@openmarket/market-data-proto 12.55.0 → 12.58.0

package/dist/option_summary_pb.d.ts

@@ -93,6 +93,12 @@ export type OptionSummary = Message<"OptionSummary"> & {
      * @generated from field: Timestamp timestamp = 21;
      */
     timestamp?: Timestamp;
+    /**
+     * Venue options spot index, independent of the expiry pricing underlying.
+     *
+     * @generated from field: optional double indexPrice = 22;
+     */
+    indexPrice?: number;
 };
 /**
  * Describes the message OptionSummary.

package/dist/option_summary_pb.d.ts.map

@@ -1 +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"}
+{"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,OACsmC,CAAC;AAEzoC;;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;IAEtB;;;;OAIG;IACH,UAAU,CAAC,EAAE,MAAM,CAAC;CACrB,CAAC;AAEF;;;GAGG;AACH,eAAO,MAAM,mBAAmB,EAAE,UAAU,CAAC,aAAa,CACrB,CAAC"}

package/dist/option_summary_pb.js

@@ -6,7 +6,7 @@ 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]);
+export const file_option_summary = /*@__PURE__*/ fileDesc("ChRvcHRpb25fc3VtbWFyeS5wcm90byKZBgoNT3B0aW9uU3VtbWFyeRIMCgRuYW1lGAEgASgJEhgKC3N0cmlrZVByaWNlGAIgASgBSACIAQESFgoOZXhwaXJhdGlvbkRhdGUYAyABKAMSGQoMYmVzdEJpZFByaWNlGAQgASgBSAGIAQESGgoNYmVzdEJpZEFtb3VudBgFIAEoAUgCiAEBEhYKCWJlc3RCaWRJVhgGIAEoAUgDiAEBEhkKDGJlc3RBc2tQcmljZRgHIAEoAUgEiAEBEhoKDWJlc3RBc2tBbW91bnQYCCABKAFIBYgBARIWCgliZXN0QXNrSVYYCSABKAFIBogBARIWCglsYXN0UHJpY2UYCiABKAFIB4gBARIZCgxvcGVuSW50ZXJlc3QYCyABKAFICIgBARIWCgltYXJrUHJpY2UYDCABKAFICYgBARITCgZtYXJrSVYYDSABKAFICogBARISCgVkZWx0YRgOIAEoAUgLiAEBEhIKBWdhbW1hGA8gASgBSAyIAQESEQoEdmVnYRgQIAEoAUgNiAEBEhIKBXRoZXRhGBEgASgBSA6IAQESEAoDcmhvGBIgASgBSA+IAQESHAoPdW5kZXJseWluZ1ByaWNlGBMgASgBSBCIAQESFwoPdW5kZXJseWluZ0luZGV4GBQgASgJEh0KCXRpbWVzdGFtcBgVIAEoCzIKLlRpbWVzdGFtcBIXCgppbmRleFByaWNlGBYgASgBSBGIAQFCDgoMX3N0cmlrZVByaWNlQg8KDV9iZXN0QmlkUHJpY2VCEAoOX2Jlc3RCaWRBbW91bnRCDAoKX2Jlc3RCaWRJVkIPCg1fYmVzdEFza1ByaWNlQhAKDl9iZXN0QXNrQW1vdW50QgwKCl9iZXN0QXNrSVZCDAoKX2xhc3RQcmljZUIPCg1fb3BlbkludGVyZXN0QgwKCl9tYXJrUHJpY2VCCQoHX21hcmtJVkIICgZfZGVsdGFCCAoGX2dhbW1hQgcKBV92ZWdhQggKBl90aGV0YUIGCgRfcmhvQhIKEF91bmRlcmx5aW5nUHJpY2VCDQoLX2luZGV4UHJpY2VCCloIdHlwZXMvcGJiBnByb3RvMw", [file_timestamp_timestamp]);
 /**
  * Describes the message OptionSummary.
  * Use `create(OptionSummarySchema)` to create a new message.

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

@@ -1141,6 +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
  */
@@ -1425,6 +1767,22 @@ export type OptionChainQuote = Message<"OptionChainQuote"> & {
      * @generated from field: int64 timestamp = 19;
      */
     timestamp: bigint;
+    /**
+     * Latest official settlement price the venue published for the contract
+     * (CME settles every listed option daily, traded or not); absent when the
+     * venue publishes none or none is recent. The last value to show for a
+     * contract that has no quote.
+     *
+     * @generated from field: optional double settlementPrice = 20;
+     */
+    settlementPrice?: number;
+    /**
+     * Trade date settlementPrice belongs to, unix milliseconds at UTC
+     * midnight; 0 when settlementPrice is absent.
+     *
+     * @generated from field: int64 settlementDate = 21;
+     */
+    settlementDate: bigint;
 };
 /**
  * Describes the message OptionChainQuote.
@@ -1476,8 +1834,8 @@ export type OptionChainSummaryExpiry = Message<"OptionChainSummaryExpiry"> & {
      */
     underlyingSymbol: string;
     /**
-     * The anchor price; absent when nothing priced the expiry, in which
-     * case the ladder is untrimmed and atmStrike is absent.
+     * Expiry pricing underlying (forward when supplied by the venue).
+     * Also the display/ATM fallback when indexPrice is absent.
      *
      * @generated from field: optional double underlyingPrice = 3;
      */
@@ -1487,7 +1845,7 @@ export type OptionChainSummaryExpiry = Message<"OptionChainSummaryExpiry"> & {
      */
     anchorSource: OptionChainAnchorSource;
     /**
-     * Listed strike nearest to underlyingPrice on this expiry's grid.
+     * Listed strike nearest to indexPrice (crypto), otherwise underlyingPrice.
      *
      * @generated from field: optional double atmStrike = 5;
      */
@@ -1504,6 +1862,26 @@ export type OptionChainSummaryExpiry = Message<"OptionChainSummaryExpiry"> & {
      * @generated from field: repeated OptionChainSummaryStrike strikes = 7;
      */
     strikes: OptionChainSummaryStrike[];
+    /**
+     * Display names of the underlying, as StreamMarkets serves them for it
+     * (MarketSymbol.coinName and fullName): "E-mini S&P 500" and
+     * "E-mini S&P 500/USD" for ESZ6. Absent when the underlying is not a
+     * listed market with a name.
+     *
+     * @generated from field: optional string underlyingCoinName = 8;
+     */
+    underlyingCoinName?: string;
+    /**
+     * @generated from field: optional string underlyingFullName = 9;
+     */
+    underlyingFullName?: string;
+    /**
+     * Venue options spot index for crypto display and strike centring.
+     * Absent for CME, which anchors to its underlying future.
+     *
+     * @generated from field: optional double indexPrice = 10;
+     */
+    indexPrice?: number;
 };
 /**
  * Describes the message OptionChainSummaryExpiry.
@@ -2380,6 +2758,10 @@ export type RPCResponse = Message<"RPCResponse"> & {
      * @generated from field: repeated EconomicSeriesMetadata economicSeriesMetadatas = 40;
      */
     economicSeriesMetadatas: EconomicSeriesMetadata[];
+    /**
+     * @generated from field: repeated MarketStats marketStats = 41;
+     */
+    marketStats: MarketStats[];
 };
 /**
  * Describes the message RPCResponse.
@@ -5641,6 +6023,16 @@ 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
      */