 15;
+     */
+    rho?: number;
+    /**
+     * @generated from field: optional double underlyingPrice = 16;
+     */
+    underlyingPrice?: number;
+    /**
+     * @generated from field: Timestamp timestamp = 17;
+     */
+    timestamp?: Timestamp;
+};
+/**
+ * Describes the message OptionSummaryAggregation.
+ * Use `create(OptionSummaryAggregationSchema)` to create a new message.
+ */
+export declare const OptionSummaryAggregationSchema: GenMessage<OptionSummaryAggregation>;
+//# sourceMappingURL=option_summary_aggregation_pb.d.ts.map

package/dist/option_summary_aggregation_pb.d.ts.map

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package/dist/option_summary_aggregation_pb.js

@@ -0,0 +1,14 @@
+// @generated by protoc-gen-es v2.11.0 with parameter "target=ts,import_extension=.js"
+// @generated from file option_summary_aggregation.proto (syntax proto3)
+/* eslint-disable */
+import { fileDesc, messageDesc } from "@bufbuild/protobuf/codegenv2";
+import { file_timestamp_timestamp } from "./timestamp/timestamp_pb.js";
+/**
+ * Describes the file option_summary_aggregation.proto.
+ */
+export const file_option_summary_aggregation = /*@__PURE__*/ fileDesc("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", [file_timestamp_timestamp]);
+/**
+ * Describes the message OptionSummaryAggregation.
+ * Use `create(OptionSummaryAggregationSchema)` to create a new message.
+ */
+export const OptionSummaryAggregationSchema = /*@__PURE__*/ messageDesc(file_option_summary_aggregation, 0);

package/dist/option_summary_iv_aggregation_pb.d.ts

@@ -0,0 +1,34 @@
+import type { GenFile, GenMessage } from "@bufbuild/protobuf/codegenv2";
+import type { Timestamp } from "./timestamp/timestamp_pb.js";
+import type { Message } from "@bufbuild/protobuf";
+/**
+ * Describes the file option_summary_iv_aggregation.proto.
+ */
+export declare const file_option_summary_iv_aggregation: GenFile;
+/**
+ * @generated from message OptionSummaryIVAggregation
+ */
+export type OptionSummaryIVAggregation = Message<"OptionSummaryIVAggregation"> & {
+    /**
+     * @generated from field: optional double markIV = 1;
+     */
+    markIV?: number;
+    /**
+     * @generated from field: optional double bidIV = 2;
+     */
+    bidIV?: number;
+    /**
+     * @generated from field: optional double askIV = 3;
+     */
+    askIV?: number;
+    /**
+     * @generated from field: Timestamp timestamp = 4;
+     */
+    timestamp?: Timestamp;
+};
+/**
+ * Describes the message OptionSummaryIVAggregation.
+ * Use `create(OptionSummaryIVAggregationSchema)` to create a new message.
+ */
+export declare const OptionSummaryIVAggregationSchema: GenMessage<OptionSummaryIVAggregation>;
+//# sourceMappingURL=option_summary_iv_aggregation_pb.d.ts.map

package/dist/option_summary_iv_aggregation_pb.d.ts.map

@@ -0,0 +1 @@
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package/dist/option_summary_iv_aggregation_pb.js

@@ -0,0 +1,14 @@
+// @generated by protoc-gen-es v2.11.0 with parameter "target=ts,import_extension=.js"
+// @generated from file option_summary_iv_aggregation.proto (syntax proto3)
+/* eslint-disable */
+import { fileDesc, messageDesc } from "@bufbuild/protobuf/codegenv2";
+import { file_timestamp_timestamp } from "./timestamp/timestamp_pb.js";
+/**
+ * Describes the file option_summary_iv_aggregation.proto.
+ */
+export const file_option_summary_iv_aggregation = /*@__PURE__*/ fileDesc("CiNvcHRpb25fc3VtbWFyeV9pdl9hZ2dyZWdhdGlvbi5wcm90byKXAQoaT3B0aW9uU3VtbWFyeUlWQWdncmVnYXRpb24SEwoGbWFya0lWGAEgASgBSACIAQESEgoFYmlkSVYYAiABKAFIAYgBARISCgVhc2tJVhgDIAEoAUgCiAEBEh0KCXRpbWVzdGFtcBgEIAEoCzIKLlRpbWVzdGFtcEIJCgdfbWFya0lWQggKBl9iaWRJVkIICgZfYXNrSVZCCloIdHlwZXMvcGJiBnByb3RvMw", [file_timestamp_timestamp]);
+/**
+ * Describes the message OptionSummaryIVAggregation.
+ * Use `create(OptionSummaryIVAggregationSchema)` to create a new message.
+ */
+export const OptionSummaryIVAggregationSchema = /*@__PURE__*/ messageDesc(file_option_summary_iv_aggregation, 0);

package/dist/option_summary_pb.d.ts

@@ -0,0 +1,102 @@
+import type { GenFile, GenMessage } from "@bufbuild/protobuf/codegenv2";
+import type { Timestamp } from "./timestamp/timestamp_pb.js";
+import type { Message } from "@bufbuild/protobuf";
+/**
+ * Describes the file option_summary.proto.
+ */
+export declare const file_option_summary: GenFile;
+/**
+ * @generated from message OptionSummary
+ */
+export type OptionSummary = Message<"OptionSummary"> & {
+    /**
+     * @generated from field: string name = 1;
+     */
+    name: string;
+    /**
+     * @generated from field: optional double strikePrice = 2;
+     */
+    strikePrice?: number;
+    /**
+     * @generated from field: int64 expirationDate = 3;
+     */
+    expirationDate: bigint;
+    /**
+     * @generated from field: optional double bestBidPrice = 4;
+     */
+    bestBidPrice?: number;
+    /**
+     * @generated from field: optional double bestBidAmount = 5;
+     */
+    bestBidAmount?: number;
+    /**
+     * @generated from field: optional double bestBidIV = 6;
+     */
+    bestBidIV?: number;
+    /**
+     * @generated from field: optional double bestAskPrice = 7;
+     */
+    bestAskPrice?: number;
+    /**
+     * @generated from field: optional double bestAskAmount = 8;
+     */
+    bestAskAmount?: number;
+    /**
+     * @generated from field: optional double bestAskIV = 9;
+     */
+    bestAskIV?: number;
+    /**
+     * @generated from field: optional double lastPrice = 10;
+     */
+    lastPrice?: number;
+    /**
+     * @generated from field: optional double openInterest = 11;
+     */
+    openInterest?: number;
+    /**
+     * @generated from field: optional double markPrice = 12;
+     */
+    markPrice?: number;
+    /**
+     * @generated from field: optional double markIV = 13;
+     */
+    markIV?: number;
+    /**
+     * @generated from field: optional double delta = 14;
+     */
+    delta?: number;
+    /**
+     * @generated from field: optional double gamma = 15;
+     */
+    gamma?: number;
+    /**
+     * @generated from field: optional double vega = 16;
+     */
+    vega?: number;
+    /**
+     * @generated from field: optional double theta = 17;
+     */
+    theta?: number;
+    /**
+     * @generated from field: optional double rho = 18;
+     */
+    rho?: number;
+    /**
+     * @generated from field: optional double underlyingPrice = 19;
+     */
+    underlyingPrice?: number;
+    /**
+     * @generated from field: string underlyingIndex = 20;
+     */
+    underlyingIndex: string;
+    /**
+     * @generated from field: Timestamp timestamp = 21;
+     */
+    timestamp?: Timestamp;
+};
+/**
+ * Describes the message OptionSummary.
+ * Use `create(OptionSummarySchema)` to create a new message.
+ */
+export declare const OptionSummarySchema: GenMessage<OptionSummary>;
+//# sourceMappingURL=option_summary_pb.d.ts.map

package/dist/option_summary_pb.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"option_summary_pb.d.ts","sourceRoot":"","sources":["../src/gen/option_summary_pb.ts"],"names":[],"mappings":"AAIA,OAAO,KAAK,EAAE,OAAO,EAAE,UAAU,EAAE,MAAM,8BAA8B,CAAC;AAExE,OAAO,KAAK,EAAE,SAAS,EAAE,MAAM,6BAA6B,CAAC;AAE7D,OAAO,KAAK,EAAE,OAAO,EAAE,MAAM,oBAAoB,CAAC;AAElD;;GAEG;AACH,eAAO,MAAM,mBAAmB,EAAE,OACgjC,CAAC;AAEnlC;;GAEG;AACH,MAAM,MAAM,aAAa,GAAG,OAAO,CAAC,eAAe,CAAC,GAAG;IACrD;;OAEG;IACH,IAAI,EAAE,MAAM,CAAC;IAEb;;OAEG;IACH,WAAW,CAAC,EAAE,MAAM,CAAC;IAErB;;OAEG;IACH,cAAc,EAAE,MAAM,CAAC;IAEvB;;OAEG;IACH,YAAY,CAAC,EAAE,MAAM,CAAC;IAEtB;;OAEG;IACH,aAAa,CAAC,EAAE,MAAM,CAAC;IAEvB;;OAEG;IACH,SAAS,CAAC,EAAE,MAAM,CAAC;IAEnB;;OAEG;IACH,YAAY,CAAC,EAAE,MAAM,CAAC;IAEtB;;OAEG;IACH,aAAa,CAAC,EAAE,MAAM,CAAC;IAEvB;;OAEG;IACH,SAAS,CAAC,EAAE,MAAM,CAAC;IAEnB;;OAEG;IACH,SAAS,CAAC,EAAE,MAAM,CAAC;IAEnB;;OAEG;IACH,YAAY,CAAC,EAAE,MAAM,CAAC;IAEtB;;OAEG;IACH,SAAS,CAAC,EAAE,MAAM,CAAC;IAEnB;;OAEG;IACH,MAAM,CAAC,EAAE,MAAM,CAAC;IAEhB;;OAEG;IACH,KAAK,CAAC,EAAE,MAAM,CAAC;IAEf;;OAEG;IACH,KAAK,CAAC,EAAE,MAAM,CAAC;IAEf;;OAEG;IACH,IAAI,CAAC,EAAE,MAAM,CAAC;IAEd;;OAEG;IACH,KAAK,CAAC,EAAE,MAAM,CAAC;IAEf;;OAEG;IACH,GAAG,CAAC,EAAE,MAAM,CAAC;IAEb;;OAEG;IACH,eAAe,CAAC,EAAE,MAAM,CAAC;IAEzB;;OAEG;IACH,eAAe,EAAE,MAAM,CAAC;IAExB;;OAEG;IACH,SAAS,CAAC,EAAE,SAAS,CAAC;CACvB,CAAC;AAEF;;;GAGG;AACH,eAAO,MAAM,mBAAmB,EAAE,UAAU,CAAC,aAAa,CACrB,CAAC"}

package/dist/option_summary_pb.js

@@ -0,0 +1,14 @@
+// @generated by protoc-gen-es v2.11.0 with parameter "target=ts,import_extension=.js"
+// @generated from file option_summary.proto (syntax proto3)
+/* eslint-disable */
+import { fileDesc, messageDesc } from "@bufbuild/protobuf/codegenv2";
+import { file_timestamp_timestamp } from "./timestamp/timestamp_pb.js";
+/**
+ * Describes the file option_summary.proto.
+ */
+export const file_option_summary = /*@__PURE__*/ fileDesc("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", [file_timestamp_timestamp]);
+/**
+ * Describes the message OptionSummary.
+ * Use `create(OptionSummarySchema)` to create a new message.
+ */
+export const OptionSummarySchema = /*@__PURE__*/ messageDesc(file_option_summary, 0);

package/dist/order_book_composition_pb.d.ts

@@ -0,0 +1,91 @@
+import type { GenFile, GenMessage } from "@bufbuild/protobuf/codegenv2";
+import type { Timestamp } from "./timestamp/timestamp_pb.js";
+import type { Side } from "./enums_pb.js";
+import type { Message } from "@bufbuild/protobuf";
+/**
+ * Describes the file order_book_composition.proto.
+ */
+export declare const file_order_book_composition: GenFile;
+/**
+ * One price level's order composition derived from CME MBO order state: the
+ * individual resting order sizes in queue-arrival (FIFO priority) order,
+ * capped per level, with the remainder rolled into tail_sum/tail_count so a
+ * deep level stays bounded on the wire. Emitted on a cadence by streamd's
+ * CME controller for levels near the touch; see streamd L3_DESIGN.md.
+ *
+ * @generated from message OrderBookCompositionLevel
+ */
+export type OrderBookCompositionLevel = Message<"OrderBookCompositionLevel"> & {
+    /**
+     * @generated from field: double price = 1;
+     */
+    price: number;
+    /**
+     * @generated from field: Side side = 2;
+     */
+    side: Side;
+    /**
+     * Individual order sizes front-of-queue first. CME priority order: an
+     * order keeps its place only while its priority holds (size-down modifies
+     * and partial cancels keep it; price changes and size increases reset it
+     * to the back).
+     *
+     * @generated from field: repeated double order_sizes = 3;
+     */
+    orderSizes: number[];
+    /**
+     * Sum and count of the orders beyond the per-level cap, so the level's
+     * total size stays reconstructible: sum(order_sizes) + tail_sum.
+     *
+     * @generated from field: double tail_sum = 4;
+     */
+    tailSum: number;
+    /**
+     * @generated from field: uint32 tail_count = 5;
+     */
+    tailCount: number;
+    /**
+     * Each shown order's age at emit in milliseconds, parallel to order_sizes
+     * (same index, same order). Event time: emit timestamp minus the order's
+     * queuedSince from the fold, so an age resets exactly when CME resets the
+     * order's queue priority. Empty on points emitted before the emitter
+     * carried ages; readers fall back to size-only rendering.
+     *
+     * @generated from field: repeated uint64 order_ages_ms = 6;
+     */
+    orderAgesMs: bigint[];
+    /**
+     * Age of the oldest order rolled into the tail, milliseconds at emit; 0
+     * when the tail is empty.
+     *
+     * @generated from field: uint64 tail_oldest_age_ms = 7;
+     */
+    tailOldestAgeMs: bigint;
+};
+/**
+ * Describes the message OrderBookCompositionLevel.
+ * Use `create(OrderBookCompositionLevelSchema)` to create a new message.
+ */
+export declare const OrderBookCompositionLevelSchema: GenMessage<OrderBookCompositionLevel>;
+/**
+ * @generated from message OrderBookComposition
+ */
+export type OrderBookComposition = Message<"OrderBookComposition"> & {
+    /**
+     * Levels near the touch, bids descending then asks ascending, each capped
+     * at the emitter's configured depth per side.
+     *
+     * @generated from field: repeated OrderBookCompositionLevel levels = 1;
+     */
+    levels: OrderBookCompositionLevel[];
+    /**
+     * @generated from field: Timestamp timestamp = 2;
+     */
+    timestamp?: Timestamp;
+};
+/**
+ * Describes the message OrderBookComposition.
+ * Use `create(OrderBookCompositionSchema)` to create a new message.
+ */
+export declare const OrderBookCompositionSchema: GenMessage<OrderBookComposition>;
+//# sourceMappingURL=order_book_composition_pb.d.ts.map

package/dist/order_book_composition_pb.d.ts.map

@@ -0,0 +1 @@
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package/dist/order_book_composition_pb.js

@@ -0,0 +1,20 @@
+// @generated by protoc-gen-es v2.11.0 with parameter "target=ts,import_extension=.js"
+// @generated from file order_book_composition.proto (syntax proto3)
+/* eslint-disable */
+import { fileDesc, messageDesc } from "@bufbuild/protobuf/codegenv2";
+import { file_timestamp_timestamp } from "./timestamp/timestamp_pb.js";
+import { file_enums } from "./enums_pb.js";
+/**
+ * Describes the file order_book_composition.proto.
+ */
+export const file_order_book_composition = /*@__PURE__*/ fileDesc("ChxvcmRlcl9ib29rX2NvbXBvc2l0aW9uLnByb3RvIq0BChlPcmRlckJvb2tDb21wb3NpdGlvbkxldmVsEg0KBXByaWNlGAEgASgBEhMKBHNpZGUYAiABKA4yBS5TaWRlEhMKC29yZGVyX3NpemVzGAMgAygBEhAKCHRhaWxfc3VtGAQgASgBEhIKCnRhaWxfY291bnQYBSABKA0SFQoNb3JkZXJfYWdlc19tcxgGIAMoBBIaChJ0YWlsX29sZGVzdF9hZ2VfbXMYByABKAQiYQoUT3JkZXJCb29rQ29tcG9zaXRpb24SKgoGbGV2ZWxzGAEgAygLMhouT3JkZXJCb29rQ29tcG9zaXRpb25MZXZlbBIdCgl0aW1lc3RhbXAYAiABKAsyCi5UaW1lc3RhbXBCCloIdHlwZXMvcGJiBnByb3RvMw", [file_timestamp_timestamp, file_enums]);
+/**
+ * Describes the message OrderBookCompositionLevel.
+ * Use `create(OrderBookCompositionLevelSchema)` to create a new message.
+ */
+export const OrderBookCompositionLevelSchema = /*@__PURE__*/ messageDesc(file_order_book_composition, 0);
+/**
+ * Describes the message OrderBookComposition.
+ * Use `create(OrderBookCompositionSchema)` to create a new message.
+ */
+export const OrderBookCompositionSchema = /*@__PURE__*/ messageDesc(file_order_book_composition, 1);

package/dist/order_book_stats_pb.d.ts

@@ -0,0 +1,65 @@
+import type { GenFile, GenMessage } from "@bufbuild/protobuf/codegenv2";
+import type { Timestamp } from "./timestamp/timestamp_pb.js";
+import type { Message } from "@bufbuild/protobuf";
+/**
+ * Describes the file order_book_stats.proto.
+ */
+export declare const file_order_book_stats: GenFile;
+/**
+ * Per-level order statistics derived from CME MBO order state: how many
+ * orders make up each price level, their total size, and how long the most
+ * senior order has been resting without losing queue priority. Emitted on a
+ * cadence by streamd's CME controller; see streamd L3_DESIGN.md.
+ *
+ * @generated from message OrderBookStatsLevel
+ */
+export type OrderBookStatsLevel = Message<"OrderBookStatsLevel"> & {
+    /**
+     * @generated from field: double price = 1;
+     */
+    price: number;
+    /**
+     * @generated from field: uint32 order_count = 2;
+     */
+    orderCount: number;
+    /**
+     * @generated from field: double total_size = 3;
+     */
+    totalSize: number;
+    /**
+     * Queue age of the level's most senior order in milliseconds at the point
+     * timestamp. Ages derive from event time, never wall clock, so replayed
+     * and live points agree.
+     *
+     * @generated from field: uint64 oldest_queued_ms = 4;
+     */
+    oldestQueuedMs: bigint;
+};
+/**
+ * Describes the message OrderBookStatsLevel.
+ * Use `create(OrderBookStatsLevelSchema)` to create a new message.
+ */
+export declare const OrderBookStatsLevelSchema: GenMessage<OrderBookStatsLevel>;
+/**
+ * @generated from message OrderBookStats
+ */
+export type OrderBookStats = Message<"OrderBookStats"> & {
+    /**
+     * @generated from field: repeated OrderBookStatsLevel bids = 1;
+     */
+    bids: OrderBookStatsLevel[];
+    /**
+     * @generated from field: repeated OrderBookStatsLevel asks = 2;
+     */
+    asks: OrderBookStatsLevel[];
+    /**
+     * @generated from field: Timestamp timestamp = 3;
+     */
+    timestamp?: Timestamp;
+};
+/**
+ * Describes the message OrderBookStats.
+ * Use `create(OrderBookStatsSchema)` to create a new message.
+ */
+export declare const OrderBookStatsSchema: GenMessage<OrderBookStats>;
+//# sourceMappingURL=order_book_stats_pb.d.ts.map

package/dist/order_book_stats_pb.d.ts.map

@@ -0,0 +1 @@
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