@openmarket/market-data-proto 12.70.0 → 12.72.0
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/crypto_dominance_aggregation_pb.d.ts +49 -0
- package/dist/crypto_dominance_aggregation_pb.d.ts.map +1 -0
- package/dist/crypto_dominance_aggregation_pb.js +14 -0
- package/dist/crypto_dominance_pb.d.ts +40 -0
- package/dist/crypto_dominance_pb.d.ts.map +1 -0
- package/dist/crypto_dominance_pb.js +14 -0
- package/dist/enums_pb.d.ts +439 -9
- package/dist/enums_pb.d.ts.map +1 -1
- package/dist/enums_pb.js +449 -9
- package/dist/index.d.ts +2 -0
- package/dist/index.d.ts.map +1 -1
- package/dist/index.js +2 -0
- package/dist/option_print_aggregation_pb.d.ts +23 -12
- package/dist/option_print_aggregation_pb.d.ts.map +1 -1
- package/dist/option_print_pb.d.ts +76 -30
- package/dist/option_print_pb.d.ts.map +1 -1
- package/dist/option_print_pb.js +1 -1
- package/dist/option_strike_aggregation_pb.d.ts +53 -0
- package/dist/option_strike_aggregation_pb.d.ts.map +1 -1
- package/dist/option_strike_aggregation_pb.js +1 -1
- package/dist/option_strike_flow_aggregation_pb.d.ts +7 -0
- package/dist/option_strike_flow_aggregation_pb.d.ts.map +1 -1
- package/dist/option_strike_flow_aggregation_pb.js +1 -1
- package/dist/point_pb.d.ts +14 -0
- package/dist/point_pb.d.ts.map +1 -1
- package/dist/point_pb.js +3 -1
- package/dist/tsdb-gateway/tsdb-gateway_pb.d.ts +457 -1
- package/dist/tsdb-gateway/tsdb-gateway_pb.d.ts.map +1 -1
- package/dist/tsdb-gateway/tsdb-gateway_pb.js +139 -119
- package/package.json +1 -1
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import type { GenFile, GenMessage } from "@bufbuild/protobuf/codegenv2";
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import type { Timestamp } from "./timestamp/timestamp_pb.js";
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import type { Message } from "@bufbuild/protobuf";
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/**
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* Describes the file crypto_dominance_aggregation.proto.
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*/
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export declare const file_crypto_dominance_aggregation: GenFile;
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/**
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* CryptoDominance over a bucket: the value's OHLC, and for MCAP.* the last
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* price and circulating supply in the bucket.
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*
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* @generated from message CryptoDominanceAggregation
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*/
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export type CryptoDominanceAggregation = Message<"CryptoDominanceAggregation"> & {
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/**
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* @generated from field: Timestamp timestamp = 1;
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*/
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timestamp?: Timestamp;
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/**
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* @generated from field: double valueOpen = 2;
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*/
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valueOpen: number;
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/**
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* @generated from field: double valueHigh = 3;
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*/
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valueHigh: number;
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/**
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* @generated from field: double valueLow = 4;
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*/
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valueLow: number;
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/**
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* @generated from field: double valueClose = 5;
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*/
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valueClose: number;
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/**
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* @generated from field: optional double price = 6;
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*/
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price?: number;
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/**
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* @generated from field: optional double circulatingSupply = 7;
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*/
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circulatingSupply?: number;
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};
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/**
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* Describes the message CryptoDominanceAggregation.
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* Use `create(CryptoDominanceAggregationSchema)` to create a new message.
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*/
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export declare const CryptoDominanceAggregationSchema: GenMessage<CryptoDominanceAggregation>;
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//# sourceMappingURL=crypto_dominance_aggregation_pb.d.ts.map
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{"version":3,"file":"crypto_dominance_aggregation_pb.d.ts","sourceRoot":"","sources":["../src/gen/crypto_dominance_aggregation_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,iCAAiC,EAAE,OAC6W,CAAC;AAE9Z;;;;;GAKG;AACH,MAAM,MAAM,0BAA0B,GAAG,OAAO,CAAC,4BAA4B,CAAC,GAAG;IAC/E;;OAEG;IACH,SAAS,CAAC,EAAE,SAAS,CAAC;IAEtB;;OAEG;IACH,SAAS,EAAE,MAAM,CAAC;IAElB;;OAEG;IACH,SAAS,EAAE,MAAM,CAAC;IAElB;;OAEG;IACH,QAAQ,EAAE,MAAM,CAAC;IAEjB;;OAEG;IACH,UAAU,EAAE,MAAM,CAAC;IAEnB;;OAEG;IACH,KAAK,CAAC,EAAE,MAAM,CAAC;IAEf;;OAEG;IACH,iBAAiB,CAAC,EAAE,MAAM,CAAC;CAC5B,CAAC;AAEF;;;GAGG;AACH,eAAO,MAAM,gCAAgC,EAAE,UAAU,CAAC,0BAA0B,CACjC,CAAC"}
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// @generated by protoc-gen-es v2.11.0 with parameter "target=ts,import_extension=.js"
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// @generated from file crypto_dominance_aggregation.proto (syntax proto3)
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/* eslint-disable */
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import { fileDesc, messageDesc } from "@bufbuild/protobuf/codegenv2";
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import { file_timestamp_timestamp } from "./timestamp/timestamp_pb.js";
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/**
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* Describes the file crypto_dominance_aggregation.proto.
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*/
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export const file_crypto_dominance_aggregation = /*@__PURE__*/ fileDesc("CiJjcnlwdG9fZG9taW5hbmNlX2FnZ3JlZ2F0aW9uLnByb3RvItsBChpDcnlwdG9Eb21pbmFuY2VBZ2dyZWdhdGlvbhIdCgl0aW1lc3RhbXAYASABKAsyCi5UaW1lc3RhbXASEQoJdmFsdWVPcGVuGAIgASgBEhEKCXZhbHVlSGlnaBgDIAEoARIQCgh2YWx1ZUxvdxgEIAEoARISCgp2YWx1ZUNsb3NlGAUgASgBEhIKBXByaWNlGAYgASgBSACIAQESHgoRY2lyY3VsYXRpbmdTdXBwbHkYByABKAFIAYgBAUIICgZfcHJpY2VCFAoSX2NpcmN1bGF0aW5nU3VwcGx5QgpaCHR5cGVzL3BiYgZwcm90bzM", [file_timestamp_timestamp]);
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/**
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* Describes the message CryptoDominanceAggregation.
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* Use `create(CryptoDominanceAggregationSchema)` to create a new message.
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*/
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export const CryptoDominanceAggregationSchema = /*@__PURE__*/ messageDesc(file_crypto_dominance_aggregation, 0);
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import type { GenFile, GenMessage } from "@bufbuild/protobuf/codegenv2";
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import type { Timestamp } from "./timestamp/timestamp_pb.js";
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import type { Message } from "@bufbuild/protobuf";
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/**
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* Describes the file crypto_dominance.proto.
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*/
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export declare const file_crypto_dominance: GenFile;
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/**
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* One crypto market cap or dominance value: USD for TOTAL*, OTHERS, MCAP.* and
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* SEG.*, percent for *.D.
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*
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* @generated from message CryptoDominance
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*/
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export type CryptoDominance = Message<"CryptoDominance"> & {
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/**
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* @generated from field: Timestamp timestamp = 1;
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*/
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timestamp?: Timestamp;
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/**
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* @generated from field: double value = 2;
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*/
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value: number;
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/**
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* Set on MCAP.* only: the coin's USD price and CoinGecko circulating supply,
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* value = price × circulatingSupply.
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*
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* @generated from field: optional double price = 3;
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*/
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price?: number;
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/**
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* @generated from field: optional double circulatingSupply = 4;
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*/
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circulatingSupply?: number;
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};
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/**
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* Describes the message CryptoDominance.
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* Use `create(CryptoDominanceSchema)` to create a new message.
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*/
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export declare const CryptoDominanceSchema: GenMessage<CryptoDominance>;
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//# sourceMappingURL=crypto_dominance_pb.d.ts.map
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{"version":3,"file":"crypto_dominance_pb.d.ts","sourceRoot":"","sources":["../src/gen/crypto_dominance_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,qBAAqB,EAAE,OACyQ,CAAC;AAE9S;;;;;GAKG;AACH,MAAM,MAAM,eAAe,GAAG,OAAO,CAAC,iBAAiB,CAAC,GAAG;IACzD;;OAEG;IACH,SAAS,CAAC,EAAE,SAAS,CAAC;IAEtB;;OAEG;IACH,KAAK,EAAE,MAAM,CAAC;IAEd;;;;;OAKG;IACH,KAAK,CAAC,EAAE,MAAM,CAAC;IAEf;;OAEG;IACH,iBAAiB,CAAC,EAAE,MAAM,CAAC;CAC5B,CAAC;AAEF;;;GAGG;AACH,eAAO,MAAM,qBAAqB,EAAE,UAAU,CAAC,eAAe,CACvB,CAAC"}
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@@ -0,0 +1,14 @@
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// @generated by protoc-gen-es v2.11.0 with parameter "target=ts,import_extension=.js"
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// @generated from file crypto_dominance.proto (syntax proto3)
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/* eslint-disable */
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import { fileDesc, messageDesc } from "@bufbuild/protobuf/codegenv2";
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import { file_timestamp_timestamp } from "./timestamp/timestamp_pb.js";
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/**
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* Describes the file crypto_dominance.proto.
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*/
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export const file_crypto_dominance = /*@__PURE__*/ fileDesc("ChZjcnlwdG9fZG9taW5hbmNlLnByb3RvIpMBCg9DcnlwdG9Eb21pbmFuY2USHQoJdGltZXN0YW1wGAEgASgLMgouVGltZXN0YW1wEg0KBXZhbHVlGAIgASgBEhIKBXByaWNlGAMgASgBSACIAQESHgoRY2lyY3VsYXRpbmdTdXBwbHkYBCABKAFIAYgBAUIICgZfcHJpY2VCFAoSX2NpcmN1bGF0aW5nU3VwcGx5QgpaCHR5cGVzL3BiYgZwcm90bzM", [file_timestamp_timestamp]);
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/**
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* Describes the message CryptoDominance.
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* Use `create(CryptoDominanceSchema)` to create a new message.
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*/
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export const CryptoDominanceSchema = /*@__PURE__*/ messageDesc(file_crypto_dominance, 0);
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package/dist/enums_pb.d.ts
CHANGED
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*/
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OPRA = 175
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OPRA = 175,
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/**
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* Crypto market cap indices (BTC.D, TOTAL, ...) we calculate from our own
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* spot trades and CoinGecko circulating supply.
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*
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* @generated from enum value: CRYPTOCAP = 176;
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*/
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CRYPTOCAP = 176
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}
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/**
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* Describes the enum Exchange.
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*
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*/
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OPTION_STRIKE_FLOW_AGG = 253
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OPTION_STRIKE_FLOW_AGG = 253,
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/**
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* Crypto market cap and dominance on exchange CRYPTOCAP: the indices
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* (TOTAL, BTC.D, ...), each listed coin's market cap (MCAP.<ticker>, with
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* its price and circulating supply) and dominance (<ticker>.D), and each
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* segment's market cap (SEG.<name>), calculated from our own spot trades
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* and CoinGecko circulating supply.
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*
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* @generated from enum value: CRYPTO_DOMINANCE = 254;
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*/
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CRYPTO_DOMINANCE = 254,
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/**
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* @generated from enum value: CRYPTO_DOMINANCE_AGG = 255;
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*/
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CRYPTO_DOMINANCE_AGG = 255
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}
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/**
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* Describes the enum Type.
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*/
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export declare const KiyoPlusTierSchema: GenEnum<KiyoPlusTier>;
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/**
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*
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*
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* The side of the market an option print traded on. On OPRA, where the
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* print traded against the national best bid and offer in force just before
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* it (the tcbbo record's quote): above the midpoint is ASK, below it BID, on
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* it MID, and NONE when that quote had a side missing or at zero, or was
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* crossed. On CME and the crypto option venues, the venue's aggressor: ASK
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* when the taker bought, BID when the taker sold, NONE when the venue named
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* no aggressor, never MID; the numbers run opposite to the TRADE row's side
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* (SELL 1, BUY 2). NONE is the zero value, so an unset side reads as no
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* side.
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*
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* @generated from enum OptionPrintSide
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*/
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/**
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* @generated from enum value: OPTION_PRINT_AGG_SCOPE_SPOT_PROFILE = 4;
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SPOT_PROFILE = 4
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SPOT_PROFILE = 4,
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/**
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* OPTLOAD G3: one underlying's contract flow per strike (every expiry of the
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* row's dte class; dte_bucket ZERO or AFTER_ZERO, unset when folded), per
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* expiry (every strike), or per (expiry, strike), summed to the request's
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* bar or session (DataRequest.optionRead). STRIKE rows set strike and leave
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* expiry_ms 0, EXPIRY rows the reverse, EXPIRY_STRIKE rows both. They carry
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* vol_ask..vol_none, vol_above_ask, vol_below_bid, prem_ask..prem_none,
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* prints and sum_size; every other value is unset or 0.
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*
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* @generated from enum value: OPTION_PRINT_AGG_SCOPE_STRIKE = 5;
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*/
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STRIKE = 5,
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/**
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* @generated from enum value: OPTION_PRINT_AGG_SCOPE_EXPIRY = 6;
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*/
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EXPIRY = 6,
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/**
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* @generated from enum value: OPTION_PRINT_AGG_SCOPE_EXPIRY_STRIKE = 7;
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*/
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EXPIRY_STRIKE = 7,
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/**
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* OPTLOAD G4: one underlying's prints passing the read's floors
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* (minQuoteAmount, minAmount) and print filters, summed per bar and option
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* type in the COIN columns.
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*
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* @generated from enum value: OPTION_PRINT_AGG_SCOPE_PRINTS = 8;
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*/
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PRINTS = 8
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}
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/**
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* Describes the enum OptionPrintAggScope.
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@@ -4888,12 +4941,389 @@ export declare enum OptionDteBucket {
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/**
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* @generated from enum value: OPTION_DTE_BUCKET_THIRTY_SIX_PLUS = 4;
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*/
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OPTION_DTE_BUCKET_THIRTY_SIX_PLUS = 4
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|
+
OPTION_DTE_BUCKET_THIRTY_SIX_PLUS = 4,
|
|
4945
|
+
/**
|
|
4946
|
+
* OPTLOAD G3: every expiry after the trade date, the STRIKE scope's second
|
|
4947
|
+
* class beside ZERO.
|
|
4948
|
+
*
|
|
4949
|
+
* @generated from enum value: OPTION_DTE_BUCKET_AFTER_ZERO = 5;
|
|
4950
|
+
*/
|
|
4951
|
+
OPTION_DTE_BUCKET_AFTER_ZERO = 5
|
|
4892
4952
|
}
|
|
4893
4953
|
/**
|
|
4894
4954
|
* Describes the enum OptionDteBucket.
|
|
4895
4955
|
*/
|
|
4896
4956
|
export declare const OptionDteBucketSchema: GenEnum<OptionDteBucket>;
|
|
4957
|
+
/**
|
|
4958
|
+
* OPTLOAD: where a grouped read's bars start (OptionReadShape.barAnchor).
|
|
4959
|
+
*
|
|
4960
|
+
* @generated from enum BarAnchor
|
|
4961
|
+
*/
|
|
4962
|
+
export declare enum BarAnchor {
|
|
4963
|
+
/**
|
|
4964
|
+
* ts - ts % barSeconds on the Unix epoch; every bucket counts.
|
|
4965
|
+
*
|
|
4966
|
+
* @generated from enum value: BAR_ANCHOR_UTC = 0;
|
|
4967
|
+
*/
|
|
4968
|
+
UTC = 0,
|
|
4969
|
+
/**
|
|
4970
|
+
* Each New York weekday's 09:30 open: bars open + k * barSeconds; only
|
|
4971
|
+
* buckets starting in [09:30, 16:00) New York count. DST from the tz
|
|
4972
|
+
* database (the chart's usEquityAnchoredBucketStartMs).
|
|
4973
|
+
*
|
|
4974
|
+
* @generated from enum value: BAR_ANCHOR_US_EQUITY_RTH = 1;
|
|
4975
|
+
*/
|
|
4976
|
+
US_EQUITY_RTH = 1
|
|
4977
|
+
}
|
|
4978
|
+
/**
|
|
4979
|
+
* Describes the enum BarAnchor.
|
|
4980
|
+
*/
|
|
4981
|
+
export declare const BarAnchorSchema: GenEnum<BarAnchor>;
|
|
4982
|
+
/**
|
|
4983
|
+
* OPTLOAD: what one group of a grouped read covers.
|
|
4984
|
+
*
|
|
4985
|
+
* @generated from enum BarSpan
|
|
4986
|
+
*/
|
|
4987
|
+
export declare enum BarSpan {
|
|
4988
|
+
/**
|
|
4989
|
+
* @generated from enum value: BAR_SPAN_BAR = 0;
|
|
4990
|
+
*/
|
|
4991
|
+
BAR = 0,
|
|
4992
|
+
/**
|
|
4993
|
+
* The anchor's trade date: New York for US_EQUITY_RTH, UTC for UTC.
|
|
4994
|
+
*
|
|
4995
|
+
* @generated from enum value: BAR_SPAN_SESSION = 1;
|
|
4996
|
+
*/
|
|
4997
|
+
SESSION = 1
|
|
4998
|
+
}
|
|
4999
|
+
/**
|
|
5000
|
+
* Describes the enum BarSpan.
|
|
5001
|
+
*/
|
|
5002
|
+
export declare const BarSpanSchema: GenEnum<BarSpan>;
|
|
5003
|
+
/**
|
|
5004
|
+
* OPTLOAD G3: the expiries a contract flow read keeps, per row, against the
|
|
5005
|
+
* New York trade date of the row's bucket middle.
|
|
5006
|
+
*
|
|
5007
|
+
* @generated from enum OptionExpiryClass
|
|
5008
|
+
*/
|
|
5009
|
+
export declare enum OptionExpiryClass {
|
|
5010
|
+
/**
|
|
5011
|
+
* @generated from enum value: OPTION_EXPIRY_CLASS_ALL = 0;
|
|
5012
|
+
*/
|
|
5013
|
+
ALL = 0,
|
|
5014
|
+
/**
|
|
5015
|
+
* @generated from enum value: OPTION_EXPIRY_CLASS_ZERO_DTE = 1;
|
|
5016
|
+
*/
|
|
5017
|
+
ZERO_DTE = 1,
|
|
5018
|
+
/**
|
|
5019
|
+
* @generated from enum value: OPTION_EXPIRY_CLASS_AFTER_TODAY = 2;
|
|
5020
|
+
*/
|
|
5021
|
+
AFTER_TODAY = 2
|
|
5022
|
+
}
|
|
5023
|
+
/**
|
|
5024
|
+
* Describes the enum OptionExpiryClass.
|
|
5025
|
+
*/
|
|
5026
|
+
export declare const OptionExpiryClassSchema: GenEnum<OptionExpiryClass>;
|
|
5027
|
+
/**
|
|
5028
|
+
* OPTLOAD G6: how a strike-row read folds its minutes.
|
|
5029
|
+
*
|
|
5030
|
+
* @generated from enum StrikeRowFold
|
|
5031
|
+
*/
|
|
5032
|
+
export declare enum StrikeRowFold {
|
|
5033
|
+
/**
|
|
5034
|
+
* @generated from enum value: STRIKE_ROW_FOLD_NONE = 0;
|
|
5035
|
+
*/
|
|
5036
|
+
NONE = 0,
|
|
5037
|
+
/**
|
|
5038
|
+
* One row per (bar, strike), summed across the scoped expiries:
|
|
5039
|
+
* OPTION_STRIKE_AGG from the bar's newest minute, OPTION_STRIKE_FLOW_AGG
|
|
5040
|
+
* from every minute of the bar.
|
|
5041
|
+
*
|
|
5042
|
+
* @generated from enum value: STRIKE_ROW_FOLD_BAR = 1;
|
|
5043
|
+
*/
|
|
5044
|
+
BAR = 1
|
|
5045
|
+
}
|
|
5046
|
+
/**
|
|
5047
|
+
* Describes the enum StrikeRowFold.
|
|
5048
|
+
*/
|
|
5049
|
+
export declare const StrikeRowFoldSchema: GenEnum<StrikeRowFold>;
|
|
5050
|
+
/**
|
|
5051
|
+
* OPTLOAD G6: the heatmap's expiry filter, from the bar's open.
|
|
5052
|
+
*
|
|
5053
|
+
* @generated from enum OptionsExpiryScope
|
|
5054
|
+
*/
|
|
5055
|
+
export declare enum OptionsExpiryScope {
|
|
5056
|
+
/**
|
|
5057
|
+
* @generated from enum value: OPTIONS_EXPIRY_SCOPE_ALL = 0;
|
|
5058
|
+
*/
|
|
5059
|
+
ALL = 0,
|
|
5060
|
+
/**
|
|
5061
|
+
* @generated from enum value: OPTIONS_EXPIRY_SCOPE_NEAREST = 1;
|
|
5062
|
+
*/
|
|
5063
|
+
NEAREST = 1,
|
|
5064
|
+
/**
|
|
5065
|
+
* @generated from enum value: OPTIONS_EXPIRY_SCOPE_WEEK = 2;
|
|
5066
|
+
*/
|
|
5067
|
+
WEEK = 2,
|
|
5068
|
+
/**
|
|
5069
|
+
* @generated from enum value: OPTIONS_EXPIRY_SCOPE_MONTH = 3;
|
|
5070
|
+
*/
|
|
5071
|
+
MONTH = 3
|
|
5072
|
+
}
|
|
5073
|
+
/**
|
|
5074
|
+
* Describes the enum OptionsExpiryScope.
|
|
5075
|
+
*/
|
|
5076
|
+
export declare const OptionsExpiryScopeSchema: GenEnum<OptionsExpiryScope>;
|
|
5077
|
+
/**
|
|
5078
|
+
* OPTLOAD G6: the value columns a grouped strike-row read fills.
|
|
5079
|
+
*
|
|
5080
|
+
* @generated from enum StrikeMetric
|
|
5081
|
+
*/
|
|
5082
|
+
export declare enum StrikeMetric {
|
|
5083
|
+
/**
|
|
5084
|
+
* @generated from enum value: STRIKE_METRIC_ALL = 0;
|
|
5085
|
+
*/
|
|
5086
|
+
ALL = 0,
|
|
5087
|
+
/**
|
|
5088
|
+
* @generated from enum value: STRIKE_METRIC_NET_GEX = 1;
|
|
5089
|
+
*/
|
|
5090
|
+
NET_GEX = 1,
|
|
5091
|
+
/**
|
|
5092
|
+
* @generated from enum value: STRIKE_METRIC_DEX = 2;
|
|
5093
|
+
*/
|
|
5094
|
+
DEX = 2,
|
|
5095
|
+
/**
|
|
5096
|
+
* @generated from enum value: STRIKE_METRIC_VEX = 3;
|
|
5097
|
+
*/
|
|
5098
|
+
VEX = 3,
|
|
5099
|
+
/**
|
|
5100
|
+
* @generated from enum value: STRIKE_METRIC_OI = 4;
|
|
5101
|
+
*/
|
|
5102
|
+
OI = 4,
|
|
5103
|
+
/**
|
|
5104
|
+
* @generated from enum value: STRIKE_METRIC_IV = 5;
|
|
5105
|
+
*/
|
|
5106
|
+
IV = 5,
|
|
5107
|
+
/**
|
|
5108
|
+
* @generated from enum value: STRIKE_METRIC_NET_PREMIUM = 6;
|
|
5109
|
+
*/
|
|
5110
|
+
NET_PREMIUM = 6,
|
|
5111
|
+
/**
|
|
5112
|
+
* @generated from enum value: STRIKE_METRIC_DELTA_FLOW = 7;
|
|
5113
|
+
*/
|
|
5114
|
+
DELTA_FLOW = 7,
|
|
5115
|
+
/**
|
|
5116
|
+
* @generated from enum value: STRIKE_METRIC_GAMMA_FLOW = 8;
|
|
5117
|
+
*/
|
|
5118
|
+
GAMMA_FLOW = 8,
|
|
5119
|
+
/**
|
|
5120
|
+
* @generated from enum value: STRIKE_METRIC_TRADE_VOLUME = 9;
|
|
5121
|
+
*/
|
|
5122
|
+
TRADE_VOLUME = 9
|
|
5123
|
+
}
|
|
5124
|
+
/**
|
|
5125
|
+
* Describes the enum StrikeMetric.
|
|
5126
|
+
*/
|
|
5127
|
+
export declare const StrikeMetricSchema: GenEnum<StrikeMetric>;
|
|
5128
|
+
/**
|
|
5129
|
+
* OPTLOAD G5: the per-bar surface tuples an OPTION_SURFACE read keeps
|
|
5130
|
+
* (OptionReadShape.surfacePick).
|
|
5131
|
+
*
|
|
5132
|
+
* @generated from enum OptionSurfacePick
|
|
5133
|
+
*/
|
|
5134
|
+
export declare enum OptionSurfacePick {
|
|
5135
|
+
/**
|
|
5136
|
+
* @generated from enum value: OPTION_SURFACE_PICK_NONE = 0;
|
|
5137
|
+
*/
|
|
5138
|
+
NONE = 0,
|
|
5139
|
+
/**
|
|
5140
|
+
* The tuple with dte at least 1 and both wings at surfaceDelta, nearest
|
|
5141
|
+
* surfaceDays; ties the earlier expiry.
|
|
5142
|
+
*
|
|
5143
|
+
* @generated from enum value: OPTION_SURFACE_PICK_NEAREST_DAYS = 1;
|
|
5144
|
+
*/
|
|
5145
|
+
NEAREST_DAYS = 1,
|
|
5146
|
+
/**
|
|
5147
|
+
* The two anchors that bracket surfaceTenorDays (dte above 0.5, both
|
|
5148
|
+
* 25-delta wings above 0).
|
|
5149
|
+
*
|
|
5150
|
+
* @generated from enum value: OPTION_SURFACE_PICK_TENOR_BRACKET = 2;
|
|
5151
|
+
*/
|
|
5152
|
+
TENOR_BRACKET = 2
|
|
5153
|
+
}
|
|
5154
|
+
/**
|
|
5155
|
+
* Describes the enum OptionSurfacePick.
|
|
5156
|
+
*/
|
|
5157
|
+
export declare const OptionSurfacePickSchema: GenEnum<OptionSurfacePick>;
|
|
5158
|
+
/**
|
|
5159
|
+
* OPTLOAD G5: the class of the block B a chain page view builds, today's
|
|
5160
|
+
* block of that lane class (GetOptionChainSummaryRequest.cellClass).
|
|
5161
|
+
*
|
|
5162
|
+
* @generated from enum OptionChainCellClass
|
|
5163
|
+
*/
|
|
5164
|
+
export declare enum OptionChainCellClass {
|
|
5165
|
+
/**
|
|
5166
|
+
* @generated from enum value: OPTION_CHAIN_CELL_CLASS_NONE = 0;
|
|
5167
|
+
*/
|
|
5168
|
+
NONE = 0,
|
|
5169
|
+
/**
|
|
5170
|
+
* @generated from enum value: OPTION_CHAIN_CELL_CLASS_OPTIONS_CHAIN = 1;
|
|
5171
|
+
*/
|
|
5172
|
+
OPTIONS_CHAIN = 1,
|
|
5173
|
+
/**
|
|
5174
|
+
* @generated from enum value: OPTION_CHAIN_CELL_CLASS_OPTION_CONTRACT_STATE = 2;
|
|
5175
|
+
*/
|
|
5176
|
+
OPTION_CONTRACT_STATE = 2
|
|
5177
|
+
}
|
|
5178
|
+
/**
|
|
5179
|
+
* Describes the enum OptionChainCellClass.
|
|
5180
|
+
*/
|
|
5181
|
+
export declare const OptionChainCellClassSchema: GenEnum<OptionChainCellClass>;
|
|
5182
|
+
/**
|
|
5183
|
+
* OPTLOAD G5: one answer built from a chain page's block B
|
|
5184
|
+
* (OptionChainView.kind): a projection, the contracts of B a template reads
|
|
5185
|
+
* in B's order, or a fold, sums over all of B.
|
|
5186
|
+
*
|
|
5187
|
+
* @generated from enum OptionChainViewKind
|
|
5188
|
+
*/
|
|
5189
|
+
export declare enum OptionChainViewKind {
|
|
5190
|
+
/**
|
|
5191
|
+
* @generated from enum value: OPTION_CHAIN_VIEW_UNSPECIFIED = 0;
|
|
5192
|
+
*/
|
|
5193
|
+
OPTION_CHAIN_VIEW_UNSPECIFIED = 0,
|
|
5194
|
+
/**
|
|
5195
|
+
* @generated from enum value: OPTION_CHAIN_VIEW_WHOLE = 1;
|
|
5196
|
+
*/
|
|
5197
|
+
OPTION_CHAIN_VIEW_WHOLE = 1,
|
|
5198
|
+
/**
|
|
5199
|
+
* @generated from enum value: OPTION_CHAIN_VIEW_CLOCK = 2;
|
|
5200
|
+
*/
|
|
5201
|
+
OPTION_CHAIN_VIEW_CLOCK = 2,
|
|
5202
|
+
/**
|
|
5203
|
+
* @generated from enum value: OPTION_CHAIN_VIEW_ATM = 3;
|
|
5204
|
+
*/
|
|
5205
|
+
OPTION_CHAIN_VIEW_ATM = 3,
|
|
5206
|
+
/**
|
|
5207
|
+
* @generated from enum value: OPTION_CHAIN_VIEW_DELTA_BAND = 4;
|
|
5208
|
+
*/
|
|
5209
|
+
OPTION_CHAIN_VIEW_DELTA_BAND = 4,
|
|
5210
|
+
/**
|
|
5211
|
+
* @generated from enum value: OPTION_CHAIN_VIEW_WINDOW = 5;
|
|
5212
|
+
*/
|
|
5213
|
+
OPTION_CHAIN_VIEW_WINDOW = 5,
|
|
5214
|
+
/**
|
|
5215
|
+
* @generated from enum value: OPTION_CHAIN_VIEW_HORIZON_OTM = 6;
|
|
5216
|
+
*/
|
|
5217
|
+
OPTION_CHAIN_VIEW_HORIZON_OTM = 6,
|
|
5218
|
+
/**
|
|
5219
|
+
* @generated from enum value: OPTION_CHAIN_VIEW_SURFACE_BUCKETS = 7;
|
|
5220
|
+
*/
|
|
5221
|
+
OPTION_CHAIN_VIEW_SURFACE_BUCKETS = 7,
|
|
5222
|
+
/**
|
|
5223
|
+
* @generated from enum value: OPTION_CHAIN_VIEW_CONTRACT = 8;
|
|
5224
|
+
*/
|
|
5225
|
+
OPTION_CHAIN_VIEW_CONTRACT = 8,
|
|
5226
|
+
/**
|
|
5227
|
+
* @generated from enum value: OPTION_CHAIN_VIEW_FRONT_DELTA = 9;
|
|
5228
|
+
*/
|
|
5229
|
+
OPTION_CHAIN_VIEW_FRONT_DELTA = 9,
|
|
5230
|
+
/**
|
|
5231
|
+
* @generated from enum value: OPTION_CHAIN_VIEW_TRADED = 10;
|
|
5232
|
+
*/
|
|
5233
|
+
OPTION_CHAIN_VIEW_TRADED = 10,
|
|
5234
|
+
/**
|
|
5235
|
+
* @generated from enum value: OPTION_CHAIN_VIEW_EXTREMES = 11;
|
|
5236
|
+
*/
|
|
5237
|
+
OPTION_CHAIN_VIEW_EXTREMES = 11,
|
|
5238
|
+
/**
|
|
5239
|
+
* @generated from enum value: OPTION_CHAIN_VIEW_TOP = 12;
|
|
5240
|
+
*/
|
|
5241
|
+
OPTION_CHAIN_VIEW_TOP = 12,
|
|
5242
|
+
/**
|
|
5243
|
+
* @generated from enum value: OPTION_CHAIN_VIEW_TOTALS = 13;
|
|
5244
|
+
*/
|
|
5245
|
+
OPTION_CHAIN_VIEW_TOTALS = 13,
|
|
5246
|
+
/**
|
|
5247
|
+
* @generated from enum value: OPTION_CHAIN_VIEW_OI_BOARD = 14;
|
|
5248
|
+
*/
|
|
5249
|
+
OPTION_CHAIN_VIEW_OI_BOARD = 14,
|
|
5250
|
+
/**
|
|
5251
|
+
* @generated from enum value: OPTION_CHAIN_VIEW_STRIKE_CHANGE = 15;
|
|
5252
|
+
*/
|
|
5253
|
+
OPTION_CHAIN_VIEW_STRIKE_CHANGE = 15,
|
|
5254
|
+
/**
|
|
5255
|
+
* @generated from enum value: OPTION_CHAIN_VIEW_LEADERS = 16;
|
|
5256
|
+
*/
|
|
5257
|
+
OPTION_CHAIN_VIEW_LEADERS = 16,
|
|
5258
|
+
/**
|
|
5259
|
+
* @generated from enum value: OPTION_CHAIN_VIEW_EXPOSURE = 17;
|
|
5260
|
+
*/
|
|
5261
|
+
OPTION_CHAIN_VIEW_EXPOSURE = 17,
|
|
5262
|
+
/**
|
|
5263
|
+
* @generated from enum value: OPTION_CHAIN_VIEW_STRIKE_TABLE = 18;
|
|
5264
|
+
*/
|
|
5265
|
+
OPTION_CHAIN_VIEW_STRIKE_TABLE = 18,
|
|
5266
|
+
/**
|
|
5267
|
+
* @generated from enum value: OPTION_CHAIN_VIEW_GEX_CURVE = 19;
|
|
5268
|
+
*/
|
|
5269
|
+
OPTION_CHAIN_VIEW_GEX_CURVE = 19
|
|
5270
|
+
}
|
|
5271
|
+
/**
|
|
5272
|
+
* Describes the enum OptionChainViewKind.
|
|
5273
|
+
*/
|
|
5274
|
+
export declare const OptionChainViewKindSchema: GenEnum<OptionChainViewKind>;
|
|
5275
|
+
/**
|
|
5276
|
+
* OPTLOAD G5: how the cells of one view's rows are laid out
|
|
5277
|
+
* (OptionChainViewRows.layout).
|
|
5278
|
+
*
|
|
5279
|
+
* @generated from enum OptionChainRowLayout
|
|
5280
|
+
*/
|
|
5281
|
+
export declare enum OptionChainRowLayout {
|
|
5282
|
+
/**
|
|
5283
|
+
* @generated from enum value: OPTION_CHAIN_ROW_CLASS_TUPLE = 0;
|
|
5284
|
+
*/
|
|
5285
|
+
OPTION_CHAIN_ROW_CLASS_TUPLE = 0,
|
|
5286
|
+
/**
|
|
5287
|
+
* @generated from enum value: OPTION_CHAIN_ROW_TOTALS = 1;
|
|
5288
|
+
*/
|
|
5289
|
+
OPTION_CHAIN_ROW_TOTALS = 1,
|
|
5290
|
+
/**
|
|
5291
|
+
* @generated from enum value: OPTION_CHAIN_ROW_OI_CELL = 2;
|
|
5292
|
+
*/
|
|
5293
|
+
OPTION_CHAIN_ROW_OI_CELL = 2,
|
|
5294
|
+
/**
|
|
5295
|
+
* @generated from enum value: OPTION_CHAIN_ROW_STRIKE_CHANGE = 3;
|
|
5296
|
+
*/
|
|
5297
|
+
OPTION_CHAIN_ROW_STRIKE_CHANGE = 3,
|
|
5298
|
+
/**
|
|
5299
|
+
* @generated from enum value: OPTION_CHAIN_ROW_EXPOSURE_STRIKE = 4;
|
|
5300
|
+
*/
|
|
5301
|
+
OPTION_CHAIN_ROW_EXPOSURE_STRIKE = 4,
|
|
5302
|
+
/**
|
|
5303
|
+
* @generated from enum value: OPTION_CHAIN_ROW_EXPOSURE_BUCKET = 5;
|
|
5304
|
+
*/
|
|
5305
|
+
OPTION_CHAIN_ROW_EXPOSURE_BUCKET = 5,
|
|
5306
|
+
/**
|
|
5307
|
+
* @generated from enum value: OPTION_CHAIN_ROW_EXPOSURE_EXPIRY = 6;
|
|
5308
|
+
*/
|
|
5309
|
+
OPTION_CHAIN_ROW_EXPOSURE_EXPIRY = 6,
|
|
5310
|
+
/**
|
|
5311
|
+
* @generated from enum value: OPTION_CHAIN_ROW_STRIKE_TABLE = 7;
|
|
5312
|
+
*/
|
|
5313
|
+
OPTION_CHAIN_ROW_STRIKE_TABLE = 7,
|
|
5314
|
+
/**
|
|
5315
|
+
* @generated from enum value: OPTION_CHAIN_ROW_GEX_POINT = 8;
|
|
5316
|
+
*/
|
|
5317
|
+
OPTION_CHAIN_ROW_GEX_POINT = 8,
|
|
5318
|
+
/**
|
|
5319
|
+
* @generated from enum value: OPTION_CHAIN_ROW_GEX_SUMS = 9;
|
|
5320
|
+
*/
|
|
5321
|
+
OPTION_CHAIN_ROW_GEX_SUMS = 9
|
|
5322
|
+
}
|
|
5323
|
+
/**
|
|
5324
|
+
* Describes the enum OptionChainRowLayout.
|
|
5325
|
+
*/
|
|
5326
|
+
export declare const OptionChainRowLayoutSchema: GenEnum<OptionChainRowLayout>;
|
|
4897
5327
|
/**
|
|
4898
5328
|
* Where an OPTION_SURFACE expiry's forward came from: put-call parity at the
|
|
4899
5329
|
* at-the-money strike, the underlying's spot, or a listed future.
|