@openmarket/market-data-proto 12.63.0 → 12.64.1
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/enums_pb.d.ts +84 -1
- package/dist/enums_pb.d.ts.map +1 -1
- package/dist/enums_pb.js +121 -37
- package/dist/index.d.ts +20 -0
- package/dist/index.d.ts.map +1 -1
- package/dist/index.js +21 -0
- package/dist/tsdb-gateway/tsdb-gateway_pb.d.ts +12 -0
- package/dist/tsdb-gateway/tsdb-gateway_pb.d.ts.map +1 -1
- package/dist/tsdb-gateway/tsdb-gateway_pb.js +1 -1
- package/dist/tsdb-gateway/v3/commodities_pb.d.ts +265 -0
- package/dist/tsdb-gateway/v3/commodities_pb.d.ts.map +1 -0
- package/dist/tsdb-gateway/v3/commodities_pb.js +78 -0
- package/dist/tsdb-gateway/v3/commodities_point.generated_pb.d.ts +44 -0
- package/dist/tsdb-gateway/v3/commodities_point.generated_pb.d.ts.map +1 -0
- package/dist/tsdb-gateway/v3/commodities_point.generated_pb.js +20 -0
- package/dist/tsdb-gateway/v3/common_pb.d.ts +911 -0
- package/dist/tsdb-gateway/v3/common_pb.d.ts.map +1 -0
- package/dist/tsdb-gateway/v3/common_pb.js +250 -0
- package/dist/tsdb-gateway/v3/crypto_pb.d.ts +844 -0
- package/dist/tsdb-gateway/v3/crypto_pb.d.ts.map +1 -0
- package/dist/tsdb-gateway/v3/crypto_pb.js +372 -0
- package/dist/tsdb-gateway/v3/crypto_point.generated_pb.d.ts +837 -0
- package/dist/tsdb-gateway/v3/crypto_point.generated_pb.d.ts.map +1 -0
- package/dist/tsdb-gateway/v3/crypto_point.generated_pb.js +111 -0
- package/dist/tsdb-gateway/v3/equities_pb.d.ts +340 -0
- package/dist/tsdb-gateway/v3/equities_pb.d.ts.map +1 -0
- package/dist/tsdb-gateway/v3/equities_pb.js +140 -0
- package/dist/tsdb-gateway/v3/equities_point.generated_pb.d.ts +206 -0
- package/dist/tsdb-gateway/v3/equities_point.generated_pb.d.ts.map +1 -0
- package/dist/tsdb-gateway/v3/equities_point.generated_pb.js +38 -0
- package/dist/tsdb-gateway/v3/futures_pb.d.ts +432 -0
- package/dist/tsdb-gateway/v3/futures_pb.d.ts.map +1 -0
- package/dist/tsdb-gateway/v3/futures_pb.js +149 -0
- package/dist/tsdb-gateway/v3/futures_point.generated_pb.d.ts +171 -0
- package/dist/tsdb-gateway/v3/futures_point.generated_pb.d.ts.map +1 -0
- package/dist/tsdb-gateway/v3/futures_point.generated_pb.js +37 -0
- package/dist/tsdb-gateway/v3/fx_pb.d.ts +260 -0
- package/dist/tsdb-gateway/v3/fx_pb.d.ts.map +1 -0
- package/dist/tsdb-gateway/v3/fx_pb.js +78 -0
- package/dist/tsdb-gateway/v3/fx_point.generated_pb.d.ts +44 -0
- package/dist/tsdb-gateway/v3/fx_point.generated_pb.d.ts.map +1 -0
- package/dist/tsdb-gateway/v3/fx_point.generated_pb.js +20 -0
- package/dist/tsdb-gateway/v3/indices_pb.d.ts +239 -0
- package/dist/tsdb-gateway/v3/indices_pb.d.ts.map +1 -0
- package/dist/tsdb-gateway/v3/indices_pb.js +78 -0
- package/dist/tsdb-gateway/v3/indices_point.generated_pb.d.ts +44 -0
- package/dist/tsdb-gateway/v3/indices_point.generated_pb.d.ts.map +1 -0
- package/dist/tsdb-gateway/v3/indices_point.generated_pb.js +20 -0
- package/dist/tsdb-gateway/v3/macro_pb.d.ts +299 -0
- package/dist/tsdb-gateway/v3/macro_pb.d.ts.map +1 -0
- package/dist/tsdb-gateway/v3/macro_pb.js +95 -0
- package/dist/tsdb-gateway/v3/macro_point.generated_pb.d.ts +98 -0
- package/dist/tsdb-gateway/v3/macro_point.generated_pb.d.ts.map +1 -0
- package/dist/tsdb-gateway/v3/macro_point.generated_pb.js +26 -0
- package/dist/tsdb-gateway/v3/methods_pb.d.ts +1277 -0
- package/dist/tsdb-gateway/v3/methods_pb.d.ts.map +1 -0
- package/dist/tsdb-gateway/v3/methods_pb.js +148 -0
- package/dist/tsdb-gateway/v3/options_pb.d.ts +362 -0
- package/dist/tsdb-gateway/v3/options_pb.d.ts.map +1 -0
- package/dist/tsdb-gateway/v3/options_pb.js +129 -0
- package/dist/tsdb-gateway/v3/options_point.generated_pb.d.ts +269 -0
- package/dist/tsdb-gateway/v3/options_point.generated_pb.d.ts.map +1 -0
- package/dist/tsdb-gateway/v3/options_point.generated_pb.js +45 -0
- package/dist/tsdb-gateway/v3/prediction_pb.d.ts +1056 -0
- package/dist/tsdb-gateway/v3/prediction_pb.d.ts.map +1 -0
- package/dist/tsdb-gateway/v3/prediction_pb.js +284 -0
- package/dist/tsdb-gateway/v3/prediction_point.generated_pb.d.ts +153 -0
- package/dist/tsdb-gateway/v3/prediction_point.generated_pb.d.ts.map +1 -0
- package/dist/tsdb-gateway/v3/prediction_point.generated_pb.js +35 -0
- package/package.json +1 -1
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// FUTURES class arm. CME Group listed futures and the CF reference rates:
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// outright contracts and the virtual continuous roots (`<ROOT>1!`). This
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// file shapes the wire; the metric-level truth (states, internal types,
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// axes) is v3/contracts/futures.proto, and the conformance suite validates
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// that census against the live selector registry.
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//
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// Tranche 1 (this file): the core points metrics the chart reads. Books and
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// the remaining structure metrics land in later tranches on the same arm,
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// never renumbering what ships.
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import { enumDesc, fileDesc, messageDesc } from "@bufbuild/protobuf/codegenv2";
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import { file_enums } from "../../enums_pb.js";
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import { file_tsdb_gateway_v3_common } from "./common_pb.js";
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import { file_tsdb_gateway_v3_futures_point_generated } from "./futures_point.generated_pb.js";
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/**
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* Describes the file tsdb-gateway/v3/futures.proto.
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*/
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export const file_tsdb_gateway_v3_futures = /*@__PURE__*/ fileDesc("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", [file_enums, file_tsdb_gateway_v3_common, file_tsdb_gateway_v3_futures_point_generated]);
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/**
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* Describes the message gateway.v3.FuturesParams.
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* Use `create(FuturesParamsSchema)` to create a new message.
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*/
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export const FuturesParamsSchema = /*@__PURE__*/ messageDesc(file_tsdb_gateway_v3_futures, 0);
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/**
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* Describes the message gateway.v3.FuturesParams.Series.
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* Use `create(FuturesParams_SeriesSchema)` to create a new message.
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*/
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export const FuturesParams_SeriesSchema = /*@__PURE__*/ messageDesc(file_tsdb_gateway_v3_futures, 0, 0);
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/**
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* @generated from enum gateway.v3.FuturesParams.Metric
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*/
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export var FuturesParams_Metric;
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(function (FuturesParams_Metric) {
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/**
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* @generated from enum value: METRIC_UNSPECIFIED = 0;
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*/
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FuturesParams_Metric[FuturesParams_Metric["METRIC_UNSPECIFIED"] = 0] = "METRIC_UNSPECIFIED";
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/**
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* agg_only: TRADE_SIDE_AGNOSTIC_AGG
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*
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* @generated from enum value: CANDLES = 1;
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*/
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FuturesParams_Metric[FuturesParams_Metric["CANDLES"] = 1] = "CANDLES";
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/**
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* twinned: TRADE / TRADE_AGG
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*
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* @generated from enum value: TRADES = 2;
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*/
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FuturesParams_Metric[FuturesParams_Metric["TRADES"] = 2] = "TRADES";
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/**
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* twinned: OPEN_INTEREST / _AGG (per-contract, cme plane)
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*
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* @generated from enum value: OPEN_INTEREST = 3;
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*/
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FuturesParams_Metric[FuturesParams_Metric["OPEN_INTEREST"] = 3] = "OPEN_INTEREST";
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/**
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* twinned: CME_REFERENCE_RATE / _AGG (BRR/BRTI)
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*
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* @generated from enum value: REFERENCE_RATE = 4;
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*/
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FuturesParams_Metric[FuturesParams_Metric["REFERENCE_RATE"] = 4] = "REFERENCE_RATE";
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})(FuturesParams_Metric || (FuturesParams_Metric = {}));
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/**
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* Describes the enum gateway.v3.FuturesParams.Metric.
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*/
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export const FuturesParams_MetricSchema = /*@__PURE__*/ enumDesc(file_tsdb_gateway_v3_futures, 0, 0);
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/**
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* Describes the message gateway.v3.FuturesSeriesKey.
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* Use `create(FuturesSeriesKeySchema)` to create a new message.
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*/
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export const FuturesSeriesKeySchema = /*@__PURE__*/ messageDesc(file_tsdb_gateway_v3_futures, 1);
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/**
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* Describes the message gateway.v3.FuturesPointsFrame.
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* Use `create(FuturesPointsFrameSchema)` to create a new message.
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*/
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export const FuturesPointsFrameSchema = /*@__PURE__*/ messageDesc(file_tsdb_gateway_v3_futures, 2);
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/**
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* Describes the message gateway.v3.FuturesBooksParams.
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* Use `create(FuturesBooksParamsSchema)` to create a new message.
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*/
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export const FuturesBooksParamsSchema = /*@__PURE__*/ messageDesc(file_tsdb_gateway_v3_futures, 3);
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/**
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* @generated from enum gateway.v3.FuturesBooksParams.Metric
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*/
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export var FuturesBooksParams_Metric;
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(function (FuturesBooksParams_Metric) {
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/**
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* @generated from enum value: METRIC_UNSPECIFIED = 0;
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*/
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FuturesBooksParams_Metric[FuturesBooksParams_Metric["METRIC_UNSPECIFIED"] = 0] = "METRIC_UNSPECIFIED";
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/**
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* twinned: BOOK_SNAPSHOT / BOOK_SNAPSHOT_AGG
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*
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* @generated from enum value: BOOK_SNAPSHOT = 1;
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*/
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FuturesBooksParams_Metric[FuturesBooksParams_Metric["BOOK_SNAPSHOT"] = 1] = "BOOK_SNAPSHOT";
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/**
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* twinned: BLOCK_BOOK_SNAPSHOT / _AGG (Flattenable agg)
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*
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* @generated from enum value: BLOCK_BOOK = 2;
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*/
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FuturesBooksParams_Metric[FuturesBooksParams_Metric["BLOCK_BOOK"] = 2] = "BLOCK_BOOK";
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/**
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* raw_only: L3 live-feed
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*
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* @generated from enum value: ORDER_BOOK_STATS = 3;
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*/
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FuturesBooksParams_Metric[FuturesBooksParams_Metric["ORDER_BOOK_STATS"] = 3] = "ORDER_BOOK_STATS";
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/**
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* raw_only: L3 live-feed
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*
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* @generated from enum value: LARGE_ORDER_EVENT = 4;
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*/
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FuturesBooksParams_Metric[FuturesBooksParams_Metric["LARGE_ORDER_EVENT"] = 4] = "LARGE_ORDER_EVENT";
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/**
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* raw_only: L3 live-feed
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*
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* @generated from enum value: ICEBERG_EVENT = 5;
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*/
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FuturesBooksParams_Metric[FuturesBooksParams_Metric["ICEBERG_EVENT"] = 5] = "ICEBERG_EVENT";
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})(FuturesBooksParams_Metric || (FuturesBooksParams_Metric = {}));
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/**
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* Describes the enum gateway.v3.FuturesBooksParams.Metric.
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*/
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export const FuturesBooksParams_MetricSchema = /*@__PURE__*/ enumDesc(file_tsdb_gateway_v3_futures, 3, 0);
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/**
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* Describes the message gateway.v3.FuturesBooksKey.
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* Use `create(FuturesBooksKeySchema)` to create a new message.
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*/
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export const FuturesBooksKeySchema = /*@__PURE__*/ messageDesc(file_tsdb_gateway_v3_futures, 4);
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/**
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|
131
|
+
* Describes the message gateway.v3.FuturesBooksFrame.
|
|
132
|
+
* Use `create(FuturesBooksFrameSchema)` to create a new message.
|
|
133
|
+
*/
|
|
134
|
+
export const FuturesBooksFrameSchema = /*@__PURE__*/ messageDesc(file_tsdb_gateway_v3_futures, 5);
|
|
135
|
+
/**
|
|
136
|
+
* Describes the message gateway.v3.FuturesInstrumentsFilter.
|
|
137
|
+
* Use `create(FuturesInstrumentsFilterSchema)` to create a new message.
|
|
138
|
+
*/
|
|
139
|
+
export const FuturesInstrumentsFilterSchema = /*@__PURE__*/ messageDesc(file_tsdb_gateway_v3_futures, 6);
|
|
140
|
+
/**
|
|
141
|
+
* Describes the message gateway.v3.FuturesInstrument.
|
|
142
|
+
* Use `create(FuturesInstrumentSchema)` to create a new message.
|
|
143
|
+
*/
|
|
144
|
+
export const FuturesInstrumentSchema = /*@__PURE__*/ messageDesc(file_tsdb_gateway_v3_futures, 7);
|
|
145
|
+
/**
|
|
146
|
+
* Describes the message gateway.v3.FuturesInstruments.
|
|
147
|
+
* Use `create(FuturesInstrumentsSchema)` to create a new message.
|
|
148
|
+
*/
|
|
149
|
+
export const FuturesInstrumentsSchema = /*@__PURE__*/ messageDesc(file_tsdb_gateway_v3_futures, 8);
|
|
@@ -0,0 +1,171 @@
|
|
|
1
|
+
import type { GenFile, GenMessage } from "@bufbuild/protobuf/codegenv2";
|
|
2
|
+
import type { BlockBookSnapshot } from "../../block_book_snapshot_pb.js";
|
|
3
|
+
import type { BlockBookSnapshotAggregation } from "../../block_book_snapshot_aggregation_pb.js";
|
|
4
|
+
import type { BookSnapshot } from "../../book_snapshot_pb.js";
|
|
5
|
+
import type { BookSnapshotAggregation } from "../../book_snapshot_aggregation_pb.js";
|
|
6
|
+
import type { CmeReferenceRate } from "../../cme_reference_rate_pb.js";
|
|
7
|
+
import type { CmeReferenceRateAggregation } from "../../cme_reference_rate_aggregation_pb.js";
|
|
8
|
+
import type { IcebergEvent } from "../../iceberg_event_pb.js";
|
|
9
|
+
import type { LargeOrderEvent } from "../../large_order_event_pb.js";
|
|
10
|
+
import type { OpenInterest } from "../../open_interest_pb.js";
|
|
11
|
+
import type { OpenInterestAggregation } from "../../open_interest_aggregation_pb.js";
|
|
12
|
+
import type { OrderBookStats } from "../../order_book_stats_pb.js";
|
|
13
|
+
import type { Trade } from "../../trade_pb.js";
|
|
14
|
+
import type { TradeAggregation } from "../../trade_aggregation_pb.js";
|
|
15
|
+
import type { TradeSideAgnosticAggregation } from "../../trade_side_agnostic_aggregation_pb.js";
|
|
16
|
+
import type { Message } from "@bufbuild/protobuf";
|
|
17
|
+
/**
|
|
18
|
+
* Describes the file tsdb-gateway/v3/futures_point.generated.proto.
|
|
19
|
+
*/
|
|
20
|
+
export declare const file_tsdb_gateway_v3_futures_point_generated: GenFile;
|
|
21
|
+
/**
|
|
22
|
+
* FuturesPoint carries one point of any FUTURES points metric.
|
|
23
|
+
*
|
|
24
|
+
* @generated from message gateway.v3.FuturesPoint
|
|
25
|
+
*/
|
|
26
|
+
export type FuturesPoint = Message<"gateway.v3.FuturesPoint"> & {
|
|
27
|
+
/**
|
|
28
|
+
* @generated from oneof gateway.v3.FuturesPoint.point
|
|
29
|
+
*/
|
|
30
|
+
point: {
|
|
31
|
+
/**
|
|
32
|
+
* TRADE
|
|
33
|
+
*
|
|
34
|
+
* @generated from field: Trade trade = 1;
|
|
35
|
+
*/
|
|
36
|
+
value: Trade;
|
|
37
|
+
case: "trade";
|
|
38
|
+
} | {
|
|
39
|
+
/**
|
|
40
|
+
* TRADE_AGG
|
|
41
|
+
*
|
|
42
|
+
* @generated from field: TradeAggregation tradeAggregation = 9;
|
|
43
|
+
*/
|
|
44
|
+
value: TradeAggregation;
|
|
45
|
+
case: "tradeAggregation";
|
|
46
|
+
} | {
|
|
47
|
+
/**
|
|
48
|
+
* OPEN_INTEREST_AGG
|
|
49
|
+
*
|
|
50
|
+
* @generated from field: OpenInterestAggregation openInterestAggregation = 10;
|
|
51
|
+
*/
|
|
52
|
+
value: OpenInterestAggregation;
|
|
53
|
+
case: "openInterestAggregation";
|
|
54
|
+
} | {
|
|
55
|
+
/**
|
|
56
|
+
* TRADE_SIDE_AGNOSTIC_AGG
|
|
57
|
+
*
|
|
58
|
+
* @generated from field: TradeSideAgnosticAggregation tradeSideAgnosticAggregation = 107;
|
|
59
|
+
*/
|
|
60
|
+
value: TradeSideAgnosticAggregation;
|
|
61
|
+
case: "tradeSideAgnosticAggregation";
|
|
62
|
+
} | {
|
|
63
|
+
/**
|
|
64
|
+
* OPEN_INTEREST
|
|
65
|
+
*
|
|
66
|
+
* @generated from field: OpenInterest openInterest = 130;
|
|
67
|
+
*/
|
|
68
|
+
value: OpenInterest;
|
|
69
|
+
case: "openInterest";
|
|
70
|
+
} | {
|
|
71
|
+
/**
|
|
72
|
+
* CME_REFERENCE_RATE
|
|
73
|
+
*
|
|
74
|
+
* @generated from field: CmeReferenceRate cmeReferenceRate = 135;
|
|
75
|
+
*/
|
|
76
|
+
value: CmeReferenceRate;
|
|
77
|
+
case: "cmeReferenceRate";
|
|
78
|
+
} | {
|
|
79
|
+
/**
|
|
80
|
+
* CME_REFERENCE_RATE_AGG
|
|
81
|
+
*
|
|
82
|
+
* @generated from field: CmeReferenceRateAggregation cmeReferenceRateAggregation = 136;
|
|
83
|
+
*/
|
|
84
|
+
value: CmeReferenceRateAggregation;
|
|
85
|
+
case: "cmeReferenceRateAggregation";
|
|
86
|
+
} | {
|
|
87
|
+
case: undefined;
|
|
88
|
+
value?: undefined;
|
|
89
|
+
};
|
|
90
|
+
};
|
|
91
|
+
/**
|
|
92
|
+
* Describes the message gateway.v3.FuturesPoint.
|
|
93
|
+
* Use `create(FuturesPointSchema)` to create a new message.
|
|
94
|
+
*/
|
|
95
|
+
export declare const FuturesPointSchema: GenMessage<FuturesPoint>;
|
|
96
|
+
/**
|
|
97
|
+
* FuturesBookPoint carries one point of any FUTURES books metric.
|
|
98
|
+
*
|
|
99
|
+
* @generated from message gateway.v3.FuturesBookPoint
|
|
100
|
+
*/
|
|
101
|
+
export type FuturesBookPoint = Message<"gateway.v3.FuturesBookPoint"> & {
|
|
102
|
+
/**
|
|
103
|
+
* @generated from oneof gateway.v3.FuturesBookPoint.point
|
|
104
|
+
*/
|
|
105
|
+
point: {
|
|
106
|
+
/**
|
|
107
|
+
* BOOK_SNAPSHOT
|
|
108
|
+
*
|
|
109
|
+
* @generated from field: BookSnapshot bookSnapshot = 106;
|
|
110
|
+
*/
|
|
111
|
+
value: BookSnapshot;
|
|
112
|
+
case: "bookSnapshot";
|
|
113
|
+
} | {
|
|
114
|
+
/**
|
|
115
|
+
* BOOK_SNAPSHOT_AGG
|
|
116
|
+
*
|
|
117
|
+
* @generated from field: BookSnapshotAggregation bookSnapshotAggregation = 119;
|
|
118
|
+
*/
|
|
119
|
+
value: BookSnapshotAggregation;
|
|
120
|
+
case: "bookSnapshotAggregation";
|
|
121
|
+
} | {
|
|
122
|
+
/**
|
|
123
|
+
* BLOCK_BOOK_SNAPSHOT_AGG
|
|
124
|
+
*
|
|
125
|
+
* @generated from field: BlockBookSnapshotAggregation blockBookSnapshotAggregation = 120;
|
|
126
|
+
*/
|
|
127
|
+
value: BlockBookSnapshotAggregation;
|
|
128
|
+
case: "blockBookSnapshotAggregation";
|
|
129
|
+
} | {
|
|
130
|
+
/**
|
|
131
|
+
* BLOCK_BOOK_SNAPSHOT
|
|
132
|
+
*
|
|
133
|
+
* @generated from field: BlockBookSnapshot blockBookSnapshot = 131;
|
|
134
|
+
*/
|
|
135
|
+
value: BlockBookSnapshot;
|
|
136
|
+
case: "blockBookSnapshot";
|
|
137
|
+
} | {
|
|
138
|
+
/**
|
|
139
|
+
* ORDER_BOOK_STATS
|
|
140
|
+
*
|
|
141
|
+
* @generated from field: OrderBookStats orderBookStats = 233;
|
|
142
|
+
*/
|
|
143
|
+
value: OrderBookStats;
|
|
144
|
+
case: "orderBookStats";
|
|
145
|
+
} | {
|
|
146
|
+
/**
|
|
147
|
+
* LARGE_ORDER_EVENT
|
|
148
|
+
*
|
|
149
|
+
* @generated from field: LargeOrderEvent largeOrderEvent = 234;
|
|
150
|
+
*/
|
|
151
|
+
value: LargeOrderEvent;
|
|
152
|
+
case: "largeOrderEvent";
|
|
153
|
+
} | {
|
|
154
|
+
/**
|
|
155
|
+
* ICEBERG_EVENT
|
|
156
|
+
*
|
|
157
|
+
* @generated from field: IcebergEvent icebergEvent = 235;
|
|
158
|
+
*/
|
|
159
|
+
value: IcebergEvent;
|
|
160
|
+
case: "icebergEvent";
|
|
161
|
+
} | {
|
|
162
|
+
case: undefined;
|
|
163
|
+
value?: undefined;
|
|
164
|
+
};
|
|
165
|
+
};
|
|
166
|
+
/**
|
|
167
|
+
* Describes the message gateway.v3.FuturesBookPoint.
|
|
168
|
+
* Use `create(FuturesBookPointSchema)` to create a new message.
|
|
169
|
+
*/
|
|
170
|
+
export declare const FuturesBookPointSchema: GenMessage<FuturesBookPoint>;
|
|
171
|
+
//# sourceMappingURL=futures_point.generated_pb.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"futures_point.generated_pb.d.ts","sourceRoot":"","sources":["../../../src/gen/tsdb-gateway/v3/futures_point.generated_pb.ts"],"names":[],"mappings":"AAaA,OAAO,KAAK,EAAE,OAAO,EAAE,UAAU,EAAE,MAAM,8BAA8B,CAAC;AAExE,OAAO,KAAK,EAAE,iBAAiB,EAAE,MAAM,iCAAiC,CAAC;AAEzE,OAAO,KAAK,EAAE,4BAA4B,EAAE,MAAM,6CAA6C,CAAC;AAEhG,OAAO,KAAK,EAAE,YAAY,EAAE,MAAM,2BAA2B,CAAC;AAE9D,OAAO,KAAK,EAAE,uBAAuB,EAAE,MAAM,uCAAuC,CAAC;AAErF,OAAO,KAAK,EAAE,gBAAgB,EAAE,MAAM,gCAAgC,CAAC;AAEvE,OAAO,KAAK,EAAE,2BAA2B,EAAE,MAAM,4CAA4C,CAAC;AAE9F,OAAO,KAAK,EAAE,YAAY,EAAE,MAAM,2BAA2B,CAAC;AAE9D,OAAO,KAAK,EAAE,eAAe,EAAE,MAAM,+BAA+B,CAAC;AAErE,OAAO,KAAK,EAAE,YAAY,EAAE,MAAM,2BAA2B,CAAC;AAE9D,OAAO,KAAK,EAAE,uBAAuB,EAAE,MAAM,uCAAuC,CAAC;AAErF,OAAO,KAAK,EAAE,cAAc,EAAE,MAAM,8BAA8B,CAAC;AAEnE,OAAO,KAAK,EAAE,KAAK,EAAE,MAAM,mBAAmB,CAAC;AAE/C,OAAO,KAAK,EAAE,gBAAgB,EAAE,MAAM,+BAA+B,CAAC;AAEtE,OAAO,KAAK,EAAE,4BAA4B,EAAE,MAAM,6CAA6C,CAAC;AAEhG,OAAO,KAAK,EAAE,OAAO,EAAE,MAAM,oBAAoB,CAAC;AAElD;;GAEG;AACH,eAAO,MAAM,4CAA4C,EAAE,OACs7C,CAAC;AAEl/C;;;;GAIG;AACH,MAAM,MAAM,YAAY,GAAG,OAAO,CAAC,yBAAyB,CAAC,GAAG;IAC9D;;OAEG;IACH,KAAK,EAAE;QACL;;;;WAIG;QACH,KAAK,EAAE,KAAK,CAAC;QACb,IAAI,EAAE,OAAO,CAAC;KACf,GAAG;QACF;;;;WAIG;QACH,KAAK,EAAE,gBAAgB,CAAC;QACxB,IAAI,EAAE,kBAAkB,CAAC;KAC1B,GAAG;QACF;;;;WAIG;QACH,KAAK,EAAE,uBAAuB,CAAC;QAC/B,IAAI,EAAE,yBAAyB,CAAC;KACjC,GAAG;QACF;;;;WAIG;QACH,KAAK,EAAE,4BAA4B,CAAC;QACpC,IAAI,EAAE,8BAA8B,CAAC;KACtC,GAAG;QACF;;;;WAIG;QACH,KAAK,EAAE,YAAY,CAAC;QACpB,IAAI,EAAE,cAAc,CAAC;KACtB,GAAG;QACF;;;;WAIG;QACH,KAAK,EAAE,gBAAgB,CAAC;QACxB,IAAI,EAAE,kBAAkB,CAAC;KAC1B,GAAG;QACF;;;;WAIG;QACH,KAAK,EAAE,2BAA2B,CAAC;QACnC,IAAI,EAAE,6BAA6B,CAAC;KACrC,GAAG;QAAE,IAAI,EAAE,SAAS,CAAC;QAAC,KAAK,CAAC,EAAE,SAAS,CAAA;KAAE,CAAC;CAC5C,CAAC;AAEF;;;GAGG;AACH,eAAO,MAAM,kBAAkB,EAAE,UAAU,CAAC,YAAY,CACM,CAAC;AAE/D;;;;GAIG;AACH,MAAM,MAAM,gBAAgB,GAAG,OAAO,CAAC,6BAA6B,CAAC,GAAG;IACtE;;OAEG;IACH,KAAK,EAAE;QACL;;;;WAIG;QACH,KAAK,EAAE,YAAY,CAAC;QACpB,IAAI,EAAE,cAAc,CAAC;KACtB,GAAG;QACF;;;;WAIG;QACH,KAAK,EAAE,uBAAuB,CAAC;QAC/B,IAAI,EAAE,yBAAyB,CAAC;KACjC,GAAG;QACF;;;;WAIG;QACH,KAAK,EAAE,4BAA4B,CAAC;QACpC,IAAI,EAAE,8BAA8B,CAAC;KACtC,GAAG;QACF;;;;WAIG;QACH,KAAK,EAAE,iBAAiB,CAAC;QACzB,IAAI,EAAE,mBAAmB,CAAC;KAC3B,GAAG;QACF;;;;WAIG;QACH,KAAK,EAAE,cAAc,CAAC;QACtB,IAAI,EAAE,gBAAgB,CAAC;KACxB,GAAG;QACF;;;;WAIG;QACH,KAAK,EAAE,eAAe,CAAC;QACvB,IAAI,EAAE,iBAAiB,CAAC;KACzB,GAAG;QACF;;;;WAIG;QACH,KAAK,EAAE,YAAY,CAAC;QACpB,IAAI,EAAE,cAAc,CAAC;KACtB,GAAG;QAAE,IAAI,EAAE,SAAS,CAAC;QAAC,KAAK,CAAC,EAAE,SAAS,CAAA;KAAE,CAAC;CAC5C,CAAC;AAEF;;;GAGG;AACH,eAAO,MAAM,sBAAsB,EAAE,UAAU,CAAC,gBAAgB,CACF,CAAC"}
|
|
@@ -0,0 +1,37 @@
|
|
|
1
|
+
// Code generated by scripts/genpointunions. DO NOT EDIT.
|
|
2
|
+
// Source: proto/service/tsdb-gateway/v3/contracts/futures.yaml
|
|
3
|
+
//
|
|
4
|
+
// The per-class point unions are the one generated exception to the
|
|
5
|
+
// hand-written v3 protos: arm number == internal Type value, so the
|
|
6
|
+
// wire arm IS the charge key and cannot drift from the manifest. Arms
|
|
7
|
+
// are never removed pre-sunset; a class gains arms when its manifest
|
|
8
|
+
// gains metrics.
|
|
9
|
+
import { fileDesc, messageDesc } from "@bufbuild/protobuf/codegenv2";
|
|
10
|
+
import { file_block_book_snapshot } from "../../block_book_snapshot_pb.js";
|
|
11
|
+
import { file_block_book_snapshot_aggregation } from "../../block_book_snapshot_aggregation_pb.js";
|
|
12
|
+
import { file_book_snapshot } from "../../book_snapshot_pb.js";
|
|
13
|
+
import { file_book_snapshot_aggregation } from "../../book_snapshot_aggregation_pb.js";
|
|
14
|
+
import { file_cme_reference_rate } from "../../cme_reference_rate_pb.js";
|
|
15
|
+
import { file_cme_reference_rate_aggregation } from "../../cme_reference_rate_aggregation_pb.js";
|
|
16
|
+
import { file_iceberg_event } from "../../iceberg_event_pb.js";
|
|
17
|
+
import { file_large_order_event } from "../../large_order_event_pb.js";
|
|
18
|
+
import { file_open_interest } from "../../open_interest_pb.js";
|
|
19
|
+
import { file_open_interest_aggregation } from "../../open_interest_aggregation_pb.js";
|
|
20
|
+
import { file_order_book_stats } from "../../order_book_stats_pb.js";
|
|
21
|
+
import { file_trade } from "../../trade_pb.js";
|
|
22
|
+
import { file_trade_aggregation } from "../../trade_aggregation_pb.js";
|
|
23
|
+
import { file_trade_side_agnostic_aggregation } from "../../trade_side_agnostic_aggregation_pb.js";
|
|
24
|
+
/**
|
|
25
|
+
* Describes the file tsdb-gateway/v3/futures_point.generated.proto.
|
|
26
|
+
*/
|
|
27
|
+
export const file_tsdb_gateway_v3_futures_point_generated = /*@__PURE__*/ fileDesc("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", [file_block_book_snapshot, file_block_book_snapshot_aggregation, file_book_snapshot, file_book_snapshot_aggregation, file_cme_reference_rate, file_cme_reference_rate_aggregation, file_iceberg_event, file_large_order_event, file_open_interest, file_open_interest_aggregation, file_order_book_stats, file_trade, file_trade_aggregation, file_trade_side_agnostic_aggregation]);
|
|
28
|
+
/**
|
|
29
|
+
* Describes the message gateway.v3.FuturesPoint.
|
|
30
|
+
* Use `create(FuturesPointSchema)` to create a new message.
|
|
31
|
+
*/
|
|
32
|
+
export const FuturesPointSchema = /*@__PURE__*/ messageDesc(file_tsdb_gateway_v3_futures_point_generated, 0);
|
|
33
|
+
/**
|
|
34
|
+
* Describes the message gateway.v3.FuturesBookPoint.
|
|
35
|
+
* Use `create(FuturesBookPointSchema)` to create a new message.
|
|
36
|
+
*/
|
|
37
|
+
export const FuturesBookPointSchema = /*@__PURE__*/ messageDesc(file_tsdb_gateway_v3_futures_point_generated, 1);
|
|
@@ -0,0 +1,260 @@
|
|
|
1
|
+
import type { GenEnum, GenFile, GenMessage } from "@bufbuild/protobuf/codegenv2";
|
|
2
|
+
import type { AggregationInterval, Exchange, Side } from "../../enums_pb.js";
|
|
3
|
+
import type { FxRef, MetricAvailability, Symbols } from "./common_pb.js";
|
|
4
|
+
import type { FxPoint } from "./fx_point.generated_pb.js";
|
|
5
|
+
import type { Message } from "@bufbuild/protobuf";
|
|
6
|
+
/**
|
|
7
|
+
* Describes the file tsdb-gateway/v3/fx.proto.
|
|
8
|
+
*/
|
|
9
|
+
export declare const file_tsdb_gateway_v3_fx: GenFile;
|
|
10
|
+
/**
|
|
11
|
+
* @generated from message gateway.v3.FxParams
|
|
12
|
+
*/
|
|
13
|
+
export type FxParams = Message<"gateway.v3.FxParams"> & {
|
|
14
|
+
/**
|
|
15
|
+
* @generated from field: repeated gateway.v3.FxParams.Metric metrics = 1;
|
|
16
|
+
*/
|
|
17
|
+
metrics: FxParams_Metric[];
|
|
18
|
+
/**
|
|
19
|
+
* base+quote (e.g. EUR/USD), venue defaults FX_OTC. Closes the
|
|
20
|
+
* catalog-ref-is-query-input loop for fx (common.proto:140).
|
|
21
|
+
*
|
|
22
|
+
* @generated from field: repeated gateway.v3.FxRef refs = 2;
|
|
23
|
+
*/
|
|
24
|
+
refs: FxRef[];
|
|
25
|
+
/**
|
|
26
|
+
* @generated from field: repeated gateway.v3.FxParams.Series series = 3;
|
|
27
|
+
*/
|
|
28
|
+
series: FxParams_Series[];
|
|
29
|
+
/**
|
|
30
|
+
* @generated from field: repeated Exchange venues = 4;
|
|
31
|
+
*/
|
|
32
|
+
venues: Exchange[];
|
|
33
|
+
/**
|
|
34
|
+
* @generated from field: gateway.v3.Symbols symbols = 5;
|
|
35
|
+
*/
|
|
36
|
+
symbols?: Symbols;
|
|
37
|
+
/**
|
|
38
|
+
* trades only (manifest)
|
|
39
|
+
*
|
|
40
|
+
* @generated from field: Side side = 6;
|
|
41
|
+
*/
|
|
42
|
+
side: Side;
|
|
43
|
+
/**
|
|
44
|
+
* @generated from field: repeated string coins = 16;
|
|
45
|
+
*/
|
|
46
|
+
coins: string[];
|
|
47
|
+
/**
|
|
48
|
+
* baseCurrencies is the self-descriptive name for the fx broad selector:
|
|
49
|
+
* `coins` on fx means the base currency (EUR in EUR/USD), matching
|
|
50
|
+
* FxRef.base. It is an alias - both land on the same v2 coin column - so a
|
|
51
|
+
* request may set either. Prefer baseCurrencies; coins stays for
|
|
52
|
+
* compatibility.
|
|
53
|
+
*
|
|
54
|
+
* @generated from field: repeated string baseCurrencies = 17;
|
|
55
|
+
*/
|
|
56
|
+
baseCurrencies: string[];
|
|
57
|
+
};
|
|
58
|
+
/**
|
|
59
|
+
* Describes the message gateway.v3.FxParams.
|
|
60
|
+
* Use `create(FxParamsSchema)` to create a new message.
|
|
61
|
+
*/
|
|
62
|
+
export declare const FxParamsSchema: GenMessage<FxParams>;
|
|
63
|
+
/**
|
|
64
|
+
* @generated from message gateway.v3.FxParams.Series
|
|
65
|
+
*/
|
|
66
|
+
export type FxParams_Series = Message<"gateway.v3.FxParams.Series"> & {
|
|
67
|
+
/**
|
|
68
|
+
* @generated from field: repeated Exchange venues = 1;
|
|
69
|
+
*/
|
|
70
|
+
venues: Exchange[];
|
|
71
|
+
/**
|
|
72
|
+
* @generated from field: gateway.v3.Symbols symbols = 2;
|
|
73
|
+
*/
|
|
74
|
+
symbols?: Symbols;
|
|
75
|
+
/**
|
|
76
|
+
* @generated from field: repeated gateway.v3.FxParams.Metric metrics = 3;
|
|
77
|
+
*/
|
|
78
|
+
metrics: FxParams_Metric[];
|
|
79
|
+
};
|
|
80
|
+
/**
|
|
81
|
+
* Describes the message gateway.v3.FxParams.Series.
|
|
82
|
+
* Use `create(FxParams_SeriesSchema)` to create a new message.
|
|
83
|
+
*/
|
|
84
|
+
export declare const FxParams_SeriesSchema: GenMessage<FxParams_Series>;
|
|
85
|
+
/**
|
|
86
|
+
* @generated from enum gateway.v3.FxParams.Metric
|
|
87
|
+
*/
|
|
88
|
+
export declare enum FxParams_Metric {
|
|
89
|
+
/**
|
|
90
|
+
* @generated from enum value: METRIC_UNSPECIFIED = 0;
|
|
91
|
+
*/
|
|
92
|
+
METRIC_UNSPECIFIED = 0,
|
|
93
|
+
/**
|
|
94
|
+
* agg_only: TICKER_AGG (FX venues quote without volume)
|
|
95
|
+
*
|
|
96
|
+
* @generated from enum value: CANDLES = 1;
|
|
97
|
+
*/
|
|
98
|
+
CANDLES = 1,
|
|
99
|
+
/**
|
|
100
|
+
* raw_only: TICKER
|
|
101
|
+
*
|
|
102
|
+
* @generated from enum value: QUOTES = 3;
|
|
103
|
+
*/
|
|
104
|
+
QUOTES = 3
|
|
105
|
+
}
|
|
106
|
+
/**
|
|
107
|
+
* Describes the enum gateway.v3.FxParams.Metric.
|
|
108
|
+
*/
|
|
109
|
+
export declare const FxParams_MetricSchema: GenEnum<FxParams_Metric>;
|
|
110
|
+
/**
|
|
111
|
+
* @generated from message gateway.v3.FxSeriesKey
|
|
112
|
+
*/
|
|
113
|
+
export type FxSeriesKey = Message<"gateway.v3.FxSeriesKey"> & {
|
|
114
|
+
/**
|
|
115
|
+
* @generated from field: gateway.v3.FxParams.Metric metric = 1;
|
|
116
|
+
*/
|
|
117
|
+
metric: FxParams_Metric;
|
|
118
|
+
/**
|
|
119
|
+
* @generated from field: Exchange venue = 2;
|
|
120
|
+
*/
|
|
121
|
+
venue: Exchange;
|
|
122
|
+
/**
|
|
123
|
+
* @generated from field: string rawSymbol = 3;
|
|
124
|
+
*/
|
|
125
|
+
rawSymbol: string;
|
|
126
|
+
/**
|
|
127
|
+
* @generated from field: string normalizedSymbol = 4;
|
|
128
|
+
*/
|
|
129
|
+
normalizedSymbol: string;
|
|
130
|
+
/**
|
|
131
|
+
* @generated from field: string coin = 5;
|
|
132
|
+
*/
|
|
133
|
+
coin: string;
|
|
134
|
+
/**
|
|
135
|
+
* @generated from field: AggregationInterval interval = 6;
|
|
136
|
+
*/
|
|
137
|
+
interval: AggregationInterval;
|
|
138
|
+
/**
|
|
139
|
+
* @generated from field: Side side = 7;
|
|
140
|
+
*/
|
|
141
|
+
side: Side;
|
|
142
|
+
};
|
|
143
|
+
/**
|
|
144
|
+
* Describes the message gateway.v3.FxSeriesKey.
|
|
145
|
+
* Use `create(FxSeriesKeySchema)` to create a new message.
|
|
146
|
+
*/
|
|
147
|
+
export declare const FxSeriesKeySchema: GenMessage<FxSeriesKey>;
|
|
148
|
+
/**
|
|
149
|
+
* @generated from message gateway.v3.FxPointsFrame
|
|
150
|
+
*/
|
|
151
|
+
export type FxPointsFrame = Message<"gateway.v3.FxPointsFrame"> & {
|
|
152
|
+
/**
|
|
153
|
+
* @generated from field: gateway.v3.FxSeriesKey key = 1;
|
|
154
|
+
*/
|
|
155
|
+
key?: FxSeriesKey;
|
|
156
|
+
/**
|
|
157
|
+
* @generated from field: repeated gateway.v3.FxPoint points = 2;
|
|
158
|
+
*/
|
|
159
|
+
points: FxPoint[];
|
|
160
|
+
/**
|
|
161
|
+
* Flattenable metrics only
|
|
162
|
+
*
|
|
163
|
+
* @generated from field: repeated double flatPoints = 3;
|
|
164
|
+
*/
|
|
165
|
+
flatPoints: number[];
|
|
166
|
+
};
|
|
167
|
+
/**
|
|
168
|
+
* Describes the message gateway.v3.FxPointsFrame.
|
|
169
|
+
* Use `create(FxPointsFrameSchema)` to create a new message.
|
|
170
|
+
*/
|
|
171
|
+
export declare const FxPointsFrameSchema: GenMessage<FxPointsFrame>;
|
|
172
|
+
/**
|
|
173
|
+
* @generated from message gateway.v3.FxInstrumentsFilter
|
|
174
|
+
*/
|
|
175
|
+
export type FxInstrumentsFilter = Message<"gateway.v3.FxInstrumentsFilter"> & {
|
|
176
|
+
/**
|
|
177
|
+
* @generated from field: repeated Exchange venues = 1;
|
|
178
|
+
*/
|
|
179
|
+
venues: Exchange[];
|
|
180
|
+
/**
|
|
181
|
+
* @generated from field: repeated string coins = 2;
|
|
182
|
+
*/
|
|
183
|
+
coins: string[];
|
|
184
|
+
/**
|
|
185
|
+
* V3-56: the fx data arm takes FxRef
|
|
186
|
+
*
|
|
187
|
+
* @generated from field: repeated gateway.v3.FxRef refs = 3;
|
|
188
|
+
*/
|
|
189
|
+
refs: FxRef[];
|
|
190
|
+
};
|
|
191
|
+
/**
|
|
192
|
+
* Describes the message gateway.v3.FxInstrumentsFilter.
|
|
193
|
+
* Use `create(FxInstrumentsFilterSchema)` to create a new message.
|
|
194
|
+
*/
|
|
195
|
+
export declare const FxInstrumentsFilterSchema: GenMessage<FxInstrumentsFilter>;
|
|
196
|
+
/**
|
|
197
|
+
* @generated from message gateway.v3.FxInstrument
|
|
198
|
+
*/
|
|
199
|
+
export type FxInstrument = Message<"gateway.v3.FxInstrument"> & {
|
|
200
|
+
/**
|
|
201
|
+
* @generated from field: Exchange venue = 1;
|
|
202
|
+
*/
|
|
203
|
+
venue: Exchange;
|
|
204
|
+
/**
|
|
205
|
+
* @generated from field: string rawSymbol = 2;
|
|
206
|
+
*/
|
|
207
|
+
rawSymbol: string;
|
|
208
|
+
/**
|
|
209
|
+
* @generated from field: string normalizedSymbol = 3;
|
|
210
|
+
*/
|
|
211
|
+
normalizedSymbol: string;
|
|
212
|
+
/**
|
|
213
|
+
* @generated from field: string coin = 4;
|
|
214
|
+
*/
|
|
215
|
+
coin: string;
|
|
216
|
+
/**
|
|
217
|
+
* @generated from field: optional int64 availableSinceUnixS = 5;
|
|
218
|
+
*/
|
|
219
|
+
availableSinceUnixS?: bigint;
|
|
220
|
+
/**
|
|
221
|
+
* @generated from field: optional int64 availableToUnixS = 6;
|
|
222
|
+
*/
|
|
223
|
+
availableToUnixS?: bigint;
|
|
224
|
+
/**
|
|
225
|
+
* @generated from field: repeated gateway.v3.MetricAvailability metrics = 7;
|
|
226
|
+
*/
|
|
227
|
+
metrics: MetricAvailability[];
|
|
228
|
+
/**
|
|
229
|
+
* V3-56: so the catalog row carries the
|
|
230
|
+
*
|
|
231
|
+
* @generated from field: gateway.v3.FxRef ref = 8;
|
|
232
|
+
*/
|
|
233
|
+
ref?: FxRef;
|
|
234
|
+
};
|
|
235
|
+
/**
|
|
236
|
+
* Describes the message gateway.v3.FxInstrument.
|
|
237
|
+
* Use `create(FxInstrumentSchema)` to create a new message.
|
|
238
|
+
*/
|
|
239
|
+
export declare const FxInstrumentSchema: GenMessage<FxInstrument>;
|
|
240
|
+
/**
|
|
241
|
+
* @generated from message gateway.v3.FxInstruments
|
|
242
|
+
*/
|
|
243
|
+
export type FxInstruments = Message<"gateway.v3.FxInstruments"> & {
|
|
244
|
+
/**
|
|
245
|
+
* @generated from field: repeated gateway.v3.FxInstrument instruments = 1;
|
|
246
|
+
*/
|
|
247
|
+
instruments: FxInstrument[];
|
|
248
|
+
/**
|
|
249
|
+
* true when the catalog hit its page cap and more rows exist (V3-81).
|
|
250
|
+
*
|
|
251
|
+
* @generated from field: bool truncated = 2;
|
|
252
|
+
*/
|
|
253
|
+
truncated: boolean;
|
|
254
|
+
};
|
|
255
|
+
/**
|
|
256
|
+
* Describes the message gateway.v3.FxInstruments.
|
|
257
|
+
* Use `create(FxInstrumentsSchema)` to create a new message.
|
|
258
|
+
*/
|
|
259
|
+
export declare const FxInstrumentsSchema: GenMessage<FxInstruments>;
|
|
260
|
+
//# sourceMappingURL=fx_pb.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
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